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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue September 20, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 050920 577.50 578.50 569.25 572.00 -4.00 27,812 166,387 +533
Jan06 050920 586.00 587.00 578.00 581.00 -4.25 4,080 27,117 +1,170
Mar06 050920 593.00 594.00 585.75 588.25 -4.00 2,244 17,442 +827
May06 050920 599.00 599.00 591.50 592.00 -4.50 1,316 16,772 +305
Jul06 050920 601.50 602.00 595.50 598.00 -3.25 1,343 11,428 -134
Aug06 050920 595.00 596.00 594.25 595.50 -3.50 5 355 +3
Sep06 050920 593.50 593.50 593.50 593.50 -3.50 0 135 +0
Total Volume and Open Interest 37,373 247,944 +2,618
Soybean Meal(CBOT)
Oct05 050920 174.00 174.20 171.70 172.30 -1.20 4,242 18,588 +664
Dec05 050920 176.70 176.90 174.50 175.20 -1.00 9,489 59,603 -571
Jan06 050920 178.20 178.30 176.00 176.50 -1.20 2,525 11,194 +564
Mar06 050920 180.30 180.70 178.50 179.10 -0.90 997 9,644 +93
May06 050920 181.50 181.70 179.50 180.30 -0.90 943 12,254 +31
Jul06 050920 183.40 183.50 181.60 182.50 -0.90 727 7,576 +234
Aug06 050920 184.00 184.00 182.00 182.80 -1.20 121 2,015 +35
Sep06 050920 185.00 185.00 182.50 183.50 -1.00 67 1,810 +48
Total Volume and Open Interest 19,182 125,306 +1,151
Soybean Oil(CBOT)
Oct05 050920 22.70 22.72 22.32 22.45 -0.27 3,661 16,223 +112
Dec05 050920 22.95 22.97 22.55 22.70 -0.28 18,910 85,858 -734
Jan06 050920 23.13 23.13 22.72 22.81 -0.35 1,850 10,263 +456
Mar06 050920 23.25 23.25 22.86 22.98 -0.32 512 7,097 +217
May06 050920 23.38 23.38 23.10 23.12 -0.28 716 8,976 +88
Jul06 050920 23.40 23.42 23.20 23.25 -0.27 1,440 6,663 +263
Aug06 050920 23.40 23.40 23.23 23.23 -0.27 71 1,059 -47
Sep06 050920 23.40 23.40 23.25 23.25 -0.25 17 945 +8
Total Volume and Open Interest 27,291 141,126 +407
Canola(WCE)
Sep05 050914 257.4 257.4 257.4 257.4 -0.4      
Nov05 050920 258.6 259.9 257.1 257.7 -1.2 4,676 36,722 -240
Jan06 050920 266.6 268.7 265.7 265.7 -1.9 935 20,650 +646
Mar06 050920 273.2 275.0 272.5 272.5 -1.5 198 2,428 -18
May06 050920 280.5 280.5 279.3 279.3 -1.6 0 1,482 +0
Total Volume and Open Interest 5,994 65,596 +386
Corn(CBOT)
Dec05 050920 207.00 207.50 205.75 206.75 +0.50 32,094 471,737 -4,378
Mar06 050920 219.50 220.25 218.50 219.25 +0.25 8,412 124,064 +3,153
May06 050920 227.00 227.00 225.75 226.75 +0.50 2,136 27,332 +406
Jul06 050920 233.00 233.50 232.25 233.25 +0.75 3,066 39,205 +694
Sep06 050920 239.50 239.75 239.25 239.75 +0.50 118 5,366 +50
Dec06 050920 248.25 248.75 248.00 248.50 +0.50 1,407 32,664 +796
Total Volume and Open Interest 47,268 706,139 +722
Wheat(CBOT)
Dec05 050920 321.50 323.00 318.25 321.25 +1.00 15,022 220,887 -432
Mar06 050920 335.00 337.00 332.00 336.00 +1.25 2,798 36,540 -82
May06 050920 342.00 343.50 339.50 343.25 +2.25 73 1,511 -15
Jul06 050920 346.50 349.50 345.25 348.75 +1.50 1,001 20,983 +62
Sep06 050920 354.00 355.00 352.00 355.00 +1.50 31 287 +3
Total Volume and Open Interest 19,041 281,403 -499
Wheat(KCBT)
Sep05 050914 359.00 362.00 353.00 354.00 +0.50 139 113 +86
Dec05 050920 362.50 363.00 357.00 358.00 -4.75 7,517 61,381 -2,155
Mar06 050920 360.00 361.00 356.00 357.50 -3.00 2,570 21,663 +15
May06 050920 355.50 359.00 353.00 354.00 -1.50 34 1,899 +21
Jul06 050920 352.00 355.00 350.50 353.00 +0.75 854 10,497 -4
Total Volume and Open Interest 10,976 95,659 -2,126
Wheat(MGE)
Sep05 050914 386.00 386.00 385.00 385.00 +8.50 22 47 -11
Dec05 050920 357.00 358.00 353.50 354.25 -2.50 2,665 19,043 -1,095
Mar06 050920 353.00 354.50 352.00 352.50 -1.00 425 9,502 -60
May06 050920 356.00 357.00 354.50 355.50 -0.50 90 1,554 +11
Jul06 050920 358.50 360.00 357.50 360.00 +1.25 50 583 -15
Total Volume and Open Interest 3,232 30,872 -1,159
Oats(CBOT)
Dec05 050920 156.25 157.50 155.75 157.25 +0.50 1,158 5,539 +15
Mar06 050920 162.00 163.00 162.00 163.00 +0.50 48 289 +33
May06 050920 167.75 167.75 167.75 167.75 unch 4 42 +2
Jul06 050920 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 1,210 5,872 +50
Rough Rice(CBOT)
Sep05 050920 6.53 6.57 6.53 6.57 +0.03 116 113 +90
Nov05 050920 6.67 6.74 6.66 6.74 +0.03 230 5,328 +73
Jan06 050920 6.92 6.95 6.90 6.95 +0.03 41 882 +25
Mar06 050920 7.18 7.18 7.18 7.18 +0.03 15 479 +0
Total Volume and Open Interest 402 6,842 +188
Live Cattle(CME)
Oct05 050920 85.750 86.075 85.525 85.825 -0.250 7,948 36,350 -2,474
Dec05 050920 88.000 88.350 87.775 88.200 -0.200 7,964 74,646 +2,768
Feb06 050920 89.350 89.700 89.050 89.575 -0.025 1,557 26,010 +130
Apr06 050920 87.200 87.400 87.000 87.300 -0.125 172 7,456 +33
Jun06 050920 82.800 82.900 82.500 82.825 -0.225 152 3,269 +21
Aug06 050920 82.300 82.475 82.200 82.450 -0.350 42 1,656 +57
Total Volume and Open Interest 17,835 149,430 +535
Feeder Cattle(CME)
Sep05 050920 115.150 115.150 114.450 114.475 -0.625 255 3,211 -42
Oct05 050920 113.500 113.500 112.700 112.950 -0.500 976 13,358 +178
Nov05 050920 112.625 112.625 112.150 112.250 -0.575 610 8,348 +218
Jan06 050920 109.400 109.400 108.825 109.100 -0.525 282 3,515 +152
Mar06 050920 104.200 104.250 103.950 104.000 -0.450 14 446 +2
Apr06 050920 102.750 102.825 102.650 102.825 -0.225 4 331 +0
May06 050920 102.900 102.900 102.650 102.700 -0.250 6 144 +3
Total Volume and Open Interest 2,156 29,365 +516
Lean Hogs(CME)
Oct05 050920 65.250 65.850 64.700 65.775 +0.800 5,615 26,999 -1,790
Dec05 050920 62.300 63.200 62.050 63.125 +0.825 6,884 53,427 +1,592
Feb06 050920 63.700 64.250 63.500 64.200 +0.425 1,250 16,925 +324
Apr06 050920 62.200 63.200 62.150 63.025 +0.575 220 4,964 +60
May06 050920 62.550 63.300 62.500 63.250 +0.725 54 1,157 -11
Jun06 050920 65.500 65.775 65.250 65.775 +0.375 37 1,625 +4
Jul06 050920 62.200 62.500 62.100 62.400 +0.150 5 686 +3
Aug06 050920 58.500 58.700 58.500 58.600 +0.250 80 292 -32
Total Volume and Open Interest 14,148 106,210 +150
Pork Bellies(CME)
Feb06 050920 81.850 82.850 81.500 82.850 +2.000 230 1,022 -39
Mar06 050920 82.800 82.800 82.800 82.800 +2.000 4 46 -1
May06 050920 85.000 85.000 85.000 85.000 +1.500 1 16 +1
Jul06 050920 86.000 86.000 86.000 86.000 +1.500 0 1 +0
Aug06 050920 85.400 85.400 85.400 85.400 +1.600 0 1 +0
Total Volume and Open Interest 235 1,086 -39
Class III Milk(CME)
Sep05 050920 14.30 14.31 14.28 14.31 +0.01 4 3,282 +3
Oct05 050920 14.45 14.55 14.43 14.53 +0.06 130 2,590 -41
Nov05 050920 13.70 13.80 13.70 13.77 +0.07 49 1,836 +7
Dec05 050920 13.38 13.41 13.36 13.41 +0.03 30 1,751 -1
Jan06 050920 12.83 12.85 12.83 12.85 +0.02 6 1,199 +0
Total Volume and Open Interest 276 19,606 -22
Cocoa(NYBOT)
Dec05 050920 1375 1388 1367 1375 +4 6,616 48,111 -146
Mar06 050920 1418 1426 1408 1414 +4 2,797 26,721 -95
May06 050920 1440 1440 1435 1435 +3 97 7,680 +56
Jul06 050920 1458 1458 1455 1455 +3 312 8,631 -263
Sep06 050920 1476 1476 1476 1476 +3 807 10,674 +321
Dec06 050920 1510 1510 1500 1500 +2 640 6,632 +46
Mar07 050920 1532 1532 1525 1525 +3 50 7,775 +31
Total Volume and Open Interest 11,569 116,999 +200
Coffee "C"(NYBOT)
Sep05 050920 91.75 91.75 91.75 91.75 +7.30 66 93 -17
Dec05 050920 88.50 92.70 88.10 92.50 +6.05 11,989 61,512 -62
Mar06 050920 92.10 96.25 92.10 96.05 +5.95 2,194 14,911 +539
May06 050920 95.00 98.50 94.60 98.20 +5.90 490 3,670 +57
Jul06 050920 96.75 100.50 96.70 100.15 +5.85 279 2,672 +105
Sep06 050920 99.25 102.05 98.75 102.05 +5.80 73 1,082 +6
Total Volume and Open Interest 15,186 84,927 +621
Orange Juice(NYBOT)
Nov05 050920 98.10 98.20 96.00 96.40 -1.10 2,578 17,913 -123
Jan06 050920 100.00 100.00 98.20 98.30 -1.20 677 3,377 +285
Mar06 050920 101.90 101.90 100.55 100.55 -1.35 156 2,016 +63
May06 050920 103.80 103.80 102.45 102.45 -1.35 50 235 -26
Jul06 050920 104.35 104.35 104.35 104.35 -1.35 0 102 +0
Total Volume and Open Interest 3,461 23,650 +199
Sugar #11(NYBOT)
Oct05 050920 10.42 10.57 10.41 10.49 -0.02 24,567 67,660 -11,208
Mar06 050920 10.83 10.90 10.75 10.76 -0.13 32,505 306,007 +15,429
May06 050920 10.62 10.74 10.62 10.67 -0.05 2,993 47,716 +429
Jul06 050920 10.45 10.52 10.45 10.48 -0.04 3,436 30,808 +2,199
Oct06 050920 10.39 10.42 10.36 10.37 -0.07 1,386 15,807 +507
Total Volume and Open Interest 65,257 482,181 +7,362
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050920 21.40 21.40 21.35 21.35 -0.05 440 3,828 +0
Jan06 050920 21.00 21.00 20.95 21.00 unch 7 2,291 -1
Mar06 050920 20.97 20.97 20.92 20.95 -0.02 7 2,019 +2
May06 050920 20.97 20.99 20.86 20.92 -0.02 7 2,151 +0
Total Volume and Open Interest 542 13,002 +57
London Cocoa(LCE)
Sep05 050915 824 825 800 800 -35 14,237 3,189 -14,060
Dec05 050920 798 810 798 805 +3 10,199 78,871 -192
Mar06 050920 820 831 820 825 +1 5,152 44,363 -823
May06 050920 837 842 835 839 +2 508 11,755 +124
Jul06 050920 853 856 853 853 +2 695 21,126 +452
Sep06 050920 867 869 866 867 +2 766 12,670 +228
Dec06 050920 878 881 878 880 +1 944 13,818 +777
Total Volume and Open Interest 18,454 185,024 +736
London Coffee(LCE)
Sep05 050920 795.00 859.00 795.00 859.00 +41.00 58 217 -38
Nov05 050920 819.00 883.00 805.00 881.00 +43.00 5,587 69,399 -1,503
Jan06 050920 849.00 908.00 829.00 905.00 +43.00 2,802 56,806 +691
Mar06 050920 863.00 925.00 847.00 923.00 +43.00 1,612 29,058 +389
May06 050920 881.00 941.00 868.00 941.00 +43.00 798 8,286 +609
Jul06 050920 933.00 959.00 933.00 959.00 +43.00 28 3,321 +0
Total Volume and Open Interest 10,990 168,803 +183
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 050920 295.10 295.80 289.50 290.10 -5.00 2,105 25,395 -48
Mar06 050920 297.60 297.60 293.10 294.10 -3.90 1,112 13,840 -283
May06 050920 299.00 299.00 294.10 295.10 -3.80 242 3,387 -9
Aug06 050920 298.30 298.50 295.10 295.10 -4.20 53 2,531 -1
Total Volume and Open Interest 3,739 50,308 -359
Cotton(NYBOT)
Oct05 050920 49.20 49.75 48.65 49.00 -1.17 533 2,135 -357
Dec05 050920 51.01 51.65 50.22 50.57 -1.41 11,365 76,320 -239
Mar06 050920 52.60 53.00 51.80 51.95 -1.49 1,290 20,990 +423
May06 050920 52.60 52.95 52.60 52.95 -1.25 94 2,001 +34
Jul06 050920 53.80 53.80 53.80 53.80 -1.13 64 2,060 +19
Oct06 050920 55.50 55.50 55.50 55.50 -1.05 0 1 +0
Total Volume and Open Interest 13,397 104,234 -106
Lumber(CME)
Nov05 050920 295.5 302.2 295.0 298.9 +6.7 526 3,195 -33
Jan06 050920 303.6 312.9 303.6 310.5 +7.5 93 441 +6
Mar06 050920 317.6 325.6 317.6 321.8 +6.1 17 117 +0
May06 050920 325.4 329.9 325.1 325.5 +5.6 1 26 +0
Total Volume and Open Interest 637 3,783 -27
Crude Oil(NYM)
Oct05 050920 66.50 66.60 64.80 66.23 -1.16 85,073 32,366 -21,780
Nov05 050920 66.45 66.75 65.00 66.20 -1.31 152,018 248,688 +12,854
Dec05 050920 66.60 66.85 65.35 66.39 -1.32 53,036 131,066 -1,526
Jan06 050920 66.95 67.00 65.90 66.66 -1.32 11,725 52,445 +175
Feb06 050920 67.30 67.30 66.30 66.91 -1.27 3,208 24,769 +556
Mar06 050920 66.90 67.20 66.00 67.12 -1.23 1,756 28,375 +297
Apr06 050920 66.40 67.19 66.40 67.19 -1.19 850 14,117 -366
May06 050920 66.85 67.15 66.85 67.15 -1.17 534 12,754 +21
Jun06 050920 66.70 67.10 66.70 67.07 -1.14 3,271 40,482 +721
Jul06 050920 66.96 66.96 66.96 66.96 -1.11 1,300 9,330 -27
Aug06 050920 66.84 66.84 66.84 66.84 -1.08 593 7,033 +152
Sep06 050920 66.70 66.70 66.70 66.70 -1.05 150 8,071 +150
Oct06 050920 66.56 66.56 66.56 66.56 -1.02 155 5,501 +0
Nov06 050920 66.40 66.40 66.40 66.40 -0.99 2 5,201 +0
Dec06 050920 66.20 66.40 65.80 66.24 -0.95 7,156 51,694 -1,387
Jan07 050920 65.97 65.97 65.97 65.97 -0.95 300 8,710 +100
Total Volume and Open Interest 325,626 864,302 -10,386
Heating Oil(NYM)
Oct05 050920 197.50 202.00 192.50 201.13 -2.71 23,180 28,083 -885
Nov05 050920 199.50 205.00 196.50 204.18 -2.65 14,315 58,912 +1,415
Dec05 050920 203.25 207.50 199.75 206.78 -2.55 7,141 24,251 +620
Jan06 050920 206.00 209.50 202.25 209.18 -2.45 3,951 18,319 +600
Feb06 050920 207.00 210.50 203.80 209.83 -2.30 1,902 13,076 +36
Mar06 050920 205.50 207.93 201.50 207.93 -1.80 1,046 10,652 +114
Apr06 050920 200.00 202.53 196.00 202.53 -1.50 96 5,685 +0
May06 050920 194.00 197.93 193.00 197.93 -1.20 32 3,044 -11
Jun06 050920 190.00 194.43 190.00 194.43 -1.10 101 5,657 +51
Jul06 050920 189.75 194.08 189.75 194.08 -1.05 61 2,008 -15
Aug06 050920 192.00 194.78 192.00 194.78 -1.00 11 454 +7
Sep06 050920 196.08 196.08 196.08 196.08 -0.95 30 1,184 -74
Total Volume and Open Interest 52,032 175,119 +1,958
Unleaded Gas(NYM)
Oct05 050920 196.50 201.00 191.50 197.66 -6.61 31,917 33,767 -2,937
Nov05 050920 190.00 196.00 187.50 192.76 -5.49 21,196 53,415 +2,059
Dec05 050920 188.00 190.00 184.25 187.76 -4.74 6,995 17,290 +579
Jan06 050920 183.00 187.50 183.00 186.11 -4.29 1,650 12,488 +554
Feb06 050920 182.00 185.21 182.00 185.21 -4.19 221 5,507 -65
Mar06 050920 181.00 185.01 181.00 185.01 -4.09 266 4,797 +120
Apr06 050920 190.00 194.61 190.00 194.61 -3.99 80 4,965 +0
May06 050920 190.00 194.86 190.00 194.86 -3.99 14 2,870 +6
Jun06 050920 194.16 194.16 194.16 194.16 -3.94 0 2,400 +0
Jul06 050920 191.50 193.16 191.50 193.16 -3.94 0 1,088 +0
Aug06 050920 192.00 192.00 191.46 191.46 -3.94 16 1,569 +0
Sep06 050920 188.96 188.96 188.96 188.96 -3.94 114 154 +71
Total Volume and Open Interest 62,339 140,310 +316
Natural Gas(NYM)
Oct05 050920 12.330 12.600 12.120 12.492 -0.171 34,511 68,289 +5,777
Nov05 050920 12.880 13.140 12.700 13.032 -0.233 17,798 74,178 +2,633
Dec05 050920 13.320 13.600 13.250 13.532 -0.223 8,243 44,163 +1,463
Jan06 050920 13.620 13.870 13.570 13.812 -0.203 4,874 45,236 +266
Feb06 050920 13.500 13.750 13.400 13.672 -0.173 3,426 24,666 +320
Mar06 050920 13.150 13.300 12.900 13.220 -0.120 9,384 47,986 +494
Apr06 050920 10.600 10.700 10.400 10.670 -0.045 4,961 28,979 +1,007
May06 050920 10.150 10.210 10.000 10.210 -0.035 4,638 24,669 +109
Jun06 050920 10.150 10.240 10.050 10.236 -0.035 921 9,444 +332
Jul06 050920 10.200 10.279 10.050 10.279 -0.035 484 12,766 +159
Aug06 050920 10.240 10.324 10.100 10.324 -0.035 772 14,436 +236
Sep06 050920 10.250 10.300 10.100 10.300 -0.035 358 10,885 +185
Oct06 050920 10.300 10.350 10.050 10.330 -0.035 1,704 21,552 +899
Nov06 050920 10.600 10.745 10.500 10.745 -0.030 113 8,060 -11
Dec06 050920 11.120 11.150 10.850 11.150 -0.025 113 10,577 -29
Jan07 050920 11.420 11.445 11.100 11.445 -0.020 557 10,919 +17
Total Volume and Open Interest 96,879 567,612 +15,074
Brent Crude Oil(ICE)
Nov05 050920 65.50 65.72 63.18 64.20 -1.41 78,083 86,165 -726
Dec05 050920 66.07 66.26 63.83 64.80 -1.36 34,374 93,284 +952
Jan06 050920 66.70 66.70 64.30 65.25 -1.26 6,877 26,607 -48
Feb06 050920 66.58 66.58 64.72 65.55 -1.23 2,415 14,295 +489
Mar06 050920 66.33 66.51 65.46 65.78 -1.14 869 8,532 +37
Apr06 050920 66.40 66.40 65.53 65.89 -1.05 144 4,778 -66
May06 050920 66.20 66.35 65.46 65.84 -0.97 38 5,717 +0
Jun06 050920 66.24 66.24 65.32 65.75 -0.92 783 18,471 +337
Jul06 050920 65.64 65.64 65.64 65.64 -0.87 715 1,969 +525
Aug06 050920 65.59 65.59 65.53 65.53 -0.82 45 770 -19
Sep06 050920 65.44 65.44 65.42 65.42 -0.76 108 2,578 -108
Oct06 050920 65.30 65.30 65.30 65.30 -0.71 300 2,275 +200
Nov06 050920 65.18 65.18 65.18 65.18 -0.66 0 122 +0
Dec06 050920 65.28 65.46 64.20 65.05 -0.62 4,371 24,993 -13
Total Volume and Open Interest 131,602 324,335 +2,489
Gas Oil(ICE)
Oct05 050920 625.25 626.00 593.00 599.25 -22.25 31,278 52,235 -1,044
Nov05 050920 629.25 631.25 600.00 605.50 -21.50 18,360 44,165 +3,250
Dec05 050920 632.75 634.75 604.75 610.25 -20.25 6,546 34,822 -548
Jan06 050920 631.00 631.00 607.75 613.00 -19.00 852 17,758 -677
Feb06 050920 620.00 620.25 612.25 612.25 -18.75 158 11,398 -12
Mar06 050920 618.25 619.75 610.00 610.00 -17.50 80 9,717 -29
Apr06 050920 609.00 609.00 607.00 607.00 -17.50 50 6,001 +0
May06 050920 607.25 607.25 603.75 603.75 -17.75 13 1,279 +13
Jun06 050920 612.00 613.50 600.00 602.00 -16.75 475 15,306 -199
Jul06 050920 601.75 601.75 601.75 601.75 -16.50 0 643 +0
Total Volume and Open Interest 61,289 220,058 +908
US Dollar Index(NYBOT)
Dec05 050920 88.30 88.42 88.00 88.38 +0.16 6,342 9,446 +6
Mar06 050920 88.15 88.15 88.15 88.15 +0.16 10 2,017 +3
Jun06 050920 87.93 87.93 87.93 87.93 +0.16 0 3 +0
Total Volume and Open Interest 6,810 17,088 -367
Australian Dollar(CME)
Dec05 050920 76.73 76.85 76.45 76.49 +0.16 5,331 77,732 +2,350
Mar06 050920 76.24 76.24 76.24 76.24 +0.16 0 9 +0
Jun06 050920 75.97 75.97 75.97 75.97 +0.16 0 14 +0
Total Volume and Open Interest 6,162 105,789 +1,451
British Pound(CME)
Dec05 050920 180.21 180.37 179.59 179.67 -0.40 2,032 67,601 -759
Mar06 050920 180.10 180.10 179.38 179.38 -0.39 5 45 +6
Jun06 050920 179.28 179.28 179.28 179.28 -0.39      
Total Volume and Open Interest 3,059 95,338 -1,381
Canadian Dollar(CME)
Dec05 050920 85.91 85.98 85.56 85.72 -0.06 11,302 97,898 +633
Mar06 050920 85.95 85.98 85.95 85.95 -0.06 40 1,226 +20
Jun06 050920 86.30 86.30 86.18 86.18 -0.06 9 183 +7
Sep06 050920 86.41 86.41 86.41 86.41 -0.06 1 31 +1
Total Volume and Open Interest 12,095 148,783 -1,143
Japanese Yen(CME)
Dec05 050920 90.60 90.65 90.18 90.23 -0.33 5,006 125,616 -1,445
Mar06 050920 91.55 91.55 91.11 91.11 -0.33 1 474 +0
Jun06 050920 92.06 92.06 92.06 92.06 -0.33 0 47 +0
Total Volume and Open Interest 12,054 176,743 -9,998
Swiss Franc(CME)
Dec05 050920 78.90 79.05 78.65 78.73 -0.18 5,723 52,346 +7,398
Mar06 050920 79.45 79.45 79.36 79.36 -0.18 0 40 +0
Jun06 050920 80.02 80.02 80.02 80.02 -0.18 0 17 +0
Total Volume and Open Interest 6,224 80,142 +6,281
EuroFX(CME)
Dec05 050920 122.06 122.43 121.80 121.87 -0.14 7,936 128,101 +2,355
Mar06 050920 122.85 122.85 122.42 122.42 -0.14 40 1,429 +21
Jun06 050920 123.40 123.40 123.07 123.07 -0.14 3 365 +3
Total Volume and Open Interest 8,956 186,161 -1,837
Mexican Peso(CME)
Sep05 050919 9190.0 9200.0 9190.0 9200.0 -17.0 180 47,477 -203
Dec05 050920 9120.0 9125.0 9100.0 9110.0 +3.0 9,644 72,255 +3,730
Total Volume and Open Interest 9,704 120,354 +3,296
30-Year T-Bonds(CBOT)
Sep05 050920 115~09 115~21 114~20 115~15 +0~07 9,402 17,657 -7,306
Dec05 050920 114~26 115~09 114~00 115~02 +0~07 174,365 556,544 +1,320
Mar06 050920 114~10 114~30 114~05 114~25 +0~08 88 1,349 +32
Total Volume and Open Interest 183,855 575,568 -5,954
10-Year T-Notes(CBOT)
Sep05 050920 111~140 111~155 111~000 111~120 -0~030 68,613 215,532 -37,281
Dec05 050920 110~245 110~260 110~080 110~230 -0~015 520,630 1,579,295 +30,601
Total Volume and Open Interest 589,248 1,800,588 -6,677
5-Year T-Notes(CBOT)
Sep05 050920 107~270 107~270 107~245 107~245 -0~040 8,741 0 +0
Dec05 050920 107~210 107~215 107~110 107~185 -0~045 272,890 0 +0
Mar06 050920 107~140 107~140 107~140 107~140 -0~045 0 1,000 +0
Total Volume and Open Interest 281,631 1,000 +0
2 Year T-Notes(CBOT)
Sep05 050920 103~064 103~064 103~053 103~053 -0~015 2,065 34,649 -1,204
Dec05 050920 103~052 103~052 103~030 103~038 -0~016 1,483 333,094 +446
Total Volume and Open Interest 3,548 367,743 -758
Eurodollars(CME)
Dec05 050920 95.850 95.850 95.770 95.775 -0.095 41,477 1,140,967 +29,193
Mar06 050920 95.745 95.755 95.670 95.685 -0.085 32,994 1,123,778 -2,842
Jun06 050920 95.700 95.705 95.620 95.645 -0.075 25,044 992,823 +33,017
Sep06 050920 95.690 95.690 95.585 95.625 -0.065 355,925 674,801 -58,808
Dec06 050920 95.640 95.650 95.570 95.600 -0.060 26,139 650,815 +11,191
Mar07 050920 95.640 95.645 95.575 95.605 -0.050 15,779 487,342 +112
Jun07 050920 95.620 95.620 95.545 95.590 -0.040 18,734 380,540 +2,000
Sep07 050920 95.595 95.600 95.530 95.575 -0.035 20,310 280,589 +9,163
Dec07 050920 95.560 95.570 95.525 95.545 -0.030 11,352 240,447 -1,144
Mar08 050920 95.540 95.550 95.515 95.535 -0.025 7,211 214,249 +1,636
Jun08 050920 95.515 95.530 95.495 95.515 -0.020 7,316 200,131 +1,379
Sep08 050920 95.490 95.500 95.470 95.485 -0.020 14,254 190,660 +4,876
Dec08 050920 95.460 95.460 95.420 95.445 -0.015 4,495 135,718 -301
Mar09 050920 95.440 95.440 95.410 95.430 -0.010 10,011 119,634 -4,174
Jun09 050920 95.405 95.405 95.375 95.400 -0.005 2,577 108,607 +224
Sep09 050920 95.365 95.370 95.340 95.370 unch 10,260 93,673 +1,919
Dec09 050920 95.320 95.320 95.290 95.320 unch 2,839 70,858 -425
Mar10 050920 95.295 95.300 95.270 95.300 unch 1,268 45,138 +552
Total Volume and Open Interest 286,334 7,380,794 -789,488
3-Mth Euro-Yen(CME)
Sep05 050916 99.91 99.91 99.91 99.91 unch 6 5,604 +0
Dec05 050920 99.89 99.89 99.89 99.89 unch 2 6,609 -2
Mar06 050920 99.83 99.83 99.83 99.83 -0.01 0 8,169 +271
Jun06 050920 99.75 99.75 99.75 99.75 -0.01 0 7,429 -3
Sep06 050920 99.67 99.67 99.67 99.67 -0.01 0 3,837 -39
Dec06 050920 99.58 99.58 99.58 99.58 -0.02 340 6,330 +681
Mar07 050920 99.51 99.51 99.51 99.51 unch 0 6,057 -16
Jun07 050920 99.42 99.42 99.42 99.42 -0.01 0 451 -27
Sep07 050920 99.34 99.34 99.34 99.34 unch 0 370 +0
Dec07 050920 99.25 99.25 99.25 99.25 -0.02 0 27 +0
Total Volume and Open Interest 342 39,589 +865
3-Mth Euro-Yen(SIMEX)
Dec05 050920 99.89 99.89 99.89 99.89 unch 75 83,726 -2,637
Mar06 050920 99.84 99.84 99.83 99.83 -0.01 184 56,217 -182
Jun06 050920 99.76 99.76 99.75 99.75 -0.01 137 53,979 -1,121
Sep06 050920 99.68 99.68 99.67 99.67 -0.01 20 32,954 -231
Dec06 050920 99.60 99.60 99.58 99.59 -0.01 306 65,011 -582
Mar07 050920 99.51 99.51 99.50 99.50 -0.01 86 27,520 -67
Jun07 050920 99.42 99.42 99.42 99.42 -0.01 72 14,772 -61
Sep07 050920 99.32 99.32 99.32 99.32 -0.03 0 1,114 +0
Total Volume and Open Interest 880 389,679 -4,881
German Euro-Bund(EUREX)
Dec05 050920 123.13 123.37 123.13 123.28 +0.11 867,706 1,239,732 +5,326
Mar06 050920 123.53 123.66 123.51 123.63 +0.13 336 1,612 +230
Jun06 050920 122.78 122.78 122.78 122.78 +0.11 590 0 +0
Total Volume and Open Interest 868,632 1,241,344 +5,556
German Euro-Bobl(EUREX)
Dec05 050920 114.60 114.71 114.59 114.65 +0.04 403,689 794,367 -31,664
Mar06 050920 114.99 114.99 114.99 114.99 +0.05 1,006 770 +28
Jun06 050920 114.35 114.35 114.35 114.35 +0.04 50 0 +0
Total Volume and Open Interest 404,745 795,137 -31,636
Long Gilt(LIFFE)
Sep05 050920 113~21 113~21 113~18 113~18 -0~01 2,299 11,813 -1,456
Dec05 050920 113~11 113~15 113~09 113~09 -0~02 75,061 207,383 -2,334
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050920 95.40 95.41 95.40 95.40 -0.01 12,243 210,831 -5,102
Dec05 050920 95.50 95.51 95.49 95.51 unch 50,901 321,267 -2,041
Mar06 050920 95.59 95.62 95.58 95.61 +0.01 67,497 347,769 -12,098
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 050920 97.835 97.840 97.830 97.840 +0.005 93,735 616,988 +9,932
Mar06 050920 97.800 97.815 97.795 97.810 +0.010 147,920 620,919 -5,300
Jun06 050920 97.730 97.745 97.715 97.740 +0.015 113,756 423,603 +4,536
Total Volume and Open Interest 601,355 3,214,027 -6,559
3-Mth Aus T-Bills(SFE)
Dec05 050920 94.39 94.39 94.38 94.39 +0.01 26,348 168,072 -5,886
Mar06 050920 94.39 94.40 94.37 94.39 +0.01 31,723 158,649 +7,485
Jun06 050920 94.44 94.45 94.43 94.44 +0.01 12,254 83,210 +2,924
Sep06 050920 94.45 94.45 94.44 94.45 +0.02 2,723 32,073 -167
Dec06 050920 94.46 94.46 94.44 94.45 +0.02 589 24,762 +82
Mar07 050920 94.43 94.43 94.43 94.43 +0.02 1,070 19,642 +883
Jun07 050920 94.41 94.41 94.41 94.41 +0.02 764 28,792 +509
Sep07 050920 94.40 94.40 94.40 94.40 +0.02 20 4,884 +0
Dec07 050920 94.40 94.40 94.40 94.40 +0.02 585 3,474 +201
Mar08 050920 94.39 94.39 94.39 94.39 +0.02 0 1,282 +0
Total Volume and Open Interest 76,076 526,539 +6,031
10-Year Aus T-Bonds(SFE)
Dec05 050920 94.76 94.77 94.74 94.75 +0.01 30,179 275,270 -5,091
Mar06 050920 94.79 94.79 94.79 94.79 +0.01      
Total Volume and Open Interest 30,179 275,270  
3-Year Aus T-Bonds(SFE)
Dec05 050920 94.84 94.84 94.82 94.84 +0.03 83,250 375,227 +28,239
Mar06 050920 94.86 94.86 94.86 94.86 +0.03      
Total Volume and Open Interest 83,250 375,227  
Gold(CMX)
Oct05 050920 468.0 468.3 464.3 466.8 -0.5 886 22,526 -12
Dec05 050920 471.5 471.9 467.8 470.0 -0.4 80,356 286,166 +11,424
Feb06 050920 474.5 474.5 471.3 473.4 -0.4 896 9,904 +181
Apr06 050920 476.8 476.8 476.8 476.8 -0.4 459 5,644 +238
Jun06 050920 481.3 481.3 478.0 480.2 -0.4 81 10,432 +58
Aug06 050920 485.0 485.0 483.7 483.7 -0.4 5 1,468 +0
Oct06 050920 488.0 488.0 487.2 487.2 -0.3 10 2,138 +10
Dec06 050920 491.0 492.0 488.5 490.6 -0.3 144 5,751 -4
Feb07 050920 494.1 494.1 494.1 494.1 -0.3 0 4,576 +0
Apr07 050920 497.6 497.6 497.6 497.6 -0.2 0 100 +0
Jun07 050920 501.1 501.1 501.1 501.1 -0.2 0 4,203 +0
Total Volume and Open Interest 82,837 359,091 +11,895
Silver(CMX)
Sep05 050920 737.0 737.0 729.0 731.5 -2.3 321 430 +31
Dec05 050920 741.0 745.0 735.0 737.5 -2.3 40,409 89,786 -1,753
Mar06 050920 747.0 747.0 742.0 742.7 -2.3 615 6,219 +139
May06 050920 745.5 745.5 744.8 744.8 -2.2 10 1,386 +7
Jul06 050920 749.5 750.0 746.8 746.8 -2.1 235 6,945 +39
Sep06 050920 748.2 748.2 748.2 748.2 -1.8 150 1,894 +150
Dec06 050920 746.5 750.0 746.5 750.0 -1.5 610 7,713 +361
Total Volume and Open Interest 42,382 117,196 -1,015
Platinum(NYM)
Oct05 050920 937.0 938.5 932.0 933.8 +0.7 1,149 11,221 +328
Jan06 050920 932.0 938.0 932.0 932.8 +0.7 217 1,864 +59
Apr06 050920 930.3 930.3 930.3 930.3 +0.7 8 142 +4
Total Volume and Open Interest 1,374 13,227 +391
Palladium(NYME)
Sep05 050920 200.35 200.35 200.35 200.35 -2.35 70 190 -27
Dec05 050920 206.80 208.90 201.50 202.55 -2.65 3,353 13,293 -164
Mar06 050920 205.50 205.50 204.55 204.55 -2.65 1 37 +0
Total Volume and Open Interest 3,424 13,521 -191
Copper(CMX)
Sep05 050920 175.60 178.40 174.95 174.95 +1.00 837 4,574 -304
Dec05 050920 166.70 169.80 166.25 166.60 +1.15 14,580 72,895 +1,790
Mar06 050920 160.00 162.50 159.70 159.80 +1.10 672 8,095 -184
May06 050920 155.10 155.10 155.10 155.10 +1.20 27 2,026 +20
Jul06 050920 150.60 150.60 150.60 150.60 +1.50 19 1,307 -12
Total Volume and Open Interest 17,661 100,420 +1,587
Aluminum(CMX)
Sep05 050920 84.10 84.10 84.10 84.10 -0.85 0 6 +0
Oct05 050920 84.55 84.55 84.55 84.55 -0.85 0 980 +0
Nov05 050920 84.90 84.90 84.90 84.90 -0.85 0 596 +0
Dec05 050920 85.40 85.40 85.40 85.40 -0.85 0 1,678 +0
Jan06 050920 85.40 85.40 85.40 85.40 -0.85 0 70 +0
Feb06 050920 85.40 85.40 85.40 85.40 -0.85 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 050920 10633 10648 10505 10523 -83 3,700 33,513 +200
Mar06 050920 10566 10566 10566 10566 -74 4 12 -1
Total Volume and Open Interest 3,704 33,525 +199
S & P 500(CME)
Dec05 050920 1238.70 1242.80 1225.60 1227.60 -10.40 21,026 628,405 +1,205
Mar06 050920 1237.50 1237.50 1234.40 1234.40 -10.30 190 5,198 +0
Jun06 050920 1252.50 1252.50 1242.10 1242.10 -10.10 25 765 +0
Sep06 050920 1249.60 1249.60 1249.60 1249.60 -10.10 0 56 +0
Total Volume and Open Interest 21,241 634,444 +1,205
S & P 500 E-Mini(Globex)
Dec05 050920 1238.00 1243.00 1225.50 1227.50 -10.50 634,914 906,725 -11,065
Mar06 050920 1246.75 1249.00 1233.75 1234.50 -10.25 341 94 +94
Total Volume and Open Interest 635,255 906,819 -529,627
NASDAQ 100(CME)
Dec05 050920 1602.50 1618.00 1587.00 1592.00 -10.00 6,246 51,726 -16
Mar06 050920 1605.00 1605.00 1605.00 1605.00 -10.00 0 7 +0
Jun06 050920 1618.00 1618.00 1618.00 1618.00 -10.00      
Total Volume and Open Interest 6,246 51,733 -16
NASDAQ 100 E-Mini(Globex)
Dec05 050920 1602.00 1618.00 1587.00 1592.00 -10.00 211,565 235,172 +9,173
Mar06 050920 1625.00 1626.00 1605.00 1605.00 -10.00 113 71 +71
Total Volume and Open Interest 211,678 235,243 -176,508
S & P Midcap 400(CME)
Dec05 050920 718.50 720.70 708.25 708.80 -8.30 391 12,408 -27
Mar06 050920 711.55 711.55 711.55 711.55 -8.30      
Jun06 050920 714.55 714.55 714.55 714.55 -8.30      
Total Volume and Open Interest 199 12,444 +36
Russell 2000(CME)
Dec05 050920 673.50 674.50 661.00 662.50 -9.20 695 31,112 -50
Mar06 050920 667.00 667.00 667.00 667.00 -4.80      
Jun06 050920 668.00 668.00 668.00 668.00 -3.80      
Total Volume and Open Interest 695 31,112 -50
Russell 2000 E-Mini(Globex)
Sep05 050916 665.00 669.55 664.90 669.55 +4.95 21,391 87,294 -21,553
Dec05 050920 671.80 674.80 661.10 662.50 -9.20 73,271 209,341 +3,194
Mar06 050920 667.00 667.00 667.00 667.00 -4.80 25 25 +25
Total Volume and Open Interest 73,296 209,366 -77,916
Value Line(KCBT)
Dec05 050920 1893.00 1894.50 1864.00 1869.00 -28.50 34 104 -11
Total Volume and Open Interest 34 104 -11
Nikkei 225(CME)
Dec05 050920 13005 13140 12970 13130 +215 35,359 220,154 +3,724
Mar06 050920 13025 13120 13025 13095 +190 0 13 +9
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 050920 13005 13140 12970 13130 +215 35,359 220,154 +3,724
Mar06 050920 13025 13120 13025 13095 +190 0 13 +9
Jun06 050920 13035 13035 13035 13035 +190      
Total Volume and Open Interest 35,411 220,610 +3,718
CAC 40(MATIF)
Sep05 050916 4477.5 4525.5 4475.0 4518.5 +42.0 289,810 543,545 -9,249
Oct05 050920 4522.0 4546.5 4517.5 4540.0 +23.5 95,112 345,377 +36,969
Nov05 050920 4538.0 4550.0 4529.5 4546.5 +23.5 268 843 -12
Total Volume and Open Interest 99,766 436,903 -458,504
Hang Seng Index(HKFE)
Sep05 050920 14951 15250 14926 15235 +259 26,941 106,530 -290
Oct05 050920 15020 15278 14960 15270 +257 613 1,269 +17
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 050920 4965.5 4995.0 4953.0 4974.0 +16.5 171,408 182,341 +9,350
Mar06 050920 4980.5 5021.5 4980.5 5001.0 +16.0 424 5,731 +40
Jun06 050920 5028.5 5028.5 5028.5 5028.5 +16.0      
Total Volume and Open Interest 171,832 188,072  
FT-SE 100(LIFFE)
Dec05 050920 5466.00 5473.50 5425.00 5446.00 -15.00 54,501 424,501 -180
Mar06 050920 5474.00 5474.00 5449.00 5454.00 -15.00 2 5,313 -1
Jun06 050920 5461.50 5461.50 5461.50 5461.50 -14.50 1 13,778 +0
Total Volume and Open Interest 54,504 443,592 -130,209
SPI 200(SFE)
Sep05 050916 4499.6 4499.6 4499.6 4499.6 -0.4 5,494 76,211 -54,183
Dec05 050920 4578.0 4601.0 4571.0 4592.0 +29.0 12,396 189,939 -2,799
Mar06 050920 4581.0 4593.0 4581.0 4593.0 +29.0 328 3,741 +127
Total Volume and Open Interest 12,875 197,452 -2,600
GSCI(CME)
Oct05 050920 458.30 459.00 450.40 457.00 -7.00 515 17,515 -271
Nov05 050920 460.00 460.00 460.00 460.00 -7.00      
Dec05 050920 467.00 467.00 463.50 463.50 -6.50      
Total Volume and Open Interest 515 17,515 -271
Reuters CRB Index(NYBOT)
Nov05 050920 324.50 324.50 323.50 323.75 -0.95 48 384 -7
Jan06 050920 323.25 323.25 323.25 323.25 -0.95 0 414 +0
Feb06 050920 321.75 321.75 321.75 321.75 -0.95 1 6 -1
Total Volume and Open Interest 50 1,008 -7
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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