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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 Wed September 21, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 050921 575.00 586.00 572.00 577.75 +5.75 26,588 165,691 -696
Jan06 050921 583.00 595.00 580.50 586.75 +5.75 3,410 27,689 +572
Mar06 050921 591.00 602.00 588.50 594.00 +5.75 2,748 17,885 +443
May06 050921 595.00 606.50 593.00 599.50 +7.50 314 16,770 -2
Jul06 050921 601.00 610.00 598.00 603.50 +5.50 1,888 11,641 +213
Aug06 050921 598.50 605.00 597.00 600.00 +4.50 18 355 +0
Sep06 050921 600.00 600.00 598.00 598.00 +4.50 12 123 -12
Total Volume and Open Interest 35,694 248,330 +386
Soybean Meal(CBOT)
Oct05 050921 172.80 174.50 171.00 172.60 +0.30 5,324 17,115 -1,473
Dec05 050921 175.70 177.50 173.80 175.60 +0.40 8,695 59,696 +93
Jan06 050921 177.20 178.50 175.10 177.10 +0.60 1,135 11,519 +325
Mar06 050921 179.20 181.00 177.70 179.50 +0.40 1,250 9,734 +90
May06 050921 180.80 182.00 178.90 180.40 +0.10 1,131 12,342 +88
Jul06 050921 182.50 183.80 180.80 182.80 +0.30 2,116 8,122 +546
Aug06 050921 183.00 184.50 181.50 183.00 +0.20 159 2,158 +143
Sep06 050921 183.50 185.00 182.00 183.30 -0.20 193 1,988 +178
Total Volume and Open Interest 20,282 125,486 +180
Soybean Oil(CBOT)
Oct05 050921 22.60 23.22 22.60 22.92 +0.47 2,844 16,006 -217
Dec05 050921 22.93 23.50 22.90 23.21 +0.51 11,115 84,325 -1,533
Jan06 050921 23.05 23.62 23.05 23.35 +0.54 1,640 10,130 -133
Mar06 050921 23.25 23.75 23.20 23.52 +0.54 1,090 7,107 +10
May06 050921 23.25 23.85 23.25 23.65 +0.53 360 9,100 +124
Jul06 050921 23.42 23.95 23.42 23.74 +0.49 2,286 7,220 +557
Aug06 050921 23.90 23.95 23.72 23.72 +0.49 1 1,060 +1
Sep06 050921 23.90 23.90 23.75 23.75 +0.50 2 946 +1
Total Volume and Open Interest 19,843 140,213 -913
Canola(WCE)
Sep05 050914 257.4 257.4 257.4 257.4 -0.4      
Nov05 050921 259.0 262.4 257.8 258.4 +0.7 3,902 37,449 +727
Jan06 050921 267.7 270.7 266.8 268.0 +2.3 881 21,132 +482
Mar06 050921 273.0 277.9 273.0 274.3 +1.8 149 2,532 +104
May06 050921 282.5 282.5 279.8 279.8 +0.5 5 1,479 -3
Total Volume and Open Interest 4,975 66,922 +1,326
Corn(CBOT)
Dec05 050921 207.25 207.50 205.00 206.50 -0.25 28,822 468,741 -2,996
Mar06 050921 219.75 219.75 218.00 219.25 unch 7,862 126,067 +2,003
May06 050921 226.75 227.25 225.25 226.75 unch 2,337 27,759 +427
Jul06 050921 233.50 234.00 232.00 233.25 unch 4,556 40,249 +1,044
Sep06 050921 240.00 240.00 239.00 239.75 unch 359 5,610 +244
Dec06 050921 248.75 249.00 247.25 248.50 unch 1,317 32,859 +195
Total Volume and Open Interest 45,291 707,083 +944
Wheat(CBOT)
Dec05 050921 321.00 325.50 320.00 325.25 +4.00 13,664 221,524 +637
Mar06 050921 336.00 340.50 333.50 339.75 +3.75 3,715 35,966 -574
May06 050921 341.00 346.50 340.50 346.00 +2.75 81 1,557 +46
Jul06 050921 348.00 352.50 347.00 352.00 +3.25 1,847 21,337 +354
Sep06 050921 355.00 358.00 353.50 358.00 +3.00 14 289 +2
Total Volume and Open Interest 19,417 281,916 +513
Wheat(KCBT)
Sep05 050914 359.00 362.00 353.00 354.00 +0.50 139 113 +86
Dec05 050921 356.75 361.00 355.00 360.75 +2.75 9,737 60,063 -1,318
Mar06 050921 355.00 360.50 355.00 359.50 +2.00 3,870 21,389 -274
May06 050921 353.50 357.00 353.50 356.50 +2.50 290 2,022 +123
Jul06 050921 352.50 356.50 352.00 355.50 +2.50 2,223 11,304 +807
Total Volume and Open Interest 16,127 95,001 -658
Wheat(MGE)
Sep05 050914 386.00 386.00 385.00 385.00 +8.50 22 47 -11
Dec05 050921 354.00 361.00 352.50 359.50 +5.25 2,310 18,235 -808
Mar06 050921 353.00 361.00 352.50 360.75 +8.25 399 9,431 -71
May06 050921 356.50 362.50 355.75 362.50 +7.00 102 1,500 -54
Jul06 050921 360.00 364.75 360.00 364.75 +4.75 176 568 -15
Total Volume and Open Interest 2,987 29,924 -948
Oats(CBOT)
Dec05 050921 158.25 159.75 157.25 159.00 +1.75 421 5,351 -188
Mar06 050921 164.00 165.00 164.00 165.00 +2.00 12 293 +4
May06 050921 168.50 168.50 168.50 168.50 +0.75 0 42 +0
Jul06 050921 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 433 5,688 -184
Rough Rice(CBOT)
Sep05 050921 6.74 6.74 6.74 6.74 +0.17 7 28 -85
Nov05 050921 6.72 6.95 6.72 6.91 +0.17 166 5,318 -10
Jan06 050921 6.94 7.15 6.94 7.11 +0.16 44 898 +16
Mar06 050921 7.25 7.36 7.25 7.33 +0.15 0 479 +0
Total Volume and Open Interest 217 6,763 -79
Live Cattle(CME)
Oct05 050921 85.350 85.725 85.250 85.650 -0.175 6,905 33,585 -2,765
Dec05 050921 87.650 87.950 87.500 87.875 -0.325 8,663 76,070 +1,424
Feb06 050921 89.250 89.500 88.950 89.500 -0.075 1,718 26,455 +445
Apr06 050921 87.000 87.250 86.800 87.200 -0.100 289 7,528 +72
Jun06 050921 82.450 82.700 82.450 82.625 -0.200 277 3,330 +61
Aug06 050921 82.050 82.375 82.050 82.325 -0.125 53 1,670 +14
Total Volume and Open Interest 17,905 148,681 -749
Feeder Cattle(CME)
Sep05 050921 114.250 114.500 114.150 114.475 unch 460 3,038 -173
Oct05 050921 112.350 112.700 112.300 112.575 -0.375 1,976 12,871 -487
Nov05 050921 111.750 112.000 111.600 111.950 -0.300 1,472 8,669 +321
Jan06 050921 108.800 109.000 108.450 108.950 -0.150 390 3,551 +36
Mar06 050921 103.750 103.850 103.650 103.800 -0.200 23 439 -7
Apr06 050921 102.500 102.800 102.500 102.800 -0.025 14 332 +1
May06 050921 102.500 102.500 102.400 102.425 -0.275 6 150 +6
Total Volume and Open Interest 4,342 29,063 -302
Lean Hogs(CME)
Oct05 050921 65.650 65.950 64.800 64.875 -0.900 7,488 24,840 -2,159
Dec05 050921 63.025 63.150 62.000 62.200 -0.925 8,160 55,985 +2,558
Feb06 050921 64.000 64.400 63.550 63.950 -0.250 1,608 17,545 +620
Apr06 050921 62.600 63.350 62.600 63.050 +0.025 522 5,259 +295
May06 050921 63.200 63.600 63.000 63.475 +0.225 152 1,236 +79
Jun06 050921 65.500 66.225 65.450 66.125 +0.350 141 1,640 +15
Jul06 050921 62.400 62.900 62.400 62.650 +0.250 23 693 +7
Aug06 050921 59.000 59.225 59.000 59.225 +0.625 10 296 +4
Total Volume and Open Interest 18,107 107,630 +1,420
Pork Bellies(CME)
Feb06 050921 84.000 84.850 83.250 83.350 +0.500 220 1,002 -20
Mar06 050921 84.300 84.300 83.100 83.100 +0.300 0 46 +0
May06 050921 85.975 86.000 85.975 86.000 +1.000 1 17 +1
Jul06 050921 87.500 87.500 87.500 87.500 +1.500 1 2 +1
Aug06 050921 86.800 86.800 86.800 86.800 +1.400 0 1 +0
Total Volume and Open Interest 222 1,068 -18
Class III Milk(CME)
Sep05 050921 14.31 14.31 14.31 14.31 unch 3 3,283 +1
Oct05 050921 14.53 14.60 14.40 14.42 -0.11 84 2,576 -14
Nov05 050921 13.77 13.80 13.63 13.65 -0.12 27 1,839 +3
Dec05 050921 13.43 13.43 13.31 13.34 -0.07 4 1,754 +3
Jan06 050921 12.85 12.85 12.80 12.80 -0.05 11 1,201 +2
Total Volume and Open Interest 210 19,635 +29
Cocoa(NYBOT)
Dec05 050921 1385 1395 1351 1352 -23 6,929 48,033 -78
Mar06 050921 1425 1426 1391 1392 -22 2,830 27,638 +917
May06 050921 1420 1423 1413 1413 -22 105 7,702 +22
Jul06 050921 1435 1435 1434 1434 -21 23 8,661 +30
Sep06 050921 1465 1465 1454 1454 -22 28 10,664 -10
Dec06 050921 1511 1511 1478 1478 -22 53 6,682 +50
Mar07 050921 1512 1512 1504 1504 -21 28 7,775 +0
Total Volume and Open Interest 10,030 117,911 +912
Coffee "C"(NYBOT)
Sep05 050921 90.35 90.35 90.35 90.35 -1.40 3 75 -18
Dec05 050921 91.00 91.80 87.10 91.10 -1.40 12,381 61,526 +14
Mar06 050921 94.75 95.30 91.00 94.70 -1.35 1,873 14,998 +87
May06 050921 97.00 97.20 93.70 96.80 -1.40 301 3,682 +12
Jul06 050921 99.25 99.25 96.00 98.80 -1.35 188 2,667 -5
Sep06 050921 101.25 101.25 98.75 100.80 -1.25 75 1,070 -12
Total Volume and Open Interest 14,861 85,023 +96
Orange Juice(NYBOT)
Nov05 050921 96.65 97.40 96.30 97.00 +0.60 2,579 17,306 -607
Jan06 050921 98.50 99.30 98.50 99.30 +1.00 1,039 3,796 +419
Mar06 050921 100.95 101.55 100.70 101.55 +1.00 303 2,110 +94
May06 050921 103.45 103.45 103.45 103.45 +1.00 13 248 +13
Jul06 050921 104.90 105.35 104.90 105.35 +1.00 0 102 +0
Total Volume and Open Interest 3,934 23,569 -81
Sugar #11(NYBOT)
Oct05 050921 10.45 10.46 10.15 10.25 -0.24 14,564 62,426 -5,234
Mar06 050921 10.68 10.69 10.31 10.49 -0.27 29,907 313,150 +7,143
May06 050921 10.60 10.62 10.30 10.42 -0.25 6,646 47,471 -245
Jul06 050921 10.42 10.44 10.14 10.24 -0.24 5,991 33,321 +2,513
Oct06 050921 10.33 10.34 10.12 10.19 -0.18 511 15,870 +63
Total Volume and Open Interest 58,045 486,938 +4,757
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050921 21.35 21.35 21.31 21.31 -0.04 559 3,258 -570
Jan06 050921 20.95 20.97 20.95 20.95 -0.05 55 2,327 +36
Mar06 050921 20.95 20.95 20.95 20.95 unch 62 2,022 +3
May06 050921 20.90 20.95 20.90 20.95 +0.03 39 2,151 +0
Total Volume and Open Interest 900 12,604 -398
London Cocoa(LCE)
Sep05 050915 824 825 800 800 -35 14,237 3,189 -14,060
Dec05 050921 804 809 787 789 -16 5,831 78,720 -151
Mar06 050921 826 830 810 811 -14 1,623 44,284 -79
May06 050921 840 845 824 825 -14 570 11,517 -238
Jul06 050921 851 859 839 839 -14 71 21,133 +7
Sep06 050921 866 866 851 853 -14 71 12,678 +8
Dec06 050921 875 875 867 867 -13 51 13,868 +50
Total Volume and Open Interest 8,221 184,625 -399
London Coffee(LCE)
Sep05 050921 875.00 883.00 839.00 839.00 -20.00 11 190 -27
Nov05 050921 898.00 904.00 856.00 857.00 -24.00 6,804 68,539 -860
Jan06 050921 924.00 927.00 880.00 881.00 -24.00 2,624 57,291 +485
Mar06 050921 937.00 945.00 899.00 899.00 -24.00 1,341 29,107 +49
May06 050921 959.00 959.00 916.00 917.00 -24.00 521 8,327 +41
Jul06 050921 979.00 980.00 935.00 935.00 -24.00 2 3,321 +0
Total Volume and Open Interest 11,318 168,485 -318
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 050921 288.10 289.00 281.10 283.50 -6.60 3,336 24,955 -440
Mar06 050921 292.10 292.90 285.50 287.00 -7.10 1,728 13,785 -55
May06 050921 293.50 293.50 287.00 288.00 -7.10 899 4,034 +647
Aug06 050921 294.00 294.00 288.50 289.50 -5.60 308 2,541 +10
Total Volume and Open Interest 6,277 50,472 +164
Cotton(NYBOT)
Oct05 050921 49.70 50.30 49.60 50.00 +1.00 398 1,954 -181
Dec05 050921 51.50 51.95 51.30 51.89 +1.32 8,344 76,366 +46
Mar06 050921 52.70 53.20 52.65 53.16 +1.21 1,622 21,251 +261
May06 050921 53.65 53.90 53.65 53.90 +0.95 60 1,995 -6
Jul06 050921 54.80 54.80 54.70 54.70 +0.90 14 2,053 -7
Oct06 050921 56.40 56.40 56.40 56.40 +0.90 0 1 +0
Total Volume and Open Interest 10,439 104,347 +113
Lumber(CME)
Nov05 050921 298.0 308.8 294.3 306.0 +7.1 577 3,186 -9
Jan06 050921 309.4 320.5 306.0 317.8 +7.3 137 436 -5
Mar06 050921 320.0 329.5 320.0 328.5 +6.7 37 138 +21
May06 050921 330.0 335.0 329.8 334.0 +8.5 7 27 +1
Total Volume and Open Interest 758 3,791 +8
Crude Oil(NYM)
Nov05 050921 68.00 68.10 66.60 66.80 +0.60 134,613 248,656 -32
Dec05 050921 67.90 67.95 66.60 66.79 +0.40 49,801 135,819 +4,753
Jan06 050921 68.00 68.10 67.00 67.00 +0.34 10,611 52,818 +373
Feb06 050921 68.20 68.20 67.10 67.22 +0.31 2,632 24,332 -437
Mar06 050921 68.00 68.20 67.35 67.41 +0.29 3,261 27,862 -513
Apr06 050921 68.30 68.30 67.47 67.47 +0.28 701 14,165 +48
May06 050921 67.40 67.43 67.40 67.43 +0.28 423 12,881 +127
Jun06 050921 68.10 68.10 67.35 67.35 +0.28 2,317 40,785 +303
Jul06 050921 67.23 67.23 67.23 67.23 +0.27 20 9,325 -5
Aug06 050921 67.10 67.10 67.10 67.10 +0.26 25 7,033 +0
Sep06 050921 66.96 66.96 66.96 66.96 +0.26 0 8,071 +0
Oct06 050921 66.81 66.81 66.81 66.81 +0.25 2 5,501 +0
Nov06 050921 66.65 66.65 66.65 66.65 +0.25 345 5,270 +69
Dec06 050921 67.15 67.15 66.49 66.49 +0.25 7,429 52,466 +772
Jan07 050921 66.22 66.22 66.22 66.22 +0.25 70 8,755 +45
Feb07 050921 66.01 66.01 66.01 66.01 +0.25 0 3,127 +0
Total Volume and Open Interest 262,451 846,588 -17,714
Heating Oil(NYM)
Oct05 050921 207.00 209.50 200.50 203.87 +2.74 20,923 24,777 -3,306
Nov05 050921 209.85 211.50 204.00 206.15 +1.97 13,840 59,409 +497
Dec05 050921 211.00 213.00 206.50 208.30 +1.52 4,513 24,822 +571
Jan06 050921 214.50 214.50 209.00 210.30 +1.12 2,282 17,416 -903
Feb06 050921 215.00 215.00 209.75 210.60 +0.77 1,700 13,004 -72
Mar06 050921 210.25 210.50 208.40 208.40 +0.47 923 10,452 -200
Apr06 050921 203.50 205.50 202.50 202.65 +0.12 357 5,789 +104
May06 050921 197.75 197.75 197.75 197.75 -0.18 124 3,049 +5
Jun06 050921 197.00 197.00 193.00 194.15 -0.28 252 5,670 +13
Jul06 050921 193.80 193.80 193.80 193.80 -0.28 142 2,012 +4
Aug06 050921 196.25 196.25 194.40 194.40 -0.38 93 506 +52
Sep06 050921 196.50 196.50 195.65 195.65 -0.43 26 1,190 +6
Total Volume and Open Interest 45,453 171,899 -3,220
Unleaded Gas(NYM)
Oct05 050921 213.00 214.50 203.50 205.31 +7.65 27,751 31,841 -1,926
Nov05 050921 204.00 205.00 196.00 197.38 +4.62 15,247 53,674 +259
Dec05 050921 194.00 197.00 189.00 190.23 +2.47 5,877 17,305 +15
Jan06 050921 192.00 192.00 187.88 187.88 +1.77 1,173 12,182 -306
Feb06 050921 189.00 189.00 186.88 186.88 +1.67 490 5,408 -99
Mar06 050921 191.00 191.00 186.38 186.38 +1.37 266 4,770 -27
Apr06 050921 195.58 195.58 195.58 195.58 +0.97 23 4,972 +7
May06 050921 195.00 195.73 195.00 195.73 +0.87 310 2,934 +64
Jun06 050921 194.93 194.93 194.93 194.93 +0.77 100 2,495 +95
Jul06 050921 192.50 193.83 192.50 193.83 +0.67 288 1,352 +264
Aug06 050921 192.03 192.03 192.03 192.03 +0.57 0 1,569 +0
Sep06 050921 187.00 189.43 187.00 189.43 +0.47 0 154 +0
Total Volume and Open Interest 51,551 138,657 -1,653
Natural Gas(NYM)
Oct05 050921 13.070 13.150 12.550 12.594 +0.102 34,526 61,057 -7,232
Nov05 050921 13.480 13.600 12.950 12.998 -0.034 14,308 75,124 +946
Dec05 050921 13.920 14.000 13.430 13.463 -0.069 6,223 43,270 -893
Jan06 050921 14.200 14.250 13.750 13.768 -0.044 5,448 45,884 +648
Feb06 050921 14.050 14.080 13.648 13.648 -0.024 4,840 25,411 +745
Mar06 050921 13.650 13.650 13.218 13.218 -0.002 3,889 47,888 -98
Apr06 050921 10.900 10.950 10.628 10.628 -0.042 2,338 28,866 -113
May06 050921 10.400 10.400 10.168 10.168 -0.042 1,945 25,014 +345
Jun06 050921 10.360 10.360 10.194 10.194 -0.042 354 9,475 +31
Jul06 050921 10.530 10.530 10.237 10.237 -0.042 237 12,865 +99
Aug06 050921 10.550 10.575 10.282 10.282 -0.042 917 14,278 -158
Sep06 050921 10.450 10.450 10.258 10.258 -0.042 663 10,610 -275
Oct06 050921 10.350 10.400 10.288 10.288 -0.042 874 21,444 -108
Nov06 050921 10.780 10.850 10.713 10.713 -0.032 856 7,843 -217
Dec06 050921 11.400 11.400 11.128 11.128 -0.022 1,091 10,580 +3
Jan07 050921 11.500 11.600 11.433 11.433 -0.012 304 10,791 -128
Total Volume and Open Interest 82,945 562,344 -5,268
Brent Crude Oil(ICE)
Nov05 050921 64.99 65.80 64.53 64.73 +0.53 78,192 75,759 -10,406
Dec05 050921 65.45 66.37 65.18 65.30 +0.50 28,900 91,470 -1,814
Jan06 050921 65.85 66.75 65.62 65.70 +0.45 5,273 25,892 -715
Feb06 050921 66.33 66.96 65.92 66.00 +0.45 2,568 14,093 -202
Mar06 050921 66.66 67.01 66.17 66.18 +0.40 1,018 8,419 -113
Apr06 050921 66.80 67.05 66.24 66.27 +0.38 297 4,725 -53
May06 050921 66.87 66.96 66.25 66.25 +0.41 238 5,717 +0
Jun06 050921 66.59 66.93 66.15 66.15 +0.40 318 18,646 +175
Jul06 050921 66.25 66.34 66.03 66.03 +0.39 0 1,969 +0
Aug06 050921 65.91 65.91 65.91 65.91 +0.38 35 770 +0
Sep06 050921 65.78 65.78 65.78 65.78 +0.36 35 2,543 -35
Oct06 050921 65.64 65.64 65.64 65.64 +0.34 0 2,200 -75
Nov06 050921 65.50 65.50 65.50 65.50 +0.32 0 122 +0
Dec06 050921 65.62 66.15 65.35 65.35 +0.30 1,799 24,694 -299
Total Volume and Open Interest 118,998 310,323 -14,012
Gas Oil(ICE)
Oct05 050921 620.00 628.00 612.75 623.75 +24.50 22,661 51,912 -323
Nov05 050921 628.75 631.50 617.50 627.00 +21.50 15,508 45,011 +846
Dec05 050921 627.75 634.25 620.25 629.50 +19.25 9,345 35,225 +403
Jan06 050921 629.75 635.00 623.50 631.50 +18.50 4,712 17,603 -155
Feb06 050921 626.50 632.75 625.50 630.00 +17.75 109 11,338 -60
Mar06 050921 629.00 629.50 624.25 626.75 +16.75 207 9,727 +10
Apr06 050921 622.50 622.75 622.50 622.75 +15.75 13 6,001 +0
May06 050921 619.50 619.50 619.50 619.50 +15.75 200 1,326 +47
Jun06 050921 613.00 620.00 613.00 616.75 +14.75 2,028 15,029 -277
Jul06 050921 616.25 616.25 616.25 616.25 +14.50 0 643 +0
Total Volume and Open Interest 55,667 220,469 +411
US Dollar Index(NYBOT)
Dec05 050921 88.44 88.51 87.65 87.89 -0.49 2,601 10,269 +823
Mar06 050921 87.66 87.66 87.66 87.66 -0.49 0 2,017 +0
Jun06 050921 87.44 87.44 87.44 87.44 -0.49 0 3 +0
Total Volume and Open Interest 2,601 12,289 -4,799
Australian Dollar(CME)
Dec05 050921 76.90 77.03 76.65 76.65 +0.16 5,980 78,602 +870
Mar06 050921 76.58 76.58 76.40 76.40 +0.16 0 9 +0
Jun06 050921 76.43 76.43 76.13 76.13 +0.16 0 14 +0
Total Volume and Open Interest 5,980 78,632 -27,157
British Pound(CME)
Dec05 050921 180.90 181.02 180.58 180.63 +0.96 5,477 67,736 +135
Mar06 050921 180.36 180.36 180.36 180.36 +0.98 3 48 +3
Jun06 050921 180.90 180.90 180.31 180.31 +1.03      
Total Volume and Open Interest 5,480 67,785 -27,553
Canadian Dollar(CME)
Dec05 050921 85.94 86.10 85.49 85.67 -0.05 4,241 97,595 -303
Mar06 050921 86.07 86.07 85.90 85.90 -0.05 18 1,259 +33
Jun06 050921 86.43 86.44 86.13 86.13 -0.05 2 183 +0
Sep06 050921 86.36 86.36 86.36 86.36 -0.05 0 31 +0
Total Volume and Open Interest 5,043 148,171 -612
Japanese Yen(CME)
Dec05 050921 90.82 90.96 90.55 90.65 +0.42 6,786 127,325 +1,709
Mar06 050921 91.53 91.53 91.53 91.53 +0.42 3 476 +2
Jun06 050921 92.48 92.48 92.48 92.48 +0.42 0 48 +1
Total Volume and Open Interest 6,790 127,850 -48,893
Swiss Franc(CME)
Dec05 050921 79.39 79.45 79.17 79.23 +0.50 5,831 57,064 +4,718
Mar06 050921 79.86 79.86 79.86 79.86 +0.50 1 42 +2
Jun06 050921 80.52 80.52 80.52 80.52 +0.50 0 17 +0
Total Volume and Open Interest 5,877 57,198 -22,944
EuroFX(CME)
Dec05 050921 122.82 122.91 122.45 122.58 +0.71 5,402 116,788 -11,313
Mar06 050921 123.15 123.15 123.14 123.14 +0.72 7 1,480 +51
Jun06 050921 123.80 123.80 123.80 123.80 +0.73 10 367 +2
Total Volume and Open Interest 5,419 118,666 -67,495
Mexican Peso(CME)
Sep05 050919 9190.0 9200.0 9190.0 9200.0 -17.0 180 47,477 -203
Dec05 050921 9137.0 9170.0 9120.0 9130.0 +20.0 6,228 73,552 +1,297
Total Volume and Open Interest 6,228 74,609 -45,745
30-Year T-Bonds(CBOT)
Sep05 050921 115~18 116~09 115~18 116~05 +0~22 7,509 12,573 -5,084
Dec05 050921 115~01 115~30 114~30 115~23 +0~21 313,252 535,268 -21,276
Mar06 050921 115~21 115~21 114~00 115~14 +0~21 108 1,344 -5
Total Volume and Open Interest 320,870 549,202 -26,366
10-Year T-Notes(CBOT)
Sep05 050921 111~120 111~255 111~120 111~220 +0~100 42,255 167,191 -48,341
Dec05 050921 110~215 111~085 110~205 111~035 +0~125 730,489 1,544,740 -34,555
Total Volume and Open Interest 772,838 1,717,781 -82,807
5-Year T-Notes(CBOT)
Sep05 050921 107~285 107~315 107~285 107~315 +0~070 8,056 0 +0
Dec05 050921 107~220 107~260 107~220 107~235 +0~050 510,874 0 +0
Mar06 050921 107~190 107~190 107~190 107~190 +0~050 0 1,000 +0
Total Volume and Open Interest 518,930 1,000 +0
2 Year T-Notes(CBOT)
Sep05 050921 103~061 103~061 103~060 103~060 +0~007 526 30,322 -4,327
Dec05 050921 103~044 103~048 103~044 103~045 +0~007 4,670 315,731 -17,363
Total Volume and Open Interest 5,196 346,053 -21,690
Eurodollars(CME)
Dec05 050921 95.810 95.815 95.795 95.795 +0.020 67,312 1,151,920 +10,953
Mar06 050921 95.720 95.735 95.715 95.715 +0.030 45,185 1,126,036 +2,258
Jun06 050921 95.680 95.700 95.675 95.680 +0.035 31,143 999,915 +7,092
Sep06 050921 95.625 95.700 95.615 95.665 +0.040 220,389 688,429 +13,628
Dec06 050921 95.635 95.660 95.630 95.645 +0.045 24,471 655,513 +4,698
Mar07 050921 95.640 95.670 95.635 95.655 +0.050 36,844 495,579 +8,237
Jun07 050921 95.625 95.660 95.625 95.645 +0.055 33,672 390,819 +10,279
Sep07 050921 95.605 95.645 95.605 95.630 +0.055 33,279 291,244 +10,655
Dec07 050921 95.590 95.620 95.590 95.605 +0.060 8,150 240,621 +174
Mar08 050921 95.580 95.615 95.580 95.600 +0.065 21,995 212,580 -1,669
Jun08 050921 95.560 95.595 95.560 95.580 +0.065 13,418 202,688 +2,557
Sep08 050921 95.525 95.565 95.525 95.555 +0.070 8,672 190,203 -457
Dec08 050921 95.495 95.530 95.495 95.515 +0.070 4,595 134,126 -1,592
Mar09 050921 95.480 95.515 95.480 95.500 +0.070 9,839 117,286 -2,348
Jun09 050921 95.450 95.485 95.450 95.475 +0.075 6,139 110,912 +2,305
Sep09 050921 95.420 95.455 95.420 95.445 +0.075 7,594 96,709 +3,036
Dec09 050921 95.380 95.410 95.380 95.400 +0.080 2,924 71,213 +355
Mar10 050921 95.360 95.390 95.360 95.380 +0.080 3,078 44,815 -323
Total Volume and Open Interest 410,685 7,460,909 +80,115
3-Mth Euro-Yen(CME)
Sep05 050916 99.91 99.91 99.91 99.91 unch 6 5,604 +0
Dec05 050921 99.89 99.89 99.89 99.89 unch 610 6,294 -315
Mar06 050921 99.83 99.83 99.83 99.83 unch 68 8,189 +20
Jun06 050921 99.75 99.75 99.75 99.75 unch 405 7,448 +19
Sep06 050921 99.67 99.67 99.67 99.67 unch 104 3,910 +73
Dec06 050921 99.60 99.60 99.60 99.60 +0.02 36 6,406 +76
Mar07 050921 99.51 99.51 99.51 99.51 unch 0 6,057 +0
Jun07 050921 99.42 99.42 99.42 99.42 unch 0 384 -67
Sep07 050921 99.34 99.34 99.34 99.34 unch 0 370 +0
Dec07 050921 99.24 99.24 99.24 99.24 -0.01 0 27 +0
Total Volume and Open Interest 1,223 39,395 -194
3-Mth Euro-Yen(SIMEX)
Dec05 050921 99.89 99.89 99.89 99.89 unch 2,367 82,829 -897
Mar06 050921 99.83 99.83 99.83 99.83 unch 1,686 56,735 +518
Jun06 050921 99.75 99.75 99.75 99.75 unch 2,494 53,894 -85
Sep06 050921 99.67 99.67 99.66 99.67 unch 3,264 34,957 +2,003
Dec06 050921 99.59 99.59 99.58 99.58 -0.01 367 65,313 +302
Mar07 050921 99.50 99.50 99.49 99.50 unch 138 27,594 +74
Jun07 050921 99.41 99.42 99.41 99.42 unch 230 14,994 +222
Sep07 050921 99.32 99.32 99.32 99.32 unch 0 1,114 +0
Total Volume and Open Interest 10,566 391,836 +2,157
German Euro-Bund(EUREX)
Dec05 050921 123.43 123.85 123.40 123.82 +0.54 817,882 1,358,604 +118,872
Mar06 050921 123.70 124.19 123.70 124.19 +0.56 841 1,871 +259
Jun06 050921 123.32 123.32 123.32 123.32 +0.54 15 0 +0
Total Volume and Open Interest 818,738 1,360,475 +119,131
German Euro-Bobl(EUREX)
Dec05 050921 114.72 114.94 114.68 114.92 +0.27 417,128 814,364 +19,997
Mar06 050921 115.28 115.28 115.28 115.28 +0.29 1 770 +0
Jun06 050921 114.62 114.62 114.62 114.62 +0.27 973 0 +0
Total Volume and Open Interest 418,102 815,134 +19,997
Long Gilt(LIFFE)
Sep05 050921 113~26 114~05 113~26 114~02 +0~16 210 11,703 -110
Dec05 050921 113~17 113~30 113~16 113~26 +0~17 51,359 211,987 +4,604
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050921 95.41 95.41 95.40 95.40 unch 4,451 209,285 -1,546
Dec05 050921 95.51 95.53 95.50 95.52 +0.01 23,754 320,013 -1,254
Mar06 050921 95.61 95.67 95.60 95.65 +0.04 47,282 341,729 -6,040
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 050921 97.840 97.845 97.835 97.845 +0.005 98,956 609,050 -7,938
Mar06 050921 97.810 97.840 97.805 97.830 +0.020 102,505 613,187 -7,732
Jun06 050921 97.735 97.790 97.735 97.775 +0.035 87,282 420,423 -3,180
Total Volume and Open Interest 479,901 2,793,930 -420,097
3-Mth Aus T-Bills(SFE)
Dec05 050921 94.38 94.39 94.37 94.39 unch 9,449 165,047 -3,025
Mar06 050921 94.36 94.39 94.35 94.39 unch 20,193 164,531 +5,882
Jun06 050921 94.41 94.44 94.40 94.44 unch 6,055 81,922 -1,288
Sep06 050921 94.42 94.46 94.41 94.46 +0.01 409 30,423 -1,650
Dec06 050921 94.44 94.46 94.44 94.46 +0.01 366 24,252 -510
Mar07 050921 94.40 94.44 94.40 94.44 +0.01 101 19,629 -13
Jun07 050921 94.41 94.42 94.40 94.42 +0.01 2 28,790 -2
Sep07 050921 94.41 94.42 94.40 94.41 +0.01 300 5,084 +200
Dec07 050921 94.41 94.42 94.40 94.42 +0.02 20 3,494 +20
Mar08 050921 94.41 94.41 94.41 94.41 +0.02 40 1,322 +40
Total Volume and Open Interest 36,935 526,193 -346
10-Year Aus T-Bonds(SFE)
Dec05 050921 94.73 94.79 94.72 94.78 +0.03 29,638 283,648 +8,378
Mar06 050921 94.81 94.81 94.81 94.81 +0.02      
Total Volume and Open Interest 29,638 283,648 +8,378
3-Year Aus T-Bonds(SFE)
Dec05 050921 94.80 94.86 94.79 94.85 +0.01 44,203 346,749 -28,478
Mar06 050921 94.87 94.87 94.87 94.87 +0.01      
Total Volume and Open Interest 44,203 346,749 -28,478
Gold(CMX)
Oct05 050921 466.7 470.0 466.4 469.4 +2.6 2,027 22,348 -178
Dec05 050921 470.2 473.6 469.8 472.6 +2.6 61,596 288,720 +2,554
Feb06 050921 474.5 477.0 473.5 476.0 +2.6 2,938 11,623 +1,719
Apr06 050921 479.0 479.4 478.9 479.4 +2.6 388 5,691 +47
Jun06 050921 481.0 483.5 481.0 482.8 +2.6 211 10,518 +86
Aug06 050921 486.8 486.8 486.3 486.3 +2.6 66 1,477 +9
Oct06 050921 489.8 489.8 489.8 489.8 +2.6 9 2,146 +8
Dec06 050921 491.2 493.2 491.2 493.2 +2.6 173 5,720 -31
Feb07 050921 496.7 496.7 496.7 496.7 +2.6 4 4,575 -1
Apr07 050921 500.1 500.1 500.1 500.1 +2.5 0 100 +0
Jun07 050921 503.6 503.6 503.6 503.6 +2.5 0 4,203 +0
Total Volume and Open Interest 67,428 363,315 +4,224
Silver(CMX)
Sep05 050921 735.0 735.5 735.0 735.5 +4.0 3 319 -111
Dec05 050921 738.5 745.0 735.0 741.5 +4.0 23,508 90,145 +359
Mar06 050921 743.5 747.5 743.0 746.9 +4.2 696 6,455 +236
May06 050921 748.9 748.9 748.9 748.9 +4.1 5 1,382 -4
Jul06 050921 750.0 750.8 750.0 750.8 +4.0 62 6,981 +36
Sep06 050921 752.2 752.2 752.2 752.2 +4.0 100 1,894 +0
Dec06 050921 749.0 754.0 747.0 754.0 +4.0 17 7,710 -3
Total Volume and Open Interest 24,407 117,718 +522
Platinum(NYM)
Oct05 050921 931.0 936.5 930.5 936.3 +2.5 1,206 11,396 +175
Jan06 050921 929.8 935.8 929.0 935.0 +2.2 246 1,943 +79
Apr06 050921 932.5 932.5 932.5 932.5 +2.2 0 141 -1
Total Volume and Open Interest 1,452 13,480 +253
Palladium(NYME)
Sep05 050921 201.65 201.65 201.65 201.65 +1.30 0 131 -59
Dec05 050921 202.00 203.50 198.50 203.15 +0.60 2,551 13,104 -189
Mar06 050921 206.00 206.00 205.15 205.15 +0.60 134 132 +95
Total Volume and Open Interest 2,685 13,368 -153
Copper(CMX)
Sep05 050921 177.30 179.90 176.50 179.65 +4.70 417 4,411 -163
Dec05 050921 169.00 170.90 168.00 170.65 +4.05 14,258 73,640 +745
Mar06 050921 161.70 163.60 161.10 163.45 +3.65 1,077 8,104 +9
May06 050921 158.25 158.25 158.25 158.25 +3.15 98 1,827 -199
Jul06 050921 153.45 153.45 153.45 153.45 +2.85 81 1,378 +71
Total Volume and Open Interest 16,230 100,852 +432
Aluminum(CMX)
Sep05 050921 86.05 86.05 86.05 86.05 +1.95 0 6 +0
Oct05 050921 86.50 86.50 86.50 86.50 +1.95 0 980 +0
Nov05 050921 86.85 86.85 86.85 86.85 +1.95 0 596 +0
Dec05 050921 87.35 87.35 87.35 87.35 +1.95 0 1,678 +0
Jan06 050921 87.20 87.20 87.20 87.20 +1.80 0 70 +0
Feb06 050921 87.05 87.05 87.05 87.05 +1.65 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 050921 10498 10508 10405 10419 -104 5,198 33,601 +88
Mar06 050921 10486 10486 10462 10462 -104 0 12 +0
Total Volume and Open Interest 5,198 33,613 +88
S & P 500(CME)
Dec05 050921 1224.50 1225.00 1214.50 1215.90 -11.70 28,283 625,578 -2,827
Mar06 050921 1225.50 1225.50 1222.60 1222.60 -11.80 28 5,197 -1
Jun06 050921 1230.00 1230.00 1230.00 1230.00 -12.10 1 765 +0
Sep06 050921 1237.50 1237.50 1237.50 1237.50 -12.10 0 56 +0
Total Volume and Open Interest 28,312 631,616 -2,828
S & P 500 E-Mini(Globex)
Dec05 050921 1227.50 1229.50 1214.25 1216.00 -11.50 898,982 902,372 -4,353
Mar06 050921 1233.75 1233.75 1221.25 1222.50 -12.00 181 107 +13
Total Volume and Open Interest 899,163 902,479 -4,340
NASDAQ 100(CME)
Dec05 050921 1588.00 1589.00 1573.00 1574.50 -17.50 10,237 51,721 -5
Mar06 050921 1587.50 1587.50 1587.50 1587.50 -17.50 0 7 +0
Jun06 050921 1600.50 1600.50 1600.50 1600.50 -17.50      
Total Volume and Open Interest 10,237 51,728 -5
NASDAQ 100 E-Mini(Globex)
Dec05 050921 1590.50 1595.00 1573.00 1574.50 -17.50 338,654 230,651 -4,521
Mar06 050921 1595.00 1595.00 1587.50 1587.50 -17.50 9 71 +0
Total Volume and Open Interest 338,663 230,722 -4,521
S & P Midcap 400(CME)
Dec05 050921 707.25 707.25 699.00 699.20 -9.60 199 12,444 +36
Mar06 050921 703.20 703.20 703.20 703.20 -8.35      
Jun06 050921 706.20 706.20 706.20 706.20 -8.35      
Total Volume and Open Interest 137 12,501 +57
Russell 2000(CME)
Dec05 050921 660.70 661.20 651.50 651.70 -10.80 906 31,176 +64
Mar06 050921 656.20 656.20 656.20 656.20 -10.80      
Jun06 050921 658.20 658.20 658.20 658.20 -9.80      
Total Volume and Open Interest 906 31,176 +64
Russell 2000 E-Mini(Globex)
Sep05 050916 665.00 669.55 664.90 669.55 +4.95 21,391 87,294 -21,553
Dec05 050921 662.20 662.90 651.40 651.70 -10.80 96,404 213,536 +4,195
Mar06 050921 661.90 661.90 656.20 656.20 -10.80 0 25 +0
Total Volume and Open Interest 96,404 213,561 +4,195
Value Line(KCBT)
Dec05 050921 1857.00 1857.00 1843.50 1843.50 -25.50 34 89 -15
Total Volume and Open Interest 34 89 -15
Nikkei 225(CME)
Dec05 050921 13105 13200 13075 13155 +25 42,693 217,110 -3,044
Mar06 050921 13130 13180 13075 13145 +50 1 13 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 050921 13105 13200 13075 13155 +25 42,693 217,110 -3,044
Mar06 050921 13130 13180 13075 13145 +50 1 13 +0
Jun06 050921 13085 13085 13085 13085 +50      
Total Volume and Open Interest 42,733 217,596 -3,014
CAC 40(MATIF)
Sep05 050916 4477.5 4525.5 4475.0 4518.5 +42.0 289,810 543,545 -9,249
Oct05 050921 4499.5 4523.0 4462.0 4476.5 -63.5 63,086 355,738 +10,361
Nov05 050921 4511.0 4528.0 4483.0 4483.0 -63.5 124 859 +16
Total Volume and Open Interest 67,247 448,247 +11,344
Hang Seng Index(HKFE)
Sep05 050921 15195 15261 15142 15200 -35 37,951 107,968 +1,438
Oct05 050921 15220 15292 15180 15215 -55 1,746 1,494 +225
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 050921 4950.0 4957.0 4873.5 4880.5 -93.5 108,104 177,066 -5,275
Mar06 050921 4971.0 4983.0 4903.0 4907.0 -94.0 3,251 8,759 +3,028
Jun06 050921 4985.0 4985.0 4933.5 4933.5 -95.0 1 1 +1
Total Volume and Open Interest 111,356 185,826 -2,246
FT-SE 100(LIFFE)
Dec05 050921 5423.00 5440.00 5386.00 5399.00 -47.00 57,870 426,422 +1,921
Mar06 050921 5418.50 5418.50 5396.50 5406.50 -47.50 7 5,315 +2
Jun06 050921 5413.50 5413.50 5413.50 5413.50 -48.00 0 13,778 +0
Total Volume and Open Interest 57,877 445,515 +1,923
SPI 200(SFE)
Sep05 050916 4499.6 4499.6 4499.6 4499.6 -0.4 5,494 76,211 -54,183
Dec05 050921 4575.0 4590.0 4561.0 4566.0 -26.0 15,281 192,340 +2,401
Mar06 050921 4572.0 4572.0 4567.0 4567.0 -26.0 52 3,700 -41
Total Volume and Open Interest 15,671 200,013 +2,561
GSCI(CME)
Oct05 050921 469.50 469.60 460.20 462.25 +5.25 108 17,513 -2
Nov05 050921 462.95 462.95 462.95 462.95 +2.95      
Dec05 050921 466.95 466.95 466.95 466.95 +3.45 2 1 +1
Total Volume and Open Interest 110 17,514 -1
Reuters CRB Index(NYBOT)
Nov05 050921 325.50 326.00 325.20 326.00 +2.25 24 384 +0
Jan06 050921 326.00 326.20 325.25 325.50 +2.25 0 414 +0
Feb06 050921 324.00 324.00 324.00 324.00 +2.25 0 6 +0
Total Volume and Open Interest 24 1,008 +0
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!