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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu September 22, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 050922 582.00 585.00 577.50 580.50 +2.75 48,325 167,007 +1,316
Jan06 050922 590.00 593.50 586.50 588.75 +2.00 5,678 28,444 +755
Mar06 050922 599.50 601.00 594.00 596.75 +2.75 3,153 18,455 +570
May06 050922 603.00 606.00 599.00 602.00 +2.50 1,167 16,872 +102
Jul06 050922 608.00 610.00 603.00 606.00 +2.50 1,474 12,018 +377
Aug06 050922 607.00 607.00 602.00 602.00 +2.00 131 396 +41
Sep06 050922 602.00 604.00 602.00 602.00 +4.00 1 124 +1
Total Volume and Open Interest 60,655 251,505 +3,175
Soybean Meal(CBOT)
Oct05 050922 173.10 173.50 171.60 172.10 -0.50 7,727 17,441 +326
Dec05 050922 176.00 176.20 174.50 175.00 -0.60 12,993 58,753 -943
Jan06 050922 177.20 177.50 175.80 176.40 -0.70 3,111 11,899 +380
Mar06 050922 180.00 180.50 178.30 178.60 -0.90 2,403 10,298 +564
May06 050922 181.50 181.50 179.60 179.90 -0.50 1,630 12,671 +329
Jul06 050922 182.50 183.00 181.60 181.90 -0.90 1,260 8,397 +275
Aug06 050922 183.50 183.50 182.00 182.10 -0.90 270 2,199 +41
Sep06 050922 184.00 184.00 182.50 182.50 -0.80 41 2,018 +30
Total Volume and Open Interest 29,523 126,497 +1,011
Soybean Oil(CBOT)
Oct05 050922 23.20 23.45 23.03 23.32 +0.40 7,678 15,341 -665
Dec05 050922 23.52 23.73 23.30 23.56 +0.35 21,036 84,314 -11
Jan06 050922 23.60 23.90 23.47 23.71 +0.36 2,236 10,354 +224
Mar06 050922 23.75 24.00 23.70 23.85 +0.33 1,547 7,895 +788
May06 050922 23.90 24.15 23.75 23.99 +0.34 1,201 9,429 +329
Jul06 050922 24.10 24.22 23.93 24.08 +0.34 1,296 7,803 +583
Aug06 050922 24.02 24.02 24.02 24.02 +0.30 95 1,049 -11
Sep06 050922 23.90 24.02 23.90 24.02 +0.27 5 941 -5
Total Volume and Open Interest 35,421 141,558 +1,345
Canola(WCE)
Sep05 050914 257.4 257.4 257.4 257.4 -0.4      
Nov05 050922 259.1 262.0 258.7 261.2 +2.8 5,731 36,196 -1,253
Jan06 050922 269.0 270.6 267.6 269.5 +1.5 1,285 21,727 +595
Mar06 050922 276.9 277.2 276.3 277.0 +2.7 61 2,547 +15
May06 050922 280.5 284.4 280.5 284.4 +4.6 68 1,479 +0
Total Volume and Open Interest 7,299 66,326 -596
Corn(CBOT)
Dec05 050922 207.25 210.00 206.50 208.25 +1.75 41,479 468,318 -423
Mar06 050922 219.25 222.25 219.00 220.50 +1.25 12,969 127,110 +1,043
May06 050922 226.75 229.25 226.50 228.25 +1.50 1,915 28,280 +521
Jul06 050922 233.50 235.75 233.00 234.50 +1.25 5,287 41,577 +1,328
Sep06 050922 240.25 241.75 239.25 240.00 +0.25 263 5,593 -17
Dec06 050922 248.00 250.25 248.00 249.25 +0.75 2,617 33,692 +833
Total Volume and Open Interest 64,880 710,551 +3,468
Wheat(CBOT)
Dec05 050922 328.00 334.50 327.00 332.25 +7.00 13,610 222,824 +1,300
Mar06 050922 342.50 347.50 341.00 346.50 +6.75 3,021 36,304 +338
May06 050922 349.50 354.00 348.00 353.50 +7.50 85 1,574 +17
Jul06 050922 354.00 360.50 354.00 359.50 +7.50 2,345 22,226 +889
Sep06 050922 360.50 365.50 360.50 365.50 +7.50 284 536 +247
Total Volume and Open Interest 19,542 284,694 +2,778
Wheat(KCBT)
Dec05 050922 361.50 370.00 361.50 369.25 +8.50 8,956 59,540 -523
Mar06 050922 361.00 369.00 361.00 366.75 +7.25 3,798 21,835 +446
May06 050922 359.00 366.00 358.50 365.25 +8.75 216 1,939 -83
Jul06 050922 358.50 364.50 358.00 363.50 +8.00 3,100 11,414 +110
Sep06 050922 367.00 369.00 366.00 367.00 +6.50 200 296 +160
Total Volume and Open Interest 16,300 95,123 +122
Wheat(MGE)
Sep05 050914 386.00 386.00 385.00 385.00 +8.50 22 47 -11
Dec05 050922 359.50 371.75 359.50 368.25 +8.75 2,368 18,524 +289
Mar06 050922 363.00 372.50 362.50 370.50 +9.75 483 9,177 -254
May06 050922 368.00 374.50 367.00 372.50 +10.00 47 1,515 +15
Jul06 050922 368.50 374.00 368.50 374.00 +9.25 53 548 -20
Total Volume and Open Interest 2,958 29,960 +36
Oats(CBOT)
Dec05 050922 160.25 161.25 160.00 160.75 +1.75 493 5,440 +89
Mar06 050922 166.50 166.50 165.75 166.25 +1.25 8 293 +0
May06 050922 169.00 169.00 169.00 169.00 +0.50 0 42 +0
Jul06 050922 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 502 5,778 +90
Rough Rice(CBOT)
Nov05 050922 6.93 7.18 6.93 7.08 +0.17 643 5,154 -164
Jan06 050922 7.17 7.35 7.17 7.30 +0.19 77 896 -2
Mar06 050922 7.57 7.57 7.45 7.53 +0.20 28 483 +4
May06 050922 7.73 7.73 7.73 7.73 +0.20 0 39 +0
Total Volume and Open Interest 757 6,582 -181
Live Cattle(CME)
Oct05 050922 85.500 86.350 85.275 86.250 +0.600 6,186 31,937 -1,648
Dec05 050922 87.750 88.550 87.500 88.400 +0.525 9,304 79,224 +3,154
Feb06 050922 89.350 90.000 89.150 89.950 +0.450 1,935 26,414 -41
Apr06 050922 87.000 87.900 87.000 87.825 +0.625 434 7,535 +7
Jun06 050922 82.450 83.350 82.450 83.300 +0.675 154 3,347 +17
Aug06 050922 82.100 82.825 81.950 82.800 +0.475 59 1,704 +34
Total Volume and Open Interest 18,072 150,204 +1,523
Feeder Cattle(CME)
Sep05 050922 114.600 115.450 114.550 115.450 +0.975 361 2,959 -79
Oct05 050922 112.650 113.950 112.600 113.825 +1.250 2,167 12,260 -611
Nov05 050922 111.950 113.000 111.800 112.950 +1.000 1,547 9,273 +604
Jan06 050922 109.000 109.500 108.750 109.450 +0.500 687 3,691 +140
Mar06 050922 103.800 104.450 103.800 104.450 +0.650 29 448 +9
Apr06 050922 103.100 103.100 103.100 103.100 +0.300 6 336 +4
May06 050922 102.950 103.000 102.800 102.950 +0.525 6 156 +6
Total Volume and Open Interest 4,803 29,136 +73
Lean Hogs(CME)
Oct05 050922 65.050 65.850 64.800 65.650 +0.775 7,461 23,781 -1,059
Dec05 050922 62.350 62.700 61.850 62.150 -0.050 8,270 57,549 +1,564
Feb06 050922 63.950 64.400 63.650 64.350 +0.400 2,533 17,968 +423
Apr06 050922 62.900 63.375 62.850 63.175 +0.125 782 5,340 +81
May06 050922 63.050 63.700 63.050 63.625 +0.150 54 1,242 +6
Jun06 050922 65.950 66.550 65.950 66.550 +0.425 279 1,697 +57
Jul06 050922 62.650 63.250 62.650 63.200 +0.550 52 703 +10
Aug06 050922 59.300 59.850 59.300 59.750 +0.525 14 296 +0
Total Volume and Open Interest 19,487 108,751 +1,121
Pork Bellies(CME)
Feb06 050922 83.900 85.350 83.900 85.350 +2.000 349 1,041 +39
Mar06 050922 85.000 85.000 85.000 85.000 +1.900 1 47 +1
May06 050922 87.400 87.400 87.400 87.400 +1.400 2 18 +1
Jul06 050922 88.750 88.750 88.750 88.750 +1.250 2 3 +1
Aug06 050922 88.000 88.000 88.000 88.000 +1.200 0 1 +0
Total Volume and Open Interest 354 1,110 +42
Class III Milk(CME)
Sep05 050922 14.34 14.34 14.34 14.34 +0.03 0 3,283 +0
Oct05 050922 14.42 14.44 14.36 14.37 -0.05 113 2,583 +7
Nov05 050922 13.65 13.65 13.59 13.60 -0.05 76 1,875 +36
Dec05 050922 13.36 13.36 13.27 13.29 -0.05 50 1,765 +11
Jan06 050922 12.83 12.83 12.79 12.79 -0.01 34 1,225 +24
Total Volume and Open Interest 447 19,854 +219
Cocoa(NYBOT)
Dec05 050922 1354 1360 1337 1342 -10 7,995 47,922 -111
Mar06 050922 1395 1398 1378 1380 -12 2,202 27,534 -104
May06 050922 1415 1415 1401 1401 -12 57 7,758 +56
Jul06 050922 1422 1422 1422 1422 -12 107 8,649 -12
Sep06 050922 1462 1462 1442 1444 -10 13 10,666 +2
Dec06 050922 1480 1480 1465 1469 -9 306 6,850 +168
Mar07 050922 1500 1500 1494 1494 -10 103 7,678 -97
Total Volume and Open Interest 10,783 117,813 -98
Coffee "C"(NYBOT)
Dec05 050922 91.00 93.50 90.70 92.30 +1.20 11,029 61,981 +455
Mar06 050922 94.40 96.50 94.40 95.70 +1.00 1,746 15,133 +135
May06 050922 96.70 99.00 96.70 97.75 +0.95 380 3,775 +93
Jul06 050922 98.80 101.30 98.80 99.80 +1.00 91 2,686 +19
Sep06 050922 100.80 103.30 100.80 101.80 +1.00 68 1,096 +26
Dec06 050922 104.00 106.00 104.00 105.35 +1.05 71 740 +20
Total Volume and Open Interest 13,391 85,696 +673
Orange Juice(NYBOT)
Nov05 050922 97.20 98.40 96.50 98.30 +1.30 1,074 17,296 -10
Jan06 050922 99.20 100.40 98.60 100.05 +0.75 56 3,782 -14
Mar06 050922 101.30 103.00 101.25 102.30 +0.75 7 2,093 -17
May06 050922 103.90 104.05 103.90 104.05 +0.60 0 248 +0
Jul06 050922 105.80 105.80 105.80 105.80 +0.45 1 103 +1
Total Volume and Open Interest 1,138 23,529 -40
Sugar #11(NYBOT)
Oct05 050922 10.36 10.48 10.32 10.47 +0.22 26,440 55,920 -6,506
Mar06 050922 10.66 10.69 10.55 10.68 +0.19 93,870 301,307 -11,843
May06 050922 10.52 10.57 10.47 10.55 +0.13 17,908 47,205 -266
Jul06 050922 10.36 10.39 10.19 10.37 +0.13 7,428 33,736 +415
Oct06 050922 10.32 10.35 10.25 10.33 +0.14 1,676 15,762 -108
Total Volume and Open Interest 149,804 468,780 -18,158
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050922 21.40 21.48 21.40 21.46 +0.15 12 3,257 -1
Jan06 050922 20.95 21.05 20.95 21.05 +0.10 95 2,328 +1
Mar06 050922 20.95 21.02 20.95 21.01 +0.06 22 2,022 +0
May06 050922 20.95 20.97 20.95 20.95 unch 24 2,150 -1
Total Volume and Open Interest 154 12,604 +0
London Cocoa(LCE)
Sep05 050915 824 825 800 800 -35 14,237 3,189 -14,060
Dec05 050922 790 796 785 793 +4 4,420 79,242 +522
Mar06 050922 812 818 807 816 +5 2,479 44,748 +464
May06 050922 825 831 821 830 +5 390 11,572 +55
Jul06 050922 840 846 836 844 +5 330 21,247 +114
Sep06 050922 852 858 850 858 +5 371 12,524 -154
Dec06 050922 866 872 865 872 +5 202 13,990 +122
Total Volume and Open Interest 8,245 185,791 +1,166
London Coffee(LCE)
Sep05 050922 865.00 865.00 859.00 859.00 +20.00 81 131 -59
Nov05 050922 870.00 890.00 868.00 882.00 +25.00 5,080 67,439 -1,100
Jan06 050922 892.00 908.00 891.00 900.00 +19.00 2,167 58,121 +830
Mar06 050922 918.00 925.00 912.00 918.00 +19.00 441 29,263 +156
May06 050922 940.00 942.00 936.00 936.00 +19.00 781 8,985 +658
Jul06 050922 959.00 961.00 953.00 953.00 +18.00 89 3,405 +84
Total Volume and Open Interest 8,689 169,098 +613
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 050922 283.50 291.40 282.50 290.90 +7.40 6,580 23,146 -1,809
Mar06 050922 290.00 292.00 288.00 292.00 +5.00 2,115 13,440 -345
May06 050922 291.60 293.00 289.70 293.00 +5.00 578 4,299 +265
Aug06 050922 293.10 294.50 291.70 294.50 +5.00 202 2,600 +59
Total Volume and Open Interest 9,509 48,666 -1,806
Cotton(NYBOT)
Oct05 050922 50.40 50.40 48.90 50.00 unch 308 1,934 -20
Dec05 050922 52.20 52.20 50.50 51.97 +0.08 6,807 76,578 +212
Mar06 050922 53.20 53.40 51.70 53.36 +0.20 1,511 21,406 +155
May06 050922 53.90 54.10 53.20 54.10 +0.20 52 2,003 +8
Jul06 050922 54.25 54.90 54.25 54.90 +0.20 22 2,064 +11
Oct06 050922 56.40 56.40 56.40 56.40 unch 0 1 +0
Total Volume and Open Interest 8,753 104,759 +412
Lumber(CME)
Nov05 050922 316.0 316.0 316.0 316.0 +10.0 720 3,236 +50
Jan06 050922 327.8 327.8 327.8 327.8 +10.0 220 497 +61
Mar06 050922 332.5 338.0 332.5 337.5 +9.0 38 154 +16
May06 050922 337.7 342.0 337.7 340.1 +6.1 15 25 -2
Total Volume and Open Interest 997 3,918 +127
Crude Oil(NYM)
Nov05 050922 67.75 67.90 66.05 66.50 -0.30 108,751 246,315 -2,341
Dec05 050922 67.70 67.80 66.25 66.65 -0.14 66,168 139,696 +3,877
Jan06 050922 67.85 67.95 66.60 66.98 -0.02 19,427 55,456 +2,638
Feb06 050922 68.10 68.15 66.90 67.25 +0.03 5,872 23,788 -544
Mar06 050922 68.30 68.45 66.95 67.46 +0.05 4,693 27,593 -269
Apr06 050922 68.10 68.40 67.35 67.55 +0.08 2,615 14,017 -148
May06 050922 67.65 67.65 67.20 67.52 +0.09 1,128 13,501 +620
Jun06 050922 68.00 68.10 67.45 67.45 +0.10 1,510 40,715 -70
Jul06 050922 67.36 67.36 67.36 67.36 +0.13 69 9,329 +4
Aug06 050922 67.26 67.26 67.26 67.26 +0.16 13 7,036 +3
Sep06 050922 67.15 67.15 67.15 67.15 +0.19 10 8,071 +0
Oct06 050922 67.03 67.03 67.03 67.03 +0.22 106 5,457 -44
Nov06 050922 66.89 66.89 66.89 66.89 +0.24 108 5,270 +0
Dec06 050922 67.50 67.50 66.35 66.75 +0.26 7,044 52,577 +111
Jan07 050922 66.49 66.49 66.49 66.49 +0.27 0 8,755 +0
Feb07 050922 66.29 66.29 66.29 66.29 +0.28 0 3,127 +0
Total Volume and Open Interest 220,022 842,317 -4,271
Heating Oil(NYM)
Oct05 050922 207.00 208.80 200.50 204.58 +0.71 21,518 23,235 -1,542
Nov05 050922 208.50 210.50 203.50 206.34 +0.19 15,314 60,034 +625
Dec05 050922 209.00 213.00 205.50 208.49 +0.19 5,133 25,590 +768
Jan06 050922 210.50 214.80 208.00 210.49 +0.19 2,479 17,598 +182
Feb06 050922 214.50 215.00 209.00 210.74 +0.14 865 12,977 -27
Mar06 050922 211.50 212.00 208.49 208.49 +0.09 1,025 10,556 +104
Apr06 050922 206.50 206.50 202.54 202.54 -0.11 353 5,761 -28
May06 050922 199.75 199.75 197.50 197.54 -0.21 247 3,182 +133
Jun06 050922 196.20 196.20 193.84 193.84 -0.31 51 5,671 +1
Jul06 050922 193.54 193.54 193.54 193.54 -0.26 204 2,209 +197
Aug06 050922 196.40 196.40 194.19 194.19 -0.21 11 492 -14
Sep06 050922 195.49 195.49 195.49 195.49 -0.16 61 1,212 +22
Total Volume and Open Interest 47,355 172,370 +471
Unleaded Gas(NYM)
Oct05 050922 214.50 220.25 204.00 213.94 +8.63 27,711 31,205 -636
Nov05 050922 202.00 208.00 197.00 203.88 +6.50 16,482 55,006 +1,332
Dec05 050922 195.00 198.00 189.50 195.38 +5.15 6,232 18,075 +770
Jan06 050922 193.50 194.50 190.00 192.48 +4.60 1,827 12,247 +65
Feb06 050922 193.00 194.00 189.00 191.23 +4.35 422 5,334 -74
Mar06 050922 191.00 191.50 190.00 190.78 +4.40 329 4,774 +4
Apr06 050922 199.00 199.98 199.00 199.98 +4.40 137 4,951 -21
May06 050922 199.98 199.98 199.98 199.98 +4.25 178 2,988 +54
Jun06 050922 199.28 199.28 199.28 199.28 +4.35 3 2,493 -2
Jul06 050922 198.08 198.08 198.08 198.08 +4.25 156 1,301 -51
Aug06 050922 196.18 196.18 196.18 196.18 +4.15 26 1,570 +1
Sep06 050922 193.58 193.58 193.58 193.58 +4.15 0 154 +0
Total Volume and Open Interest 53,479 140,097 +1,440
Natural Gas(NYM)
Oct05 050922 12.655 13.420 12.650 12.790 +0.196 29,600 60,620 -437
Nov05 050922 13.300 13.440 13.000 13.075 +0.077 15,028 78,278 +3,154
Dec05 050922 13.700 13.820 13.450 13.515 +0.052 6,464 43,467 +197
Jan06 050922 14.050 14.150 13.740 13.805 +0.037 4,812 46,800 +916
Feb06 050922 13.900 13.950 13.600 13.685 +0.037 4,287 25,459 +48
Mar06 050922 13.600 13.600 13.250 13.265 +0.047 4,439 47,666 -222
Apr06 050922 10.750 10.800 10.630 10.645 +0.017 2,111 28,928 +62
May06 050922 10.400 10.400 10.170 10.175 +0.007 1,255 24,953 -61
Jun06 050922 10.200 10.330 10.200 10.200 +0.006 255 9,562 +87
Jul06 050922 10.300 10.320 10.240 10.243 +0.006 214 12,943 +78
Aug06 050922 10.350 10.350 10.288 10.288 +0.006 343 14,426 +148
Sep06 050922 10.360 10.360 10.266 10.266 +0.008 93 10,610 +0
Oct06 050922 10.400 10.400 10.298 10.298 +0.010 399 21,443 -1
Nov06 050922 10.850 10.850 10.723 10.723 +0.010 548 7,919 +76
Dec06 050922 11.250 11.250 11.138 11.138 +0.010 118 10,566 -14
Jan07 050922 11.420 11.443 11.420 11.443 +0.010 107 10,770 -21
Total Volume and Open Interest 71,980 567,009 +4,665
Brent Crude Oil(ICE)
Nov05 050922 65.38 65.78 64.20 64.60 -0.13 74,478 73,398 -2,361
Dec05 050922 65.99 66.40 64.92 65.30 unch 35,561 90,591 -879
Jan06 050922 66.50 66.85 65.46 65.84 +0.14 8,082 27,693 +1,801
Feb06 050922 66.67 67.17 65.93 66.15 +0.15 2,916 14,743 +650
Mar06 050922 66.85 67.33 66.11 66.35 +0.17 1,219 8,436 +17
Apr06 050922 67.20 67.41 66.21 66.42 +0.15 202 4,763 +38
May06 050922 67.29 67.37 66.17 66.37 +0.12 30 5,742 +25
Jun06 050922 66.97 67.27 66.02 66.30 +0.15 675 18,121 -525
Jul06 050922 66.20 66.20 66.20 66.20 +0.17 67 2,036 +67
Aug06 050922 66.10 66.10 66.10 66.10 +0.19 0 770 +0
Sep06 050922 65.98 65.98 65.98 65.98 +0.20 0 2,543 +0
Oct06 050922 65.86 65.86 65.86 65.86 +0.22 0 2,200 +0
Nov06 050922 65.73 65.73 65.73 65.73 +0.23 0 122 +0
Dec06 050922 65.97 66.34 65.38 65.60 +0.25 3,617 24,013 -681
Total Volume and Open Interest 127,666 309,145 -1,178
Gas Oil(ICE)
Oct05 050922 626.00 633.50 615.00 628.25 +4.50 24,668 49,387 -2,525
Nov05 050922 628.50 637.50 618.50 631.25 +4.25 18,642 45,672 +661
Dec05 050922 631.50 639.00 625.00 634.00 +4.50 7,909 35,311 +86
Jan06 050922 639.50 639.50 630.75 635.75 +4.25 2,955 17,497 -106
Feb06 050922 637.50 637.50 628.50 633.75 +3.75 1,455 10,358 -980
Mar06 050922 628.00 630.00 625.00 630.00 +3.25 920 10,469 +742
Apr06 050922 625.00 626.00 620.50 626.00 +3.25 10 6,001 +0
May06 050922 622.50 622.50 622.50 622.50 +3.00 0 1,326 +0
Jun06 050922 618.75 621.50 616.75 619.50 +2.75 1,066 14,855 -174
Jul06 050922 619.25 619.25 619.25 619.25 +3.00 0 643 +0
Total Volume and Open Interest 59,797 218,116 -2,353
US Dollar Index(NYBOT)
Dec05 050922 87.78 88.42 87.51 88.36 +0.47 4,335 11,713 +1,444
Mar06 050922 87.90 88.13 87.90 88.13 +0.47 0 2,017 +0
Jun06 050922 87.91 87.91 87.91 87.91 +0.47 0 3 +0
Total Volume and Open Interest 4,335 13,733 +1,444
Australian Dollar(CME)
Dec05 050922 76.50 76.52 75.85 75.96 -0.69 2,121 81,474 +2,872
Mar06 050922 75.71 75.71 75.71 75.71 -0.69 2 11 +2
Jun06 050922 75.44 75.44 75.44 75.44 -0.69 1 15 +1
Total Volume and Open Interest 2,124 81,507 +2,875
British Pound(CME)
Dec05 050922 179.76 179.76 178.56 178.84 -1.79 3,001 69,279 +1,543
Mar06 050922 178.57 178.57 178.57 178.57 -1.79 5 52 +4
Jun06 050922 179.40 179.40 178.52 178.52 -1.79 1 1 +1
Total Volume and Open Interest 3,007 69,333 +1,548
Canadian Dollar(CME)
Dec05 050922 86.02 86.02 85.57 85.66 -0.01 2,590 97,471 -124
Mar06 050922 86.09 86.23 85.89 85.89 -0.01 70 1,327 +68
Jun06 050922 86.40 86.40 86.12 86.12 -0.01 6 183 +0
Sep06 050922 86.35 86.35 86.35 86.35 -0.01 0 31 +0
Total Volume and Open Interest 2,666 99,021 -49,150
Japanese Yen(CME)
Dec05 050922 90.73 90.74 90.33 90.35 -0.30 4,138 128,186 +861
Mar06 050922 91.23 91.23 91.23 91.23 -0.30 0 493 +17
Jun06 050922 92.18 92.18 92.18 92.18 -0.30 0 48 +0
Total Volume and Open Interest 4,138 128,728 +878
Swiss Franc(CME)
Dec05 050922 79.28 79.28 78.65 78.75 -0.48 3,208 56,619 -445
Mar06 050922 79.38 79.38 79.38 79.38 -0.48 0 43 +1
Jun06 050922 80.04 80.04 80.04 80.04 -0.48 0 17 +0
Total Volume and Open Interest 3,213 56,759 -439
EuroFX(CME)
Dec05 050922 122.75 122.76 121.84 122.00 -0.58 5,289 119,840 +3,052
Mar06 050922 122.57 122.57 122.56 122.56 -0.58 25 1,520 +40
Jun06 050922 123.55 123.55 123.22 123.22 -0.58 6 369 +2
Total Volume and Open Interest 5,320 121,760 +3,094
Mexican Peso(CME)
Sep05 050919 9190.0 9200.0 9190.0 9200.0 -17.0 180 47,477 -203
Dec05 050922 9120.0 9140.0 9085.0 9107.0 -23.0 3,453 74,980 +1,428
Total Volume and Open Interest 3,453 76,037 +1,428
30-Year T-Bonds(CBOT)
Dec05 050922 115~31 116~10 115~20 115~28 +0~05 292,991 539,574 +4,306
Mar06 050922 115~29 115~29 115~15 115~19 +0~05 33 1,351 +7
Jun06 050922 115~16 115~16 115~15 115~15 +0~05 0 17 +0
Total Volume and Open Interest 298,803 546,874 -2,328
10-Year T-Notes(CBOT)
Dec05 050922 111~090 111~180 111~035 111~075 +0~040 819,045 1,563,192 +18,452
Mar06 050922 111~010 111~020 111~005 111~020 +0~045 1,138 6,615 +766
Total Volume and Open Interest 903,997 1,635,595 -82,186
5-Year T-Notes(CBOT)
Dec05 050922 107~305 107~305 107~230 107~260 +0~025 396,594 0 +0
Mar06 050922 107~215 107~215 107~215 107~215 +0~025 0 1,000 +0
Jun06 050922 107~145 107~145 107~145 107~145 +0~025      
Total Volume and Open Interest 403,275 1,000 +0
2 Year T-Notes(CBOT)
Dec05 050922 103~060 103~060 103~048 103~049 +0~004 1,709 322,787 +7,056
Total Volume and Open Interest 1,731 350,452 +4,399
Eurodollars(CME)
Dec05 050922 95.850 95.850 95.795 95.810 +0.015 69,140 1,151,597 -323
Mar06 050922 95.775 95.780 95.720 95.730 +0.015 25,792 1,120,132 -5,904
Jun06 050922 95.745 95.750 95.680 95.695 +0.015 23,576 1,033,409 +33,494
Sep06 050922 95.700 95.755 95.660 95.680 +0.015 352,434 692,577 +4,148
Dec06 050922 95.710 95.710 95.650 95.660 +0.015 33,798 673,395 +17,882
Mar07 050922 95.720 95.720 95.660 95.670 +0.015 24,486 498,602 +3,023
Jun07 050922 95.710 95.710 95.655 95.665 +0.020 30,459 400,979 +10,160
Sep07 050922 95.695 95.695 95.640 95.655 +0.025 31,203 301,965 +10,721
Dec07 050922 95.660 95.660 95.615 95.630 +0.025 20,399 241,938 +1,317
Mar08 050922 95.650 95.650 95.610 95.625 +0.025 16,573 213,620 +1,040
Jun08 050922 95.625 95.625 95.595 95.605 +0.025 13,757 205,875 +3,187
Sep08 050922 95.600 95.600 95.575 95.580 +0.025 18,764 199,429 +9,226
Dec08 050922 95.555 95.555 95.535 95.540 +0.025 6,638 138,168 +4,042
Mar09 050922 95.540 95.540 95.510 95.525 +0.025 4,733 117,873 +587
Jun09 050922 95.520 95.520 95.485 95.500 +0.025 6,891 120,126 +9,214
Sep09 050922 95.475 95.475 95.450 95.470 +0.025 16,588 110,253 +13,544
Dec09 050922 95.420 95.425 95.400 95.425 +0.025 4,842 70,246 -967
Mar10 050922 95.400 95.405 95.395 95.405 +0.025 4,692 48,462 +3,647
Total Volume and Open Interest 409,782 7,613,556 +152,647
3-Mth Euro-Yen(CME)
Sep05 050916 99.91 99.91 99.91 99.91 unch 6 5,604 +0
Dec05 050922 99.90 99.90 99.90 99.90 +0.01 0 6,082 -212
Mar06 050922 99.83 99.83 99.83 99.83 unch 110 8,056 -133
Jun06 050922 99.76 99.76 99.76 99.76 +0.01 112 7,166 -282
Sep06 050922 99.67 99.67 99.67 99.67 unch 121 3,875 -35
Dec06 050922 99.59 99.59 99.59 99.59 -0.01 26 6,397 -9
Mar07 050922 99.50 99.50 99.50 99.50 -0.01 15 6,072 +15
Jun07 050922 99.42 99.42 99.42 99.42 unch 0 419 +35
Sep07 050922 99.34 99.34 99.34 99.34 unch 0 395 +25
Dec07 050922 99.25 99.25 99.25 99.25 +0.01 0 27 +0
Total Volume and Open Interest 384 38,799 -596
3-Mth Euro-Yen(SIMEX)
Dec05 050922 99.89 99.89 99.89 99.89 unch 3,723 84,636 +1,807
Mar06 050922 99.83 99.84 99.83 99.83 unch 1,444 56,590 -145
Jun06 050922 99.76 99.77 99.75 99.75 unch 3,849 54,067 +173
Sep06 050922 99.68 99.68 99.67 99.67 unch 2,757 35,612 +655
Dec06 050922 99.60 99.60 99.59 99.59 +0.01 541 65,507 +194
Mar07 050922 99.52 99.52 99.50 99.50 unch 167 27,582 -12
Jun07 050922 99.42 99.44 99.42 99.42 unch 37 15,012 +18
Sep07 050922 99.34 99.34 99.32 99.32 unch 25 1,139 +25
Total Volume and Open Interest 12,543 394,551 +2,715
German Euro-Bund(EUREX)
Dec05 050922 123.88 124.01 123.57 123.80 -0.02 1,294,390 1,294,353 -64,251
Mar06 050922 124.27 124.35 124.01 124.16 -0.03 494 1,924 +53
Jun06 050922 123.40 123.40 123.40 123.40 +0.08 420 0 +0
Total Volume and Open Interest 1,295,304 1,296,277 -64,198
German Euro-Bobl(EUREX)
Dec05 050922 114.96 115.02 114.80 114.91 -0.01 621,696 809,810 -4,554
Mar06 050922 115.28 115.28 115.28 115.28 unch 2 771 +1
Jun06 050922 114.61 114.61 114.61 114.61 -0.01      
Total Volume and Open Interest 621,698 810,581 -4,553
Long Gilt(LIFFE)
Sep05 050922 113~29 113~31 113~29 113~29 -0~05 24 11,703 +0
Dec05 050922 113~29 114~02 113~15 113~21 -0~05 42,710 212,799 +812
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 050922 95.52 95.53 95.51 95.52 unch 19,386 316,939 -3,074
Mar06 050922 95.67 95.68 95.65 95.66 +0.01 28,099 342,367 +638
Jun06 050922 95.71 95.74 95.69 95.70 +0.01 20,545 236,737 -986
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 050922 97.845 97.850 97.840 97.845 unch 45,858 606,151 -2,899
Mar06 050922 97.840 97.850 97.820 97.835 +0.005 52,476 613,432 +245
Jun06 050922 97.790 97.800 97.760 97.780 +0.005 61,728 426,202 +5,779
Total Volume and Open Interest 298,916 2,800,068 +6,138
3-Mth Aus T-Bills(SFE)
Dec05 050922 94.39 94.41 94.39 94.41 +0.02 13,450 161,707 -3,340
Mar06 050922 94.41 94.44 94.40 94.44 +0.05 24,785 172,045 +7,514
Jun06 050922 94.45 94.48 94.45 94.48 +0.04 8,410 86,111 +4,189
Sep06 050922 94.47 94.50 94.47 94.50 +0.04 794 31,002 +579
Dec06 050922 94.48 94.51 94.48 94.50 +0.04 199 24,504 +252
Mar07 050922 94.46 94.49 94.46 94.49 +0.05 560 19,724 +95
Jun07 050922 94.45 94.48 94.44 94.47 +0.05 252 29,042 +252
Sep07 050922 94.45 94.48 94.44 94.47 +0.06 432 5,516 +432
Dec07 050922 94.46 94.46 94.45 94.46 +0.04 96 3,590 +96
Mar08 050922 94.44 94.44 94.44 94.44 +0.03 1 1,323 +1
Total Volume and Open Interest 48,979 536,263 +10,070
10-Year Aus T-Bonds(SFE)
Dec05 050922 94.82 94.86 94.82 94.86 +0.08 21,825 287,173 +3,525
Mar06 050922 94.89 94.89 94.89 94.89 +0.08      
Total Volume and Open Interest 21,825 287,173 +3,525
3-Year Aus T-Bonds(SFE)
Dec05 050922 94.89 94.91 94.88 94.91 +0.06 54,528 368,912 +22,163
Mar06 050922 94.93 94.93 94.93 94.93 +0.06      
Total Volume and Open Interest 54,528 368,912 +22,163
Gold(CMX)
Oct05 050922 472.0 472.4 463.0 467.0 -2.4 1,054 22,110 -238
Dec05 050922 475.9 476.3 466.8 470.3 -2.3 54,422 290,775 +2,055
Feb06 050922 477.5 478.8 470.8 473.7 -2.3 804 11,703 +80
Apr06 050922 482.5 482.5 475.0 477.1 -2.3 122 5,738 +47
Jun06 050922 484.5 485.8 476.5 480.5 -2.3 266 10,543 +25
Aug06 050922 489.0 489.0 484.0 484.0 -2.3 2 1,479 +2
Oct06 050922 491.0 491.0 487.5 487.5 -2.3 205 2,351 +205
Dec06 050922 496.5 496.5 486.5 490.9 -2.3 107 5,726 +6
Feb07 050922 494.4 494.4 494.4 494.4 -2.3 200 4,775 +200
Apr07 050922 497.8 497.8 497.8 497.8 -2.3 0 100 +0
Jun07 050922 501.3 501.3 501.3 501.3 -2.3 0 4,203 +0
Total Volume and Open Interest 57,391 365,903 +2,588
Silver(CMX)
Sep05 050922 735.0 735.5 735.0 735.3 -0.2 46 359 +40
Dec05 050922 747.5 749.0 735.5 741.5 unch 17,027 91,146 +1,001
Mar06 050922 754.5 754.5 744.0 747.0 +0.1 279 6,464 +9
May06 050922 749.0 749.0 749.0 749.0 +0.1 5 1,377 -5
Jul06 050922 755.0 755.0 751.0 751.0 +0.2 1 6,981 +0
Sep06 050922 752.5 752.5 752.5 752.5 +0.3 0 1,894 +0
Dec06 050922 751.0 754.0 751.0 754.0 unch 371 7,594 -116
Total Volume and Open Interest 17,753 118,664 +946
Platinum(NYM)
Oct05 050922 935.0 937.0 924.2 930.0 -6.3 1,122 11,140 -256
Jan06 050922 937.0 937.0 922.2 929.0 -6.0 612 2,271 +328
Apr06 050922 934.0 934.0 920.0 926.5 -6.0 0 141 +0
Total Volume and Open Interest 1,734 13,552 +72
Palladium(NYME)
Sep05 050922 199.20 199.20 199.20 199.20 -2.45 42 131 +0
Dec05 050922 202.00 202.90 198.00 201.00 -2.15 1,364 13,022 -82
Mar06 050922 206.00 206.00 203.00 203.00 -2.15 1 133 +1
Total Volume and Open Interest 1,407 13,287 -81
Copper(CMX)
Sep05 050922 181.70 182.10 180.90 181.00 +1.35 1,064 3,865 -546
Dec05 050922 171.90 172.50 170.30 171.00 +0.35 10,166 74,404 +764
Mar06 050922 164.80 165.20 163.60 163.60 +0.15 399 8,130 +26
May06 050922 159.80 159.80 158.40 158.40 +0.15 124 1,835 +8
Jul06 050922 153.60 153.60 153.60 153.60 +0.15 20 1,376 -2
Total Volume and Open Interest 12,948 101,268 +416
Aluminum(CMX)
Sep05 050922 86.55 86.55 86.55 86.55 +0.50 0 6 +0
Oct05 050922 87.00 87.00 87.00 87.00 +0.50 0 980 +0
Nov05 050922 87.25 87.25 87.25 87.25 +0.40 0 596 +0
Dec05 050922 87.75 87.75 87.75 87.75 +0.40 0 1,678 +0
Jan06 050922 87.60 87.60 87.60 87.60 +0.40 0 70 +0
Feb06 050922 87.45 87.45 87.45 87.45 +0.40 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 050922 10390 10485 10385 10451 +32 7,111 33,737 +136
Mar06 050922 10494 10494 10494 10494 +32 2 12 +0
Total Volume and Open Interest 7,113 33,749 +136
S & P 500(CME)
Dec05 050922 1215.70 1222.70 1211.00 1219.80 +3.90 39,982 625,288 -290
Mar06 050922 1226.50 1226.50 1226.50 1226.50 +3.90 67 5,260 +63
Jun06 050922 1233.90 1233.90 1233.90 1233.90 +3.90 300 1,306 +541
Sep06 050922 1241.40 1241.40 1241.40 1241.40 +3.90 0 56 +0
Total Volume and Open Interest 40,351 631,932 +316
S & P 500 E-Mini(Globex)
Dec05 050922 1216.00 1222.75 1210.75 1219.75 +3.75 1,051,188 958,180 +55,808
Mar06 050922 1221.50 1228.50 1219.00 1226.50 +4.00 221 127 +20
Total Volume and Open Interest 1,051,409 958,307 +55,828
NASDAQ 100(CME)
Dec05 050922 1573.00 1583.00 1564.00 1577.00 +2.50 10,864 54,844 +3,123
Mar06 050922 1590.00 1590.00 1590.00 1590.00 +2.50 0 7 +0
Jun06 050922 1603.00 1603.00 1603.00 1603.00 +2.50      
Total Volume and Open Interest 10,864 54,851 +3,123
NASDAQ 100 E-Mini(Globex)
Dec05 050922 1574.00 1583.00 1563.50 1577.00 +2.50 292,336 252,977 +22,326
Mar06 050922 1589.00 1596.00 1580.00 1590.00 +2.50 9 75 +4
Total Volume and Open Interest 292,345 253,052 +22,330
S & P Midcap 400(CME)
Dec05 050922 698.50 703.00 695.00 702.20 +3.00 137 12,501 +57
Mar06 050922 706.20 706.20 706.20 706.20 +3.00      
Jun06 050922 709.20 709.20 709.20 709.20 +3.00      
Total Volume and Open Interest 663 12,409 -92
Russell 2000(CME)
Dec05 050922 651.50 656.50 647.25 654.10 +2.40 1,572 31,008 -168
Mar06 050922 658.60 658.60 658.60 658.60 +2.40      
Jun06 050922 661.60 661.60 661.60 661.60 +3.40      
Total Volume and Open Interest 1,572 31,008 -168
Russell 2000 E-Mini(Globex)
Sep05 050916 665.00 669.55 664.90 669.55 +4.95 21,391 87,294 -21,553
Dec05 050922 651.60 656.40 645.70 654.10 +2.40 119,243 217,802 +4,266
Mar06 050922 658.60 658.60 658.60 658.60 +2.40 2 27 +2
Total Volume and Open Interest 119,245 217,829 +4,268
Value Line(KCBT)
Dec05 050922 1833.00 1851.50 1832.00 1851.50 +8.00 10 88 -1
Total Volume and Open Interest 10 88 -1
Nikkei 225(CME)
Dec05 050922 13085 13150 13050 13135 -20 48,798 223,349 +6,239
Mar06 050922 13110 13110 13110 13110 -35 8 13 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 050922 13085 13150 13050 13135 -20 48,798 223,349 +6,239
Mar06 050922 13110 13110 13110 13110 -35 8 13 +0
Jun06 050922 13045 13045 13045 13045 -40      
Total Volume and Open Interest 48,877 223,797 +6,201
CAC 40(MATIF)
Sep05 050916 4477.5 4525.5 4475.0 4518.5 +42.0 289,810 543,545 -9,249
Oct05 050922 4469.0 4471.0 4431.0 4456.5 -20.0 54,728 362,759 +7,021
Nov05 050922 4470.5 4474.0 4438.5 4463.0 -20.0 136 926 +67
Total Volume and Open Interest 58,294 457,467 +9,220
Hang Seng Index(HKFE)
Sep05 050922 15088 15180 15081 15156 -44 30,618 109,695 +1,727
Oct05 050922 15100 15215 15100 15192 -23 3,540 2,624 +1,130
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 050922 4875.0 4898.0 4851.5 4889.5 +9.0 160,415 181,328 +4,262
Mar06 050922 4895.0 4921.5 4883.0 4916.5 +9.5 769 8,906 +147
Jun06 050922 4913.5 4950.0 4911.5 4943.5 +10.0 41 26 +25
Total Volume and Open Interest 161,225 190,260 +4,434
FT-SE 100(LIFFE)
Dec05 050922 5391.00 5421.50 5381.50 5414.00 +15.00 61,986 428,331 +1,909
Mar06 050922 5401.00 5430.50 5398.00 5421.50 +15.00 14 5,319 +4
Jun06 050922 5409.00 5428.00 5409.00 5428.00 +14.50 0 13,778 +0
Total Volume and Open Interest 62,000 447,428 +1,913
SPI 200(SFE)
Sep05 050916 4499.6 4499.6 4499.6 4499.6 -0.4 5,494 76,211 -54,183
Dec05 050922 4548.0 4577.0 4544.0 4568.0 +2.0 10,952 194,377 +2,037
Mar06 050922 4558.0 4569.0 4558.0 4569.0 +2.0 363 4,032 +332
Total Volume and Open Interest 11,366 202,433 +2,420
GSCI(CME)
Oct05 050922 467.85 468.50 459.60 463.00 +0.75 238 17,626 +113
Nov05 050922 463.00 463.00 463.00 463.00 +0.05      
Dec05 050922 473.50 474.00 466.50 466.50 -0.45 0 1 +0
Total Volume and Open Interest 238 17,627 +113
Reuters CRB Index(NYBOT)
Nov05 050922 327.50 328.25 327.00 327.50 +1.50 37 395 +11
Jan06 050922 327.00 327.00 327.00 327.00 +1.50 14 419 +5
Feb06 050922 325.50 325.50 325.50 325.50 +1.50 0 6 +0
Total Volume and Open Interest 51 1,024 +16
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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