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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri September 23, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 050923 584.00 584.00 573.25 574.00 -6.50 48,325 167,007 +0
Jan06 050923 591.00 592.00 582.00 582.50 -6.25 5,678 28,444 +0
Mar06 050923 600.00 600.00 589.75 590.50 -6.25 3,153 18,455 +0
May06 050923 602.50 602.50 595.00 596.00 -6.00 1,167 16,872 +0
Jul06 050923 609.00 609.00 599.00 599.25 -6.75 1,474 12,018 +0
Aug06 050923 601.00 601.00 597.00 597.00 -5.00 131 396 +0
Sep06 050923 605.00 605.00 597.00 597.00 -5.00 1 124 +0
Total Volume and Open Interest 65,546 251,505 +0
Soybean Meal(CBOT)
Oct05 050923 172.80 173.00 171.10 171.30 -0.80 7,727 17,441 +0
Dec05 050923 175.70 176.00 173.70 174.20 -0.80 12,993 58,753 +0
Jan06 050923 177.40 177.40 175.00 175.80 -0.60 3,111 11,899 +0
Mar06 050923 179.20 179.40 177.40 177.90 -0.70 2,403 10,298 +0
May06 050923 180.80 180.80 178.90 179.10 -0.80 1,630 12,671 +0
Jul06 050923 183.00 183.00 180.90 181.00 -0.90 1,260 8,397 +0
Aug06 050923 183.00 183.20 181.50 181.80 -0.30 270 2,199 +0
Sep06 050923 184.00 184.00 182.00 182.00 -0.50 41 2,018 +0
Total Volume and Open Interest 31,548 126,497 +0
Soybean Oil(CBOT)
Oct05 050923 23.32 23.33 22.86 22.88 -0.44 7,678 15,341 +0
Dec05 050923 23.55 23.55 23.08 23.15 -0.41 21,036 84,314 +0
Jan06 050923 23.72 23.72 23.30 23.32 -0.39 2,236 10,354 +0
Mar06 050923 23.87 23.87 23.44 23.50 -0.35 1,547 7,895 +0
May06 050923 23.70 23.70 23.58 23.63 -0.36 1,201 9,429 +0
Jul06 050923 24.10 24.10 23.70 23.75 -0.33 1,296 7,803 +0
Aug06 050923 23.80 23.90 23.80 23.80 -0.22 95 1,049 +0
Sep06 050923 23.85 24.00 23.85 23.85 -0.17 5 941 +0
Total Volume and Open Interest 37,746 141,558 +0
Canola(WCE)
Nov05 050923 263.2 264.0 259.7 260.1 -1.1 5,731 36,196 +0
Jan06 050923 271.5 272.5 268.5 268.5 -1.0 1,285 21,727 +0
Mar06 050923 278.0 278.5 275.7 276.3 -0.7 61 2,547 +0
May06 050923 281.2 281.2 281.2 281.2 -3.2 68 1,479 +0
Jul06 050923 288.1 289.0 288.0 289.0 +0.8 77 677 +0
Total Volume and Open Interest 7,299 66,326 +0
Corn(CBOT)
Dec05 050923 209.25 209.75 206.75 207.25 -1.00 41,479 468,318 +0
Mar06 050923 221.00 221.75 219.25 219.50 -1.00 12,969 127,110 +0
May06 050923 228.25 229.50 226.75 227.25 -1.00 1,915 28,280 +0
Jul06 050923 235.00 235.25 233.00 233.25 -1.25 5,287 41,577 +0
Sep06 050923 240.25 240.25 239.25 239.50 -0.50 263 5,593 +0
Dec06 050923 249.50 249.75 247.50 248.50 -0.75 2,617 33,692 +0
Total Volume and Open Interest 69,959 710,551 +0
Wheat(CBOT)
Dec05 050923 335.00 335.50 330.75 333.50 +1.25 13,610 222,824 +0
Mar06 050923 348.00 349.00 344.50 348.00 +1.50 3,021 36,304 +0
May06 050923 353.50 355.50 351.50 355.50 +2.00 85 1,574 +0
Jul06 050923 360.50 361.00 357.25 360.75 +1.25 2,345 22,226 +0
Sep06 050923 365.50 367.50 363.75 367.50 +2.00 284 536 +0
Total Volume and Open Interest 19,704 284,694 +0
Wheat(KCBT)
Dec05 050923 370.50 376.00 368.50 373.50 +4.25 8,956 59,540 +0
Mar06 050923 367.25 372.50 367.25 370.75 +4.00 3,798 21,835 +0
May06 050923 365.50 368.50 365.00 365.50 +0.25 216 1,939 +0
Jul06 050923 364.50 366.50 362.25 363.00 -0.50 3,100 11,414 +0
Sep06 050923 368.75 370.00 367.00 367.00 unch 200 296 +0
Total Volume and Open Interest 16,300 95,123 +0
Wheat(MGE)
Dec05 050923 369.50 377.00 369.50 376.25 +8.00 2,368 18,524 +0
Mar06 050923 372.00 377.00 371.00 376.50 +6.00 483 9,177 +0
May06 050923 372.50 378.50 371.50 375.00 +2.50 47 1,515 +0
Jul06 050923 374.00 378.00 373.00 376.00 +2.00 53 548 +0
Sep06 050923 374.50 376.00 374.50 376.00 +2.00 5 133 +0
Total Volume and Open Interest 2,958 29,960 +0
Oats(CBOT)
Dec05 050923 161.75 162.00 156.50 160.75 unch 493 5,440 +0
Mar06 050923 166.50 167.25 163.25 167.00 +0.75 8 293 +0
May06 050923 169.00 169.00 169.00 169.00 unch 0 42 +0
Jul06 050923 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 505 5,778 +0
Rough Rice(CBOT)
Nov05 050923 7.11 7.14 6.99 7.01 -0.07 643 5,154 +0
Jan06 050923 7.32 7.34 7.25 7.25 -0.05 77 896 +0
Mar06 050923 7.54 7.54 7.47 7.47 -0.06 28 483 +0
May06 050923 7.67 7.67 7.67 7.67 -0.06 0 39 +0
Total Volume and Open Interest 748 6,573 -9
Live Cattle(CME)
Oct05 050923 86.150 86.850 85.900 86.775 +0.525 6,355 0 -31,937
Dec05 050923 88.300 88.800 88.100 88.775 +0.375 7,315 0 -79,224
Feb06 050923 89.750 90.300 89.600 90.200 +0.250 1,386 0 -26,414
Apr06 050923 87.700 88.000 87.475 87.950 +0.125 661 0 -7,535
Jun06 050923 83.050 83.400 83.000 83.350 +0.050 291 0 -3,347
Aug06 050923 82.500 82.775 82.500 82.725 -0.075 67 0 -1,704
Total Volume and Open Interest 18,072 150,204 +0
Feeder Cattle(CME)
Sep05 050923 115.400 115.800 115.050 115.800 +0.350 731 0 -2,959
Oct05 050923 113.900 114.500 113.525 113.975 +0.150 1,500 0 -12,260
Nov05 050923 113.100 113.700 112.700 113.450 +0.500 839 0 -9,273
Jan06 050923 109.200 110.100 109.200 110.075 +0.625 265 0 -3,691
Mar06 050923 104.450 104.950 104.450 104.950 +0.500 18 0 -448
Apr06 050923 103.200 103.400 103.200 103.400 +0.300 8 0 -336
May06 050923 103.000 103.150 103.000 103.150 +0.200 27 0 -156
Total Volume and Open Interest 4,803 29,136 +0
Lean Hogs(CME)
Oct05 050923 65.900 66.475 65.800 66.350 +0.700 5,436 0 -23,781
Dec05 050923 62.500 63.250 62.500 62.900 +0.750 6,136 0 -57,549
Feb06 050923 64.500 64.950 64.350 64.850 +0.500 1,243 0 -17,968
Apr06 050923 63.300 64.000 63.200 63.950 +0.775 281 0 -5,340
May06 050923 63.700 63.900 63.700 63.875 +0.250 17 0 -1,242
Jun06 050923 66.500 67.000 66.500 66.975 +0.425 67 0 -1,697
Jul06 050923 63.300 63.700 63.300 63.550 +0.350 93 0 -703
Aug06 050923 59.950 60.100 59.950 60.100 +0.350 29 0 -296
Total Volume and Open Interest 19,487 108,751 +0
Pork Bellies(CME)
Feb06 050923 87.350 87.350 87.350 87.350 +2.000 142 0 -1,041
Mar06 050923 87.000 87.000 87.000 87.000 +2.000      
May06 050923 89.400 89.400 89.400 89.400 +2.000      
Jul06 050923 90.750 90.750 90.750 90.750 +2.000 1 0 -3
Aug06 050923 89.500 90.000 89.500 90.000 +2.000      
Total Volume and Open Interest 354 1,110 +0
Class III Milk(CME)
Sep05 050923 14.27 14.27 14.27 14.27 -0.07 5 0 -3,283
Oct05 050923 14.27 14.34 14.25 14.30 -0.07 81 0 -2,583
Nov05 050923 13.56 13.58 13.52 13.57 -0.03 36 0 -1,875
Dec05 050923 13.26 13.32 13.26 13.32 +0.03 19 0 -1,765
Jan06 050923 12.85 12.85 12.80 12.80 +0.01 8 0 -1,225
Total Volume and Open Interest 447 19,854 +0
Cocoa(NYBOT)
Dec05 050923 1340 1359 1338 1350 +8 7,995 47,922 +0
Mar06 050923 1385 1394 1380 1388 +8 2,202 27,534 +0
May06 050923 1413 1413 1402 1409 +8 57 7,758 +0
Jul06 050923 1430 1430 1430 1430 +8 107 8,649 +0
Sep06 050923 1452 1452 1452 1452 +8 13 10,666 +0
Dec06 050923 1477 1477 1477 1477 +8 306 6,850 +0
Mar07 050923 1502 1502 1502 1502 +8 103 7,678 +0
Total Volume and Open Interest 10,783 117,813 +0
Coffee "C"(NYBOT)
Dec05 050923 92.00 92.90 90.80 91.50 -0.80 11,029 61,981 +0
Mar06 050923 94.90 96.50 94.25 94.85 -0.85 1,746 15,133 +0
May06 050923 97.00 98.00 96.75 96.95 -0.80 380 3,775 +0
Jul06 050923 99.10 100.30 98.50 98.95 -0.85 91 2,686 +0
Sep06 050923 101.00 101.00 100.85 100.85 -0.95 68 1,096 +0
Dec06 050923 104.95 105.35 103.50 104.00 -1.35 71 740 +0
Total Volume and Open Interest 13,413 85,725 +29
Orange Juice(NYBOT)
Nov05 050923 98.70 99.40 97.25 99.30 +1.00 1,074 17,296 +0
Jan06 050923 100.40 101.30 99.80 101.25 +1.20 56 3,782 +0
Mar06 050923 101.70 103.00 101.70 103.00 +0.70 7 2,093 +0
May06 050923 104.50 104.50 104.50 104.50 +0.45 0 248 +0
Jul06 050923 106.00 106.00 106.00 106.00 +0.20 1 103 +0
Total Volume and Open Interest 1,138 23,529 +0
Sugar #11(NYBOT)
Oct05 050923 10.50 10.64 10.40 10.43 -0.04 26,440 55,920 +0
Mar06 050923 10.69 10.83 10.62 10.64 -0.04 93,870 301,307 +0
May06 050923 10.56 10.65 10.52 10.53 -0.02 17,908 47,205 +0
Jul06 050923 10.36 10.40 10.32 10.35 -0.02 7,428 33,736 +0
Oct06 050923 10.31 10.35 10.31 10.31 -0.02 1,676 15,762 +0
Total Volume and Open Interest 149,804 468,780 +0
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050923 21.50 21.58 21.50 21.51 +0.05 12 3,257 +0
Jan06 050923 21.09 21.19 21.09 21.09 +0.04 95 2,328 +0
Mar06 050923 21.02 21.10 21.02 21.05 +0.04 22 2,022 +0
May06 050923 20.99 21.06 20.99 21.04 +0.09 24 2,150 +0
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 050923 795 804 791 804 +11 3,936 0 -79,242
Mar06 050923 819 825 813 825 +9 1,508 0 -44,748
May06 050923 831 839 829 839 +9 623 0 -11,572
Jul06 050923 849 853 842 853 +9 384 0 -21,247
Sep06 050923 858 866 852 866 +8 360 0 -12,524
Dec06 050923 873 880 869 880 +8 275 0 -13,990
Total Volume and Open Interest 8,245 185,791 +0
London Coffee(LCE)
Sep05 050923 858.00 858.00 858.00 858.00 -1.00 3 0 -131
Nov05 050923 885.00 892.00 878.00 882.00 unch 10,205 0 -67,439
Jan06 050923 904.00 910.00 895.00 899.00 -1.00 4,463 0 -58,121
Mar06 050923 923.00 923.00 913.00 916.00 -2.00 3,045 0 -29,263
May06 050923 944.00 944.00 934.00 934.00 -2.00 214 0 -8,985
Jul06 050923 952.00 952.00 949.00 950.00 -3.00 92 0 -3,405
Total Volume and Open Interest 8,689 169,098 +0
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 050923 290.90 292.00 289.10 289.50 -1.40 4,060 0 -23,146
Mar06 050923 291.70 293.00 290.00 291.00 -1.00 1,170 0 -13,440
May06 050923 293.70 293.70 292.50 292.50 -0.50 402 0 -4,299
Aug06 050923 295.10 295.10 294.50 294.50 unch 22 0 -2,600
Total Volume and Open Interest 9,509 48,666 +0
Cotton(NYBOT)
Oct05 050923 49.80 50.05 49.00 49.15 -0.85 308 1,934 +0
Dec05 050923 51.90 52.30 51.01 51.05 -0.92 6,807 76,578 +0
Mar06 050923 53.30 53.57 52.45 52.52 -0.84 1,511 21,406 +0
May06 050923 54.05 54.10 53.50 53.50 -0.60 52 2,003 +0
Jul06 050923 55.10 55.10 54.15 54.45 -0.45 22 2,064 +0
Oct06 050923 55.80 55.80 55.80 55.80 -0.60 0 1 +0
Total Volume and Open Interest 8,753 104,759 +0
Lumber(CME)
Nov05 050923 326.0 326.0 323.0 326.0 +10.0 117 0 -3,236
Jan06 050923 331.0 335.0 331.0 334.4 +6.6 61 0 -497
Mar06 050923 334.5 341.4 334.4 340.0 +2.5 105 0 -154
May06 050923 340.5 346.0 340.5 344.5 +4.4 24 0 -25
Total Volume and Open Interest 997 3,918 +0
Crude Oil(NYM)
Nov05 050923 66.00 66.20 63.85 64.19 -2.31 108,751 246,315 +0
Dec05 050923 66.20 66.50 64.10 64.52 -2.13 66,168 139,696 +0
Jan06 050923 66.50 66.60 64.75 65.02 -1.96 19,427 55,456 +0
Feb06 050923 66.80 66.85 65.10 65.39 -1.86 5,872 23,788 +0
Mar06 050923 67.00 67.00 65.50 65.67 -1.79 4,693 27,593 +0
Apr06 050923 65.82 65.82 65.82 65.82 -1.73 2,615 14,017 +0
May06 050923 65.85 65.85 65.85 65.85 -1.67 1,128 13,501 +0
Jun06 050923 67.05 67.05 65.40 65.82 -1.63 1,510 40,715 +0
Jul06 050923 65.77 65.77 65.77 65.77 -1.59 69 9,329 +0
Aug06 050923 65.71 65.71 65.71 65.71 -1.55 13 7,036 +0
Sep06 050923 65.64 65.64 65.64 65.64 -1.51 10 8,071 +0
Oct06 050923 65.55 65.55 65.55 65.55 -1.48 106 5,457 +0
Nov06 050923 65.43 65.43 65.43 65.43 -1.46 108 5,270 +0
Dec06 050923 66.20 66.40 64.95 65.32 -1.43 7,044 52,577 +0
Jan07 050923 65.10 65.10 65.10 65.10 -1.39 0 8,755 +0
Feb07 050923 64.94 64.94 64.94 64.94 -1.35 0 3,127 +0
Total Volume and Open Interest 220,022 842,317 +0
Heating Oil(NYM)
Oct05 050923 201.00 201.00 191.00 194.90 -9.68 21,518 23,235 +0
Nov05 050923 203.00 204.00 195.00 198.27 -8.07 15,314 60,034 +0
Dec05 050923 205.00 205.50 199.00 200.87 -7.62 5,133 25,590 +0
Jan06 050923 207.50 207.50 201.00 203.27 -7.22 2,479 17,598 +0
Feb06 050923 207.00 207.00 202.00 203.82 -6.92 865 12,977 +0
Mar06 050923 205.00 205.00 200.75 202.12 -6.37 1,025 10,556 +0
Apr06 050923 199.00 199.00 196.00 196.72 -5.82 353 5,761 +0
May06 050923 193.00 195.20 192.00 192.02 -5.52 247 3,182 +0
Jun06 050923 192.00 192.00 188.00 188.57 -5.27 51 5,671 +0
Jul06 050923 188.50 191.00 188.42 188.42 -5.12 204 2,209 +0
Aug06 050923 191.50 191.50 189.22 189.22 -4.97 11 492 +0
Sep06 050923 193.00 193.00 190.72 190.72 -4.77 61 1,212 +0
Total Volume and Open Interest 47,355 172,370 +0
Unleaded Gas(NYM)
Oct05 050923 208.00 212.00 200.40 208.56 -5.38 27,711 31,205 +0
Nov05 050923 199.50 203.00 194.00 199.49 -4.39 16,482 55,006 +0
Dec05 050923 192.00 193.20 186.50 190.99 -4.39 6,232 18,075 +0
Jan06 050923 190.00 192.00 183.00 188.09 -4.39 1,827 12,247 +0
Feb06 050923 186.84 186.84 186.84 186.84 -4.39 422 5,334 +0
Mar06 050923 187.75 187.75 185.00 186.39 -4.39 329 4,774 +0
Apr06 050923 195.64 195.64 195.64 195.64 -4.34 137 4,951 +0
May06 050923 195.69 195.69 195.69 195.69 -4.29 178 2,988 +0
Jun06 050923 195.04 195.04 195.04 195.04 -4.24 3 2,493 +0
Jul06 050923 193.84 193.84 193.84 193.84 -4.24 156 1,301 +0
Aug06 050923 191.94 191.94 191.94 191.94 -4.24 0 1,570 +0
Sep06 050923 189.34 189.34 189.34 189.34 -4.24 2 153 -1
Total Volume and Open Interest 53,479 140,097 +0
Natural Gas(NYM)
Oct05 050923 12.660 12.700 12.200 12.324 -0.466 29,600 60,620 +0
Nov05 050923 13.000 13.040 12.550 12.687 -0.388 15,028 78,278 +0
Dec05 050923 13.450 13.450 13.050 13.167 -0.348 6,464 43,467 +0
Jan06 050923 13.780 13.780 13.350 13.472 -0.333 4,812 46,800 +0
Feb06 050923 13.600 13.620 13.352 13.352 -0.333 4,287 25,459 +0
Mar06 050923 13.130 13.200 12.900 12.977 -0.288 4,439 47,666 +0
Apr06 050923 10.620 10.650 10.450 10.502 -0.143 2,111 28,928 +0
May06 050923 10.120 10.220 10.000 10.047 -0.128 1,255 24,953 +0
Jun06 050923 10.240 10.240 10.074 10.074 -0.126 255 9,562 +0
Jul06 050923 10.280 10.280 10.117 10.117 -0.126 214 12,943 +0
Aug06 050923 10.250 10.260 10.164 10.164 -0.124 343 14,426 +0
Sep06 050923 10.230 10.235 10.144 10.144 -0.122 93 10,610 +0
Oct06 050923 10.250 10.270 10.176 10.176 -0.122 399 21,443 +0
Nov06 050923 10.700 10.700 10.606 10.606 -0.117 548 7,919 +0
Dec06 050923 11.120 11.120 11.021 11.021 -0.117 118 10,566 +0
Jan07 050923 11.460 11.460 11.300 11.326 -0.117 107 10,770 +0
Total Volume and Open Interest 71,980 567,009 +0
Brent Crude Oil(ICE)
Nov05 050923 64.20 64.45 62.16 62.44 -2.16 63,689 0 -73,398
Dec05 050923 64.92 65.10 62.93 63.19 -2.11 39,644 0 -90,591
Jan06 050923 65.38 65.59 63.50 63.74 -2.10 15,911 0 -27,693
Feb06 050923 65.52 65.92 63.94 64.13 -2.02 5,768 0 -14,743
Mar06 050923 65.73 66.15 64.20 64.39 -1.96 2,165 0 -8,436
Apr06 050923 65.83 66.22 64.46 64.54 -1.88 1,202 0 -4,763
May06 050923 65.82 65.92 64.54 64.54 -1.83 941 0 -5,742
Jun06 050923 65.77 65.84 64.40 64.49 -1.81 1,577 0 -18,121
Jul06 050923 64.34 64.43 64.34 64.43 -1.77      
Aug06 050923 64.36 64.36 64.36 64.36 -1.74      
Sep06 050923 64.29 64.29 64.29 64.29 -1.69      
Oct06 050923 65.47 65.47 64.21 64.21 -1.65      
Nov06 050923 65.33 65.33 64.13 64.13 -1.60      
Dec06 050923 65.14 65.38 63.80 64.04 -1.56 4,258 0 -24,013
Total Volume and Open Interest 136,411 309,145 +0
Gas Oil(ICE)
Oct05 050923 613.50 614.75 588.00 589.00 -39.25 20,887 0 -49,387
Nov05 050923 618.00 618.00 592.50 593.50 -37.75 15,975 0 -45,672
Dec05 050923 620.00 620.50 597.25 597.75 -36.25 7,697 0 -35,311
Jan06 050923 616.75 617.25 600.00 600.50 -35.25 4,972 0 -17,497
Feb06 050923 606.75 609.00 600.50 600.50 -33.25 685 0 -10,358
Mar06 050923 604.50 604.50 598.25 598.25 -31.75 315 0 -10,469
Apr06 050923 595.25 595.25 595.25 595.25 -30.75 40 0 -6,001
May06 050923 592.50 592.50 592.50 592.50 -30.00      
Jun06 050923 602.75 603.75 589.50 589.75 -29.75 3,548 0 -14,855
Jul06 050923 589.75 589.75 589.75 589.75 -29.50      
Total Volume and Open Interest 56,244    
US Dollar Index(NYBOT)
Dec05 050923 88.38 89.04 88.26 88.98 +0.62 4,335 11,713 +0
Mar06 050923 88.60 88.75 88.60 88.75 +0.62 0 2,017 +0
Jun06 050923 88.53 88.53 88.53 88.53 +0.62 0 3 +0
Total Volume and Open Interest 4,335 13,733 +0
Australian Dollar(CME)
Dec05 050923 75.70 75.70 75.40 75.43 -0.53 1,235 0 -81,474
Mar06 050923 75.18 75.18 75.18 75.18 -0.53      
Jun06 050923 74.91 74.91 74.91 74.91 -0.53      
Total Volume and Open Interest 11,584 81,507 +0
British Pound(CME)
Dec05 050923 178.41 178.43 177.40 177.52 -1.32 1,318 0 -69,279
Mar06 050923 177.25 177.25 177.25 177.25 -1.32      
Jun06 050923 177.20 177.20 177.20 177.20 -1.32 1 0 -1
Total Volume and Open Interest 32,111 69,333 +0
Canadian Dollar(CME)
Dec05 050923 85.48 85.80 85.23 85.63 -0.03 2,440 0 -97,471
Mar06 050923 85.65 85.99 85.49 85.86 -0.03 63 0 -1,327
Jun06 050923 86.09 86.09 86.09 86.09 -0.03 3 0 -183
Sep06 050923 86.32 86.32 86.32 86.32 -0.03      
Total Volume and Open Interest 21,466 99,021 +0
Japanese Yen(CME)
Dec05 050923 90.52 90.57 89.74 89.81 -0.54 2,443 0 -128,186
Mar06 050923 90.69 90.69 90.69 90.69 -0.54      
Jun06 050923 91.64 91.64 91.64 91.64 -0.54      
Total Volume and Open Interest 33,373 128,728 +0
Swiss Franc(CME)
Dec05 050923 78.46 78.48 77.98 78.00 -0.75 2,501 0 -56,619
Mar06 050923 78.63 78.63 78.63 78.63 -0.75      
Jun06 050923 79.29 79.29 79.29 79.29 -0.75      
Total Volume and Open Interest 22,480 56,759 +0
EuroFX(CME)
Dec05 050923 121.70 121.71 121.00 121.03 -0.97 8,717 0 -119,840
Mar06 050923 121.60 121.60 121.59 121.59 -0.97 5 0 -1,520
Jun06 050923 122.25 122.25 122.25 122.25 -0.97 1 0 -369
Total Volume and Open Interest 116,450 121,760 +0
Mexican Peso(CME)
Sep05 050919 9190.0 9200.0 9190.0 9200.0 -17.0 180 47,477 -203
Dec05 050923 9105.0 9112.0 9080.0 9110.0 +3.0 5,701 0 -74,980
Total Volume and Open Interest 8,850 76,037 +0
30-Year T-Bonds(CBOT)
Dec05 050923 115~26 115~28 114~31 115~05 -0~23 292,991 539,574 +0
Mar06 050923 115~08 115~09 114~24 114~27 -0~24 33 1,351 +0
Jun06 050923 114~23 114~23 114~23 114~23 -0~24 0 17 +0
Total Volume and Open Interest 297,818 540,942 -5,932
10-Year T-Notes(CBOT)
Dec05 050923 111~065 111~070 110~200 110~215 -0~180 819,045 1,563,192 +0
Mar06 050923 111~000 111~000 110~155 110~155 -0~185 1,138 6,615 +0
Total Volume and Open Interest 874,896 1,569,808 -65,787
5-Year T-Notes(CBOT)
Dec05 050923 107~205 107~215 107~130 107~135 -0~125 21,316 1,129,907 +1,129,907
Mar06 050923 107~090 107~090 107~090 107~090 -0~125 0 1,000 +0
Jun06 050923 107~020 107~020 107~020 107~020 -0~125      
Total Volume and Open Interest 447,196 1,130,907 +1,129,907
2 Year T-Notes(CBOT)
Dec05 050923 103~041 103~044 103~029 103~030 -0~019 1,709 322,787 +0
Total Volume and Open Interest 61,869 350,452 +0
Eurodollars(CME)
Dec05 050923 95.790 95.805 95.750 95.755 -0.055 31,552 0 -1,151,597
Mar06 050923 95.695 95.720 95.640 95.645 -0.085 28,612 0 -1,120,132
Jun06 050923 95.655 95.680 95.600 95.605 -0.090 33,507 0 -1,033,409
Sep06 050923 95.670 95.675 95.585 95.590 -0.090 261,429 722,633 +30,056
Dec06 050923 95.620 95.635 95.570 95.575 -0.085 22,435 0 -673,395
Mar07 050923 95.630 95.635 95.580 95.585 -0.085 16,134 0 -498,602
Jun07 050923 95.625 95.630 95.570 95.575 -0.090 14,026 0 -400,979
Sep07 050923 95.615 95.620 95.560 95.560 -0.095 21,391 0 -301,965
Dec07 050923 95.595 95.595 95.535 95.535 -0.095 7,788 0 -241,938
Mar08 050923 95.590 95.590 95.530 95.530 -0.095 8,792 0 -213,620
Jun08 050923 95.570 95.570 95.510 95.510 -0.095 8,302 0 -205,875
Sep08 050923 95.545 95.550 95.485 95.485 -0.095 8,970 0 -199,429
Dec08 050923 95.505 95.515 95.445 95.445 -0.095 3,782 0 -138,168
Mar09 050923 95.490 95.500 95.430 95.430 -0.095 3,392 0 -117,873
Jun09 050923 95.465 95.475 95.400 95.400 -0.100 5,039 0 -120,126
Sep09 050923 95.435 95.435 95.365 95.365 -0.105 2,738 0 -110,253
Dec09 050923 95.390 95.400 95.320 95.320 -0.105 2,523 0 -70,246
Mar10 050923 95.370 95.380 95.300 95.300 -0.105 1,910 0 -48,462
Total Volume and Open Interest 1,780,434 7,613,556 +0
3-Mth Euro-Yen(CME)
Sep05 050916 99.91 99.91 99.91 99.91 unch 6 5,604 +0
Dec05 050923 99.89 99.89 99.89 99.89 -0.01 1 0 -6,082
Mar06 050923 99.83 99.83 99.83 99.83 unch      
Jun06 050923 99.75 99.75 99.75 99.75 -0.01 12 0 -7,166
Sep06 050923 99.67 99.67 99.67 99.67 unch 50 0 -3,875
Dec06 050923 99.58 99.58 99.58 99.58 -0.01 24 0 -6,397
Mar07 050923 99.50 99.50 99.50 99.50 unch      
Jun07 050923 99.42 99.42 99.42 99.42 unch      
Sep07 050923 99.34 99.34 99.34 99.34 unch      
Dec07 050923 99.25 99.25 99.25 99.25 unch      
Total Volume and Open Interest 87    
3-Mth Euro-Yen(SIMEX)
Dec05 050923 99.89 99.89 99.89 99.89 unch 3,992 0 -84,636
Mar06 050923 99.83 99.83 99.83 99.83 unch 1,633 0 -56,590
Jun06 050923 99.75 99.75 99.75 99.75 unch 4,637 0 -54,067
Sep06 050923 99.67 99.67 99.67 99.67 unch 2,418 0 -35,612
Dec06 050923 99.58 99.59 99.58 99.59 unch 1,414 0 -65,507
Mar07 050923 99.50 99.50 99.50 99.50 unch 989 0 -27,582
Jun07 050923 99.42 99.42 99.42 99.42 unch 553 0 -15,012
Sep07 050923 99.32 99.32 99.32 99.32 unch 70 0 -1,139
Total Volume and Open Interest 15,706 394,551 +0
German Euro-Bund(EUREX)
Dec05 050923 123.76 123.78 123.38 123.40 -0.40 1,216,370 1,329,001 +34,648
Mar06 050923 124.12 124.15 123.77 123.77 -0.39 1,043 2,320 +396
Jun06 050923 123.00 123.00 123.00 123.00 -0.40 360 0 +0
Total Volume and Open Interest 1,217,773 1,331,321 +35,044
German Euro-Bobl(EUREX)
Dec05 050923 114.88 114.91 114.59 114.59 -0.32 483,651 808,500 -1,310
Mar06 050923 114.95 114.95 114.95 114.95 -0.33 100 773 +2
Jun06 050923 114.29 114.29 114.29 114.29 -0.32 500 0 +0
Total Volume and Open Interest 484,251 809,273 -1,308
Long Gilt(LIFFE)
Sep05 050923 113~27 113~27 113~20 113~20 -0~09 1,110 11,995 +292
Dec05 050923 113~21 113~21 113~10 113~12 -0~09 77,506 216,289 +3,490
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 050923 95.52 95.53 95.49 95.50 -0.02 88,905 330,242 +13,303
Mar06 050923 95.67 95.67 95.62 95.63 -0.03 65,985 345,953 +3,586
Jun06 050923 95.71 95.72 95.66 95.67 -0.03 51,866 242,060 +5,323
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 050923 97.840 97.845 97.810 97.825 -0.020 79,942 616,649 +10,498
Mar06 050923 97.830 97.840 97.780 97.790 -0.045 127,098 626,121 +12,689
Jun06 050923 97.775 97.785 97.705 97.715 -0.065 139,681 435,780 +9,578
Total Volume and Open Interest 642,477 2,859,491 +59,423
3-Mth Aus T-Bills(SFE)
Dec05 050923 94.40 94.40 94.39 94.40 -0.01 6,716 0 -161,707
Mar06 050923 94.42 94.42 94.39 94.41 -0.03 20,531 0 -172,045
Jun06 050923 94.45 94.46 94.43 94.45 -0.03 8,365 0 -86,111
Sep06 050923 94.47 94.47 94.44 94.47 -0.03 967 0 -31,002
Dec06 050923 94.47 94.48 94.46 94.48 -0.02 2,622 0 -24,504
Mar07 050923 94.45 94.46 94.44 94.46 -0.03 25 0 -19,724
Jun07 050923 94.43 94.44 94.42 94.44 -0.03 2,543 0 -29,042
Sep07 050923 94.43 94.43 94.43 94.43 -0.04 174 0 -5,516
Dec07 050923 94.43 94.43 94.42 94.42 -0.04 74 0 -3,590
Mar08 050923 94.42 94.42 94.42 94.42 -0.02      
Total Volume and Open Interest 42,057    
10-Year Aus T-Bonds(SFE)
Dec05 050923 94.82 94.83 94.81 94.82 -0.03 21,988 0 -287,173
Mar06 050923 94.86 94.86 94.86 94.86 -0.03      
Total Volume and Open Interest 21,988    
3-Year Aus T-Bonds(SFE)
Dec05 050923 94.88 94.88 94.85 94.88 -0.03 65,051 0 -368,912
Mar06 050923 94.90 94.90 94.90 94.90 -0.03      
Total Volume and Open Interest 65,051    
Gold(CMX)
Oct05 050923 464.0 465.0 461.0 463.9 -3.1 1,054 22,110 +0
Dec05 050923 467.0 468.6 464.3 467.2 -3.1 54,422 290,775 +0
Feb06 050923 471.0 472.0 468.0 470.7 -3.0 804 11,703 +0
Apr06 050923 474.0 474.1 474.0 474.1 -3.0 122 5,738 +0
Jun06 050923 479.0 479.0 475.0 477.6 -2.9 266 10,543 +0
Aug06 050923 482.0 482.0 481.1 481.1 -2.9 2 1,479 +0
Oct06 050923 484.0 485.0 484.0 484.6 -2.9 205 2,351 +0
Dec06 050923 487.5 489.0 487.0 488.1 -2.8 107 5,726 +0
Feb07 050923 491.6 491.6 491.6 491.6 -2.8 200 4,775 +0
Apr07 050923 495.1 495.1 495.1 495.1 -2.7 0 100 +0
Jun07 050923 498.6 498.6 498.6 498.6 -2.7 0 4,203 +0
Total Volume and Open Interest 57,391 365,903 +0
Silver(CMX)
Sep05 050923 723.0 727.3 723.0 727.3 -8.0 46 359 +0
Dec05 050923 737.5 738.0 728.0 733.5 -8.0 17,027 91,146 +0
Mar06 050923 734.5 740.0 734.5 739.0 -8.0 279 6,464 +0
May06 050923 740.0 741.5 740.0 741.5 -7.5 5 1,377 +0
Jul06 050923 748.5 748.5 740.0 743.5 -7.5 1 6,981 +0
Sep06 050923 746.0 746.0 745.0 745.0 -7.5 0 1,894 +0
Dec06 050923 747.0 747.3 742.0 747.3 -6.7 371 7,594 +0
Total Volume and Open Interest 17,753 118,664 +0
Platinum(NYM)
Oct05 050923 927.0 930.5 923.0 927.0 -3.0 1,122 11,140 +0
Jan06 050923 928.0 929.8 921.0 926.5 -2.5 612 2,271 +0
Apr06 050923 924.0 924.0 924.0 924.0 -2.5 0 141 +0
Total Volume and Open Interest 1,734 13,552 +0
Palladium(NYME)
Sep05 050923 179.15 197.55 179.15 197.55 -1.65 42 131 +0
Dec05 050923 198.20 199.75 197.50 199.25 -1.75 1,364 13,022 +0
Mar06 050923 201.25 201.25 201.25 201.25 -1.75 1 133 +0
Total Volume and Open Interest 1,407 13,287 +0
Copper(CMX)
Sep05 050923 182.20 182.40 179.20 179.85 -1.15 1,064 3,865 +0
Dec05 050923 172.40 172.80 169.20 169.85 -1.15 10,166 74,404 +0
Mar06 050923 164.60 165.10 162.00 162.55 -1.05 399 8,130 +0
May06 050923 159.80 159.80 157.35 157.35 -1.05 124 1,835 +0
Jul06 050923 153.50 153.50 152.55 152.55 -1.05 20 1,376 +0
Total Volume and Open Interest 12,948 101,268 +0
Aluminum(CMX)
Sep05 050923 86.30 86.30 86.30 86.30 -0.25 0 6 +0
Oct05 050923 86.75 86.75 86.75 86.75 -0.25 0 980 +0
Nov05 050923 87.00 87.00 87.00 87.00 -0.25 0 596 +0
Dec05 050923 87.50 87.50 87.50 87.50 -0.25 0 1,678 +0
Jan06 050923 87.35 87.35 87.35 87.35 -0.25 0 70 +0
Feb06 050923 87.20 87.20 87.20 87.20 -0.25 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 050923 10451 10488 10408 10452 +1 7,111 33,737 +0
Mar06 050923 10460 10494 10460 10494 unch 2 12 +0
Total Volume and Open Interest 7,544 33,749 +0
S & P 500(CME)
Dec05 050923 1218.30 1224.80 1215.10 1220.50 +0.70 37,302 0 -625,288
Mar06 050923 1224.50 1230.00 1224.50 1227.20 +0.70 776 0 -5,260
Jun06 050923 1234.80 1234.80 1234.80 1234.80 +0.90 5 0 -1,306
Sep06 050923 1242.30 1242.30 1242.30 1242.30 +0.90      
Total Volume and Open Interest 46,635 631,932 +0
S & P 500 E-Mini(Globex)
Dec05 050923 1219.50 1224.75 1215.00 1220.50 +0.75 1,093,250 0 -958,180
Mar06 050923 1226.50 1231.00 1222.25 1227.25 +0.75 424 0 -127
Total Volume and Open Interest 1,051,409 958,307 +0
NASDAQ 100(CME)
Dec05 050923 1574.00 1589.50 1570.00 1585.00 +8.00 7,667 0 -54,844
Mar06 050923 1598.00 1598.00 1598.00 1598.00 +8.00      
Jun06 050923 1611.00 1611.00 1611.00 1611.00 +8.00      
Total Volume and Open Interest 12,389 54,851 +0
NASDAQ 100 E-Mini(Globex)
Dec05 050923 1577.50 1589.50 1570.50 1585.00 +8.00 378,158 0 -252,977
Mar06 050923 1588.50 1598.00 1587.00 1598.00 +8.00 63 0 -75
Total Volume and Open Interest 292,345 253,052 +0
S & P Midcap 400(CME)
Dec05 050923 701.50 707.20 698.00 704.90 +2.70 663 12,409 -92
Mar06 050923 708.90 708.90 708.90 708.90 +2.70      
Jun06 050923 711.90 711.90 711.90 711.90 +2.70      
Total Volume and Open Interest 663 12,409 +0
Russell 2000(CME)
Dec05 050923 653.50 660.00 649.50 659.10 +5.00 749 0 -31,008
Mar06 050923 663.60 663.60 663.60 663.60 +5.00      
Jun06 050923 666.60 666.60 666.60 666.60 +5.00      
Total Volume and Open Interest 1,574 31,008 +0
Russell 2000 E-Mini(Globex)
Sep05 050916 665.00 669.55 664.90 669.55 +4.95 21,391 87,294 -21,553
Dec05 050923 654.20 660.00 649.20 659.10 +5.00 122,847 0 -217,802
Mar06 050923 663.60 663.60 663.60 663.60 +5.00      
Total Volume and Open Interest 119,245 217,829 +0
Value Line(KCBT)
Dec05 050923 1847.50 1858.50 1847.50 1858.00 +6.50 10 88 +0
Total Volume and Open Interest 10 88 +0
Nikkei 225(CME)
Dec05 050923 13085 13150 13050 13135 unch 31,173 230,216 +6,867
Mar06 050923 13110 13110 13050 13110 unch 0 16 +3
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 050923 13085 13150 13050 13135 unch 31,173 230,216 +6,867
Mar06 050923 13110 13110 13050 13110 unch 0 16 +3
Jun06 050923 13045 13045 13045 13045 unch      
Total Volume and Open Interest 31,180 230,669 +6,872
CAC 40(MATIF)
Sep05 050916 4477.5 4525.5 4475.0 4518.5 +42.0 289,810 543,545 -9,249
Oct05 050923 4466.5 4491.5 4459.5 4482.5 +26.0 76,882 375,364 +12,605
Nov05 050923 4476.0 4489.0 4468.0 4489.0 +26.0 306 1,152 +226
Total Volume and Open Interest 78,337 469,170 +11,703
Hang Seng Index(HKFE)
Sep05 050923 15125 15141 15020 15100 -56 28,636 108,256 -1,439
Oct05 050923 15157 15175 15063 15137 -55 2,866 5,326 +2,702
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 050923 4894.0 4928.0 4879.5 4927.0 +37.5 160,415 181,328 +0
Mar06 050923 4930.5 4955.5 4910.0 4954.0 +37.5 769 8,906 +0
Jun06 050923 4953.5 4981.5 4939.5 4981.5 +38.0 41 26 +0
Total Volume and Open Interest 145,806 190,260 +0
FT-SE 100(LIFFE)
Dec05 050923 5414.00 5448.00 5406.00 5439.50 +25.50 48,698 0 -428,331
Mar06 050923 5427.00 5457.00 5426.50 5447.00 +25.50 47 0 -5,319
Jun06 050923 5454.00 5454.00 5454.00 5454.00 +26.00 4 0 -13,778
Total Volume and Open Interest 62,000 447,428 +0
SPI 200(SFE)
Sep05 050916 4499.6 4499.6 4499.6 4499.6 -0.4 5,494 76,211 -54,183
Dec05 050923 4571.0 4590.0 4560.0 4566.0 -2.0 11,092 0 -194,377
Mar06 050923 4585.0 4585.0 4567.0 4567.0 -2.0 360 0 -4,032
Total Volume and Open Interest 12,920 199,182 -3,251
GSCI(CME)
Oct05 050923 459.00 459.00 448.50 452.00 -11.00 160 0 -17,626
Nov05 050923 453.00 453.00 453.00 453.00 -10.00      
Dec05 050923 457.00 457.00 457.00 457.00 -9.50 4 0 -1
Total Volume and Open Interest 238 17,627 +0
Reuters CRB Index(NYBOT)
Nov05 050923 326.75 326.75 324.50 324.75 -2.75 37 395 +0
Jan06 050923 326.50 326.50 324.25 324.25 -2.75 14 419 +0
Feb06 050923 322.75 322.75 322.75 322.75 -2.75 0 6 +0
Total Volume and Open Interest 0 5 -1,019
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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