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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 Mon September 26, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 050926 572.00 572.50 566.00 567.50 -6.50 29,810 165,634 -1,373
Jan06 050926 580.50 582.00 575.00 576.25 -6.25 3,275 29,740 +1,296
Mar06 050926 589.00 589.00 583.00 584.25 -6.25 2,656 19,413 +958
May06 050926 594.00 594.00 588.50 589.25 -6.75 384 16,357 -515
Jul06 050926 598.00 598.00 592.50 593.50 -5.75 616 12,057 +39
Aug06 050926 597.00 597.00 590.00 590.50 -6.50 10 375 -21
Sep06 050926 595.00 595.00 592.50 592.50 -4.50 39 122 -2
Total Volume and Open Interest 37,253 251,759 +254
Soybean Meal(CBOT)
Oct05 050926 171.80 171.80 169.50 169.70 -1.60 6,513 15,823 -1,618
Dec05 050926 174.00 174.30 172.10 172.40 -1.80 11,924 58,968 +215
Jan06 050926 175.50 175.50 173.50 174.00 -1.80 2,516 12,145 +246
Mar06 050926 178.00 178.00 175.90 176.20 -1.70 1,967 10,452 +154
May06 050926 179.00 179.00 177.40 177.40 -1.70 1,266 12,675 +4
Jul06 050926 180.00 180.50 179.40 179.60 -1.40 808 8,552 +155
Aug06 050926 181.00 181.20 180.10 180.10 -1.70 97 2,244 +45
Sep06 050926 181.50 182.00 180.20 180.20 -1.80 110 2,092 +74
Total Volume and Open Interest 25,218 125,790 -707
Soybean Oil(CBOT)
Oct05 050926 22.88 22.88 22.43 22.67 -0.21 4,339 14,400 -941
Dec05 050926 23.05 23.10 22.68 22.94 -0.21 14,866 83,258 -1,056
Jan06 050926 23.25 23.25 22.88 23.14 -0.18 1,534 10,354 +0
Mar06 050926 23.35 23.35 23.05 23.31 -0.19 1,018 8,461 +566
May06 050926 23.50 23.52 23.20 23.45 -0.18 143 9,579 +150
Jul06 050926 23.65 23.65 23.38 23.58 -0.17 1,766 8,391 +588
Aug06 050926 23.50 23.60 23.50 23.60 -0.20 12 1,053 +4
Sep06 050926 23.70 23.70 23.55 23.61 -0.24 41 980 +39
Total Volume and Open Interest 23,729 140,809 -749
Canola(WCE)
Nov05 050926 259.9 259.9 257.1 257.2 -2.9 4,542 37,116 +920
Jan06 050926 268.5 268.5 266.0 266.0 -2.5 1,012 23,314 +1,587
Mar06 050926 275.0 275.0 273.1 273.1 -3.2 221 2,959 +412
May06 050926 280.0 281.1 280.0 281.1 -0.1 1 1,487 +8
Jul06 050926 285.0 287.2 285.0 287.2 -1.8 63 668 -9
Total Volume and Open Interest 5,934 69,214 +2,888
Corn(CBOT)
Dec05 050926 206.75 206.75 204.25 204.50 -2.75 33,526 466,132 -2,186
Mar06 050926 219.00 219.25 217.00 217.25 -2.25 7,834 131,015 +3,905
May06 050926 226.25 226.25 224.50 224.75 -2.50 1,023 28,625 +345
Jul06 050926 232.25 232.50 230.50 230.75 -2.50 2,484 42,885 +1,308
Sep06 050926 238.50 238.50 237.25 237.25 -2.25 211 5,792 +199
Dec06 050926 247.00 247.75 246.00 246.00 -2.50 831 34,293 +601
Total Volume and Open Interest 45,985 715,024 +4,473
Wheat(CBOT)
Dec05 050926 332.00 332.50 327.50 329.25 -4.25 22,920 217,702 -5,122
Mar06 050926 346.50 346.50 341.50 344.00 -4.00 4,647 38,591 +2,287
May06 050926 351.00 352.00 348.50 350.00 -5.50 98 1,780 +206
Jul06 050926 358.00 358.00 354.50 356.00 -4.75 2,690 24,050 +1,824
Sep06 050926 361.50 363.00 360.00 362.00 -5.50 117 657 +121
Total Volume and Open Interest 30,727 284,320 -374
Wheat(KCBT)
Dec05 050926 371.00 372.00 367.50 372.00 -1.50 8,618 61,115 +1,575
Mar06 050926 369.00 370.00 366.00 369.00 -1.75 3,280 23,211 +1,376
May06 050926 363.50 365.00 361.50 363.00 -2.50 44 2,009 +70
Jul06 050926 363.00 363.00 358.75 360.00 -3.00 3,270 12,339 +925
Sep06 050926 365.00 365.00 365.00 365.00 -2.00 21 363 +67
Total Volume and Open Interest 15,270 99,203 +4,080
Wheat(MGE)
Dec05 050926 374.00 375.00 368.50 372.00 -4.25 5,508 18,449 -75
Mar06 050926 374.50 374.50 370.00 371.00 -5.50 1,859 9,188 +11
May06 050926 374.00 375.00 370.00 370.25 -4.75 234 1,427 -88
Jul06 050926 371.50 372.00 366.50 368.75 -7.25 236 730 +182
Sep06 050926 371.50 371.50 367.00 367.00 -9.00 6 131 -2
Total Volume and Open Interest 7,861 30,004 +44
Oats(CBOT)
Dec05 050926 161.25 161.25 158.50 159.50 -1.25 703 5,560 +120
Mar06 050926 167.50 167.50 165.50 165.75 -1.25 22 305 +12
May06 050926 169.00 169.00 169.00 169.00 unch 0 42 +0
Jul06 050926 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 726 5,910 +132
Rough Rice(CBOT)
Nov05 050926 7.10 7.12 6.97 7.04 +0.03 239 4,870 -284
Jan06 050926 7.35 7.35 7.21 7.26 +0.01 18 920 +24
Mar06 050926 7.54 7.55 7.45 7.50 +0.03 22 550 +67
May06 050926 7.70 7.70 7.70 7.70 +0.03 0 39 +0
Total Volume and Open Interest 279 6,380 -193
Live Cattle(CME)
Oct05 050926 86.975 87.375 86.300 87.225 +0.450 6,448 29,652 +29,652
Dec05 050926 88.900 89.100 88.100 88.875 +0.100 7,676 82,547 +82,547
Feb06 050926 90.150 90.400 89.500 90.200 unch 2,630 28,071 +28,071
Apr06 050926 87.900 88.025 87.450 87.850 -0.100 994 7,886 +7,886
Jun06 050926 83.200 83.400 82.900 83.300 -0.050 305 3,735 +3,735
Aug06 050926 82.500 82.900 82.300 82.750 +0.025 31 1,823 +1,823
Total Volume and Open Interest 18,088 153,763 +3,559
Feeder Cattle(CME)
Sep05 050926 115.650 115.800 115.400 115.800 unch 549 2,711 +2,711
Oct05 050926 113.900 114.300 113.425 113.950 -0.025 1,892 11,536 +11,536
Nov05 050926 113.350 113.600 112.650 113.375 -0.075 1,920 10,233 +10,233
Jan06 050926 109.750 110.200 109.250 110.175 +0.100 539 3,999 +3,999
Mar06 050926 104.600 105.250 104.600 105.250 +0.300 67 466 +466
Apr06 050926 103.500 103.700 103.500 103.700 +0.300 9 342 +342
May06 050926 102.900 103.100 102.600 103.100 -0.050 23 185 +185
Total Volume and Open Interest 4,999 29,488 +352
Lean Hogs(CME)
Oct05 050926 66.450 66.475 65.800 66.150 -0.200 5,200 21,498 +21,498
Dec05 050926 63.150 63.250 62.600 63.050 +0.150 6,990 59,766 +59,766
Feb06 050926 64.800 65.000 64.600 64.950 +0.100 1,589 18,483 +18,483
Apr06 050926 63.600 64.500 63.500 64.350 +0.400 345 5,478 +5,478
May06 050926 63.900 64.200 63.800 64.175 +0.300 20 1,276 +1,276
Jun06 050926 66.750 67.200 66.750 67.150 +0.175 75 1,768 +1,768
Jul06 050926 63.450 63.750 63.450 63.750 +0.200 21 767 +767
Aug06 050926 59.850 60.250 59.850 60.225 +0.125 112 405 +405
Total Volume and Open Interest 14,362 109,625 +874
Pork Bellies(CME)
Feb06 050926 89.350 90.350 87.550 90.350 +3.000 137 947 +947
Mar06 050926 89.000 89.000 88.600 88.600 +1.600 1 48 +48
May06 050926 89.850 90.750 89.850 90.750 +1.350 0 18 +18
Jul06 050926 91.025 92.250 91.025 92.250 +1.500 1 4 +4
Aug06 050926 91.500 91.500 91.500 91.500 +1.500 1 2 +2
Total Volume and Open Interest 140 1,019 -91
Class III Milk(CME)
Sep05 050926 14.27 14.27 14.27 14.27 unch 1 3,243 +3,243
Oct05 050926 14.30 14.40 14.24 14.40 +0.10 73 2,596 +2,596
Nov05 050926 13.55 13.65 13.51 13.60 +0.03 47 1,891 +1,891
Dec05 050926 13.30 13.50 13.30 13.45 +0.13 16 1,770 +1,770
Jan06 050926 12.80 12.87 12.80 12.87 +0.07 6 1,225 +1,225
Total Volume and Open Interest 183 19,882 +28
Cocoa(NYBOT)
Dec05 050926 1340 1341 1328 1335 -15 3,508 51,791 +3,869
Mar06 050926 1380 1382 1367 1375 -13 741 28,019 +485
May06 050926 1400 1400 1393 1397 -12 36 7,838 +80
Jul06 050926 1425 1425 1413 1418 -12 0 8,699 +50
Sep06 050926 1435 1440 1435 1440 -12 0 10,662 -4
Dec06 050926 1461 1465 1461 1465 -12 0 6,926 +76
Mar07 050926 1489 1489 1489 1489 -13 0 7,750 +72
Total Volume and Open Interest 4,285 122,441 +4,628
Coffee "C"(NYBOT)
Dec05 050926 89.50 89.50 87.00 87.65 -3.85 6,902 62,486 +505
Mar06 050926 91.75 92.60 90.60 91.25 -3.60 1,401 15,299 +166
May06 050926 94.00 94.60 92.75 93.40 -3.55 467 3,749 -26
Jul06 050926 96.00 96.70 95.00 95.60 -3.35 203 2,626 -60
Sep06 050926 98.25 98.55 96.80 97.60 -3.25 83 1,142 +46
Dec06 050926 100.85 100.85 100.45 100.60 -3.40 66 728 -12
Total Volume and Open Interest 9,152 86,329 +604
Orange Juice(NYBOT)
Nov05 050926 99.90 100.60 99.50 100.20 +0.90 1,501 16,818 -478
Jan06 050926 102.00 102.50 101.70 102.10 +0.85 566 4,065 +283
Mar06 050926 104.30 104.50 104.20 104.20 +1.20 1 2,098 +5
May06 050926 105.70 105.70 105.70 105.70 +1.20 0 267 +19
Jul06 050926 107.20 107.20 107.20 107.20 +1.20 0 103 +0
Total Volume and Open Interest 2,068 23,361 -168
Sugar #11(NYBOT)
Oct05 050926 10.35 10.45 10.30 10.40 -0.03 17,493 43,608 -12,312
Mar06 050926 10.58 10.67 10.54 10.62 -0.02 29,148 302,523 +1,216
May06 050926 10.47 10.57 10.46 10.55 +0.02 5,244 45,207 -1,998
Jul06 050926 10.28 10.37 10.28 10.36 +0.01 2,517 34,542 +806
Oct06 050926 10.25 10.35 10.24 10.34 +0.03 971 17,359 +1,597
Total Volume and Open Interest 57,080 460,092 -8,688
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050926 21.75 21.75 21.60 21.71 +0.20 977 2,805 -452
Jan06 050926 21.13 21.21 21.13 21.20 +0.11 175 2,370 +42
Mar06 050926 21.10 21.16 21.10 21.16 +0.11 80 2,043 +21
May06 050926 21.07 21.11 21.07 21.11 +0.07 152 2,115 -35
Total Volume and Open Interest 1,565 12,377 -227
London Cocoa(LCE)
Sep05 050915 824 825 800 800 -35 14,237 3,189 -14,060
Dec05 050926 800 803 792 798 -6 4,389 80,537 +80,537
Mar06 050926 820 824 815 820 -5 1,594 45,850 +45,850
May06 050926 832 837 830 834 -5 249 11,623 +11,623
Jul06 050926 847 848 844 848 -5 878 22,023 +22,023
Sep06 050926 861 864 856 861 -5 787 13,150 +13,150
Dec06 050926 876 876 872 876 -4 199 14,062 +14,062
Total Volume and Open Interest 8,206 189,971 +4,180
London Coffee(LCE)
Sep05 050926 842.00 843.00 837.00 840.00 -18.00 0 126 +126
Nov05 050926 880.00 881.00 852.00 863.00 -19.00 5,765 62,835 +62,835
Jan06 050926 902.00 902.00 872.00 882.00 -17.00 2,430 59,832 +59,832
Mar06 050926 916.00 916.00 891.00 901.00 -15.00 864 28,978 +28,978
May06 050926 934.00 934.00 907.00 918.00 -16.00 53 9,006 +9,006
Jul06 050926 938.00 938.00 925.00 934.00 -16.00 10 3,435 +3,435
Total Volume and Open Interest 9,153 166,024 -3,074
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 050926 289.50 290.60 287.70 289.30 -0.20 1,300 21,718 +21,718
Mar06 050926 290.00 290.90 289.00 290.20 -0.80 228 13,277 +13,277
May06 050926 292.00 292.00 290.50 291.40 -1.10 20 4,667 +4,667
Aug06 050926 293.10 293.60 293.10 293.60 -0.90 1 2,582 +2,582
Total Volume and Open Interest 1,573 47,431 -1,235
Cotton(NYBOT)
Oct05 050926 48.50 49.50 48.25 49.08 -0.07 1,767 365 -1,569
Dec05 050926 50.70 51.45 50.47 51.26 +0.21 7,825 77,433 +855
Mar06 050926 52.25 52.92 52.20 52.83 +0.31 1,304 21,662 +256
May06 050926 53.70 53.70 53.70 53.70 +0.20 173 2,092 +89
Jul06 050926 53.90 54.50 53.90 54.50 +0.05 39 2,113 +49
Oct06 050926 55.95 55.95 55.95 55.95 +0.15 0 1 +0
Total Volume and Open Interest 11,108 104,439 -320
Lumber(CME)
Nov05 050926 311.0 314.0 311.0 311.0 -15.0 958 3,089 +3,089
Jan06 050926 319.4 324.0 319.4 319.4 -15.0 234 541 +541
Mar06 050926 331.0 331.0 325.0 326.4 -13.6 109 207 +207
May06 050926 335.0 335.0 329.5 332.0 -12.5 40 58 +58
Total Volume and Open Interest 1,390 3,922 +4
Crude Oil(NYM)
Nov05 050926 63.60 65.90 62.93 65.82 +1.63 96,318 244,192 -2,123
Dec05 050926 63.95 66.10 63.45 66.03 +1.51 41,908 144,956 +5,260
Jan06 050926 64.30 66.65 63.90 66.46 +1.44 11,844 57,379 +1,923
Feb06 050926 64.70 66.95 64.40 66.81 +1.42 6,573 23,152 -636
Mar06 050926 65.00 67.07 64.80 67.07 +1.40 3,397 27,370 -223
Apr06 050926 65.40 67.20 65.25 67.20 +1.38 1,592 13,725 -292
May06 050926 65.50 67.22 65.50 67.22 +1.37 337 13,383 -118
Jun06 050926 65.40 67.18 65.15 67.18 +1.36 1,684 41,601 +886
Jul06 050926 66.20 67.12 66.20 67.12 +1.35 240 9,375 +46
Aug06 050926 67.04 67.04 67.04 67.04 +1.33 60 7,025 -11
Sep06 050926 65.30 66.95 65.30 66.95 +1.31 685 8,075 +4
Oct06 050926 66.84 66.84 66.84 66.84 +1.29 0 5,438 -19
Nov06 050926 66.71 66.71 66.71 66.71 +1.28 3,389 7,412 +2,142
Dec06 050926 64.70 66.58 64.70 66.58 +1.26 7,928 55,214 +2,637
Jan07 050926 66.33 66.33 66.33 66.33 +1.23 31 8,783 +28
Feb07 050926 66.14 66.14 66.14 66.14 +1.20 0 3,127 +0
Total Volume and Open Interest 180,717 853,858 +11,541
Heating Oil(NYM)
Oct05 050926 194.00 206.50 191.50 205.86 +10.96 17,851 19,639 -3,596
Nov05 050926 196.50 209.20 195.00 208.88 +10.61 18,763 62,896 +2,862
Dec05 050926 200.00 210.75 198.50 210.68 +9.81 6,934 25,156 -434
Jan06 050926 202.00 212.50 201.60 212.28 +9.01 4,698 18,625 +1,027
Feb06 050926 203.50 212.28 202.20 212.28 +8.46 973 13,514 +537
Mar06 050926 200.00 209.98 200.00 209.98 +7.86 1,075 10,769 +213
Apr06 050926 196.30 204.13 196.30 204.13 +7.41 450 5,964 +203
May06 050926 191.00 199.08 191.00 199.08 +7.06 121 3,295 +113
Jun06 050926 188.50 195.28 188.50 195.28 +6.71 581 5,607 -64
Jul06 050926 191.50 194.98 191.50 194.98 +6.56 344 2,422 +213
Aug06 050926 189.20 195.68 189.20 195.68 +6.46 3 560 +68
Sep06 050926 192.00 197.08 192.00 197.08 +6.36 18 1,227 +15
Total Volume and Open Interest 52,111 173,581 +1,211
Unleaded Gas(NYM)
Oct05 050926 199.00 213.50 197.00 212.92 +4.36 23,014 26,647 -4,558
Nov05 050926 191.00 208.50 189.20 207.90 +8.41 22,009 57,442 +2,436
Dec05 050926 185.00 199.00 184.00 199.00 +8.01 7,921 21,520 +3,445
Jan06 050926 186.00 196.00 185.00 195.75 +7.66 1,820 12,499 +252
Feb06 050926 189.00 194.25 189.00 194.25 +7.41 496 5,114 -220
Mar06 050926 185.00 193.60 185.00 193.60 +7.21 787 4,712 -62
Apr06 050926 202.75 202.75 202.75 202.75 +7.11 166 4,752 -199
May06 050926 198.00 202.70 198.00 202.70 +7.01 100 2,962 -26
Jun06 050926 201.95 201.95 201.95 201.95 +6.91 0 2,583 +90
Jul06 050926 200.65 200.65 200.65 200.65 +6.81 0 1,301 +0
Aug06 050926 198.60 198.60 198.60 198.60 +6.66 0 1,570 +0
Sep06 050926 195.85 195.85 195.85 195.85 +6.51 0 153 +0
Total Volume and Open Interest 56,313 141,255 +1,158
Natural Gas(NYM)
Oct05 050926 11.780 12.480 11.680 12.440 +0.116 22,183 52,961 -7,659
Nov05 050926 12.250 13.160 12.200 13.137 +0.450 13,767 83,925 +5,647
Dec05 050926 12.750 13.637 12.710 13.637 +0.470 6,771 43,524 +57
Jan06 050926 13.100 13.950 13.000 13.932 +0.460 3,234 46,455 -345
Feb06 050926 12.950 13.800 12.950 13.789 +0.437 1,675 26,363 +904
Mar06 050926 12.600 13.409 12.600 13.409 +0.432 6,062 49,754 +2,088
Apr06 050926 10.270 10.809 10.270 10.809 +0.307 2,936 29,673 +745
May06 050926 9.950 10.319 9.950 10.319 +0.272 1,492 25,311 +358
Jun06 050926 9.980 10.346 9.980 10.346 +0.272 377 9,378 -184
Jul06 050926 9.950 10.389 9.950 10.389 +0.272 238 13,050 +107
Aug06 050926 10.170 10.436 10.170 10.436 +0.272 21 14,472 +46
Sep06 050926 10.230 10.416 10.230 10.416 +0.272 90 10,671 +61
Oct06 050926 10.080 10.448 10.080 10.448 +0.272 762 21,297 -146
Nov06 050926 10.590 10.878 10.590 10.878 +0.272 31 7,903 -16
Dec06 050926 11.293 11.293 11.293 11.293 +0.272 65 10,441 -125
Jan07 050926 11.210 11.598 11.210 11.598 +0.272 787 10,314 -456
Total Volume and Open Interest 63,802 568,758 +1,749
Brent Crude Oil(ICE)
Nov05 050926 61.90 64.10 61.30 63.93 +1.49 68,859 69,569 +69,569
Dec05 050926 62.70 64.77 62.05 64.70 +1.51 31,079 93,054 +93,054
Jan06 050926 63.16 65.36 62.77 65.28 +1.54 10,145 30,069 +30,069
Feb06 050926 63.59 65.65 63.20 65.65 +1.52 6,109 15,099 +15,099
Mar06 050926 63.89 65.90 63.70 65.90 +1.51 3,128 9,043 +9,043
Apr06 050926 65.77 66.03 65.77 66.03 +1.49 585 4,943 +4,943
May06 050926 64.20 66.05 64.20 66.05 +1.51 423 5,892 +5,892
Jun06 050926 64.18 65.97 63.75 65.97 +1.48 484 18,560 +18,560
Jul06 050926 65.88 65.88 65.88 65.88 +1.45 95 2,036 +2,036
Aug06 050926 65.79 65.79 65.79 65.79 +1.43 0 770 +770
Sep06 050926 65.70 65.70 65.70 65.70 +1.41 200 2,743 +2,743
Oct06 050926 65.61 65.61 65.61 65.61 +1.40 12 2,212 +2,212
Nov06 050926 65.52 65.52 65.52 65.52 +1.39 12 134 +134
Dec06 050926 63.51 65.42 63.25 65.42 +1.38 3,215 24,862 +24,862
Total Volume and Open Interest 126,351 313,733 +4,588
Gas Oil(ICE)
Oct05 050926 582.00 621.50 580.25 604.75 +15.75 21,172 46,385 +46,385
Nov05 050926 586.50 626.00 586.00 608.50 +15.00 16,584 46,379 +46,379
Dec05 050926 589.00 628.50 589.00 612.25 +14.50 7,970 35,402 +35,402
Jan06 050926 589.25 626.75 589.25 614.50 +14.00 3,690 17,070 +17,070
Feb06 050926 605.75 621.25 605.50 613.25 +12.75 655 10,203 +10,203
Mar06 050926 601.75 610.00 601.75 610.00 +11.75 100 10,529 +10,529
Apr06 050926 622.50 622.50 606.00 606.00 +10.75 0 5,986 +5,986
May06 050926 618.00 618.00 601.50 601.50 +9.00 0 1,326 +1,326
Jun06 050926 592.50 599.00 589.25 599.00 +9.25 925 14,978 +14,978
Jul06 050926 599.00 599.00 599.00 599.00 +9.25 0 643 +643
Total Volume and Open Interest 51,196 214,973 +214,973
US Dollar Index(NYBOT)
Dec05 050926 89.21 89.25 88.86 88.90 -0.08 4,674 11,786 +73
Mar06 050926 88.80 88.80 88.67 88.67 -0.08 8 2,024 +7
Jun06 050926 88.45 88.45 88.45 88.45 -0.08 0 3 +0
Total Volume and Open Interest 4,682 13,814 +81
Australian Dollar(CME)
Dec05 050926 75.24 75.41 75.20 75.33 -0.10 5,996 69,260 +69,260
Mar06 050926 75.08 75.08 75.08 75.08 -0.10 0 11 +11
Jun06 050926 74.81 74.81 74.81 74.81 -0.10 0 15 +15
Total Volume and Open Interest 5,996 69,293 -12,214
British Pound(CME)
Dec05 050926 176.90 177.63 176.90 177.54 +0.02 3,957 71,007 +71,007
Mar06 050926 177.25 177.29 177.25 177.29 +0.04 0 116 +116
Jun06 050926 176.85 177.24 176.85 177.24 +0.04 0 2 +2
Total Volume and Open Interest 3,957 71,126 +1,793
Canadian Dollar(CME)
Dec05 050926 85.06 85.73 84.95 85.59 -0.04 4,500 102,318 +102,318
Mar06 050926 85.28 85.92 85.25 85.82 -0.04 20 1,336 +1,336
Jun06 050926 85.80 86.05 85.80 86.05 -0.04 0 184 +184
Sep06 050926 86.28 86.28 86.28 86.28 -0.04 0 31 +31
Total Volume and Open Interest 4,520 103,879 +4,858
Japanese Yen(CME)
Dec05 050926 89.81 89.95 89.70 89.91 +0.10 6,845 133,316 +133,316
Mar06 050926 90.79 90.79 90.79 90.79 +0.10 0 495 +495
Jun06 050926 91.79 91.79 91.79 91.79 +0.15 0 48 +48
Total Volume and Open Interest 6,845 133,860 +5,132
Swiss Franc(CME)
Dec05 050926 77.85 78.17 77.79 78.11 +0.11 6,909 61,610 +61,610
Mar06 050926 78.74 78.74 78.74 78.74 +0.11 0 58 +58
Jun06 050926 79.40 79.40 79.40 79.40 +0.11 0 17 +17
Total Volume and Open Interest 6,909 61,765 +5,006
EuroFX(CME)
Dec05 050926 120.78 121.25 120.68 121.17 +0.14 7,565 128,380 +128,380
Mar06 050926 121.74 121.74 121.74 121.74 +0.15 6 1,492 +1,492
Jun06 050926 122.42 122.42 122.42 122.42 +0.17 4 379 +379
Total Volume and Open Interest 7,593 130,300 +8,540
Mexican Peso(CME)
Sep05 050919 9190.0 9200.0 9190.0 9200.0 -17.0 180 47,477 -203
Dec05 050926 9095.0 9095.0 9060.0 9075.0 -35.0 2,972 78,443 +78,443
Total Volume and Open Interest 2,998 79,511 +3,474
30-Year T-Bonds(CBOT)
Dec05 050926 114~29 115~02 114~15 114~21 -0~16 248,180 533,298 -6,276
Mar06 050926 114~12 114~31 114~06 114~11 -0~16 50 1,399 +48
Jun06 050926 114~07 114~07 114~07 114~07 -0~16 0 18 +1
Total Volume and Open Interest 248,230 534,715 -6,227
10-Year T-Notes(CBOT)
Dec05 050926 110~165 110~175 110~065 110~115 -0~100 647,517 1,562,084 -1,108
Mar06 050926 110~100 110~100 110~040 110~060 -0~095 3,197 8,796 +2,181
Total Volume and Open Interest 650,714 1,570,901 +1,093
5-Year T-Notes(CBOT)
Dec05 050926 107~090 107~100 107~050 107~085 -0~050 376,233 0 -1,129,907
Mar06 050926 107~040 107~040 107~040 107~040 -0~050 0 1,000 +0
Jun06 050926 106~290 106~290 106~290 106~290 -0~050      
Total Volume and Open Interest 376,233 1,000 -1,129,907
2 Year T-Notes(CBOT)
Dec05 050926 103~021 103~024 103~016 103~024 -0~006 829 322,562 -225
Total Volume and Open Interest 829 340,738 -9,714
Eurodollars(CME)
Dec05 050926 95.725 95.725 95.710 95.720 -0.035 26,773 1,114,001 +1,114,001
Mar06 050926 95.605 95.610 95.580 95.605 -0.040 19,051 1,133,721 +1,133,721
Jun06 050926 95.560 95.570 95.535 95.565 -0.040 18,785 1,068,553 +1,068,553
Sep06 050926 95.580 95.580 95.515 95.545 -0.045 331,574 748,752 +26,119
Dec06 050926 95.525 95.535 95.505 95.525 -0.050 23,399 680,564 +680,564
Mar07 050926 95.535 95.540 95.515 95.535 -0.050 15,919 502,560 +502,560
Jun07 050926 95.530 95.535 95.505 95.530 -0.045 14,327 408,204 +408,204
Sep07 050926 95.510 95.520 95.490 95.520 -0.040 20,735 307,604 +307,604
Dec07 050926 95.465 95.495 95.465 95.490 -0.045 6,389 242,419 +242,419
Mar08 050926 95.465 95.490 95.460 95.485 -0.045 6,885 214,883 +214,883
Jun08 050926 95.465 95.470 95.440 95.465 -0.045 6,364 210,179 +210,179
Sep08 050926 95.435 95.455 95.415 95.435 -0.050 9,984 200,521 +200,521
Dec08 050926 95.385 95.400 95.375 95.395 -0.050 6,862 135,743 +135,743
Mar09 050926 95.365 95.400 95.360 95.380 -0.050 7,402 120,570 +120,570
Jun09 050926 95.340 95.350 95.330 95.350 -0.050 10,573 118,866 +118,866
Sep09 050926 95.305 95.325 95.295 95.315 -0.050 6,702 110,352 +110,352
Dec09 050926 95.260 95.275 95.255 95.270 -0.050 3,764 70,373 +70,373
Mar10 050926 95.240 95.255 95.235 95.250 -0.050 3,911 49,237 +49,237
Total Volume and Open Interest 240,548 7,699,629 +86,073
3-Mth Euro-Yen(CME)
Sep05 050916 99.91 99.91 99.91 99.91 unch 6 5,604 +0
Dec05 050926 99.89 99.89 99.89 99.89 unch 0 5,785 +5,785
Mar06 050926 99.83 99.83 99.83 99.83 unch 0 8,069 +8,069
Jun06 050926 99.75 99.75 99.75 99.75 unch 5 7,150 +7,150
Sep06 050926 99.66 99.66 99.65 99.65 -0.02 101 3,830 +3,830
Dec06 050926 99.57 99.57 99.57 99.57 -0.01 8 6,341 +6,341
Mar07 050926 99.48 99.48 99.48 99.48 -0.02 0 6,066 +6,066
Jun07 050926 99.40 99.40 99.40 99.40 -0.02 0 433 +433
Sep07 050926 99.32 99.32 99.32 99.32 -0.02 0 395 +395
Dec07 050926 99.23 99.23 99.23 99.23 -0.02 0 27 +27
Total Volume and Open Interest 114 38,406 +38,406
3-Mth Euro-Yen(SIMEX)
Dec05 050926 99.89 99.89 99.89 99.89 unch 300 82,830 +82,830
Mar06 050926 99.83 99.83 99.83 99.83 unch 4 56,973 +56,973
Jun06 050926 99.75 99.75 99.74 99.74 -0.01 57 55,207 +55,207
Sep06 050926 99.66 99.66 99.65 99.66 -0.01 18 36,453 +36,453
Dec06 050926 99.58 99.58 99.57 99.58 -0.01 43 65,356 +65,356
Mar07 050926 99.49 99.49 99.48 99.49 -0.01 0 27,375 +27,375
Jun07 050926 99.40 99.40 99.40 99.40 -0.02 0 15,178 +15,178
Sep07 050926 99.30 99.30 99.30 99.30 -0.02 0 1,209 +1,209
Total Volume and Open Interest 422 394,987 +436
German Euro-Bund(EUREX)
Dec05 050926 123.27 123.27 122.75 122.77 -0.63 955,307 1,332,445 +3,444
Mar06 050926 123.58 123.58 123.11 123.13 -0.64 1,672 2,353 +33
Jun06 050926 122.37 122.37 122.37 122.37 -0.63 100 0 +0
Total Volume and Open Interest 957,079 1,334,798 +3,477
German Euro-Bobl(EUREX)
Dec05 050926 114.52 114.52 114.27 114.31 -0.28 474,381 809,344 +844
Mar06 050926 114.67 114.67 114.67 114.67 -0.28 401 873 +100
Jun06 050926 114.01 114.01 114.01 114.01 -0.28      
Total Volume and Open Interest 474,782 810,217 +944
Long Gilt(LIFFE)
Sep05 050926 113~05 113~13 113~00 113~00 -0~20 102 11,895 -100
Dec05 050926 112~31 113~05 112~21 112~23 -0~21 93,103 210,523 -5,766
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 050926 95.49 95.49 95.47 95.47 -0.03 37,327 326,754 -3,488
Mar06 050926 95.62 95.62 95.56 95.57 -0.06 49,926 350,750 +4,797
Jun06 050926 95.65 95.66 95.59 95.61 -0.06 48,363 250,060 +8,000
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 050926 97.810 97.820 97.805 97.810 -0.015 72,573 612,342 -4,307
Mar06 050926 97.780 97.780 97.745 97.755 -0.035 114,158 632,224 +6,103
Jun06 050926 97.700 97.700 97.650 97.665 -0.050 110,005 443,864 +8,084
Total Volume and Open Interest 517,563 2,879,253 +19,762
3-Mth Aus T-Bills(SFE)
Dec05 050926 94.39 94.39 94.37 94.38 -0.02 4,565 153,857 +153,857
Mar06 050926 94.37 94.37 94.33 94.35 -0.06 10,354 171,131 +171,131
Jun06 050926 94.39 94.39 94.36 94.37 -0.08 4,055 86,627 +86,627
Sep06 050926 94.41 94.41 94.36 94.38 -0.09 1,749 31,623 +31,623
Dec06 050926 94.38 94.38 94.35 94.37 -0.11 853 26,526 +26,526
Mar07 050926 94.35 94.36 94.32 94.35 -0.11 684 19,405 +19,405
Jun07 050926 94.33 94.34 94.29 94.33 -0.11 42 31,234 +31,234
Sep07 050926 94.33 94.33 94.31 94.31 -0.12 100 5,557 +5,557
Dec07 050926 94.31 94.31 94.30 94.30 -0.12 20 3,684 +3,684
Mar08 050926 94.29 94.29 94.29 94.29 -0.13 0 1,323 +1,323
Total Volume and Open Interest 22,424 532,690 +532,690
10-Year Aus T-Bonds(SFE)
Dec05 050926 94.75 94.75 94.71 94.72 -0.10 8,382 279,702 +279,702
Mar06 050926 94.75 94.75 94.75 94.75 -0.11      
Total Volume and Open Interest 8,382 279,702 +279,702
3-Year Aus T-Bonds(SFE)
Dec05 050926 94.81 94.81 94.76 94.77 -0.11 25,744 344,053 +344,053
Mar06 050926 94.79 94.79 94.79 94.79 -0.11      
Total Volume and Open Interest 25,744 344,053 +344,053
Gold(CMX)
Oct05 050926 460.5 466.8 459.3 466.2 +2.3 1,822 22,121 +11
Dec05 050926 464.3 470.5 462.3 469.5 +2.3 55,002 288,492 -2,283
Feb06 050926 466.7 474.0 466.2 473.0 +2.3 1,971 11,093 -610
Apr06 050926 476.5 476.5 476.5 476.5 +2.4 505 5,735 -3
Jun06 050926 475.1 480.0 473.0 480.0 +2.4 122 10,625 +82
Aug06 050926 483.5 483.5 483.5 483.5 +2.4 10 1,485 +6
Oct06 050926 487.1 487.1 487.1 487.1 +2.5 122 2,465 +114
Dec06 050926 485.0 491.5 483.5 490.6 +2.5 24 5,802 +76
Feb07 050926 494.1 494.1 494.1 494.1 +2.5 10 4,791 +16
Apr07 050926 497.7 497.7 497.7 497.7 +2.6 0 100 +0
Jun07 050926 498.1 501.2 498.1 501.2 +2.6 10 4,213 +10
Total Volume and Open Interest 59,698 363,227 -2,676
Silver(CMX)
Sep05 050926 729.0 733.5 729.0 730.7 +3.4 37 354 -5
Dec05 050926 728.5 741.5 724.5 736.5 +3.0 16,536 90,769 -377
Mar06 050926 735.0 743.0 730.5 742.0 +3.0 185 6,674 +210
May06 050926 738.0 744.2 738.0 744.2 +2.7 1 1,378 +1
Jul06 050926 743.5 746.2 743.5 746.2 +2.7 28 7,000 +19
Sep06 050926 747.7 747.7 747.7 747.7 +2.7 120 1,959 +65
Dec06 050926 746.0 752.0 746.0 749.5 +2.2 95 7,571 -23
Total Volume and Open Interest 17,228 118,665 +1
Platinum(NYM)
Oct05 050926 915.0 921.0 912.0 917.5 -9.5 2,181 8,897 -2,243
Jan06 050926 917.0 924.0 911.4 917.5 -9.0 1,741 4,438 +2,167
Apr06 050926 915.0 915.0 915.0 915.0 -9.0 4 141 +0
Total Volume and Open Interest 3,926 13,476 -76
Palladium(NYME)
Sep05 050926 200.00 200.00 196.10 196.10 -1.45 54 132 +1
Dec05 050926 196.50 200.00 193.20 197.75 -1.50 860 13,121 +99
Mar06 050926 199.75 199.75 199.75 199.75 -1.50 10 131 -2
Total Volume and Open Interest 924 13,387 +100
Copper(CMX)
Sep05 050926 182.50 184.50 181.20 184.10 +4.25 613 2,876 -989
Dec05 050926 171.30 174.00 171.05 173.65 +3.80 8,509 76,172 +1,768
Mar06 050926 164.20 165.90 164.00 165.75 +3.20 323 8,272 +142
May06 050926 160.25 160.25 160.25 160.25 +2.90 122 1,881 +46
Jul06 050926 155.00 155.00 154.75 154.75 +2.20 4 1,378 +2
Total Volume and Open Interest 10,392 102,579 +1,311
Aluminum(CMX)
Sep05 050926 89.00 89.00 89.00 89.00 +2.70 0 6 +0
Oct05 050926 89.45 89.45 89.45 89.45 +2.70 0 980 +0
Nov05 050926 89.65 89.65 89.65 89.65 +2.65 0 596 +0
Dec05 050926 90.15 90.15 90.15 90.15 +2.65 0 1,678 +0
Jan06 050926 89.85 89.85 89.85 89.85 +2.50 0 70 +0
Feb06 050926 89.60 89.60 89.60 89.60 +2.40 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 050926 10506 10545 10440 10487 +35 4,421 33,828 +91
Mar06 050926 10550 10560 10500 10529 +35 1 13 +1
Total Volume and Open Interest 4,422 33,841 +92
S & P 500(CME)
Dec05 050926 1226.00 1228.40 1217.00 1221.50 +1.00 26,458 625,593 +625,593
Mar06 050926 1228.40 1228.40 1228.40 1228.40 +1.20 49 5,317 +5,317
Jun06 050926 1236.20 1236.20 1236.20 1236.20 +1.40 40 1,331 +1,331
Sep06 050926 1243.70 1243.70 1243.70 1243.70 +1.40 0 56 +56
Total Volume and Open Interest 26,547 632,320 +388
S & P 500 E-Mini(Globex)
Dec05 050926 1224.00 1229.00 1216.75 1221.50 +1.00 647,056 919,662 +919,662
Mar06 050926 1233.00 1233.75 1224.00 1228.50 +1.25 84 275 +275
Total Volume and Open Interest 647,140 919,937 -38,370
NASDAQ 100(CME)
Dec05 050926 1593.00 1596.00 1576.00 1587.00 +2.00 5,851 55,238 +55,238
Mar06 050926 1600.00 1600.00 1600.00 1600.00 +2.00 0 7 +7
Jun06 050926 1613.00 1613.00 1613.00 1613.00 +2.00      
Total Volume and Open Interest 5,851 55,245 +394
NASDAQ 100 E-Mini(Globex)
Dec05 050926 1592.00 1597.00 1575.50 1587.00 +2.00 206,956 259,092 +259,092
Mar06 050926 1607.50 1608.00 1591.00 1600.00 +2.00 16 115 +115
Total Volume and Open Interest 206,972 259,207 +6,155
S & P Midcap 400(CME)
Dec05 050926 708.20 711.50 706.75 709.40 +4.50 690 12,638 +229
Mar06 050926 713.40 713.40 713.40 713.40 +4.50      
Jun06 050926 716.40 716.40 716.40 716.40 +4.50      
Total Volume and Open Interest 124 12,639 +230
Russell 2000(CME)
Dec05 050926 663.75 665.50 659.00 663.30 +4.20 380 31,050 +31,050
Mar06 050926 667.80 667.80 667.80 667.80 +4.20      
Jun06 050926 670.80 670.80 670.80 670.80 +4.20      
Total Volume and Open Interest 380 31,050 +42
Russell 2000 E-Mini(Globex)
Sep05 050916 665.00 669.55 664.90 669.55 +4.95 21,391 87,294 -21,553
Dec05 050926 661.00 665.70 658.90 663.30 +4.20 91,607 219,409 +219,409
Mar06 050926 668.40 668.40 667.80 667.80 +4.20 0 27 +27
Total Volume and Open Interest 91,607 219,436 +1,607
Value Line(KCBT)
Dec05 050926 1869.00 1869.00 1869.00 1869.00 +11.00 18 88 +0
Total Volume and Open Interest 18 88 +0
Nikkei 225(CME)
Dec05 050926 13200 13340 13135 13135 unch 31,173 231,889 +1,673
Mar06 050926 13280 13320 13110 13110 unch 0 16 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 050926 13200 13340 13135 13135 unch 31,173 231,889 +1,673
Mar06 050926 13280 13320 13110 13110 unch 0 16 +0
Jun06 050926 13045 13045 13045 13045 unch      
Total Volume and Open Interest 31,180 232,342 +1,673
CAC 40(MATIF)
Sep05 050916 4477.5 4525.5 4475.0 4518.5 +42.0 289,810 543,545 -9,249
Oct05 050926 4510.0 4577.5 4505.0 4571.5 +89.0 70,140 376,214 +850
Nov05 050926 4520.5 4579.0 4520.5 4578.0 +89.0 740 1,644 +492
Total Volume and Open Interest 72,808 470,504 +1,334
Hang Seng Index(HKFE)
Sep05 050926 15197 15311 15140 15289 +189 33,101 108,533 +277
Oct05 050926 15257 15350 15180 15330 +193 3,332 6,908 +1,582
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 050926 4967.0 5028.0 4964.0 5002.0 +75.0 100,011 182,848 +1,520
Mar06 050926 4994.0 5054.0 4992.0 5029.5 +75.5 214 8,988 +82
Jun06 050926 5030.5 5083.0 5030.5 5058.0 +76.5 111 114 +88
Total Volume and Open Interest 100,336 191,950 +1,690
FT-SE 100(LIFFE)
Dec05 050926 5468.00 5482.50 5456.50 5474.50 +35.00 42,187 430,973 +430,973
Mar06 050926 5469.00 5487.00 5469.00 5482.50 +35.50 30 5,329 +5,329
Jun06 050926 5490.00 5490.00 5490.00 5490.00 +36.00 0 13,782 +13,782
Total Volume and Open Interest 42,217 450,084 +2,656
SPI 200(SFE)
Sep05 050916 4499.6 4499.6 4499.6 4499.6 -0.4 5,494 76,211 -54,183
Dec05 050926 4591.0 4650.0 4589.0 4648.0 +82.0 10,581 192,022 +192,022
Mar06 050926 4614.0 4649.0 4614.0 4649.0 +82.0 5 4,376 +4,376
Total Volume and Open Interest 10,641 200,857 +1,675
GSCI(CME)
Oct05 050926 445.30 463.20 443.10 463.20 +11.20 229 17,791 +17,791
Nov05 050926 462.50 464.00 462.50 464.00 +11.00      
Dec05 050926 468.00 468.00 468.00 468.00 +11.00 0 4 +4
Total Volume and Open Interest 229 17,795 +168
Reuters CRB Index(NYBOT)
Nov05 050926 323.00 325.00 323.00 325.00 +0.25 13 391 -4
Jan06 050926 324.00 324.50 324.00 324.50 +0.25 1 420 +1
Feb06 050926 323.00 323.00 323.00 323.00 +0.25 0 6 +0
Total Volume and Open Interest 14 1,021 +1,016
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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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!