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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue September 27, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 050927 565.50 565.50 556.50 557.50 -10.00 34,102 166,156 +522
Jan06 050927 573.00 574.00 565.50 566.75 -9.50 5,635 30,849 +1,109
Mar06 050927 581.50 581.50 573.00 574.25 -10.00 1,903 19,554 +141
May06 050927 587.00 587.50 579.50 580.00 -9.25 1,483 16,455 +98
Jul06 050927 590.50 590.50 584.00 585.00 -8.50 1,055 11,979 -78
Aug06 050927 587.00 587.00 582.00 582.00 -8.50 26 397 +22
Sep06 050927 591.50 591.50 585.50 585.50 -7.00 7 123 +1
Total Volume and Open Interest 44,608 253,626 +1,867
Soybean Meal(CBOT)
Oct05 050927 169.50 169.50 167.40 168.40 -1.30 4,643 14,238 -1,585
Dec05 050927 171.80 171.80 170.00 170.80 -1.60 9,516 59,971 +1,003
Jan06 050927 173.00 173.20 171.30 172.50 -1.50 1,728 12,191 +46
Mar06 050927 175.50 175.50 174.00 175.10 -1.10 1,395 10,901 +449
May06 050927 176.80 177.00 175.40 176.30 -1.10 1,637 12,930 +255
Jul06 050927 178.50 179.00 177.80 178.60 -1.00 401 8,439 -113
Aug06 050927 180.00 180.00 178.70 179.00 -1.10 110 2,304 +60
Sep06 050927 181.00 181.00 179.60 180.50 +0.30 66 2,154 +62
Total Volume and Open Interest 19,558 126,003 +213
Soybean Oil(CBOT)
Oct05 050927 22.63 22.63 22.03 22.09 -0.58 3,495 12,536 -1,864
Dec05 050927 22.82 22.84 22.24 22.28 -0.66 13,551 84,264 +1,006
Jan06 050927 22.98 22.98 22.44 22.49 -0.65 1,704 10,700 +346
Mar06 050927 23.15 23.15 22.63 22.64 -0.67 896 8,623 +162
May06 050927 23.32 23.32 22.81 22.81 -0.64 1,278 9,957 +378
Jul06 050927 23.42 23.42 22.90 22.91 -0.67 893 8,641 +250
Aug06 050927 23.35 23.35 22.95 22.95 -0.65 32 1,053 +0
Sep06 050927 23.35 23.38 23.00 23.00 -0.61 118 1,098 +118
Total Volume and Open Interest 22,183 141,204 +395
Canola(WCE)
Nov05 050927 256.3 256.6 253.0 253.3 -3.9 4,779 35,845 -1,271
Jan06 050927 265.7 265.7 262.0 262.2 -3.8 1,581 24,369 +1,055
Mar06 050927 272.0 272.0 268.1 269.1 -4.0 76 2,968 +9
May06 050927 277.1 277.5 273.7 277.2 -3.9 21 1,487 +0
Jul06 050927 282.4 282.4 280.4 282.2 -5.0 7 670 +2
Total Volume and Open Interest 6,466 69,007 -207
Corn(CBOT)
Dec05 050927 204.00 204.50 203.00 203.25 -1.25 40,820 470,493 +4,361
Mar06 050927 216.50 217.00 215.75 216.00 -1.25 8,481 133,000 +1,985
May06 050927 224.25 224.50 223.25 223.50 -1.25 2,223 29,069 +444
Jul06 050927 230.25 230.75 229.50 230.00 -0.75 1,715 42,825 -60
Sep06 050927 237.50 237.50 236.50 236.75 -0.50 795 6,394 +602
Dec06 050927 246.00 246.00 245.00 245.50 -0.50 3,236 34,400 +107
Total Volume and Open Interest 57,350 722,477 +7,453
Wheat(CBOT)
Dec05 050927 328.25 330.75 325.75 327.00 -2.25 18,010 217,921 +219
Mar06 050927 342.00 344.50 339.75 341.50 -2.50 2,251 39,088 +497
May06 050927 348.25 350.50 347.00 348.25 -1.75 174 1,867 +87
Jul06 050927 355.00 357.00 353.00 354.75 -1.25 2,320 24,528 +478
Sep06 050927 360.00 362.00 359.00 361.00 -1.00 64 675 +18
Total Volume and Open Interest 22,859 285,615 +1,295
Wheat(KCBT)
Dec05 050927 370.50 371.00 367.00 367.25 -4.75 6,093 61,708 +593
Mar06 050927 368.00 369.75 366.50 367.00 -2.00 3,011 23,263 +52
May06 050927 362.00 364.50 362.00 363.00 unch 103 2,084 +75
Jul06 050927 359.50 362.50 359.00 360.25 +0.25 2,112 13,207 +868
Sep06 050927 365.50 365.50 364.00 364.00 -1.00 0 363 +0
Total Volume and Open Interest 11,321 100,792 +1,589
Wheat(MGE)
Dec05 050927 371.50 375.75 370.00 371.25 -0.75 3,099 18,080 -369
Mar06 050927 370.00 374.50 369.50 371.25 +0.25 725 9,097 -91
May06 050927 371.00 373.00 369.00 369.50 -0.75 180 1,519 +92
Jul06 050927 367.00 371.00 366.00 368.25 -0.50 224 866 +136
Sep06 050927 367.00 368.50 367.00 368.00 +1.00 14 136 +5
Total Volume and Open Interest 4,261 29,775 -229
Oats(CBOT)
Dec05 050927 158.75 159.00 154.50 155.25 -4.25 242 5,570 +10
Mar06 050927 163.50 164.00 162.25 162.50 -3.25 9 304 -1
May06 050927 167.50 167.50 167.50 167.50 -1.50 0 42 +0
Jul06 050927 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 251 5,919 +9
Rough Rice(CBOT)
Nov05 050927 7.06 7.11 7.05 7.11 +0.07 370 4,852 -18
Jan06 050927 7.29 7.35 7.27 7.32 +0.06 39 940 +20
Mar06 050927 7.52 7.54 7.52 7.54 +0.04 56 574 +24
May06 050927 7.74 7.74 7.74 7.74 +0.04 0 39 +0
Total Volume and Open Interest 465 6,406 +26
Live Cattle(CME)
Oct05 050927 86.750 87.500 86.575 87.425 +0.200 6,479 28,328 -1,324
Dec05 050927 88.450 89.100 88.250 89.075 +0.200 11,087 84,099 +1,552
Feb06 050927 89.950 90.600 89.850 90.550 +0.350 2,821 28,303 +232
Apr06 050927 87.500 88.150 87.450 88.100 +0.250 831 8,179 +293
Jun06 050927 82.950 83.450 82.900 83.375 +0.075 314 3,760 +25
Aug06 050927 82.550 82.800 82.500 82.800 +0.050 82 1,848 +25
Total Volume and Open Interest 21,620 154,572 +809
Feeder Cattle(CME)
Sep05 050927 115.700 116.100 115.700 116.000 +0.200 492 2,509 -202
Oct05 050927 113.800 114.600 113.600 114.550 +0.600 1,520 11,126 -410
Nov05 050927 113.250 113.875 113.050 113.750 +0.375 1,500 10,948 +715
Jan06 050927 109.800 110.775 109.800 110.750 +0.575 486 4,155 +156
Mar06 050927 105.150 105.800 105.150 105.800 +0.550 40 479 +13
Apr06 050927 103.650 104.000 103.600 104.000 +0.300 9 346 +4
May06 050927 103.450 103.700 103.450 103.700 +0.600 15 193 +8
Total Volume and Open Interest 4,063 29,771 +283
Lean Hogs(CME)
Oct05 050927 65.400 65.550 64.800 65.325 -0.825 5,867 20,175 -1,323
Dec05 050927 62.550 62.750 62.000 62.275 -0.775 7,356 61,475 +1,709
Feb06 050927 64.400 64.650 63.800 64.400 -0.550 2,509 18,905 +422
Apr06 050927 63.900 64.050 63.500 63.875 -0.475 584 5,749 +271
May06 050927 64.000 64.200 63.750 63.875 -0.300 121 1,329 +53
Jun06 050927 66.800 67.000 66.700 66.875 -0.275 107 1,831 +63
Jul06 050927 63.650 63.650 63.600 63.600 -0.150 39 768 +1
Aug06 050927 60.225 60.250 60.175 60.175 -0.050 22 419 +14
Total Volume and Open Interest 16,641 110,858 +1,233
Pork Bellies(CME)
Feb06 050927 90.500 91.400 89.100 89.300 -1.050 613 939 -8
Mar06 050927 89.525 89.525 88.900 88.900 +0.300 4 46 -2
May06 050927 91.600 91.600 91.600 91.600 +0.850 2 20 +2
Jul06 050927 92.750 92.750 92.750 92.750 +0.500 1 5 +1
Aug06 050927 92.000 92.000 92.000 92.000 +0.500 0 2 +0
Total Volume and Open Interest 620 1,012 -7
Class III Milk(CME)
Sep05 050927 14.27 14.27 14.27 14.27 unch 15 3,258 +15
Oct05 050927 14.35 14.39 14.30 14.39 -0.01 46 2,586 -10
Nov05 050927 13.65 13.70 13.60 13.65 +0.05 64 1,927 +36
Dec05 050927 13.45 13.45 13.35 13.39 -0.06 24 1,780 +10
Jan06 050927 12.85 12.85 12.81 12.81 -0.06 10 1,227 +2
Total Volume and Open Interest 238 19,962 +80
Cocoa(NYBOT)
Dec05 050927 1330 1355 1330 1351 +16 4,571 53,121 +1,330
Mar06 050927 1380 1394 1379 1390 +15 1,266 27,914 -105
May06 050927 1412 1412 1412 1412 +15 285 8,006 +168
Jul06 050927 1427 1433 1425 1433 +15 266 8,824 +125
Sep06 050927 1455 1455 1455 1455 +15 258 10,668 +6
Dec06 050927 1475 1480 1473 1480 +15 32 6,942 +16
Mar07 050927 1504 1504 1504 1504 +15 0 7,750 +0
Total Volume and Open Interest 6,678 123,981 +1,540
Coffee "C"(NYBOT)
Dec05 050927 88.50 90.30 87.65 88.15 +0.50 8,329 62,365 -121
Mar06 050927 92.10 93.70 91.25 91.70 +0.45 1,831 15,614 +315
May06 050927 94.50 95.70 93.40 93.85 +0.45 916 3,419 -330
Jul06 050927 96.90 98.00 95.00 96.00 +0.40 929 3,019 +393
Sep06 050927 98.90 99.00 98.00 98.00 +0.40 39 1,160 +18
Dec06 050927 101.60 101.70 101.00 101.00 +0.40 13 726 -2
Total Volume and Open Interest 12,066 86,598 +269
Orange Juice(NYBOT)
Nov05 050927 100.00 101.50 99.85 101.10 +0.90 2,493 16,300 -518
Jan06 050927 102.00 103.20 102.00 103.10 +1.00 440 4,222 +157
Mar06 050927 104.30 105.15 104.30 105.15 +0.95 591 2,500 +402
May06 050927 106.00 106.65 105.70 106.65 +0.95 0 267 +0
Jul06 050927 107.50 108.15 107.50 108.15 +0.95 0 103 +0
Total Volume and Open Interest 3,524 23,402 +41
Sugar #11(NYBOT)
Oct05 050927 10.40 10.95 10.39 10.92 +0.52 16,935 38,548 -5,060
Mar06 050927 10.65 11.09 10.63 11.07 +0.45 20,521 303,754 +1,231
May06 050927 10.57 10.98 10.55 10.96 +0.41 2,832 44,938 -269
Jul06 050927 10.38 10.78 10.37 10.76 +0.40 2,042 34,529 -13
Oct06 050927 10.35 10.75 10.35 10.73 +0.39 937 17,706 +347
Total Volume and Open Interest 43,856 456,586 -3,506
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050927 21.69 21.69 21.40 21.45 -0.26 206 2,661 -144
Jan06 050927 21.20 21.25 21.19 21.20 unch 210 2,389 +19
Mar06 050927 21.16 21.16 21.12 21.12 -0.04 107 2,060 +17
May06 050927 21.11 21.11 21.10 21.10 -0.01 127 2,197 +82
Total Volume and Open Interest 687 12,447 +70
London Cocoa(LCE)
Sep05 050915 824 825 800 800 -35 14,237 3,189 -14,060
Dec05 050927 798 809 797 807 +9 2,731 80,885 +348
Mar06 050927 820 829 820 827 +7 1,269 46,395 +545
May06 050927 834 842 834 841 +7 299 11,423 -200
Jul06 050927 850 859 850 855 +7 188 22,039 +16
Sep06 050927 864 870 862 868 +7 285 13,233 +83
Dec06 050927 879 883 879 881 +5 134 14,193 +131
Total Volume and Open Interest 4,906 190,894 +923
London Coffee(LCE)
Sep05 050927 853.00 853.00 834.00 834.00 -6.00 50 76 -50
Nov05 050927 850.00 883.00 846.00 856.00 -7.00 4,305 61,392 -1,443
Jan06 050927 872.00 902.00 866.00 875.00 -7.00 2,851 60,327 +495
Mar06 050927 890.00 920.00 885.00 894.00 -7.00 2,499 30,077 +1,099
May06 050927 919.00 925.00 910.00 910.00 -8.00 511 9,173 +167
Jul06 050927 933.00 933.00 926.00 926.00 -8.00 975 3,954 +519
Total Volume and Open Interest 11,212 166,814 +790
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 050927 289.00 300.60 289.00 300.00 +10.70 2,487 21,697 -21
Mar06 050927 292.00 301.00 290.50 300.90 +10.70 764 13,452 +175
May06 050927 291.30 301.00 291.30 301.00 +9.60 320 4,919 +252
Aug06 050927 294.50 304.00 294.50 303.00 +9.40 9 2,590 +8
Total Volume and Open Interest 3,911 47,906 +475
Cotton(NYBOT)
Oct05 050927 49.30 52.50 49.30 52.00 +2.92 76 205 -160
Dec05 050927 51.35 54.15 51.26 54.09 +2.83 5,443 77,216 -217
Mar06 050927 52.95 55.20 52.95 55.08 +2.25 417 21,749 +87
May06 050927 53.80 55.80 53.80 55.75 +2.05 2 2,090 -2
Jul06 050927 54.60 56.50 54.50 56.48 +1.98 6 2,114 +1
Oct06 050927 57.95 57.95 57.95 57.95 +2.00 0 1 +0
Total Volume and Open Interest 5,949 104,153 -286
Lumber(CME)
Nov05 050927 311.0 318.0 309.0 317.5 +6.5 399 3,026 -63
Jan06 050927 319.4 323.8 318.5 323.8 +4.4 142 556 +15
Mar06 050927 330.9 331.0 327.7 329.9 +3.5 55 204 -3
May06 050927 334.0 335.9 333.0 333.0 +1.0 27 62 +4
Total Volume and Open Interest 626 3,877 -45
Crude Oil(NYM)
Nov05 050927 65.50 65.85 64.60 65.07 -0.75 108,135 240,144 -4,048
Dec05 050927 65.80 66.20 65.05 65.35 -0.68 60,377 146,257 +1,301
Jan06 050927 66.40 66.60 65.65 65.83 -0.63 13,820 54,778 -2,601
Feb06 050927 66.65 66.85 65.85 66.21 -0.60 4,004 23,587 +435
Mar06 050927 66.70 67.00 66.30 66.48 -0.59 3,174 28,154 +784
Apr06 050927 67.05 67.22 66.45 66.62 -0.58 2,672 13,173 -552
May06 050927 67.10 67.10 66.65 66.65 -0.57 570 13,560 +177
Jun06 050927 67.00 67.15 66.62 66.62 -0.56 4,318 40,244 -1,357
Jul06 050927 66.57 66.57 66.57 66.57 -0.55 731 9,385 +10
Aug06 050927 66.50 66.50 66.50 66.50 -0.54 288 7,281 +256
Sep06 050927 66.42 66.42 66.42 66.42 -0.53 260 8,130 +55
Oct06 050927 66.32 66.32 66.32 66.32 -0.52 250 5,188 -250
Nov06 050927 66.20 66.20 66.20 66.20 -0.51 10 7,422 +10
Dec06 050927 66.40 66.50 66.08 66.08 -0.50 5,185 54,803 -411
Jan07 050927 65.83 65.83 65.83 65.83 -0.50 0 8,783 +0
Feb07 050927 65.64 65.64 65.64 65.64 -0.50 0 3,127 +0
Total Volume and Open Interest 209,005 848,043 -5,815
Heating Oil(NYM)
Oct05 050927 207.00 208.00 203.75 206.86 +1.00 20,222 18,370 -1,269
Nov05 050927 209.20 210.50 206.80 209.40 +0.52 21,240 65,389 +2,493
Dec05 050927 209.50 212.00 209.00 211.30 +0.62 5,694 25,060 -96
Jan06 050927 209.75 214.00 209.75 212.70 +0.42 2,045 18,441 -184
Feb06 050927 211.60 212.90 210.50 212.25 -0.03 885 13,916 +402
Mar06 050927 210.50 211.50 207.50 209.25 -0.73 429 10,780 +11
Apr06 050927 201.00 202.75 201.00 202.65 -1.48 197 5,888 -76
May06 050927 197.00 197.15 197.00 197.15 -1.93 290 3,422 +127
Jun06 050927 193.05 193.05 193.05 193.05 -2.23 192 5,663 +56
Jul06 050927 194.50 194.50 192.65 192.65 -2.33 165 2,569 +147
Aug06 050927 193.30 193.30 193.30 193.30 -2.38 6 566 +6
Sep06 050927 194.65 194.65 194.65 194.65 -2.43 27 1,254 +27
Total Volume and Open Interest 51,403 175,223 +1,642
Unleaded Gas(NYM)
Oct05 050927 216.00 220.00 215.00 216.64 +3.72 21,059 23,581 -3,066
Nov05 050927 209.90 213.00 206.50 209.15 +1.25 25,261 60,870 +3,428
Dec05 050927 200.00 201.50 198.00 199.00 unch 9,053 23,358 +1,838
Jan06 050927 195.50 198.50 193.80 195.20 -0.55 2,198 12,865 +366
Feb06 050927 194.25 195.00 192.50 193.65 -0.60 386 5,249 +135
Mar06 050927 193.75 193.75 192.95 192.95 -0.65 250 4,744 +32
Apr06 050927 203.00 203.00 202.05 202.05 -0.70 136 4,673 -79
May06 050927 201.95 201.95 201.95 201.95 -0.75 250 2,834 -128
Jun06 050927 200.00 201.15 200.00 201.15 -0.80 200 2,683 +100
Jul06 050927 200.50 200.50 199.85 199.85 -0.80 100 1,401 +100
Aug06 050927 197.80 197.80 197.80 197.80 -0.80 0 1,570 +0
Sep06 050927 196.00 196.00 190.00 195.00 -0.85 0 153 +0
Total Volume and Open Interest 58,893 143,981 +2,726
Natural Gas(NYM)
Oct05 050927 12.340 12.700 12.100 12.656 +0.216 37,475 46,718 -6,243
Nov05 050927 13.070 13.270 12.970 13.120 -0.017 22,813 85,201 +1,276
Dec05 050927 13.590 13.890 13.550 13.710 +0.073 6,255 45,945 +2,421
Jan06 050927 13.880 14.300 13.840 14.040 +0.108 3,145 47,068 +613
Feb06 050927 13.750 14.000 13.750 13.860 +0.071 2,118 27,147 +784
Mar06 050927 13.350 13.600 13.300 13.440 +0.031 2,624 50,551 +797
Apr06 050927 10.830 11.000 10.800 10.820 +0.011 2,196 29,760 +87
May06 050927 10.300 10.450 10.300 10.310 -0.009 1,832 25,762 +451
Jun06 050927 10.300 10.400 10.300 10.337 -0.009 553 9,430 +52
Jul06 050927 10.410 10.450 10.350 10.380 -0.009 342 12,958 -92
Aug06 050927 10.430 10.530 10.427 10.427 -0.009 244 14,366 -106
Sep06 050927 10.510 10.510 10.407 10.407 -0.009 429 10,876 +205
Oct06 050927 10.440 10.550 10.420 10.439 -0.009 2,331 21,326 +29
Nov06 050927 10.980 10.980 10.850 10.869 -0.009 239 7,965 +62
Dec06 050927 11.400 11.400 11.270 11.284 -0.009 158 10,374 -67
Jan07 050927 11.750 11.750 11.589 11.589 -0.009 1,284 10,511 +197
Total Volume and Open Interest 90,535 569,570 +812
Brent Crude Oil(ICE)
Nov05 050927 64.06 64.06 62.70 62.97 -0.96 61,135 70,976 +1,407
Dec05 050927 64.73 64.77 63.54 63.82 -0.88 28,164 96,613 +3,559
Jan06 050927 65.34 65.34 64.21 64.49 -0.79 9,432 30,621 +552
Feb06 050927 65.50 65.70 64.69 64.92 -0.73 3,646 16,218 +1,119
Mar06 050927 65.75 65.95 65.18 65.18 -0.72 851 9,157 +114
Apr06 050927 65.83 66.08 65.32 65.32 -0.71 57 4,943 +0
May06 050927 65.78 66.12 65.32 65.32 -0.73 91 5,956 +64
Jun06 050927 65.68 66.06 65.27 65.27 -0.70 469 18,418 -142
Jul06 050927 65.38 65.44 65.22 65.22 -0.66 0 2,036 +0
Aug06 050927 65.14 65.14 65.14 65.14 -0.65 0 770 +0
Sep06 050927 65.05 65.05 65.05 65.05 -0.65 0 2,743 +0
Oct06 050927 64.96 64.96 64.96 64.96 -0.65 0 2,212 +0
Nov06 050927 64.87 64.87 64.87 64.87 -0.65 0 134 +0
Dec06 050927 65.37 65.50 64.62 64.77 -0.65 3,755 25,755 +893
Total Volume and Open Interest 108,706 321,325 +7,592
Gas Oil(ICE)
Oct05 050927 618.50 624.75 611.75 621.75 +17.00 21,126 46,234 -151
Nov05 050927 628.00 628.00 616.00 625.25 +16.75 13,474 47,997 +1,618
Dec05 050927 626.25 629.75 618.25 627.50 +15.25 4,426 35,182 -220
Jan06 050927 625.25 630.75 619.75 629.00 +14.50 1,901 17,550 +480
Feb06 050927 622.75 627.75 617.75 627.00 +13.75 381 10,110 -93
Mar06 050927 617.50 623.00 614.50 623.00 +13.00 162 10,628 +99
Apr06 050927 612.00 618.50 612.00 618.50 +12.50 13 5,999 +13
May06 050927 608.00 614.00 608.00 614.00 +12.50 13 1,339 +13
Jun06 050927 608.25 612.50 604.00 611.00 +12.00 442 15,128 +150
Jul06 050927 612.50 612.50 611.00 611.00 +12.00 0 643 +0
Total Volume and Open Interest 42,338 217,082 +2,109
US Dollar Index(NYBOT)
Dec05 050927 88.93 89.60 88.90 89.39 +0.49 2,975 12,007 +221
Mar06 050927 89.15 89.20 89.15 89.16 +0.49 2 2,024 +0
Jun06 050927 88.94 88.94 88.94 88.94 +0.49 0 3 +0
Total Volume and Open Interest 2,977 14,035 +221
Australian Dollar(CME)
Dec05 050927 75.20 75.33 75.03 75.31 -0.02 8,790 61,568 -7,692
Mar06 050927 75.06 75.06 75.06 75.06 -0.02 0 11 +0
Jun06 050927 74.79 74.79 74.79 74.79 -0.02 0 15 +0
Total Volume and Open Interest 8,790 61,601 -7,692
British Pound(CME)
Dec05 050927 177.65 177.69 176.17 176.44 -1.10 7,573 75,555 +4,548
Mar06 050927 176.55 176.55 176.20 176.24 -1.05 2 117 +1
Jun06 050927 175.95 176.23 175.95 176.23 -1.01 1 1 -1
Total Volume and Open Interest 7,576 75,674 +4,548
Canadian Dollar(CME)
Dec05 050927 85.48 85.71 84.86 85.15 -0.44 9,115 104,251 +1,933
Mar06 050927 85.64 85.90 85.09 85.38 -0.44 39 1,377 +41
Jun06 050927 85.75 85.75 85.54 85.61 -0.44 2 186 +2
Sep06 050927 85.85 85.85 85.84 85.84 -0.44 0 31 +0
Total Volume and Open Interest 9,156 105,855 +1,976
Japanese Yen(CME)
Dec05 050927 89.95 89.96 88.87 89.08 -0.83 8,182 135,524 +2,208
Mar06 050927 89.94 90.81 89.86 89.96 -0.83 0 493 -2
Jun06 050927 90.96 90.96 90.96 90.96 -0.83 0 51 +3
Total Volume and Open Interest 8,182 136,069 +2,209
Swiss Franc(CME)
Dec05 050927 78.11 78.19 77.50 77.73 -0.38 9,279 74,676 +13,066
Mar06 050927 78.36 78.80 78.15 78.36 -0.38 0 58 +0
Jun06 050927 79.02 79.02 79.02 79.02 -0.38 0 17 +0
Total Volume and Open Interest 9,279 74,831 +13,066
EuroFX(CME)
Dec05 050927 121.21 121.34 120.23 120.63 -0.54 5,388 128,488 +108
Mar06 050927 121.83 121.89 120.91 121.20 -0.54 1 1,487 -5
Jun06 050927 122.20 122.20 121.71 121.88 -0.54 0 399 +20
Total Volume and Open Interest 5,389 130,422 +122
Mexican Peso(CME)
Sep05 050919 9190.0 9200.0 9190.0 9200.0 -17.0 180 47,477 -203
Dec05 050927 9047.0 9080.0 9047.0 9065.0 -10.0 4,898 78,558 +115
Total Volume and Open Interest 4,953 79,659 +148
30-Year T-Bonds(CBOT)
Dec05 050927 114~20 115~00 114~09 114~18 -0~03 208,822 541,185 +7,887
Mar06 050927 113~27 114~20 113~25 114~08 -0~03 107 1,384 -15
Jun06 050927 114~04 114~04 114~04 114~04 -0~03 0 18 +0
Total Volume and Open Interest 208,930 542,589 +7,874
10-Year T-Notes(CBOT)
Dec05 050927 110~115 110~180 110~030 110~085 -0~030 664,438 1,588,475 +26,391
Mar06 050927 109~245 110~105 109~245 110~030 -0~030 1,991 9,329 +533
Total Volume and Open Interest 666,429 1,597,825 +26,924
5-Year T-Notes(CBOT)
Dec05 050927 107~055 107~120 107~025 107~065 -0~020 409,140 0 +0
Mar06 050927 107~020 107~020 107~020 107~020 -0~020 0 1,000 +0
Jun06 050927 106~270 106~270 106~270 106~270 -0~020      
Total Volume and Open Interest 409,140 1,000 +0
2 Year T-Notes(CBOT)
Dec05 050927 103~017 103~025 103~009 103~016 -0~008 4,818 320,429 -2,133
Total Volume and Open Interest 5,269 337,357 -3,381
Eurodollars(CME)
Dec05 050927 95.695 95.715 95.675 95.690 -0.030 41,652 1,101,486 -12,515
Mar06 050927 95.580 95.615 95.540 95.565 -0.040 27,767 1,146,798 +13,077
Jun06 050927 95.535 95.575 95.500 95.525 -0.040 26,004 1,096,426 +27,873
Sep06 050927 95.545 95.565 95.475 95.510 -0.035 251,594 762,768 +14,016
Dec06 050927 95.495 95.535 95.465 95.495 -0.030 21,983 695,689 +15,125
Mar07 050927 95.505 95.535 95.490 95.510 -0.025 23,145 509,736 +7,176
Jun07 050927 95.500 95.530 95.480 95.505 -0.025 17,563 412,377 +4,173
Sep07 050927 95.485 95.515 95.475 95.495 -0.025 17,204 307,140 -464
Dec07 050927 95.455 95.475 95.445 95.465 -0.025 6,632 245,590 +3,171
Mar08 050927 95.450 95.470 95.445 95.460 -0.025 6,991 215,979 +1,096
Jun08 050927 95.430 95.450 95.425 95.440 -0.025 14,273 208,995 -1,184
Sep08 050927 95.420 95.420 95.395 95.415 -0.020 6,245 201,059 +538
Dec08 050927 95.385 95.385 95.355 95.380 -0.015 4,040 136,383 +640
Mar09 050927 95.365 95.365 95.345 95.365 -0.015 4,527 120,631 +61
Jun09 050927 95.340 95.345 95.315 95.335 -0.015 3,672 119,314 +448
Sep09 050927 95.305 95.310 95.290 95.305 -0.010 4,518 111,162 +810
Dec09 050927 95.285 95.285 95.250 95.260 -0.010 2,516 70,123 -250
Mar10 050927 95.265 95.265 95.230 95.245 -0.005 4,593 48,497 -740
Total Volume and Open Interest 270,505 7,761,344 +61,715
3-Mth Euro-Yen(CME)
Sep05 050916 99.91 99.91 99.91 99.91 unch 6 5,604 +0
Dec05 050927 99.89 99.89 99.89 99.89 unch 205 6,495 +710
Mar06 050927 99.83 99.83 99.83 99.83 unch 359 8,228 +159
Jun06 050927 99.75 99.75 99.75 99.75 unch 71 7,191 +41
Sep06 050927 99.65 99.65 99.65 99.65 unch 109 3,829 -1
Dec06 050927 99.56 99.56 99.56 99.56 -0.01 89 6,453 +112
Mar07 050927 99.48 99.48 99.48 99.48 unch 0 6,013 -53
Jun07 050927 99.40 99.40 99.40 99.40 unch 0 433 +0
Sep07 050927 99.32 99.32 99.32 99.32 unch 0 395 +0
Dec07 050927 99.21 99.21 99.21 99.21 -0.02 0 27 +0
Total Volume and Open Interest 833 39,374 +968
3-Mth Euro-Yen(SIMEX)
Dec05 050927 99.89 99.90 99.89 99.89 unch 3,356 83,664 +834
Mar06 050927 99.83 99.83 99.82 99.83 unch 696 57,045 +72
Jun06 050927 99.74 99.75 99.74 99.74 unch 1,343 55,824 +617
Sep06 050927 99.66 99.67 99.65 99.65 -0.01 3,334 37,033 +580
Dec06 050927 99.57 99.58 99.56 99.56 -0.02 545 65,618 +262
Mar07 050927 99.50 99.50 99.47 99.47 -0.02 514 27,587 +212
Jun07 050927 99.39 99.39 99.38 99.39 -0.01 40 15,178 +0
Sep07 050927 99.29 99.29 99.28 99.29 -0.01 0 1,209 +0
Total Volume and Open Interest 9,828 397,564 +2,577
German Euro-Bund(EUREX)
Dec05 050927 122.75 122.99 122.57 122.77 unch 1,087,421 1,347,546 +15,101
Mar06 050927 123.05 123.33 122.97 123.12 -0.01 2,472 3,739 +1,386
Jun06 050927 122.67 122.67 122.35 122.35 -0.02      
Total Volume and Open Interest 1,089,893 1,351,285 +16,487
German Euro-Bobl(EUREX)
Dec05 050927 114.30 114.40 114.18 114.25 -0.06 567,015 807,837 -1,507
Mar06 050927 114.61 114.61 114.61 114.61 -0.06 0 872 -1
Jun06 050927 113.95 113.95 113.95 113.95 -0.06      
Total Volume and Open Interest 567,015 808,709 -1,508
Long Gilt(LIFFE)
Sep05 050927 112~29 113~04 112~29 112~32 0~00 26 11,869 -26
Dec05 050927 112~21 112~30 112~17 112~23 unch 55,115 209,341 -1,182
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 050927 95.48 95.48 95.44 95.45 -0.02 26,790 324,770 -1,984
Mar06 050927 95.57 95.58 95.52 95.53 -0.04 51,487 359,613 +8,863
Jun06 050927 95.61 95.62 95.54 95.55 -0.06 41,986 261,110 +11,050
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 050927 97.810 97.815 97.800 97.810 unch 118,590 621,017 +8,675
Mar06 050927 97.750 97.765 97.735 97.745 -0.010 171,888 618,732 -13,492
Jun06 050927 97.665 97.675 97.635 97.650 -0.015 195,280 439,196 -4,668
Total Volume and Open Interest 852,363 2,870,563 -8,690
3-Mth Aus T-Bills(SFE)
Dec05 050927 94.36 94.37 94.34 94.36 -0.02 14,950 154,444 +587
Mar06 050927 94.34 94.35 94.31 94.32 -0.03 29,121 176,493 +5,362
Jun06 050927 94.34 94.36 94.33 94.34 -0.03 13,502 86,285 -342
Sep06 050927 94.36 94.37 94.33 94.35 -0.03 3,462 32,765 +1,142
Dec06 050927 94.35 94.35 94.33 94.33 -0.04 1,597 27,444 +918
Mar07 050927 94.32 94.33 94.30 94.31 -0.04 2,644 19,057 -348
Jun07 050927 94.29 94.31 94.27 94.28 -0.05 1,177 31,999 +765
Sep07 050927 94.29 94.29 94.26 94.26 -0.05 2 5,557 +0
Dec07 050927 94.24 94.24 94.23 94.23 -0.07 500 3,794 +110
Mar08 050927 94.23 94.23 94.22 94.22 -0.07 0 1,323 +0
Total Volume and Open Interest 66,960 540,889 +8,199
10-Year Aus T-Bonds(SFE)
Dec05 050927 94.68 94.70 94.64 94.66 -0.06 28,479 280,595 +893
Mar06 050927 94.69 94.69 94.69 94.69 -0.06      
Total Volume and Open Interest 28,479 280,595 +893
3-Year Aus T-Bonds(SFE)
Dec05 050927 94.73 94.76 94.71 94.72 -0.05 99,797 348,789 +4,736
Mar06 050927 94.74 94.74 94.74 94.74 -0.05      
Total Volume and Open Interest 99,797 348,789 +4,736
Gold(CMX)
Oct05 050927 463.0 464.3 458.5 462.9 -3.3 2,149 21,560 -561
Dec05 050927 466.8 468.0 461.2 466.2 -3.3 61,123 295,617 +7,125
Feb06 050927 471.3 471.3 465.0 469.7 -3.3 752 11,210 +117
Apr06 050927 473.0 473.2 473.0 473.2 -3.3 48 5,743 +8
Jun06 050927 477.5 477.5 472.6 476.7 -3.3 40 10,638 +13
Aug06 050927 478.0 480.2 478.0 480.2 -3.3 36 1,500 +15
Oct06 050927 483.8 483.8 483.8 483.8 -3.3 16 2,481 +16
Dec06 050927 488.0 488.1 483.0 487.3 -3.3 32 5,811 +9
Feb07 050927 490.9 490.9 490.9 490.9 -3.2 0 4,791 +0
Apr07 050927 494.5 494.5 494.5 494.5 -3.2 0 100 +0
Jun07 050927 498.0 498.0 498.0 498.0 -3.2 2 4,211 -2
Total Volume and Open Interest 64,198 369,967 +6,740
Silver(CMX)
Sep05 050927 732.0 732.0 727.1 727.1 -3.6 3 286 -68
Dec05 050927 733.5 736.0 724.0 732.8 -3.7 20,535 91,910 +1,141
Mar06 050927 740.0 740.0 734.0 738.3 -3.7 1,067 6,866 +192
May06 050927 740.5 740.5 740.5 740.5 -3.7 1 1,378 +0
Jul06 050927 734.0 742.6 734.0 742.6 -3.6 545 6,710 -290
Sep06 050927 744.1 744.1 744.1 744.1 -3.6 487 2,219 +260
Dec06 050927 741.0 746.3 741.0 746.3 -3.2 64 7,615 +44
Total Volume and Open Interest 22,820 120,054 +1,389
Platinum(NYM)
Oct05 050927 920.0 920.0 916.0 918.0 +0.5 3,110 6,982 -1,915
Jan06 050927 920.0 921.8 916.0 920.9 +3.4 2,241 5,694 +1,256
Apr06 050927 913.5 920.9 913.5 920.9 +5.9 50 178 +37
Total Volume and Open Interest 5,401 12,854 -622
Palladium(NYME)
Sep05 050927 198.10 198.10 198.10 198.10 +2.00 2 81 -51
Dec05 050927 197.00 201.00 196.00 199.75 +2.00 826 13,155 +34
Mar06 050927 199.00 201.75 199.00 201.75 +2.00 50 181 +50
Total Volume and Open Interest 878 13,420 +33
Copper(CMX)
Sep05 050927 183.00 184.60 182.30 183.80 -0.30 1,317 2,400 -476
Dec05 050927 171.70 173.60 171.50 172.80 -0.85 8,263 77,457 +1,285
Mar06 050927 164.40 165.30 164.40 164.80 -0.95 674 8,497 +225
May06 050927 160.00 160.00 158.80 158.80 -1.45 224 2,067 +186
Jul06 050927 153.50 154.70 153.30 153.30 -1.45 19 1,389 +11
Total Volume and Open Interest 12,220 104,239 +1,660
Aluminum(CMX)
Sep05 050927 86.10 86.10 86.10 86.10 -2.90 6 6 +0
Oct05 050927 86.55 86.55 86.55 86.55 -2.90 6 986 +6
Nov05 050927 86.75 86.75 86.75 86.75 -2.90 0 596 +0
Dec05 050927 87.25 87.25 87.25 87.25 -2.90 0 1,678 +0
Jan06 050927 86.95 86.95 86.95 86.95 -2.90 0 70 +0
Feb06 050927 86.70 86.70 86.70 86.70 -2.90 0 70 +0
Total Volume and Open Interest 12 3,671 +6
DJIA Index(CBOT)
Sep05 050915 10565 10580 10525 10555 +3 5,276 17,984 -4,641
Dec05 050927 10480 10530 10447 10495 +8 6,108 34,344 +516
Mar06 050927 10539 10539 10539 10539 +10 3 15 +2
Total Volume and Open Interest 6,111 34,359 +518
S & P 500(CME)
Dec05 050927 1221.10 1226.00 1216.20 1221.70 +0.20 29,047 624,307 -1,286
Mar06 050927 1228.00 1228.70 1228.00 1228.70 +0.30 331 5,343 +26
Jun06 050927 1236.50 1236.50 1236.50 1236.50 +0.30 132 1,438 +107
Sep06 050927 1244.00 1244.00 1244.00 1244.00 +0.30 0 56 +0
Total Volume and Open Interest 29,510 631,167 -1,153
S & P 500 E-Mini(Globex)
Dec05 050927 1221.50 1226.00 1216.00 1221.75 +0.25 856,117 944,518 +24,856
Mar06 050927 1228.75 1232.00 1224.00 1228.75 +0.25 303 484 +209
Total Volume and Open Interest 856,420 945,002 +25,065
NASDAQ 100(CME)
Dec05 050927 1586.00 1590.00 1574.00 1581.50 -5.50 5,514 56,179 +941
Mar06 050927 1594.50 1594.50 1594.50 1594.50 -5.50 0 7 +0
Jun06 050927 1607.50 1607.50 1607.50 1607.50 -5.50      
Total Volume and Open Interest 5,514 56,186 +941
NASDAQ 100 E-Mini(Globex)
Dec05 050927 1586.50 1591.00 1574.00 1581.50 -5.50 238,842 261,246 +2,154
Mar06 050927 1596.00 1597.00 1594.50 1594.50 -5.50 44 123 +8
Total Volume and Open Interest 238,886 261,369 +2,162
S & P Midcap 400(CME)
Dec05 050927 708.50 710.00 704.25 707.80 -1.60 124 12,639 +1
Mar06 050927 711.80 711.80 711.80 711.80 -1.60      
Jun06 050927 714.80 714.80 714.80 714.80 -1.60      
Total Volume and Open Interest 93 12,639 +0
Russell 2000(CME)
Dec05 050927 662.00 665.25 657.25 661.60 -1.70 1,353 31,186 +136
Mar06 050927 666.10 666.10 666.10 666.10 -1.70      
Jun06 050927 669.10 669.10 669.10 669.10 -1.70      
Total Volume and Open Interest 1,353 31,186 +136
Russell 2000 E-Mini(Globex)
Sep05 050916 665.00 669.55 664.90 669.55 +4.95 21,391 87,294 -21,553
Dec05 050927 663.40 665.90 656.80 661.60 -1.70 106,011 219,617 +208
Mar06 050927 665.80 666.10 665.80 666.10 -1.70 35 61 +34
Total Volume and Open Interest 106,046 219,678 +242
Value Line(KCBT)
Dec05 050927 1852.50 1868.50 1852.50 1863.00 -6.00 0 84 -4
Total Volume and Open Interest 0 84 -4
Nikkei 225(CME)
Dec05 050927 13335 13365 13280 13320 +185 40,680 231,376 -513
Mar06 050927 13305 13345 13280 13305 +195 1 16 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 050927 13335 13365 13280 13320 +185 40,680 231,376 -513
Mar06 050927 13305 13345 13280 13305 +195 1 16 +0
Jun06 050927 13245 13245 13245 13245 +200      
Total Volume and Open Interest 40,702 231,829 -513
CAC 40(MATIF)
Sep05 050916 4477.5 4525.5 4475.0 4518.5 +42.0 289,810 543,545 -9,249
Oct05 050927 4566.5 4570.0 4544.0 4552.0 -19.5 51,507 382,614 +6,400
Nov05 050927 4569.5 4571.0 4552.0 4558.5 -19.5 554 2,032 +388
Total Volume and Open Interest 53,084 477,548 +7,044
Hang Seng Index(HKFE)
Sep05 050927 15250 15316 15180 15205 -84 43,870 106,400 -2,133
Oct05 050927 15290 15360 15227 15247 -83 18,524 8,648 +1,740
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 050927 5005.5 5016.5 4981.0 5004.0 +2.0 128,612 189,961 +7,113
Mar06 050927 5026.5 5043.0 5009.0 5031.5 +2.0 672 9,190 +202
Jun06 050927 5061.5 5070.5 5037.5 5061.0 +3.0 236 247 +133
Total Volume and Open Interest 129,520 199,398 +7,448
FT-SE 100(LIFFE)
Dec05 050927 5474.50 5496.50 5466.50 5471.00 -3.50 51,397 434,175 +3,202
Mar06 050927 5485.50 5500.00 5479.50 5479.50 -3.00 42 5,327 -2
Jun06 050927 5502.00 5502.00 5487.00 5487.00 -3.00 0 13,782 +0
Total Volume and Open Interest 51,439 453,284 +3,200
SPI 200(SFE)
Sep05 050916 4499.6 4499.6 4499.6 4499.6 -0.4 5,494 76,211 -54,183
Dec05 050927 4641.0 4675.0 4636.0 4653.0 +5.0 17,952 195,742 +3,720
Mar06 050927 4658.0 4667.0 4649.0 4656.0 +7.0 10 4,318 -58
Total Volume and Open Interest 17,964 204,519 +3,662
GSCI(CME)
Oct05 050927 460.60 463.50 459.40 460.00 -3.20 148 17,799 +8
Nov05 050927 462.75 462.75 462.75 462.75 -1.25 1 1 +1
Dec05 050927 466.75 466.75 466.75 466.75 -1.25 0 4 +0
Total Volume and Open Interest 149 17,804 +9
Reuters CRB Index(NYBOT)
Nov05 050927 325.00 326.50 325.00 326.50 +1.50 33 387 -4
Jan06 050927 326.00 326.00 326.00 326.00 +1.50 3 421 +1
Feb06 050927 324.50 324.50 324.50 324.50 +1.50 0 6 +0
Total Volume and Open Interest 36 1,018 -3
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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