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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed September 28, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 050928 559.00 564.50 558.00 562.75 +5.25 41,360 163,606 -2,550
Jan06 050928 568.00 573.75 567.50 572.25 +5.50 7,843 32,631 +1,782
Mar06 050928 576.00 581.50 575.50 580.25 +6.00 3,618 19,826 +272
May06 050928 582.00 587.00 581.50 585.75 +5.75 1,099 16,494 +39
Jul06 050928 586.00 591.50 585.50 590.50 +5.50 2,120 12,219 +240
Aug06 050928 588.50 588.50 587.00 587.00 +5.00 29 413 +16
Sep06 050928 587.00 587.00 587.00 587.00 +1.50 23 123 +0
Total Volume and Open Interest 57,401 253,289 -337
Soybean Meal(CBOT)
Oct05 050928 169.00 170.30 168.80 169.50 +1.10 9,006 11,826 -2,412
Dec05 050928 171.00 172.70 170.80 171.90 +1.10 15,215 62,460 +2,489
Jan06 050928 172.70 174.20 172.60 173.50 +1.00 2,018 12,064 -127
Mar06 050928 175.30 176.50 174.80 175.60 +0.50 2,359 10,973 +72
May06 050928 176.80 178.30 176.50 176.90 +0.60 1,069 12,832 -98
Jul06 050928 178.60 180.50 178.60 179.10 +0.50 1,518 9,108 +669
Aug06 050928 181.00 181.50 178.50 179.00 unch 420 2,377 +73
Sep06 050928 181.50 182.50 179.60 179.80 -0.70 210 2,206 +52
Total Volume and Open Interest 31,956 126,728 +725
Soybean Oil(CBOT)
Oct05 050928 22.17 22.50 22.07 22.42 +0.33 9,396 10,190 -2,346
Dec05 050928 22.39 22.76 22.31 22.68 +0.40 25,302 86,760 +2,496
Jan06 050928 22.55 22.96 22.50 22.88 +0.39 2,186 10,556 -144
Mar06 050928 22.75 23.15 22.63 23.10 +0.46 1,181 8,834 +211
May06 050928 22.85 23.25 22.80 23.25 +0.44 990 10,300 +343
Jul06 050928 23.05 23.40 23.02 23.40 +0.49 1,231 8,791 +150
Aug06 050928 23.25 23.40 23.25 23.40 +0.45 44 1,095 +42
Sep06 050928 23.40 23.45 23.30 23.45 +0.45 40 1,124 +26
Total Volume and Open Interest 40,470 142,061 +857
Canola(WCE)
Nov05 050928 252.0 254.5 251.8 252.7 -0.6 9,254 33,463 -2,382
Jan06 050928 262.0 262.8 260.6 261.8 -0.4 3,091 26,438 +2,069
Mar06 050928 270.0 270.0 265.0 267.9 -1.2 256 3,050 +82
May06 050928 273.2 276.9 271.6 276.1 -1.1 64 1,485 -2
Jul06 050928 280.0 282.2 275.4 282.2 unch 76 695 +25
Total Volume and Open Interest 12,864 68,836 -171
Corn(CBOT)
Dec05 050928 203.00 205.25 202.75 203.25 unch 40,898 465,686 -4,807
Mar06 050928 216.00 218.00 215.50 216.00 unch 8,895 133,892 +892
May06 050928 223.50 225.00 223.00 223.50 unch 2,545 30,003 +934
Jul06 050928 230.00 231.50 229.50 229.75 -0.25 2,838 42,801 -24
Sep06 050928 237.50 238.25 236.75 236.75 unch 334 6,652 +258
Dec06 050928 245.50 247.00 245.00 245.50 unch 2,265 34,789 +389
Total Volume and Open Interest 58,015 720,221 -2,256
Wheat(CBOT)
Dec05 050928 327.00 331.75 326.50 328.75 +1.75 17,696 213,841 -4,080
Mar06 050928 340.50 345.75 340.50 343.25 +1.75 2,670 39,266 +178
May06 050928 349.00 352.00 347.50 349.50 +1.25 51 1,904 +37
Jul06 050928 354.50 358.50 354.00 356.00 +1.25 1,978 24,470 -58
Sep06 050928 361.00 363.50 360.50 362.00 +1.00 56 687 +12
Total Volume and Open Interest 22,777 281,887 -3,728
Wheat(KCBT)
Dec05 050928 366.50 368.00 362.50 368.00 +0.75 7,148 61,576 -132
Mar06 050928 366.00 368.50 364.00 368.00 +1.00 3,057 23,359 +96
May06 050928 362.50 366.00 361.00 366.00 +3.00 63 2,115 +31
Jul06 050928 359.50 363.50 359.00 363.50 +3.25 3,054 13,676 +469
Sep06 050928 365.00 367.00 364.00 365.00 +1.00 11 363 +0
Total Volume and Open Interest 13,337 101,256 +464
Wheat(MGE)
Dec05 050928 371.00 373.00 366.50 372.75 +1.50 3,221 18,047 -33
Mar06 050928 370.00 373.00 367.00 372.25 +1.00 603 9,121 +24
May06 050928 371.00 371.50 370.00 371.00 +1.50 98 1,532 +13
Jul06 050928 367.50 373.00 367.00 373.00 +4.75 279 835 -31
Sep06 050928 368.00 370.00 368.00 370.00 +2.00 15 143 +7
Total Volume and Open Interest 4,229 29,759 -16
Oats(CBOT)
Dec05 050928 155.00 156.00 154.00 154.75 -0.50 761 5,527 -43
Mar06 050928 162.00 162.00 161.50 161.75 -0.75 73 316 +12
May06 050928 166.75 166.75 166.75 166.75 -0.75 0 42 +0
Jul06 050928 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 834 5,888 -31
Rough Rice(CBOT)
Nov05 050928 7.15 7.32 7.14 7.31 +0.20 165 4,820 -32
Jan06 050928 7.35 7.53 7.35 7.53 +0.20 123 962 +22
Mar06 050928 7.63 7.73 7.63 7.73 +0.19 11 585 +11
May06 050928 7.93 7.93 7.93 7.93 +0.19 0 39 +0
Total Volume and Open Interest 299 6,407 +1
Live Cattle(CME)
Oct05 050928 87.450 87.775 86.900 87.125 -0.300 9,094 25,961 -2,367
Dec05 050928 89.250 89.400 88.350 88.725 -0.350 12,183 86,112 +2,013
Feb06 050928 90.600 90.900 90.050 90.550 unch 3,174 28,340 +37
Apr06 050928 88.050 88.475 87.700 88.125 +0.025 565 8,499 +320
Jun06 050928 83.375 83.750 83.000 83.500 +0.125 305 3,899 +139
Aug06 050928 82.500 82.950 82.500 82.900 +0.100 33 1,857 +9
Total Volume and Open Interest 25,355 154,724 +152
Feeder Cattle(CME)
Sep05 050928 116.150 116.200 116.000 116.125 +0.125 382 2,413 -96
Oct05 050928 114.500 115.200 114.150 114.450 -0.100 1,810 10,835 -291
Nov05 050928 113.800 114.400 113.400 113.775 +0.025 1,899 11,680 +732
Jan06 050928 110.600 111.350 110.350 110.900 +0.150 587 4,370 +215
Mar06 050928 105.750 106.150 105.425 106.100 +0.300 19 487 +8
Apr06 050928 104.025 104.750 104.000 104.450 +0.450 25 347 +1
May06 050928 103.700 104.150 103.700 104.150 +0.450 7 195 +2
Total Volume and Open Interest 4,740 30,350 +579
Lean Hogs(CME)
Oct05 050928 65.350 66.025 65.150 65.950 +0.625 6,575 18,435 -1,740
Dec05 050928 62.150 63.425 62.100 63.100 +0.825 7,131 62,954 +1,479
Feb06 050928 64.300 65.250 64.250 65.150 +0.750 2,431 19,308 +403
Apr06 050928 63.750 64.600 63.750 64.550 +0.675 1,018 6,071 +322
May06 050928 63.650 64.650 63.650 64.575 +0.700 173 1,346 +17
Jun06 050928 66.750 67.350 66.650 67.325 +0.450 188 1,940 +109
Jul06 050928 63.600 64.200 63.500 64.100 +0.500 57 792 +24
Aug06 050928 60.200 60.700 60.150 60.700 +0.525 39 451 +32
Total Volume and Open Interest 17,620 111,504 +646
Pork Bellies(CME)
Feb06 050928 89.600 91.100 89.600 89.850 +0.550 319 1,006 +67
Mar06 050928 90.000 90.000 89.600 89.600 +0.700 3 46 +0
May06 050928 92.200 92.200 92.200 92.200 +0.600 1 21 +1
Jul06 050928 93.000 93.000 93.000 93.000 +0.250 0 5 +0
Aug06 050928 92.000 92.000 92.000 92.000 unch 5 7 +5
Total Volume and Open Interest 328 1,085 +73
Class III Milk(CME)
Sep05 050928 14.27 14.27 14.27 14.27 unch 15 3,256 -2
Oct05 050928 14.30 14.38 14.30 14.35 -0.04 27 2,586 +0
Nov05 050928 13.64 13.64 13.50 13.58 -0.07 56 1,955 +28
Dec05 050928 13.35 13.35 13.31 13.32 -0.07 26 1,775 -5
Jan06 050928 12.81 12.83 12.81 12.83 +0.02 8 1,228 +1
Total Volume and Open Interest 239 20,061 +99
Cocoa(NYBOT)
Dec05 050928 1353 1377 1353 1373 +22 5,387 54,091 +970
Mar06 050928 1400 1412 1397 1410 +20 1,183 28,434 +520
May06 050928 1420 1435 1420 1432 +20 54 8,031 +25
Jul06 050928 1445 1453 1445 1453 +20 23 8,760 -64
Sep06 050928 1465 1474 1465 1474 +19 0 10,668 +0
Dec06 050928 1500 1500 1500 1500 +20 31 6,938 -4
Mar07 050928 1523 1523 1523 1523 +19 0 7,784 +34
Total Volume and Open Interest 6,678 125,462 +1,481
Coffee "C"(NYBOT)
Dec05 050928 88.50 93.00 88.25 92.90 +4.75 8,347 62,218 -147
Mar06 050928 91.90 96.45 91.90 96.30 +4.60 1,533 15,646 +32
May06 050928 94.10 98.70 94.10 98.40 +4.55 227 3,436 +17
Jul06 050928 96.25 100.50 96.25 100.50 +4.50 347 3,038 +19
Sep06 050928 98.75 102.50 98.70 102.50 +4.50 27 1,175 +15
Dec06 050928 102.50 105.30 102.30 105.30 +4.30 67 704 -22
Total Volume and Open Interest 10,581 86,506 -92
Orange Juice(NYBOT)
Nov05 050928 100.90 100.90 99.70 100.50 -0.60 2,463 15,925 -375
Jan06 050928 102.75 102.75 101.90 102.50 -0.60 268 4,363 +141
Mar06 050928 104.50 104.70 104.50 104.70 -0.45 11 2,498 -2
May06 050928 106.00 106.00 106.00 106.00 -0.65 38 302 +35
Jul06 050928 107.50 107.50 107.50 107.50 -0.65 10 106 +3
Total Volume and Open Interest 2,790 23,204 -198
Sugar #11(NYBOT)
Oct05 050928 10.87 11.20 10.82 11.13 +0.21 19,960 33,016 -5,532
Mar06 050928 10.96 11.29 10.96 11.25 +0.18 48,099 312,789 +9,035
May06 050928 10.88 11.23 10.87 11.20 +0.24 5,131 43,973 -965
Jul06 050928 10.66 11.05 10.66 11.03 +0.27 3,963 34,400 -129
Oct06 050928 10.65 11.06 10.65 11.04 +0.31 2,681 18,339 +633
Total Volume and Open Interest 81,086 460,099 +3,513
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050928 21.50 21.50 21.45 21.48 +0.03 1,709 1,722 -939
Jan06 050928 21.25 21.25 21.25 21.25 +0.05 118 2,296 -93
Mar06 050928 21.12 21.18 21.12 21.18 +0.06 4 2,059 -1
May06 050928 21.12 21.15 21.12 21.15 +0.05 14 2,195 -2
Total Volume and Open Interest 1,853 11,293 -1,154
London Cocoa(LCE)
Sep05 050915 824 825 800 800 -35 14,237 3,189 -14,060
Dec05 050928 805 826 804 823 +16 3,050 81,161 +276
Mar06 050928 827 845 824 842 +15 2,385 45,353 -1,042
May06 050928 841 859 839 855 +14 24 11,412 -11
Jul06 050928 854 870 854 869 +14 960 22,199 +160
Sep06 050928 868 884 867 882 +14 837 12,759 -474
Dec06 050928 881 895 881 895 +14 223 14,130 -63
Total Volume and Open Interest 7,479 189,740 -1,154
London Coffee(LCE)
Sep05 050928 839.00 863.00 839.00 855.00 +21.00 27 49 -27
Nov05 050928 857.00 883.00 848.00 877.00 +21.00 3,564 60,974 -418
Jan06 050928 875.00 899.00 870.00 896.00 +21.00 3,019 60,844 +517
Mar06 050928 892.00 920.00 889.00 914.00 +20.00 688 30,262 +185
May06 050928 910.00 930.00 910.00 930.00 +20.00 776 9,673 +500
Jul06 050928 937.00 945.00 935.00 945.00 +19.00 108 4,060 +106
Total Volume and Open Interest 8,182 167,677 +863
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 050928 301.00 303.00 295.70 300.00 unch 1,902 21,348 -349
Mar06 050928 301.00 305.00 297.00 303.00 +2.10 1,607 13,809 +357
May06 050928 300.00 304.30 300.00 303.50 +2.50 702 5,121 +202
Aug06 050928 302.70 307.30 299.90 306.00 +3.00 560 2,582 -8
Total Volume and Open Interest 5,053 48,149 +243
Cotton(NYBOT)
Oct05 050928 53.00 53.00 51.85 52.70 +0.70 32 179 -26
Dec05 050928 54.00 54.45 53.20 53.91 -0.18 22,023 78,884 +1,668
Mar06 050928 55.10 55.70 54.70 55.32 +0.24 4,718 23,523 +1,774
May06 050928 55.70 56.20 55.60 56.10 +0.35 114 2,163 +73
Jul06 050928 56.45 56.78 56.40 56.78 +0.30 133 2,144 +30
Oct06 050928 57.85 57.85 57.85 57.85 -0.10 0 1 +0
Total Volume and Open Interest 27,032 107,674 +3,521
Lumber(CME)
Nov05 050928 316.0 316.0 307.5 307.5 -10.0 670 2,965 -61
Jan06 050928 321.5 321.5 313.8 314.4 -9.4 139 545 -11
Mar06 050928 325.6 326.0 322.0 323.0 -6.9 37 195 -9
May06 050928 333.0 333.0 325.0 325.0 -8.0 15 61 -1
Total Volume and Open Interest 861 3,795 -82
Crude Oil(NYM)
Nov05 050928 65.25 67.40 64.70 66.35 +1.28 82,207 238,645 -1,499
Dec05 050928 65.65 67.40 65.00 66.46 +1.11 53,519 150,257 +4,000
Jan06 050928 66.05 67.65 65.65 66.77 +0.94 14,240 54,184 -594
Feb06 050928 66.30 67.55 66.30 67.08 +0.87 4,094 24,142 +555
Mar06 050928 66.85 68.00 66.35 67.31 +0.83 2,240 27,972 -182
Apr06 050928 68.15 68.15 67.43 67.43 +0.81 1,536 13,121 -52
May06 050928 67.50 67.50 67.45 67.45 +0.80 1,392 13,849 +289
Jun06 050928 66.80 68.30 66.30 67.41 +0.79 4,455 39,754 -490
Jul06 050928 67.35 67.35 67.35 67.35 +0.78 304 9,669 +284
Aug06 050928 67.26 67.26 67.26 67.26 +0.76 68 7,324 +43
Sep06 050928 67.16 67.16 67.16 67.16 +0.74 500 8,488 +358
Oct06 050928 67.04 67.04 67.04 67.04 +0.72 0 5,188 +0
Nov06 050928 66.90 66.90 66.90 66.90 +0.70 0 7,422 +0
Dec06 050928 66.20 67.30 66.00 66.76 +0.68 2,956 54,647 -156
Jan07 050928 66.49 66.49 66.49 66.49 +0.66 0 8,783 +0
Feb07 050928 66.29 66.29 66.29 66.29 +0.65 0 3,127 +0
Total Volume and Open Interest 171,979 851,214 +3,171
Heating Oil(NYM)
Oct05 050928 208.50 216.00 207.00 214.11 +7.25 19,794 13,363 -5,007
Nov05 050928 211.50 218.00 209.00 216.86 +7.46 24,868 67,185 +1,796
Dec05 050928 213.00 219.50 212.25 218.46 +7.16 7,122 26,091 +1,031
Jan06 050928 215.00 221.50 213.50 219.56 +6.86 4,741 18,890 +449
Feb06 050928 213.50 220.75 213.50 218.61 +6.36 1,293 13,833 -83
Mar06 050928 214.50 216.50 214.50 214.71 +5.46 1,611 10,843 +63
Apr06 050928 206.30 208.75 206.30 207.46 +4.81 574 5,797 -91
May06 050928 203.00 203.00 201.21 201.21 +4.06 759 4,048 +626
Jun06 050928 194.50 198.00 194.50 196.76 +3.71 283 5,532 -131
Jul06 050928 196.21 196.21 196.21 196.21 +3.56 560 3,106 +537
Aug06 050928 196.76 196.76 196.76 196.76 +3.46 0 561 -5
Sep06 050928 198.50 198.50 198.01 198.01 +3.36 0 1,254 +0
Total Volume and Open Interest 61,655 174,458 -765
Unleaded Gas(NYM)
Oct05 050928 219.50 235.00 217.00 233.93 +17.29 24,046 19,542 -4,039
Nov05 050928 213.00 219.50 208.00 217.58 +8.43 28,001 65,809 +4,939
Dec05 050928 201.00 205.30 199.00 203.58 +4.58 6,127 24,250 +892
Jan06 050928 197.00 200.00 195.00 198.63 +3.43 1,833 12,904 +39
Feb06 050928 196.00 196.18 196.00 196.18 +2.53 809 5,381 +132
Mar06 050928 195.00 195.50 194.00 194.98 +2.03 337 4,763 +19
Apr06 050928 205.00 205.00 203.78 203.78 +1.73 147 4,673 +0
May06 050928 203.63 203.63 203.63 203.63 +1.68 225 2,925 +91
Jun06 050928 202.78 202.78 202.78 202.78 +1.63 667 3,113 +430
Jul06 050928 201.38 201.38 201.38 201.38 +1.53 3 1,398 -3
Aug06 050928 199.23 199.23 199.23 199.23 +1.43 0 1,570 +0
Sep06 050928 196.38 196.38 196.38 196.38 +1.38 0 153 +0
Total Volume and Open Interest 62,450 146,536 +2,555
Natural Gas(NYM)
Oct05 050928 12.630 14.600 12.550 13.907 +1.251 37,684 13,651 -33,067
Nov05 050928 13.100 14.200 12.990 14.100 +0.980 23,744 85,119 -82
Dec05 050928 13.705 14.650 13.600 14.570 +0.860 8,291 46,320 +375
Jan06 050928 14.000 14.875 13.926 14.875 +0.835 5,323 46,872 -196
Feb06 050928 13.860 14.800 13.795 14.665 +0.805 1,763 26,375 -772
Mar06 050928 13.440 14.300 13.370 14.215 +0.775 3,532 49,692 -859
Apr06 050928 10.800 11.415 10.800 11.415 +0.595 3,668 29,218 -542
May06 050928 10.310 10.885 10.310 10.885 +0.575 2,450 25,103 -659
Jun06 050928 10.337 10.905 10.337 10.905 +0.568 170 9,436 +6
Jul06 050928 10.410 10.942 10.410 10.942 +0.562 709 13,240 +282
Aug06 050928 10.450 10.984 10.450 10.984 +0.557 337 14,459 +93
Sep06 050928 10.407 10.958 10.407 10.958 +0.551 356 10,993 +117
Oct06 050928 10.439 10.985 10.439 10.985 +0.546 202 21,238 -88
Nov06 050928 10.880 11.405 10.880 11.405 +0.536 1,010 8,861 +896
Dec06 050928 11.300 11.815 11.300 11.815 +0.531 1,120 11,347 +973
Jan07 050928 11.600 12.115 11.600 12.115 +0.526 419 10,786 +275
Total Volume and Open Interest 93,249 537,929 -31,641
Brent Crude Oil(ICE)
Nov05 050928 62.85 64.72 62.54 63.93 +0.96 53,927 75,762 +4,786
Dec05 050928 63.91 65.53 63.41 64.77 +0.95 27,376 98,787 +2,174
Jan06 050928 64.53 66.17 64.08 65.41 +0.92 13,822 30,928 +307
Feb06 050928 64.82 66.37 64.62 65.82 +0.90 5,476 17,550 +1,332
Mar06 050928 64.99 66.46 64.92 66.04 +0.86 2,180 9,902 +745
Apr06 050928 65.22 66.84 65.18 66.15 +0.83 594 4,999 +56
May06 050928 65.23 66.84 65.23 66.16 +0.84 347 5,946 -10
Jun06 050928 65.25 66.61 65.20 66.06 +0.79 1,140 18,268 -150
Jul06 050928 65.95 65.95 65.95 65.95 +0.73 232 2,136 +100
Aug06 050928 65.01 65.86 65.01 65.86 +0.72 0 770 +0
Sep06 050928 64.93 66.48 64.93 65.76 +0.71 0 2,743 +0
Oct06 050928 65.66 65.66 65.66 65.66 +0.70 0 2,212 +0
Nov06 050928 65.56 65.56 65.56 65.56 +0.69 0 134 +0
Dec06 050928 64.52 66.26 64.52 65.46 +0.69 2,719 25,976 +221
Total Volume and Open Interest 108,309 331,230 +9,905
Gas Oil(ICE)
Oct05 050928 618.50 645.00 615.00 640.50 +18.75 22,578 43,586 -2,648
Nov05 050928 622.25 646.00 618.25 642.25 +17.00 20,246 53,073 +5,076
Dec05 050928 625.75 645.50 619.50 641.50 +14.00 9,223 37,302 +2,120
Jan06 050928 627.00 645.00 620.50 640.75 +11.75 3,073 17,696 +146
Feb06 050928 624.75 641.75 619.00 637.75 +10.75 1,273 10,438 +328
Mar06 050928 616.75 638.50 616.75 633.00 +10.00 682 11,010 +382
Apr06 050928 612.50 627.50 612.25 627.50 +9.00 46 5,976 -23
May06 050928 608.00 622.75 608.00 622.75 +8.75 29 1,344 +5
Jun06 050928 604.75 626.25 601.50 619.50 +8.50 1,126 15,270 +142
Jul06 050928 604.00 619.00 604.00 619.00 +8.00 50 693 +50
Total Volume and Open Interest 59,301 223,385 +6,303
US Dollar Index(NYBOT)
Dec05 050928 89.42 89.57 89.13 89.28 -0.11 7,485 15,541 +3,534
Mar06 050928 89.00 89.03 89.00 89.03 -0.13 5 2,028 +4
Jun06 050928 88.83 88.83 88.79 88.79 -0.15 0 3 +0
Total Volume and Open Interest 7,490 17,573 +3,538
Australian Dollar(CME)
Dec05 050928 75.59 75.71 75.32 75.59 +0.28 3,787 63,148 +1,580
Mar06 050928 75.20 75.34 75.20 75.34 +0.28 0 11 +0
Jun06 050928 75.07 75.07 75.07 75.07 +0.28 0 15 +0
Total Volume and Open Interest 3,787 63,181 +1,580
British Pound(CME)
Dec05 050928 176.40 176.56 175.85 176.39 -0.05 34,469 75,555 +0
Mar06 050928 175.70 176.62 175.70 176.20 -0.04 11 136 +19
Jun06 050928 176.19 176.19 176.19 176.19 -0.04 1 1 +0
Total Volume and Open Interest 34,473 75,674 +0
Canadian Dollar(CME)
Dec05 050928 85.15 85.50 84.80 85.32 +0.17 39,486 104,251 +0
Mar06 050928 85.30 85.69 85.00 85.55 +0.17 157 1,377 +0
Jun06 050928 85.34 85.78 85.34 85.78 +0.17 4 188 +2
Sep06 050928 86.01 86.01 86.01 86.01 +0.17 1 32 +1
Total Volume and Open Interest 39,645 105,855 +0
Japanese Yen(CME)
Dec05 050928 89.21 89.37 88.92 89.16 +0.08 35,716 135,524 +0
Mar06 050928 90.04 90.04 90.04 90.04 +0.08 6 493 +0
Jun06 050928 91.04 91.04 91.04 91.04 +0.08 0 51 +0
Total Volume and Open Interest 35,732 136,069 +0
Swiss Franc(CME)
Dec05 050928 77.92 78.02 77.60 77.85 +0.12 50,106 74,676 +0
Mar06 050928 78.48 78.48 78.48 78.48 +0.12 25 58 +0
Jun06 050928 79.14 79.14 79.14 79.14 +0.12 0 17 +0
Total Volume and Open Interest 50,131 74,831 +0
EuroFX(CME)
Dec05 050928 120.84 121.04 120.45 120.75 +0.12 90,328 128,488 +0
Mar06 050928 121.32 121.32 121.32 121.32 +0.12 77 1,487 +0
Jun06 050928 122.00 122.00 122.00 122.00 +0.12 23 399 +0
Total Volume and Open Interest 90,428 130,422 +0
Mexican Peso(CME)
Sep05 050919 9190.0 9200.0 9190.0 9200.0 -17.0 180 47,477 -203
Dec05 050928 9077.0 9120.0 9077.0 9100.0 +35.0 9,113 78,834 +276
Total Volume and Open Interest 9,153 79,975 +316
30-Year T-Bonds(CBOT)
Dec05 050928 114~26 115~11 114~10 115~05 +0~19 320,112 549,056 +7,871
Mar06 050928 114~11 115~00 114~07 114~28 +0~20 918 1,952 +568
Jun06 050928 114~24 114~24 114~24 114~24 +0~20 0 18 +0
Total Volume and Open Interest 321,030 551,028 +8,439
10-Year T-Notes(CBOT)
Dec05 050928 110~130 110~180 110~000 110~140 +0~055 929,928 1,575,300 -13,175
Mar06 050928 110~105 110~105 109~310 110~090 +0~060 631 9,709 +380
Total Volume and Open Interest 930,559 1,585,030 -12,795
5-Year T-Notes(CBOT)
Dec05 050928 107~045 107~105 107~005 107~085 +0~020 499,567 0 +0
Mar06 050928 107~040 107~040 107~040 107~040 +0~020 0 1,000 +0
Jun06 050928 106~290 106~290 106~290 106~290 +0~020      
Total Volume and Open Interest 499,567 1,000 +0
2 Year T-Notes(CBOT)
Dec05 050928 103~012 103~017 103~005 103~013 -0~003 7,834 318,401 -2,028
Total Volume and Open Interest 8,384 335,711 -1,646
Eurodollars(CME)
Dec05 050928 95.680 95.690 95.665 95.675 -0.015 65,353 1,095,478 -6,008
Mar06 050928 95.555 95.565 95.530 95.550 -0.015 54,696 1,202,929 +56,131
Jun06 050928 95.510 95.525 95.475 95.510 -0.015 41,975 1,125,712 +29,286
Sep06 050928 95.520 95.520 95.455 95.505 -0.005 231,596 762,466 -302
Dec06 050928 95.475 95.520 95.455 95.505 +0.010 41,642 700,363 +4,674
Mar07 050928 95.485 95.540 95.470 95.525 +0.015 27,818 528,166 +18,430
Jun07 050928 95.470 95.540 95.470 95.525 +0.020 36,667 416,408 +4,031
Sep07 050928 95.470 95.530 95.450 95.515 +0.020 34,315 310,661 +3,521
Dec07 050928 95.450 95.505 95.430 95.490 +0.025 13,067 242,615 -2,975
Mar08 050928 95.445 95.505 95.445 95.490 +0.030 9,991 214,526 -1,453
Jun08 050928 95.425 95.490 95.420 95.470 +0.030 14,897 207,916 -1,079
Sep08 050928 95.400 95.465 95.400 95.450 +0.035 10,826 201,246 +187
Dec08 050928 95.360 95.430 95.355 95.415 +0.035 5,745 135,935 -448
Mar09 050928 95.340 95.415 95.340 95.405 +0.040 5,269 118,689 -1,942
Jun09 050928 95.310 95.390 95.310 95.380 +0.045 3,582 119,563 +249
Sep09 050928 95.290 95.360 95.280 95.350 +0.045 8,198 113,410 +2,248
Dec09 050928 95.245 95.320 95.245 95.310 +0.050 3,965 70,013 -110
Mar10 050928 95.240 95.305 95.240 95.295 +0.050 2,796 47,804 -693
Total Volume and Open Interest 421,004 7,857,468 +96,124
3-Mth Euro-Yen(CME)
Sep05 050916 99.91 99.91 99.91 99.91 unch 6 5,604 +0
Dec05 050928 99.89 99.89 99.89 99.89 unch 0 6,260 -235
Mar06 050928 99.82 99.82 99.82 99.82 -0.01 140 8,212 -16
Jun06 050928 99.74 99.74 99.74 99.74 -0.01 0 7,095 -96
Sep06 050928 99.64 99.64 99.64 99.64 -0.01 0 3,787 -42
Dec06 050928 99.55 99.55 99.54 99.55 -0.01 6 6,518 +65
Mar07 050928 99.45 99.45 99.45 99.45 -0.03 0 5,057 -956
Jun07 050928 99.36 99.36 99.36 99.36 -0.04 0 433 +0
Sep07 050928 99.25 99.25 99.25 99.25 -0.07 0 420 +25
Dec07 050928 99.17 99.17 99.17 99.17 -0.04 0 27 +0
Total Volume and Open Interest 146 38,119 -1,255
3-Mth Euro-Yen(SIMEX)
Dec05 050928 99.89 99.89 99.89 99.89 unch 6,069 86,980 +3,316
Mar06 050928 99.82 99.82 99.81 99.82 -0.01 1,863 57,455 +410
Jun06 050928 99.74 99.74 99.73 99.73 -0.01 2,978 57,099 +1,275
Sep06 050928 99.65 99.65 99.64 99.64 -0.01 1,805 37,632 +599
Dec06 050928 99.56 99.56 99.54 99.55 -0.01 966 65,903 +285
Mar07 050928 99.47 99.47 99.44 99.44 -0.03 1,468 27,101 -486
Jun07 050928 99.38 99.38 99.35 99.35 -0.04 540 15,618 +440
Sep07 050928 99.25 99.25 99.25 99.25 -0.04 45 1,254 +45
Total Volume and Open Interest 15,734 403,448 +5,884
German Euro-Bund(EUREX)
Dec05 050928 122.69 122.88 122.43 122.84 +0.07 1,420,918 1,321,158 -26,388
Mar06 050928 122.94 123.21 122.89 123.20 +0.08 1,875 2,560 -1,179
Jun06 050928 122.49 122.49 122.49 122.49 +0.14 100 0 +0
Total Volume and Open Interest 1,422,893 1,323,718 -27,567
German Euro-Bobl(EUREX)
Dec05 050928 114.16 114.26 114.10 114.23 -0.02 614,917 797,565 -10,272
Mar06 050928 114.43 114.59 114.43 114.59 -0.02 0 872 +0
Jun06 050928 113.93 113.93 113.93 113.93 -0.02 300 0 +0
Total Volume and Open Interest 615,217 798,437 -10,272
Long Gilt(LIFFE)
Sep05 050928 112~28 112~29 112~28 112~29 -0~02 1,859 11,010 -859
Dec05 050928 112~17 113~00 112~15 112~29 +0~06 77,912 202,825 -6,516
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 050928 95.45 95.49 95.44 95.47 +0.02 48,990 316,988 -7,782
Mar06 050928 95.51 95.58 95.50 95.56 +0.03 75,081 352,570 -7,043
Jun06 050928 95.53 95.61 95.52 95.59 +0.04 51,356 256,549 -4,561
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 050928 97.805 97.810 97.785 97.800 -0.010 129,935 613,779 -7,238
Mar06 050928 97.740 97.745 97.710 97.725 -0.020 208,524 597,982 -20,750
Jun06 050928 97.640 97.645 97.610 97.625 -0.025 194,569 422,334 -16,862
Total Volume and Open Interest 894,300 2,829,078 -41,485
3-Mth Aus T-Bills(SFE)
Dec05 050928 94.35 94.37 94.33 94.35 -0.01 14,578 156,839 +2,395
Mar06 050928 94.32 94.34 94.29 94.31 -0.01 21,950 184,195 +7,702
Jun06 050928 94.34 94.36 94.29 94.31 -0.03 10,718 85,147 -1,138
Sep06 050928 94.37 94.37 94.27 94.30 -0.05 5,874 33,751 +986
Dec06 050928 94.34 94.34 94.25 94.29 -0.04 1,598 27,798 +354
Mar07 050928 94.31 94.31 94.22 94.25 -0.06 395 19,367 +310
Jun07 050928 94.29 94.29 94.19 94.22 -0.06 865 32,566 +567
Sep07 050928 94.27 94.27 94.17 94.19 -0.07 103 5,557 +0
Dec07 050928 94.17 94.18 94.17 94.18 -0.05 2 3,751 -43
Mar08 050928 94.17 94.18 94.17 94.18 -0.04 5 1,328 +5
Total Volume and Open Interest 56,093 552,032 +11,143
10-Year Aus T-Bonds(SFE)
Dec05 050928 94.67 94.68 94.59 94.61 -0.05 25,064 287,352 +6,757
Mar06 050928 94.61 94.61 94.61 94.61 -0.08      
Total Volume and Open Interest 25,064 287,352 +6,757
3-Year Aus T-Bonds(SFE)
Dec05 050928 94.72 94.75 94.65 94.69 -0.03 59,469 354,008 +5,219
Mar06 050928 94.69 94.69 94.69 94.69 -0.05      
Total Volume and Open Interest 59,469 354,008 +5,219
Gold(CMX)
Oct05 050928 463.0 470.1 463.0 469.8 +6.9 5,089 21,030 -530
Dec05 050928 467.0 473.7 466.3 473.1 +6.9 76,192 292,564 -3,053
Feb06 050928 470.5 477.5 470.5 476.6 +6.9 617 11,344 +134
Apr06 050928 475.0 480.1 475.0 480.1 +6.9 7 5,743 +0
Jun06 050928 479.0 484.0 477.1 483.6 +6.9 229 10,709 +71
Aug06 050928 487.2 487.2 487.2 487.2 +7.0 5 1,500 +0
Oct06 050928 485.2 490.8 485.2 490.8 +7.0 105 2,586 +105
Dec06 050928 489.0 494.3 488.5 494.3 +7.0 82 5,834 +23
Feb07 050928 492.0 497.9 492.0 497.9 +7.0 0 4,791 +0
Apr07 050928 501.5 501.5 501.5 501.5 +7.0 0 100 +0
Jun07 050928 501.1 505.0 501.1 505.0 +7.0 0 4,211 +0
Total Volume and Open Interest 82,431 366,819 -3,148
Silver(CMX)
Sep05 050928 733.0 736.0 733.0 734.7 +7.6 47 69 -217
Dec05 050928 735.0 743.5 734.0 740.3 +7.5 16,471 90,669 -1,241
Mar06 050928 742.0 749.0 741.5 745.7 +7.4 765 6,875 +9
May06 050928 740.5 747.7 740.5 747.7 +7.2 1 1,378 +0
Jul06 050928 744.0 750.0 744.0 749.6 +7.0 301 6,660 -50
Sep06 050928 746.0 754.0 746.0 751.1 +7.0 300 2,499 +280
Dec06 050928 749.0 755.0 748.0 753.0 +6.7 123 7,733 +118
Total Volume and Open Interest 18,009 118,954 -1,100
Platinum(NYM)
Oct05 050928 921.0 922.0 916.5 921.5 +3.5 6,646 2,785 -4,197
Jan06 050928 920.0 926.0 918.0 925.8 +4.9 6,733 9,921 +4,227
Apr06 050928 925.0 925.8 925.0 925.8 +4.9 10 178 +0
Total Volume and Open Interest 13,389 12,884 +30
Palladium(NYME)
Dec05 050928 198.50 202.00 198.50 201.30 +1.55 792 13,033 -122
Mar06 050928 203.10 203.10 203.10 203.10 +1.35 2 181 +0
Jun06 050928 205.60 205.60 205.60 205.60 +1.35 0 3 +0
Total Volume and Open Interest 794 13,218 -202
Copper(CMX)
Sep05 050928 183.95 188.20 183.95 187.65 +3.85 1,683 1,356 -1,044
Dec05 050928 173.00 175.00 172.20 174.80 +2.00 7,991 78,118 +661
Mar06 050928 164.80 167.00 164.80 166.70 +1.90 1,271 8,558 +61
May06 050928 161.20 161.20 161.20 161.20 +2.40 48 2,081 +14
Jul06 050928 156.30 156.30 156.30 156.30 +3.00 38 1,374 -15
Total Volume and Open Interest 13,557 104,395 +156
Aluminum(CMX)
Sep05 050928 85.90 85.90 85.90 85.90 -0.20 0 3 -3
Oct05 050928 86.20 86.35 86.20 86.35 -0.20 0 986 +0
Nov05 050928 86.55 86.55 86.55 86.55 -0.20 0 596 +0
Dec05 050928 87.05 87.05 87.05 87.05 -0.20 0 1,678 +0
Jan06 050928 86.75 86.75 86.75 86.75 -0.20 0 70 +0
Feb06 050928 86.50 86.50 86.50 86.50 -0.20 0 70 +0
Total Volume and Open Interest 0 3,668 -3
DJIA Index(CBOT)
Sep05 050915 10565 10580 10525 10555 +3 5,276 17,984 -4,641
Dec05 050928 10512 10544 10451 10509 +14 3,895 34,553 +209
Mar06 050928 10550 10553 10520 10553 +14 0 15 +0
Total Volume and Open Interest 3,895 34,568 +209
S & P 500(CME)
Dec05 050928 1224.70 1226.70 1217.70 1222.80 +1.10 31,764 628,303 +3,996
Mar06 050928 1226.50 1229.70 1226.50 1229.70 +1.00 55 5,278 -65
Jun06 050928 1237.50 1237.50 1237.50 1237.50 +1.00 0 1,448 +10
Sep06 050928 1245.00 1245.00 1245.00 1245.00 +1.00 0 56 +0
Total Volume and Open Interest 31,825 635,113 +3,946
S & P 500 E-Mini(Globex)
Dec05 050928 1221.75 1227.00 1217.50 1222.75 +1.00 805,798 948,003 +3,485
Mar06 050928 1231.00 1233.00 1226.00 1229.75 +1.00 43 504 +20
Total Volume and Open Interest 805,841 948,507 +3,505
NASDAQ 100(CME)
Dec05 050928 1585.50 1592.00 1575.00 1580.50 -1.00 5,475 56,415 +236
Mar06 050928 1595.50 1595.50 1593.50 1593.50 -1.00 0 7 +0
Jun06 050928 1606.50 1606.50 1606.50 1606.50 -1.00      
Total Volume and Open Interest 5,475 56,422 +236
NASDAQ 100 E-Mini(Globex)
Dec05 050928 1581.50 1592.50 1575.50 1580.50 -1.00 243,092 265,469 +4,223
Mar06 050928 1596.00 1600.00 1593.50 1593.50 -1.00 3 124 +1
Total Volume and Open Interest 243,095 265,593 +4,224
S & P Midcap 400(CME)
Dec05 050928 709.40 710.25 703.25 708.20 +0.40 93 12,639 +0
Mar06 050928 712.20 712.20 712.20 712.20 +0.40      
Jun06 050928 715.20 715.20 715.20 715.20 +0.40      
Total Volume and Open Interest 217 12,621 -18
Russell 2000(CME)
Dec05 050928 663.00 663.25 654.50 660.10 -1.50 662 31,597 +411
Mar06 050928 664.60 664.60 664.60 664.60 -1.50      
Jun06 050928 667.60 667.60 667.60 667.60 -1.50      
Total Volume and Open Interest 662 31,597 +411
Russell 2000 E-Mini(Globex)
Sep05 050916 665.00 669.55 664.90 669.55 +4.95 21,391 87,294 -21,553
Dec05 050928 661.40 664.60 654.50 660.10 -1.50 116,099 220,513 +896
Mar06 050928 664.60 664.60 664.60 664.60 -1.50 25 86 +25
Total Volume and Open Interest 116,124 220,599 +921
Value Line(KCBT)
Dec05 050928 1864.50 1865.00 1851.00 1864.50 +1.50 31 93 +9
Total Volume and Open Interest 31 93 +9
Nikkei 225(CME)
Dec05 050928 13355 13495 13315 13440 +120 33,515 233,118 +1,742
Mar06 050928 13455 13475 13430 13430 +125 3 17 +1
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 050928 13355 13495 13315 13440 +120 33,515 233,118 +1,742
Mar06 050928 13455 13475 13430 13430 +125 3 17 +1
Jun06 050928 13370 13370 13370 13370 +125      
Total Volume and Open Interest 33,641 233,560 +1,731
CAC 40(MATIF)
Sep05 050916 4477.5 4525.5 4475.0 4518.5 +42.0 289,810 543,545 -9,249
Oct05 050928 4565.5 4609.0 4565.5 4606.0 +54.0 60,881 394,010 +11,396
Nov05 050928 4577.0 4613.0 4577.0 4612.5 +54.0 142 2,074 +42
Total Volume and Open Interest 62,811 488,429 +10,881
Hang Seng Index(HKFE)
Sep05 050928 15205 15284 15180 15225 +20 83,027 99,079 -7,321
Oct05 050928 15250 15320 15225 15269 +22 63,767 22,894 +14,246
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 050928 5025.0 5077.5 5022.0 5049.0 +45.0 121,846 195,795 +5,834
Mar06 050928 5055.0 5103.5 5051.0 5077.0 +45.5 433 9,236 +46
Jun06 050928 5082.5 5133.0 5079.5 5106.0 +45.0 306 317 +70
Total Volume and Open Interest 122,585 205,348 +5,950
FT-SE 100(LIFFE)
Dec05 050928 5489.50 5518.00 5475.00 5514.00 +43.00 52,025 437,565 +3,390
Mar06 050928 5512.50 5525.00 5502.00 5523.00 +43.50 16 5,335 +8
Jun06 050928 5531.00 5531.00 5531.00 5531.00 +44.00 3 13,784 +2
Total Volume and Open Interest 52,044 456,684 +3,400
SPI 200(SFE)
Sep05 050916 4499.6 4499.6 4499.6 4499.6 -0.4 5,494 76,211 -54,183
Dec05 050928 4650.0 4661.0 4634.0 4642.0 -11.0 16,400 194,203 -1,539
Mar06 050928 4649.0 4650.0 4640.0 4645.0 -11.0 198 4,320 +2
Total Volume and Open Interest 16,678 203,001 -1,518
GSCI(CME)
Oct05 050928 463.60 475.00 462.00 473.00 +13.00 261 17,673 -126
Nov05 050928 473.25 475.90 473.25 474.00 +11.25 0 1 +0
Dec05 050928 475.10 476.00 475.10 476.00 +9.25 0 4 +0
Total Volume and Open Interest 261 17,678 -126
Reuters CRB Index(NYBOT)
Nov05 050928 326.25 331.40 325.90 331.00 +4.50 14 388 +1
Jan06 050928 328.50 331.25 328.50 330.50 +4.50 5 423 +2
Feb06 050928 329.00 329.00 329.00 329.00 +4.50 0 6 +0
Total Volume and Open Interest 19 1,021 +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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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!