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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri September 30, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 050930 568.00 575.00 565.50 573.25 +12.75 35,427 161,300 +12
Jan06 050930 578.00 585.00 575.00 583.25 +13.00 5,891 35,783 +1,907
Mar06 050930 586.50 593.00 584.00 590.75 +12.50 2,291 21,040 +778
May06 050930 589.00 599.00 589.00 597.00 +13.50 1,506 16,862 +62
Jul06 050930 596.00 604.00 595.00 603.50 +15.00 1,555 12,472 +341
Aug06 050930 600.00 600.00 595.00 597.00 +12.50 16 420 +6
Sep06 050930 597.50 602.00 596.00 597.00 +11.00 5 124 +0
Total Volume and Open Interest 47,280 256,106 +3,211
Soybean Meal(CBOT)
Oct05 050930 168.80 169.50 166.50 167.20 +0.10 10,039 5,954 -3,432
Dec05 050930 171.80 172.50 170.00 170.40 +0.20 18,615 65,943 +2,265
Jan06 050930 173.50 174.00 171.70 172.10 +0.30 2,646 12,594 +474
Mar06 050930 175.80 176.70 174.50 174.60 +0.20 1,648 12,403 +565
May06 050930 177.00 178.50 176.30 176.40 +0.90 2,515 14,099 +583
Jul06 050930 180.00 180.80 179.10 179.60 +1.50 1,778 9,417 +221
Aug06 050930 181.00 181.80 180.00 180.00 +1.20 286 2,560 +134
Sep06 050930 182.00 182.80 181.00 181.00 +1.50 513 2,420 +140
Total Volume and Open Interest 38,310 128,517 +961
Soybean Oil(CBOT)
Oct05 050930 22.85 23.75 22.83 23.72 +1.17 8,169 6,626 -2,102
Dec05 050930 23.10 24.00 23.10 23.95 +1.09 23,684 86,995 +277
Jan06 050930 23.35 24.22 23.32 24.21 +1.15 4,113 12,579 +884
Mar06 050930 23.52 24.35 23.48 24.32 +1.07 1,395 9,956 +409
May06 050930 23.65 24.40 23.63 24.37 +0.96 826 10,436 +193
Jul06 050930 24.05 24.55 23.78 24.51 +1.01 1,431 9,749 +966
Aug06 050930 24.50 24.50 24.50 24.50 +0.99 39 974 -14
Sep06 050930 24.00 24.50 24.00 24.50 +0.96 321 1,104 -25
Total Volume and Open Interest 40,149 143,011 +689
Canola(WCE)
Nov05 050930 257.8 257.8 253.8 256.5 +2.6 6,929 31,415 -746
Jan06 050930 266.0 266.5 263.0 266.0 +3.4 2,439 25,722 -190
Mar06 050930 272.5 273.9 270.0 273.8 +4.1 113 3,132 +37
May06 050930 277.4 279.9 274.8 278.9 +2.2 52 1,447 -35
Jul06 050930 282.0 284.0 279.0 283.1 +1.2 263 866 +143
Total Volume and Open Interest 10,126 66,630 -659
Corn(CBOT)
Dec05 050930 205.25 207.00 205.00 205.50 +2.00 32,343 467,005 -1,351
Mar06 050930 218.00 219.50 217.50 217.75 +1.25 12,867 140,733 +3,191
May06 050930 226.00 227.00 225.00 225.75 +1.75 1,748 30,513 +166
Jul06 050930 232.00 233.75 231.75 232.75 +2.00 7,777 45,766 +2,646
Sep06 050930 238.75 240.50 238.75 239.50 +2.25 257 6,865 +27
Dec06 050930 247.75 248.75 247.00 248.50 +2.50 1,382 35,083 -91
Total Volume and Open Interest 56,495 732,546 +4,650
Wheat(CBOT)
Dec05 050930 340.00 353.00 340.00 346.25 +12.75 18,871 213,920 -235
Mar06 050930 353.00 365.00 353.00 361.50 +14.25 3,574 40,461 +522
May06 050930 360.00 370.00 360.00 368.50 +14.50 55 2,038 +1
Jul06 050930 366.50 378.00 366.00 373.50 +13.75 3,087 25,127 +127
Sep06 050930 370.00 383.00 370.00 379.50 +13.50 83 776 +72
Total Volume and Open Interest 26,752 284,644 +1,033
Wheat(KCBT)
Dec05 050930 375.50 384.00 375.00 380.25 +10.00 6,227 61,118 +283
Mar06 050930 375.50 385.50 375.50 382.50 +11.25 3,429 25,328 +1,045
May06 050930 375.00 385.00 375.00 380.00 +11.00 100 2,201 +46
Jul06 050930 367.50 382.00 367.50 374.50 +9.75 1,776 14,607 +721
Sep06 050930 370.00 384.00 370.00 379.00 +11.00 20 392 +19
Total Volume and Open Interest 11,560 103,819 +2,120
Wheat(MGE)
Dec05 050930 379.00 389.00 379.00 383.00 +8.75 3,409 17,033 -1,014
Mar06 050930 380.00 390.00 380.00 384.75 +10.50 980 9,399 +199
May06 050930 383.00 391.50 383.00 385.00 +10.00 31 1,513 -8
Jul06 050930 382.00 391.00 382.00 387.00 +13.00 361 1,297 +152
Sep06 050930 379.00 385.00 379.00 384.00 +12.00 16 147 +4
Total Volume and Open Interest 4,803 29,483 -276
Oats(CBOT)
Dec05 050930 160.75 162.50 159.50 161.50 +5.50 531 5,551 -46
Mar06 050930 165.00 167.50 165.00 166.50 +3.50 7 330 -1
May06 050930 169.00 169.00 169.00 169.00 +2.25 0 42 +0
Jul06 050930 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 542 5,928 -45
Rough Rice(CBOT)
Nov05 050930 7.30 7.31 7.24 7.26 -0.08 507 4,846 -39
Jan06 050930 7.50 7.51 7.47 7.50 -0.06 91 1,016 +7
Mar06 050930 7.73 7.75 7.70 7.72 -0.06 44 628 +32
May06 050930 7.92 7.92 7.92 7.92 -0.06 0 39 +0
Total Volume and Open Interest 642 6,530 +0
Live Cattle(CME)
Oct05 050930 88.600 89.400 88.400 89.125 +0.700 6,460 23,222 -908
Dec05 050930 90.400 90.700 89.750 90.000 -0.050 13,697 91,929 +3,199
Feb06 050930 91.750 92.000 91.350 91.775 +0.250 6,063 31,159 +2,468
Apr06 050930 88.900 89.300 88.750 89.025 +0.125 1,696 9,472 +621
Jun06 050930 84.175 84.500 83.950 84.400 +0.225 554 4,034 -10
Aug06 050930 83.500 83.875 83.450 83.850 +0.175 227 1,831 -35
Total Volume and Open Interest 28,773 161,758 +5,388
Feeder Cattle(CME)
Oct05 050930 115.350 115.800 114.625 115.425 +0.250 2,701 10,142 -233
Nov05 050930 115.000 115.200 114.100 114.950 +0.275 2,276 13,309 +1,158
Jan06 050930 111.950 112.300 111.100 112.275 +0.400 717 4,811 +200
Mar06 050930 106.900 107.350 106.550 107.275 +0.300 94 525 +19
Apr06 050930 105.200 105.500 104.800 105.500 +0.275 44 363 +13
May06 050930 104.750 105.400 104.700 105.400 +0.350 29 205 +0
Aug06 050930 105.550 106.200 105.500 106.200 +0.200 27 51 +17
Total Volume and Open Interest 6,868 31,329 +830
Lean Hogs(CME)
Oct05 050930 66.550 67.400 66.450 67.200 +0.400 6,155 16,481 -1,752
Dec05 050930 62.950 63.875 62.800 63.350 -0.050 8,289 64,485 +422
Feb06 050930 64.500 65.300 64.500 65.175 +0.125 2,226 20,109 +90
Apr06 050930 63.950 64.450 63.750 64.400 -0.075 448 6,457 +111
May06 050930 64.150 64.350 63.900 64.100 -0.450 16 1,386 +10
Jun06 050930 66.850 67.000 66.400 66.975 -0.375 211 2,068 +51
Jul06 050930 63.600 63.800 63.300 63.450 -0.375 72 876 +32
Aug06 050930 60.200 60.300 60.050 60.200 +0.050 5 456 +2
Total Volume and Open Interest 17,503 112,582 -980
Pork Bellies(CME)
Feb06 050930 90.700 91.100 89.600 90.275 -1.100 132 1,041 +10
Mar06 050930 90.600 90.600 89.550 89.550 -0.050 1 48 +0
May06 050930 93.000 93.000 93.000 93.000 unch 1 22 +1
Jul06 050930 93.100 93.100 93.100 93.100 unch 0 5 +0
Aug06 050930 91.600 91.600 91.600 91.600 -0.400 0 7 +0
Total Volume and Open Interest 134 1,123 +11
Class III Milk(CME)
Sep05 050930 14.30 14.30 14.30 14.30 +0.04 3 3,254 -2
Oct05 050930 14.33 14.36 14.31 14.36 +0.04 55 2,607 +20
Nov05 050930 13.53 13.55 13.52 13.55 +0.03 72 1,997 +35
Dec05 050930 13.27 13.30 13.26 13.30 +0.04 36 1,781 +3
Jan06 050930 12.78 12.81 12.78 12.80 +0.02 33 1,251 +18
Total Volume and Open Interest 503 20,431 +310
Cocoa(NYBOT)
Dec05 050930 1429 1444 1408 1413 -21 8,805 52,569 -1,867
Mar06 050930 1469 1479 1445 1449 -20 3,854 27,014 -1,373
May06 050930 1488 1497 1471 1471 -19 638 8,164 +62
Jul06 050930 1512 1519 1493 1493 -19 118 8,776 +19
Sep06 050930 1534 1534 1515 1515 -19 0 10,669 +0
Dec06 050930 1539 1539 1539 1539 -19 415 6,859 -96
Mar07 050930 1561 1561 1561 1561 -20 0 7,650 -100
Total Volume and Open Interest 27,390 122,457 -3,355
Coffee "C"(NYBOT)
Dec05 050930 93.00 93.80 90.30 93.45 +0.50 10,259 61,554 -121
Mar06 050930 96.00 97.00 93.80 96.80 +0.55 3,130 15,870 +152
May06 050930 97.20 98.90 97.20 98.90 +0.55 817 3,504 +87
Jul06 050930 100.00 100.80 98.50 100.80 +0.50 596 3,099 +40
Sep06 050930 102.70 102.70 102.70 102.70 +0.45 128 1,232 +33
Dec06 050930 103.00 105.45 102.95 105.45 +0.70 265 805 +97
Total Volume and Open Interest 32,510 86,700 +624
Orange Juice(NYBOT)
Nov05 050930 101.50 102.40 100.35 102.30 +1.15 2,211 15,756 +150
Jan06 050930 103.40 104.50 102.75 104.10 +0.95 770 4,780 +419
Mar06 050930 105.70 106.30 105.15 106.30 +1.30 122 2,566 +61
May06 050930 106.70 107.80 106.70 107.80 +1.30 50 374 +50
Jul06 050930 108.00 109.30 108.00 109.30 +1.30 110 97 -9
Total Volume and Open Interest 12,785 23,583 +671
Sugar #11(NYBOT)
Oct05 050930 10.87 11.20 10.80 10.95 +0.06 15,211 14,428 -8,263
Mar06 050930 11.13 11.33 11.13 11.23 +0.09 33,522 308,430 -1,663
May06 050930 11.15 11.30 11.15 11.20 +0.08 8,637 47,075 +2,058
Jul06 050930 11.02 11.14 11.02 11.08 +0.10 5,463 36,336 +771
Oct06 050930 11.02 11.13 11.02 11.06 +0.08 3,440 19,864 +826
Total Volume and Open Interest 145,158 446,277 -5,233
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050930 21.60 21.60 20.90 21.05 -0.55 165 1,782 -68
Jan06 050930 21.38 21.38 20.90 20.91 -0.54 144 2,327 -1
Mar06 050930 21.25 21.25 21.00 21.00 -0.50 65 2,085 -3
May06 050930 21.45 21.45 20.95 20.95 -0.45 203 2,240 +57
Total Volume and Open Interest 1,543 11,611 +139
London Cocoa(LCE)
Sep05 050915 824 825 800 800 -35 14,237 3,189 -14,060
Dec05 050930 868 869 844 848 -18 12,403 75,879 -5,780
Mar06 050930 884 884 862 865 -17 5,553 45,864 +1,652
May06 050930 887 895 876 879 -17 99 11,416 -23
Jul06 050930 901 906 890 892 -17 202 22,315 +63
Sep06 050930 903 905 902 905 -17 47 12,696 -30
Dec06 050930 918 918 916 918 -17 11 14,150 +5
Total Volume and Open Interest 18,322 185,052 -4,107
London Coffee(LCE)
Sep05 050930 853.00 853.00 853.00 853.00 unch 17 23 -13
Nov05 050930 871.00 883.00 861.00 863.00 -12.00 5,065 60,118 -641
Jan06 050930 881.00 903.00 880.00 882.00 -12.00 3,420 60,688 +564
Mar06 050930 906.00 911.00 898.00 899.00 -12.00 792 30,810 +315
May06 050930 922.00 925.00 916.00 916.00 -12.00 13 9,399 -274
Jul06 050930 936.00 936.00 931.00 931.00 -12.00 52 4,061 +0
Total Volume and Open Interest 9,362 166,909 -50
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 050930 300.00 300.50 297.00 298.00 -1.50 2,066 22,656 +385
Mar06 050930 304.00 305.00 302.10 304.00 +0.20 1,732 14,387 +99
May06 050930 304.70 307.70 304.50 307.00 +2.20 731 5,377 +230
Aug06 050930 308.30 311.20 308.30 311.00 +3.00 935 2,472 -239
Total Volume and Open Interest 7,504 51,170 +397
Cotton(NYBOT)
Oct05 050930 53.00 53.00 51.50 51.50 -1.60 1 12 -42
Dec05 050930 54.50 54.52 53.01 53.11 -1.30 11,074 79,346 +712
Mar06 050930 55.60 55.65 53.01 54.87 -0.73 3,384 25,033 -136
May06 050930 55.50 55.50 55.50 55.50 -0.80 568 2,143 -87
Jul06 050930 56.50 56.50 56.10 56.15 -0.63 437 2,279 -26
Oct06 050930 57.90 57.90 57.10 57.10 -0.80 43 44 +43
Total Volume and Open Interest 35,559 109,794 +605
Lumber(CME)
Nov05 050930 311.0 312.0 304.8 304.9 -3.4 457 2,955 -37
Jan06 050930 319.7 328.8 316.5 323.0 +4.2 182 575 +14
Mar06 050930 327.0 336.2 326.3 336.2 +8.3 26 203 +7
May06 050930 330.0 337.9 330.0 337.8 +9.8 3 63 +1
Total Volume and Open Interest 669 3,826 -16
Crude Oil(NYM)
Nov05 050930 66.25 66.65 65.30 66.24 -0.55 121,353 230,530 -2,888
Dec05 050930 65.65 66.30 64.85 66.23 -0.06 102,490 162,042 +1,276
Jan06 050930 65.90 66.60 65.45 66.53 +0.10 28,138 65,525 +2,094
Feb06 050930 66.15 66.82 65.80 66.82 +0.19 8,799 23,668 +946
Mar06 050930 66.50 67.03 66.05 67.03 +0.22 3,958 27,230 -539
Apr06 050930 66.30 67.14 66.30 67.14 +0.25 1,855 13,669 +132
May06 050930 66.50 67.16 66.50 67.16 +0.27 368 13,855 +81
Jun06 050930 66.55 67.11 66.20 67.11 +0.28 2,957 42,324 -88
Jul06 050930 67.04 67.04 67.04 67.04 +0.29 609 9,675 +5
Aug06 050930 66.25 66.94 66.25 66.94 +0.30 32 7,378 +18
Sep06 050930 66.30 66.83 66.30 66.83 +0.31 40 8,379 -10
Oct06 050930 66.71 66.71 66.71 66.71 +0.32 15 5,022 -10
Nov06 050930 66.57 66.57 66.57 66.57 +0.33 0 7,608 +0
Dec06 050930 66.25 66.43 65.25 66.43 +0.34 7,953 55,418 +1,128
Jan07 050930 66.16 66.16 66.16 66.16 +0.34 35 8,783 +0
Feb07 050930 65.96 65.96 65.96 65.96 +0.34 100 3,192 +65
Total Volume and Open Interest 283,908 870,542 +2,391
Heating Oil(NYM)
Oct05 050930 208.00 209.00 202.00 206.73 -5.74 17,878 8,376 -3,928
Nov05 050930 212.00 213.50 205.70 212.96 -2.49 24,385 70,105 +489
Dec05 050930 211.00 216.00 209.50 215.51 -1.64 6,660 28,827 +890
Jan06 050930 214.00 217.75 211.00 217.31 -1.14 4,063 19,857 +421
Feb06 050930 214.50 216.31 210.50 216.31 -1.14 1,663 13,993 -93
Mar06 050930 208.00 212.41 208.00 212.41 -1.14 1,174 10,579 -398
Apr06 050930 202.00 205.75 202.00 205.31 -1.04 212 5,820 -5
May06 050930 198.50 199.06 197.50 199.06 -1.04 21 4,029 -8
Jun06 050930 194.50 194.71 191.00 194.71 -0.94 334 5,581 +79
Jul06 050930 194.31 194.31 194.31 194.31 -0.84 82 3,399 +26
Aug06 050930 194.96 194.96 194.96 194.96 -0.79 51 612 +51
Sep06 050930 196.31 196.31 196.31 196.31 -0.74 0 1,270 +0
Total Volume and Open Interest 56,599 176,476 -2,447
Unleaded Gas(NYM)
Oct05 050930 216.00 218.00 206.00 213.81 -11.35 26,512 9,582 -7,920
Nov05 050930 207.00 213.00 202.00 209.68 -4.52 27,439 69,125 +1,090
Dec05 050930 196.00 203.00 195.00 201.49 -0.71 5,681 25,604 +225
Jan06 050930 193.00 197.29 192.00 197.29 -0.16 2,106 13,767 +190
Feb06 050930 190.00 195.09 190.00 195.09 -0.11 876 5,972 +347
Mar06 050930 193.93 194.09 193.93 194.09 -0.01 293 4,995 -16
Apr06 050930 202.69 202.69 202.69 202.69 -0.31 135 4,791 +43
May06 050930 202.69 202.69 202.69 202.69 -0.21 497 2,810 -1
Jun06 050930 201.89 201.89 201.89 201.89 -0.61 5 3,068 +5
Jul06 050930 200.59 200.59 200.59 200.59 -0.11 47 1,468 +47
Aug06 050930 198.44 198.44 198.44 198.44 -0.11 226 1,678 +158
Sep06 050930 195.64 195.64 195.64 195.64 -0.06 18 272 +14
Total Volume and Open Interest 63,591 143,132 -5,990
Natural Gas(NYM)
Nov05 050930 14.000 14.350 13.800 13.921 -0.275 24,839 88,131 +3,012
Dec05 050930 14.500 14.760 14.275 14.431 -0.255 8,615 50,335 +4,015
Jan06 050930 14.800 15.050 14.650 14.771 -0.220 4,028 48,763 +1,891
Feb06 050930 14.520 14.780 14.370 14.511 -0.250 2,534 26,485 +110
Mar06 050930 14.000 14.290 13.900 14.041 -0.245 4,752 47,558 -2,134
Apr06 050930 11.100 11.200 10.950 11.091 -0.275 3,196 31,667 +2,449
May06 050930 10.640 10.640 10.500 10.561 -0.275 2,437 27,139 +640
Jun06 050930 10.550 10.650 10.500 10.573 -0.275 1,273 9,673 +234
Jul06 050930 10.550 10.700 10.530 10.603 -0.280 602 13,423 +223
Aug06 050930 10.600 10.720 10.550 10.634 -0.284 1,691 15,076 +410
Sep06 050930 10.700 10.700 10.550 10.608 -0.284 1,095 10,884 -124
Oct06 050930 10.600 10.680 10.600 10.635 -0.284 1,015 21,639 +325
Nov06 050930 11.050 11.060 10.950 11.060 -0.274 298 9,036 +125
Dec06 050930 11.200 11.465 11.200 11.465 -0.264 422 11,427 +219
Jan07 050930 11.850 11.850 11.775 11.775 -0.254 803 11,208 +527
Feb07 050930 11.675 11.675 11.675 11.675 -0.259 46 3,882 -2
Total Volume and Open Interest 63,691 539,703 +1,774
Brent Crude Oil(ICE)
Nov05 050930 63.43 63.95 62.37 63.48 -0.19 69,309 76,342 +3,986
Dec05 050930 64.06 64.68 63.15 64.21 -0.13 47,976 103,073 +2,814
Jan06 050930 64.70 65.20 63.71 64.77 -0.08 17,563 35,086 +3,834
Feb06 050930 65.10 65.44 64.07 65.12 -0.35 3,408 18,551 -88
Mar06 050930 65.64 65.64 64.57 65.34 -0.32 610 10,594 -247
Apr06 050930 65.73 65.73 65.00 65.46 -0.30 60 5,321 +10
May06 050930 64.48 65.48 64.48 65.48 -0.28 389 5,887 -4
Jun06 050930 65.28 65.43 64.43 65.43 -0.25 611 18,244 +203
Jul06 050930 65.36 65.36 65.36 65.36 -0.23 0 2,136 +0
Aug06 050930 65.29 65.29 65.29 65.29 -0.21 0 770 +0
Sep06 050930 65.21 65.21 65.21 65.21 -0.19 0 2,578 +0
Oct06 050930 65.13 65.13 65.13 65.13 -0.17 0 2,212 +0
Nov06 050930 65.05 65.05 65.05 65.05 -0.14 0 134 +0
Dec06 050930 64.90 65.09 63.97 64.97 -0.11 2,745 25,407 -527
Total Volume and Open Interest 143,476 341,457 +9,684
Gas Oil(ICE)
Oct05 050930 630.00 633.75 616.00 626.75 -2.50 19,307 36,157 -3,961
Nov05 050930 633.50 636.25 618.25 628.50 -5.50 16,955 56,036 -1,888
Dec05 050930 635.25 636.00 621.25 629.00 -5.00 5,651 33,281 -1,510
Jan06 050930 634.50 636.25 619.75 629.25 -4.50 4,944 18,911 -1,519
Feb06 050930 630.00 630.00 623.00 626.25 -5.00 534 10,853 +149
Mar06 050930 625.25 625.25 621.00 621.25 -6.00 145 11,428 -175
Apr06 050930 615.50 615.50 615.50 615.50 -6.75 0 6,040 +0
May06 050930 609.50 609.50 609.50 609.50 -6.75 0 1,334 +0
Jun06 050930 612.50 612.50 597.50 604.75 -6.25 1,848 16,621 -29
Jul06 050930 604.75 604.75 604.75 604.75 -6.25 50 768 +0
Total Volume and Open Interest 50,486 219,875 -8,884
US Dollar Index(NYBOT)
Dec05 050930 89.34 89.48 88.75 89.35 +0.13 3,344 15,182 -1,285
Mar06 050930 88.10 88.10 88.10 88.10 -0.87 0 2,028 +0
Jun06 050930 87.86 87.86 87.86 87.86 -0.87 0 1 +0
Total Volume and Open Interest 4,886 17,212 -1,285
Australian Dollar(CME)
Dec05 050930 75.83 76.21 75.78 76.01 +0.22 1,692 65,652 +505
Mar06 050930 75.76 75.76 75.76 75.76 +0.22 10 20 +10
Jun06 050930 75.49 75.49 75.49 75.49 +0.22 0 15 +0
Total Volume and Open Interest 1,702 65,695 +515
British Pound(CME)
Dec05 050930 176.46 177.06 175.93 176.03 +0.07 5,641 83,071 +3,674
Mar06 050930 175.86 175.86 175.86 175.86 +0.09 1 161 +0
Jun06 050930 175.85 175.85 175.85 175.85 +0.09 2 3 +2
Total Volume and Open Interest 5,644 83,236 +3,676
Canadian Dollar(CME)
Dec05 050930 85.77 86.50 85.77 86.24 +0.69 5,242 111,163 +900
Mar06 050930 86.28 86.59 86.24 86.47 +0.69 49 1,406 +20
Jun06 050930 86.70 86.70 86.70 86.70 +0.69 2 194 +2
Sep06 050930 86.92 87.10 86.92 86.93 +0.69 0 32 +0
Total Volume and Open Interest 5,293 112,807 +923
Japanese Yen(CME)
Dec05 050930 89.11 89.24 88.70 88.77 -0.49 2,309 139,992 +153
Mar06 050930 89.65 89.65 89.65 89.65 -0.49 0 502 +3
Jun06 050930 90.65 90.65 90.65 90.65 -0.49 0 52 +1
Total Volume and Open Interest 2,309 140,549 +159
Swiss Franc(CME)
Dec05 050930 77.93 78.34 77.66 77.72 -0.14 2,910 82,356 +2,605
Mar06 050930 78.79 78.79 78.36 78.36 -0.13 0 81 +0
Jun06 050930 79.02 79.02 79.02 79.02 -0.13 0 17 +0
Total Volume and Open Interest 2,910 82,534 +2,605
EuroFX(CME)
Dec05 050930 120.94 121.40 120.46 120.59 -0.26 4,807 134,699 +3,163
Mar06 050930 121.17 121.17 121.17 121.17 -0.25 0 1,495 -8
Jun06 050930 121.87 121.87 121.87 121.87 -0.23 0 409 +6
Total Volume and Open Interest 4,839 136,697 +3,193
Mexican Peso(CME)
Sep05 050919 9190.0 9200.0 9190.0 9200.0 -17.0 180 47,477 -203
Dec05 050930 9172.0 9200.0 9150.0 9185.0 +38.0 10,683 74,728 -2,707
Total Volume and Open Interest 10,683 75,780 -2,707
30-Year T-Bonds(CBOT)
Dec05 050930 114~22 114~31 114~07 114~13 -0~12 285,567 549,811 -5,186
Mar06 050930 114~05 114~11 113~31 114~05 -0~11 491 2,385 +274
Jun06 050930 114~01 114~01 114~01 114~01 -0~11 0 18 +0
Total Volume and Open Interest 286,058 552,216 -4,912
10-Year T-Notes(CBOT)
Dec05 050930 110~065 110~115 109~270 109~295 -0~105 702,554 1,602,327 +31,602
Mar06 050930 110~015 110~025 109~240 109~260 -0~105 1,759 10,547 +148
Total Volume and Open Interest 704,588 1,613,170 +32,025
5-Year T-Notes(CBOT)
Dec05 050930 107~025 107~030 106~250 106~275 -0~080 419,092 0 +0
Mar06 050930 106~230 106~230 106~230 106~230 -0~080 0 1,000 +0
Jun06 050930 106~160 106~160 106~160 106~160 -0~080      
Total Volume and Open Interest 419,092 1,000 +0
2 Year T-Notes(CBOT)
Dec05 050930 103~004 103~004 102~118 102~120 -0~014 1,678 321,285 +2,218
Total Volume and Open Interest 1,678 330,646 -2,741
Eurodollars(CME)
Dec05 050930 95.660 95.660 95.610 95.615 -0.055 41,112 1,104,768 +2,899
Mar06 050930 95.515 95.520 95.445 95.450 -0.080 38,805 1,187,450 -4,185
Jun06 050930 95.460 95.465 95.385 95.395 -0.080 37,666 1,154,064 +8,068
Sep06 050930 95.455 95.470 95.370 95.385 -0.080 255,620 763,719 +7,659
Dec06 050930 95.450 95.455 95.385 95.390 -0.075 23,077 708,234 +11,877
Mar07 050930 95.480 95.480 95.415 95.425 -0.065 16,936 538,759 +755
Jun07 050930 95.485 95.485 95.435 95.435 -0.060 25,142 429,556 +5,711
Sep07 050930 95.475 95.485 95.425 95.430 -0.055 30,631 317,164 -135
Dec07 050930 95.455 95.455 95.405 95.405 -0.055 11,221 235,731 -908
Mar08 050930 95.450 95.450 95.400 95.400 -0.055 15,955 212,638 -499
Jun08 050930 95.420 95.420 95.380 95.385 -0.050 23,760 212,713 +8,126
Sep08 050930 95.415 95.415 95.360 95.365 -0.050 14,382 195,819 +1,149
Dec08 050930 95.365 95.375 95.325 95.330 -0.050 8,300 134,713 -1,840
Mar09 050930 95.355 95.360 95.315 95.320 -0.050 7,818 117,542 +33
Jun09 050930 95.330 95.330 95.290 95.295 -0.050 5,717 118,780 -764
Sep09 050930 95.300 95.315 95.260 95.265 -0.050 6,546 113,039 -1,011
Dec09 050930 95.260 95.285 95.220 95.225 -0.050 3,485 70,601 +543
Mar10 050930 95.245 95.270 95.205 95.210 -0.050 3,837 47,496 -154
Total Volume and Open Interest 369,091 7,948,755 +62,082
3-Mth Euro-Yen(CME)
Sep05 050916 99.91 99.91 99.91 99.91 unch 6 5,604 +0
Dec05 050930 99.89 99.89 99.89 99.89 unch 200 6,277 -3
Mar06 050930 99.82 99.82 99.82 99.82 unch 39 8,078 -49
Jun06 050930 99.74 99.75 99.74 99.75 +0.01 347 5,604 -158
Sep06 050930 99.65 99.65 99.65 99.65 unch 170 3,840 -3
Dec06 050930 99.55 99.55 99.55 99.55 unch 118 6,518 +27
Mar07 050930 99.44 99.44 99.44 99.44 unch 0 3,907 -561
Jun07 050930 99.35 99.35 99.34 99.34 unch 309 673 +250
Sep07 050930 99.23 99.23 99.23 99.23 unch 0 420 +0
Dec07 050930 99.16 99.16 99.16 99.16 +0.06 5 32 +5
Total Volume and Open Interest 1,188 35,659 -492
3-Mth Euro-Yen(SIMEX)
Dec05 050930 99.89 99.89 99.89 99.89 unch 3,683 85,867 +546
Mar06 050930 99.82 99.82 99.81 99.82 unch 1,660 57,444 +452
Jun06 050930 99.74 99.74 99.73 99.74 unch 2,668 55,076 -2,017
Sep06 050930 99.64 99.65 99.64 99.65 unch 2,300 40,119 +169
Dec06 050930 99.55 99.55 99.54 99.55 unch 1,716 66,648 -1,215
Mar07 050930 99.44 99.45 99.43 99.45 +0.01 1,540 25,744 -1,484
Jun07 050930 99.35 99.35 99.34 99.35 unch 445 14,775 -433
Sep07 050930 99.23 99.24 99.23 99.24 unch 25 1,279 +25
Total Volume and Open Interest 14,037 401,358 -3,957
German Euro-Bund(EUREX)
Dec05 050929 122.83 123.06 122.38 122.50 -0.34 1,183,249 1,330,085 +8,927
Mar06 050930 122.91 123.09 122.89 122.89 +0.05 7,295 5,698 +1,660
Jun06 050930 122.15 122.15 122.15 122.15 +0.04 622 1 +0
Total Volume and Open Interest 1,525,235 1,303,322 -30,802
German Euro-Bobl(EUREX)
Dec05 050930 113.98 114.11 113.96 114.00 +0.02 840,871 793,160 +672
Mar06 050930 114.40 114.40 114.36 114.36 +0.02 12 879 +7
Jun06 050930 114.21 114.21 114.21 114.21 +0.53 0 100 +0
Total Volume and Open Interest 840,883 794,139 +679
Long Gilt(LIFFE)
Dec05 050930 112~27 113~03 112~19 112~23 -0~06 69,154 199,445 +3,711
Mar06 050930 112~25 112~25 112~25 112~25 -0~06      
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 050930 95.52 95.53 95.50 95.50 -0.02 68,897 315,960 -3,286
Mar06 050930 95.62 95.63 95.59 95.60 -0.02 98,785 336,900 -4,857
Jun06 050930 95.65 95.67 95.62 95.63 -0.03 67,922 259,286 +3,750
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 050930 97.770 97.795 97.770 97.785 unch 102,627 627,048 -6,167
Mar06 050930 97.675 97.700 97.670 97.690 unch 192,125 588,284 +1,549
Jun06 050930 97.560 97.590 97.555 97.570 -0.010 189,993 436,279 -14,522
Total Volume and Open Interest 827,425 2,879,902 -1,085
3-Mth Aus T-Bills(SFE)
Dec05 050930 94.35 94.35 94.33 94.35 -0.01 6,356 154,606 -10,701
Mar06 050930 94.30 94.31 94.28 94.31 -0.02 13,561 198,249 -13,529
Jun06 050930 94.30 94.31 94.28 94.31 -0.02 6,778 89,907 -4,822
Sep06 050930 94.29 94.30 94.29 94.30 -0.03 492 31,667 -2,991
Dec06 050930 94.27 94.29 94.27 94.29 -0.02 1,081 28,496 -789
Mar07 050930 94.26 94.26 94.24 94.25 -0.03 1,181 19,071 -1,197
Jun07 050930 94.22 94.23 94.20 94.23 -0.02 896 32,097 -113
Sep07 050930 94.23 94.23 94.19 94.21 -0.02 281 5,627 -160
Dec07 050930 94.20 94.20 94.20 94.20 -0.03 150 3,856 +103
Mar08 050930 94.20 94.20 94.20 94.20 -0.03 96 1,416 -14
Total Volume and Open Interest 30,872 566,730 -34,221
10-Year Aus T-Bonds(SFE)
Dec05 050930 94.61 94.64 94.60 94.63 -0.03 43,640 306,806 -11,833
Mar06 050930 94.63 94.63 94.63 94.63 -0.03      
Total Volume and Open Interest 43,640 306,806 -11,833
3-Year Aus T-Bonds(SFE)
Dec05 050930 94.68 94.70 94.65 94.69 -0.03 75,664 359,537 -62,183
Mar06 050930 94.69 94.69 94.69 94.69 -0.03      
Total Volume and Open Interest 75,664 359,537 -62,183
Gold(CMX)
Oct05 050930 472.5 474.0 468.5 469.0 -3.3 7,799 9,503 -7,911
Dec05 050930 476.0 477.8 471.1 472.3 -3.5 60,669 300,826 +6,069
Feb06 050930 480.0 480.8 474.7 475.9 -3.4 1,825 12,827 +1,081
Apr06 050930 484.0 484.0 479.5 479.5 -3.4 194 6,022 +32
Jun06 050930 486.5 486.5 482.5 483.2 -3.3 113 10,734 -16
Aug06 050930 486.9 486.9 486.9 486.9 -3.2 396 1,896 +396
Oct06 050930 490.7 490.7 490.7 490.7 -3.1 0 2,701 +0
Dec06 050930 499.0 499.0 494.0 494.3 -3.1 33 5,855 +6
Feb07 050930 498.0 498.0 498.0 498.0 -3.0 58 4,916 +50
Apr07 050930 501.6 501.6 501.6 501.6 -3.0 0 100 +0
Jun07 050930 510.0 510.0 505.2 505.2 -3.0 114 4,202 +42
Aug07 050930 508.8 508.8 508.8 508.8        
Silver(CMX)
Dec05 050930 758.0 764.5 749.0 751.2 -4.3 29,391 94,715 +2,179
Mar06 050930 765.0 769.0 756.5 756.5 -4.3 1,122 6,865 +12
May06 050930 758.1 758.1 758.1 758.1 -4.6 330 1,634 +247
Jul06 050930 769.0 769.0 759.7 759.7 -4.8 247 6,512 -158
Sep06 050930 765.0 767.0 760.4 760.4 -5.1 115 2,599 +95
Dec06 050930 776.0 776.0 760.0 761.2 -5.6 328 7,814 +79
Mar07 050930 762.3 762.3 762.3 762.3 -5.6 0 50 +0
Total Volume and Open Interest 32,068 123,804 +2,868
Platinum(NYM)
Oct05 050930 923.0 930.3 923.0 930.3 +5.6 1,542 882 -600
Jan06 050930 933.0 936.5 932.5 935.3 +3.1 2,036 12,149 +743
Apr06 050930 935.3 935.3 935.3 935.3 +3.1 2 179 +0
Total Volume and Open Interest 3,580 13,210 +143
Palladium(NYME)
Dec05 050930 199.00 201.90 197.00 199.80 -0.20 449 13,173 +69
Mar06 050930 201.50 201.60 201.50 201.60 -0.20 1 194 +0
Jun06 050930 204.10 204.10 204.10 204.10 -0.20 1 4 +1
Total Volume and Open Interest 451 13,371 +70
Copper(CMX)
Dec05 050930 173.65 173.75 172.00 172.75 -1.20 6,623 80,641 +1,261
Mar06 050930 165.90 165.90 164.60 165.25 -0.80 476 8,988 +152
May06 050930 160.30 160.30 160.05 160.05 -0.60 175 2,195 +7
Jul06 050930 156.30 156.30 155.45 155.45 -0.30 10 1,370 +0
Sep06 050930 150.75 150.75 150.75 150.75 +0.10 0 1,257 +0
Total Volume and Open Interest 8,023 106,388 +929
Aluminum(CMX)
Oct05 050930 86.60 86.60 86.60 86.60 -0.75 75 966 -46
Nov05 050930 86.00 86.80 86.00 86.80 -0.75 0 596 +0
Dec05 050930 86.50 87.30 86.50 87.30 -0.75 0 1,678 +0
Jan06 050930 87.60 87.60 86.75 87.00 -0.75 0 70 +0
Feb06 050930 86.75 86.75 86.75 86.75 -0.75 0 70 +0
Mar06 050930 86.55 86.55 86.55 86.55 -0.75 0 70 +0
Total Volume and Open Interest 75 3,645 -46
DJIA Index(CBOT)
Sep05 050915 10565 10580 10525 10555 +3 5,276 17,984 -4,641
Dec05 050930 10573 10615 10555 10612 +35 8,192 33,765 -25
Mar06 050930 10620 10654 10620 10654 +35 0 18 +0
Total Volume and Open Interest 8,192 33,785 -25
S & P 500(CME)
Dec05 050930 1231.70 1235.80 1230.00 1234.30 +2.50 39,807 627,438 +548
Mar06 050930 1241.50 1241.50 1241.50 1241.50 +2.80 12 5,273 -5
Jun06 050930 1249.50 1249.50 1249.50 1249.50 +3.00 0 1,438 +0
Sep06 050930 1257.00 1257.00 1257.00 1257.00 +3.00 0 56 +0
Total Volume and Open Interest 39,819 634,233 +543
S & P 500 E-Mini(Globex)
Dec05 050930 1231.50 1236.00 1230.00 1234.25 +2.50 1,179,578 985,700 +20,733
Mar06 050930 1239.50 1242.50 1238.25 1241.50 +2.75 42 510 +5
Total Volume and Open Interest 1,179,620 986,210 +20,738
NASDAQ 100(CME)
Dec05 050930 1599.00 1616.00 1598.00 1614.00 +13.00 11,022 56,313 -298
Mar06 050930 1627.00 1627.00 1627.00 1627.00 +13.00 0 9 +0
Jun06 050930 1640.00 1640.00 1640.00 1640.00 +13.00      
Total Volume and Open Interest 11,022 56,322 -298
NASDAQ 100 E-Mini(Globex)
Dec05 050930 1601.00 1616.00 1598.50 1614.00 +13.00 390,228 278,944 +2,341
Mar06 050930 1625.00 1627.00 1621.00 1627.00 +13.00 17 139 +15
Total Volume and Open Interest 390,245 279,083 +2,356
S & P Midcap 400(CME)
Dec05 050930 715.00 721.25 714.75 720.70 +5.30 220 12,637 +16
Mar06 050930 723.70 723.70 723.70 723.70 +5.30      
Jun06 050930 726.70 726.70 726.70 726.70 +5.30      
Total Volume and Open Interest 397 12,637 +0
Russell 2000(CME)
Dec05 050930 667.25 672.10 665.30 672.10 +4.80 1,261 31,892 +296
Mar06 050930 676.35 676.35 676.35 676.35 +4.80      
Jun06 050930 679.35 679.35 679.35 679.35 +4.80      
Total Volume and Open Interest 1,261 31,892 +296
Russell 2000 E-Mini(Globex)
Sep05 050916 665.00 669.55 664.90 669.55 +4.95 21,391 87,294 -21,553
Dec05 050930 667.20 672.10 665.10 672.10 +4.80 128,259 222,815 -982
Mar06 050930 676.40 676.40 676.40 676.40 +4.80 0 86 +0
Total Volume and Open Interest 128,259 222,901 -982
Value Line(KCBT)
Dec05 050930 1887.00 1892.50 1883.00 1892.50 +10.50 14 86 -2
Total Volume and Open Interest 14 86 -2
Nikkei 225(CME)
Dec05 050930 13700 13715 13535 13550 -95 51,481 230,817 -2,977
Mar06 050930 13610 13700 13535 13570 -40 0 26 +6
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 050930 13700 13715 13535 13550 -95 51,481 230,817 -2,977
Mar06 050930 13610 13700 13535 13570 -40 0 26 +6
Jun06 050930 13505 13505 13505 13505 -45      
Total Volume and Open Interest 51,663 231,312 -2,989
CAC 40(MATIF)
Sep05 050916 4477.5 4525.5 4475.0 4518.5 +42.0 289,810 543,545 -9,249
Oct05 050930 4627.5 4634.5 4592.0 4601.0 +15.0 62,467 412,900 +6,725
Nov05 050930 4622.0 4623.0 4599.0 4607.5 +15.0 417 2,432 +310
Total Volume and Open Interest 64,904 508,480 +8,099
Hang Seng Index(HKFE)
Sep05 050929 15231 15339 15225 15333 +108 48,577 65,402 -33,677
Oct05 050930 15506 15515 15428 15440 -30 35,229 105,223 +28,737
Nov05 050930 15500 15503 15419 15428        
DAX Index(EUREX)
Dec05 050930 5085.5 5088.0 5042.5 5066.5 -14.0 148,984 215,026 +13,325
Mar06 050930 5114.0 5116.5 5073.5 5094.5 -14.0 464 9,333 -157
Jun06 050930 5140.0 5140.0 5102.0 5124.5 -14.0 482 452 +141
Total Volume and Open Interest 149,930 224,811 +13,309
FT-SE 100(LIFFE)
Dec05 050930 5520.00 5525.50 5483.00 5484.50 -18.00 66,563 434,194 -914
Mar06 050930 5520.50 5522.50 5493.50 5493.50 -18.00 19 5,356 +2
Jun06 050930 5500.50 5500.50 5500.50 5500.50 -18.00 202 13,786 +2
Total Volume and Open Interest 66,784 453,336 -910
SPI 200(SFE)
Sep05 050916 4499.6 4499.6 4499.6 4499.6 -0.4 5,494 76,211 -54,183
Dec05 050930 4688.0 4700.0 4633.0 4637.0 -41.0 13,898 191,774 -1,448
Mar06 050930 4691.0 4698.0 4639.0 4639.0 -41.0 18 4,249 -6
Total Volume and Open Interest 14,147 200,869 -1,268
GSCI(CME)
Oct05 050930 468.70 470.50 465.60 470.00 -4.00 1,023 17,077 -592
Nov05 050930 469.00 471.70 467.70 471.70 -2.30 725 699 +697
Dec05 050930 474.50 474.50 474.50 474.50 -1.50 0 6 +0
Total Volume and Open Interest 1,748 17,782 +105
Reuters CRB Index(NYBOT)
Nov05 050930 331.50 333.25 331.00 332.75 +1.25 38 386 -3
Jan06 050930 332.25 332.25 332.25 332.25 +1.25 1 422 -1
Feb06 050930 330.75 330.75 330.75 330.75 +1.25 0 6 +0
Total Volume and Open Interest 40 1,018 -4
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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