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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 October 03, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051003 572.50 586.00 566.00 581.00 +7.75 54,319 159,463 -1,837
Jan06 051003 582.50 596.50 577.00 592.50 +9.25 10,602 39,467 +3,684
Mar06 051003 591.00 604.50 585.50 599.50 +8.75 3,779 21,498 +458
May06 051003 597.00 609.00 591.50 604.50 +7.50 3,385 17,970 +1,108
Jul06 051003 602.00 614.00 596.00 611.00 +7.50 2,133 12,934 +462
Aug06 051003 602.00 610.00 602.00 607.00 +10.00 15 425 +5
Sep06 051003 606.00 606.00 606.00 606.00 +9.00 6 129 +5
Total Volume and Open Interest 75,284 260,155 +4,049
Soybean Meal(CBOT)
Oct05 051003 167.10 169.00 165.00 167.30 +0.10 7,312 3,654 -2,300
Dec05 051003 171.20 172.50 168.30 170.80 +0.40 19,176 65,796 -147
Jan06 051003 172.50 174.30 170.20 172.40 +0.30 3,392 13,342 +748
Mar06 051003 175.00 177.50 173.10 175.10 +0.50 2,876 13,335 +932
May06 051003 177.00 178.50 175.10 176.40 unch 2,055 14,665 +566
Jul06 051003 180.00 182.00 178.00 180.10 +0.50 1,532 9,842 +425
Aug06 051003 180.50 182.50 179.00 180.50 +0.50 460 2,717 +157
Sep06 051003 181.50 183.50 179.50 180.60 -0.40 152 2,533 +113
Total Volume and Open Interest 37,531 129,118 +601
Soybean Oil(CBOT)
Oct05 051003 23.72 24.70 23.58 24.46 +0.74 4,354 5,540 -1,086
Dec05 051003 23.95 24.98 23.73 24.65 +0.70 28,824 89,370 +2,375
Jan06 051003 24.15 25.10 23.96 24.89 +0.68 1,871 13,300 +721
Mar06 051003 24.32 25.25 24.08 25.00 +0.68 1,549 10,499 +543
May06 051003 24.40 25.25 24.15 25.10 +0.73 2,108 10,856 +420
Jul06 051003 24.50 25.40 24.25 25.16 +0.65 1,214 11,159 +1,410
Aug06 051003 24.72 25.40 24.72 25.12 +0.62 16 959 -15
Sep06 051003 24.85 25.50 24.80 25.15 +0.65 98 1,104 +0
Total Volume and Open Interest 40,566 147,402 +4,391
Canola(WCE)
Nov05 051003 257.5 260.9 255.7 259.9 +3.4 8,036 32,390 +975
Jan06 051003 267.0 270.5 265.1 269.7 +3.7 4,721 27,247 +1,525
Mar06 051003 274.5 278.0 273.1 277.0 +3.2 331 3,238 +106
May06 051003 280.5 284.9 278.9 284.9 +6.0 170 1,413 -34
Jul06 051003 283.0 288.6 281.9 288.6 +5.5 253 932 +66
Total Volume and Open Interest 13,604 69,304 +2,674
Corn(CBOT)
Dec05 051003 207.00 209.50 205.00 208.75 +3.25 48,133 469,713 +2,708
Mar06 051003 219.00 222.00 217.50 221.50 +3.75 12,450 144,003 +3,270
May06 051003 226.75 229.50 225.25 229.00 +3.25 2,000 30,827 +314
Jul06 051003 234.00 236.25 232.00 235.75 +3.00 4,384 47,531 +1,765
Sep06 051003 240.75 242.75 239.50 242.00 +2.50 353 7,018 +153
Dec06 051003 249.25 251.75 248.00 251.25 +2.75 2,277 35,542 +459
Total Volume and Open Interest 69,660 741,239 +8,693
Wheat(CBOT)
Dec05 051003 350.50 352.00 345.50 348.75 +2.50 72,252 211,993 -1,927
Mar06 051003 363.00 364.00 358.50 362.50 +1.00 10,585 44,349 +3,888
May06 051003 370.00 370.50 366.00 369.25 +0.75 103 2,051 +13
Jul06 051003 372.00 376.25 371.50 374.25 +0.75 10,282 28,092 +2,965
Sep06 051003 379.00 381.00 377.00 380.25 +0.75 225 939 +163
Total Volume and Open Interest 94,970 290,720 +6,076
Wheat(KCBT)
Dec05 051003 381.00 384.00 378.00 381.75 +1.50 13,844 63,430 +2,312
Mar06 051003 382.50 386.50 380.50 384.50 +2.00 5,018 26,965 +1,637
May06 051003 381.00 384.50 381.00 381.50 +1.50 566 2,376 +175
Jul06 051003 377.00 379.50 373.50 377.50 +3.00 4,326 16,292 +1,685
Sep06 051003 379.00 382.50 379.00 381.00 +2.00 192 508 +116
Total Volume and Open Interest 24,056 109,789 +5,970
Wheat(MGE)
Dec05 051003 384.00 388.00 382.00 387.50 +4.50 5,299 17,742 +709
Mar06 051003 385.00 388.00 384.00 387.00 +2.25 1,622 9,790 +391
May06 051003 387.00 389.00 386.00 388.25 +3.25 108 1,551 +38
Jul06 051003 387.00 390.00 385.00 389.00 +2.00 1,170 1,800 +503
Sep06 051003 384.00 386.00 383.00 386.00 +2.00 90 215 +68
Total Volume and Open Interest 8,488 31,353 +1,870
Oats(CBOT)
Dec05 051003 163.75 164.50 161.50 162.25 +0.75 1,963 5,784 +233
Mar06 051003 169.00 170.75 167.00 167.00 +0.50 48 346 +16
May06 051003 171.00 171.00 171.00 171.00 +2.00 1 42 +0
Jul06 051003 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 2,012 6,177 +249
Rough Rice(CBOT)
Nov05 051003 7.22 7.28 7.15 7.28 +0.02 1,296 4,549 -297
Jan06 051003 7.45 7.54 7.38 7.53 +0.03 1,035 1,616 +600
Mar06 051003 7.68 7.74 7.68 7.74 +0.02 116 742 +114
May06 051003 7.94 7.94 7.94 7.94 +0.02 0 39 +0
Total Volume and Open Interest 2,447 6,947 +417
Live Cattle(CME)
Oct05 051003 89.000 89.375 88.750 89.225 +0.100 6,862 21,949 -1,273
Dec05 051003 90.100 90.450 89.800 90.225 +0.225 11,968 94,016 +2,087
Feb06 051003 91.600 92.050 91.500 91.950 +0.175 5,314 32,149 +990
Apr06 051003 88.950 89.150 88.750 88.975 -0.050 1,673 9,808 +336
Jun06 051003 84.350 84.800 84.250 84.675 +0.275 399 4,066 +32
Aug06 051003 83.700 84.050 83.650 84.025 +0.175 357 1,784 -47
Total Volume and Open Interest 26,634 163,889 +2,131
Feeder Cattle(CME)
Oct05 051003 115.300 116.600 115.200 116.525 +1.100 1,938 10,108 -34
Nov05 051003 114.550 115.625 114.500 115.400 +0.450 1,496 13,412 +103
Jan06 051003 111.800 112.750 111.750 112.675 +0.400 558 5,100 +289
Mar06 051003 107.100 107.900 107.100 107.900 +0.625 214 549 +24
Apr06 051003 105.625 106.000 105.500 105.900 +0.400 137 331 -32
May06 051003 105.300 105.700 105.300 105.700 +0.300 59 256 +51
Aug06 051003 106.000 106.500 106.000 106.500 +0.300 23 66 +15
Total Volume and Open Interest 4,425 29,822 -1,507
Lean Hogs(CME)
Oct05 051003 67.600 68.450 67.300 68.225 +1.025 4,221 15,225 -1,256
Dec05 051003 63.800 65.350 63.450 65.000 +1.650 7,572 65,409 +924
Feb06 051003 65.400 67.000 65.350 66.850 +1.675 2,437 20,356 +247
Apr06 051003 64.800 66.350 64.800 66.275 +1.875 601 6,575 +118
May06 051003 64.800 66.050 64.600 65.875 +1.775 106 1,475 +89
Jun06 051003 67.250 68.700 67.250 68.600 +1.625 178 2,147 +79
Jul06 051003 64.200 65.325 64.200 64.800 +1.350 171 949 +73
Aug06 051003 60.750 62.000 60.750 61.750 +1.550 89 502 +46
Total Volume and Open Interest 15,414 112,928 +346
Pork Bellies(CME)
Feb06 051003 90.000 92.550 90.000 91.800 +1.525 187 1,009 -32
Mar06 051003 91.450 92.500 91.450 92.350 +2.800 2 50 +2
May06 051003 93.000 93.000 93.000 93.000 unch 0 22 +0
Jul06 051003 94.000 94.000 94.000 94.000 +0.900 0 5 +0
Aug06 051003 92.500 92.500 92.500 92.500 +0.900 0 7 +0
Total Volume and Open Interest 189 1,093 -30
Class III Milk(CME)
Oct05 051003 14.33 14.36 14.27 14.36 unch 55 2,620 +13
Nov05 051003 13.55 13.57 13.46 13.57 +0.02 23 1,983 -14
Dec05 051003 13.26 13.40 13.26 13.40 +0.10 19 1,777 -4
Jan06 051003 12.82 12.82 12.82 12.82 +0.02 12 1,260 +9
Feb06 051003 12.56 12.56 12.56 12.56 +0.04 21 1,145 +2
Total Volume and Open Interest 256 17,227 -3,204
Cocoa(NYBOT)
Dec05 051003 1393 1411 1388 1401 -12 7,668 52,450 -119
Mar06 051003 1432 1445 1430 1436 -13 1,620 27,172 +158
May06 051003 1463 1463 1460 1460 -11 367 8,299 +135
Jul06 051003 1479 1481 1475 1481 -12 49 8,835 +59
Sep06 051003 1507 1507 1503 1503 -12 10 10,679 +10
Dec06 051003 1530 1530 1527 1527 -12 67 6,778 -81
Mar07 051003 1549 1549 1549 1549 -12 0 7,750 +100
Total Volume and Open Interest 9,781 122,719 +262
Coffee "C"(NYBOT)
Dec05 051003 93.50 95.50 92.50 92.85 -0.60 8,999 61,255 -299
Mar06 051003 97.50 99.00 96.00 96.20 -0.60 1,465 15,896 +26
May06 051003 99.75 101.00 98.10 98.30 -0.60 175 3,524 +20
Jul06 051003 99.75 100.90 99.75 100.20 -0.60 97 3,069 -30
Sep06 051003 103.45 103.45 102.05 102.05 -0.65 112 1,272 +40
Dec06 051003 107.00 107.10 104.80 104.80 -0.65 94 830 +25
Total Volume and Open Interest 10,981 86,490 -210
Orange Juice(NYBOT)
Nov05 051003 102.50 104.50 102.50 104.30 +2.00 3,912 14,841 -915
Jan06 051003 104.95 106.40 104.90 106.10 +2.00 1,968 5,694 +914
Mar06 051003 106.70 108.25 106.70 108.10 +1.80 511 2,966 +400
May06 051003 109.85 109.85 109.85 109.85 +2.05 240 376 +2
Jul06 051003 111.60 111.60 111.60 111.60 +2.30 50 147 +50
Total Volume and Open Interest 6,681 24,034 +451
Sugar #11(NYBOT)
Mar06 051003 11.21 11.64 11.19 11.53 +0.30 31,138 311,820 +3,390
May06 051003 11.20 11.61 11.18 11.50 +0.30 4,870 46,235 -840
Jul06 051003 11.06 11.48 11.04 11.38 +0.30 5,120 37,376 +1,040
Oct06 051003 11.03 11.40 11.01 11.38 +0.32 1,728 20,631 +767
Mar07 051003 11.10 11.50 11.10 11.46 +0.32 1,047 11,443 +447
Total Volume and Open Interest 53,322 447,007 +730
Sugar #14(NYBOT)
Nov05 051003 21.25 21.25 21.25 21.25 +0.20 92 1,619 -163
Jan06 051003 20.91 21.05 20.91 21.05 +0.14 98 2,331 +4
Mar06 051003 21.10 21.30 21.10 21.30 +0.30 117 2,152 +67
May06 051003 21.20 21.20 21.20 21.20 +0.25 80 2,310 +70
Jul06 051003 21.53 21.53 21.53 21.53 +0.38 277 2,376 +158
Total Volume and Open Interest 757 11,795 +184
London Cocoa(LCE)
Dec05 051003 848 849 835 840 -8 7,424 74,169 -1,710
Mar06 051003 865 865 852 858 -7 3,925 45,555 -309
May06 051003 874 877 869 872 -7 380 11,506 +90
Jul06 051003 887 889 879 885 -7 200 22,258 -57
Sep06 051003 892 901 892 898 -7 51 12,696 +0
Dec06 051003 911 911 911 911 -7 44 14,151 +1
Mar07 051003 925 925 925 925 -7 1 2,608 +1
Total Volume and Open Interest 12,025 183,068 -1,984
London Coffee(LCE)
Nov05 051003 875.00 895.00 870.00 874.00 +11.00 3,280 59,344 -774
Jan06 051003 891.00 916.00 891.00 894.00 +12.00 1,222 60,736 +48
Mar06 051003 913.00 927.00 910.00 910.00 +11.00 349 30,849 +39
May06 051003 934.00 940.00 926.00 926.00 +10.00 20 9,400 +1
Jul06 051003 953.00 953.00 942.00 942.00 +11.00 72 4,133 +72
Sep06 051003 962.00 962.00 962.00 962.00 +12.00 0 1,551 +0
Total Volume and Open Interest 4,943 166,272 -637
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051003 297.10 306.50 297.10 306.50 +8.50 1,843 23,738 +1,082
Mar06 051003 304.00 311.00 303.80 310.80 +6.80 813 14,385 -2
May06 051003 308.00 314.80 308.00 314.80 +7.80 268 5,340 -37
Aug06 051003 311.60 318.30 311.00 318.30 +7.30 356 2,413 -59
Total Volume and Open Interest 4,848 52,449 +1,279
Cotton(NYBOT)
Oct05 051003 52.55 52.55 52.55 52.55 +1.05 2 12 +0
Dec05 051003 53.60 54.30 53.40 54.24 +1.13 9,314 79,227 -119
Mar06 051003 54.85 55.65 54.80 55.56 +0.69 2,042 25,427 +394
May06 051003 55.90 56.40 55.90 56.40 +0.90 9 2,145 +2
Jul06 051003 56.65 57.05 56.50 57.05 +0.90 10 2,277 -2
Oct06 051003 57.80 57.80 57.80 57.80 +0.70 2 44 +0
Total Volume and Open Interest 11,379 110,069 +275
Lumber(CME)
Nov05 051003 305.9 307.3 300.6 300.7 -4.2 1,315 2,674 -281
Jan06 051003 323.0 323.0 317.2 317.4 -5.6 1,234 1,130 +555
Mar06 051003 334.0 334.0 327.2 333.5 -2.7 95 227 +24
May06 051003 335.0 335.0 331.7 331.7 -6.1 13 69 +6
Total Volume and Open Interest 2,659 4,129 +303
Crude Oil(NYM)
Nov05 051003 66.10 66.50 64.99 65.47 -0.77 114,729 219,885 -10,645
Dec05 051003 66.25 66.50 64.90 65.29 -0.94 90,519 169,227 +7,185
Jan06 051003 66.50 66.65 65.40 65.69 -0.84 21,963 66,523 +998
Feb06 051003 66.80 66.90 65.60 65.97 -0.85 5,449 25,713 +2,045
Mar06 051003 67.00 67.00 66.00 66.16 -0.87 2,139 28,062 +832
Apr06 051003 67.00 67.05 66.24 66.24 -0.90 2,666 14,677 +1,008
May06 051003 66.10 66.24 66.10 66.24 -0.92 324 13,833 -22
Jun06 051003 67.00 67.10 65.90 66.17 -0.94 2,402 41,649 -675
Jul06 051003 66.10 66.10 66.10 66.10 -0.94 41 9,645 -30
Aug06 051003 66.00 66.00 66.00 66.00 -0.94 42 7,413 +35
Sep06 051003 65.89 65.89 65.89 65.89 -0.94 73 8,452 +73
Oct06 051003 65.77 65.77 65.77 65.77 -0.94 164 5,126 +104
Nov06 051003 65.63 65.63 65.63 65.63 -0.94 40 7,648 +40
Dec06 051003 66.40 66.55 65.15 65.49 -0.94 4,807 55,591 +173
Jan07 051003 65.23 65.23 65.23 65.23 -0.93 0 8,783 +0
Feb07 051003 65.03 65.03 65.03 65.03 -0.93 68 3,219 +27
Total Volume and Open Interest 247,578 871,903 +1,361
Heating Oil(NYM)
Nov05 051003 212.50 213.50 206.40 208.09 -4.87 31,526 69,526 -579
Dec05 051003 215.25 215.50 209.50 210.98 -4.53 7,930 28,853 +26
Jan06 051003 216.50 217.50 210.75 212.73 -4.58 3,621 19,899 +42
Feb06 051003 215.25 215.50 212.00 212.48 -3.83 2,102 14,077 +84
Mar06 051003 212.30 212.30 208.50 208.98 -3.43 912 10,862 +283
Apr06 051003 204.60 204.60 202.23 202.23 -3.08 279 5,893 +73
May06 051003 197.50 197.50 196.33 196.33 -2.73 71 4,044 +15
Jun06 051003 192.23 192.23 192.23 192.23 -2.48 241 5,574 -7
Jul06 051003 193.00 193.00 192.08 192.08 -2.23 26 3,409 +10
Aug06 051003 193.25 193.25 192.73 192.73 -2.23 1 613 +1
Sep06 051003 192.75 194.08 192.75 194.08 -2.23 0 1,270 +0
Oct06 051003 197.50 197.50 195.78 195.78 -2.23 18 169 +16
Total Volume and Open Interest 60,839 171,099 -5,377
Unleaded Gas(NYM)
Nov05 051003 211.00 213.50 203.50 206.22 -3.46 32,249 68,130 -995
Dec05 051003 203.00 204.00 197.50 198.78 -2.71 11,489 26,944 +1,340
Jan06 051003 199.50 200.00 194.00 194.88 -2.41 1,018 13,985 +218
Feb06 051003 196.50 197.50 192.53 192.53 -2.56 467 6,181 +209
Mar06 051003 192.00 192.00 191.43 191.43 -2.66 293 4,995 +0
Apr06 051003 200.08 200.08 200.08 200.08 -2.61 371 4,787 -4
May06 051003 200.08 200.08 200.08 200.08 -2.61 210 2,735 -75
Jun06 051003 199.28 199.28 199.28 199.28 -2.61 5 3,063 -5
Jul06 051003 200.00 200.00 197.98 197.98 -2.61 0 1,468 +0
Aug06 051003 198.00 198.00 195.83 195.83 -2.61 0 1,678 +0
Sep06 051003 195.00 195.00 193.08 193.08 -2.56 0 272 +0
Oct06 051003 182.58 182.58 182.58 182.58        
Natural Gas(NYM)
Nov05 051003 14.070 14.180 13.920 14.017 +0.096 24,931 86,694 -1,437
Dec05 051003 14.370 14.680 14.370 14.557 +0.126 9,510 54,135 +3,800
Jan06 051003 14.830 14.970 14.810 14.892 +0.121 4,291 49,261 +498
Feb06 051003 14.550 14.730 14.550 14.617 +0.106 3,052 27,596 +1,111
Mar06 051003 14.070 14.180 14.050 14.127 +0.086 2,898 47,938 +380
Apr06 051003 11.100 11.100 10.950 10.977 -0.114 1,601 32,067 +400
May06 051003 10.500 10.530 10.430 10.442 -0.119 1,218 26,982 -157
Jun06 051003 10.510 10.570 10.442 10.442 -0.131 784 9,900 +227
Jul06 051003 10.500 10.610 10.472 10.472 -0.131 289 13,285 -138
Aug06 051003 10.510 10.650 10.502 10.502 -0.132 249 15,139 +63
Sep06 051003 10.610 10.610 10.460 10.477 -0.131 208 10,982 +98
Oct06 051003 10.610 10.630 10.504 10.504 -0.131 304 21,715 +76
Nov06 051003 11.060 11.060 10.929 10.929 -0.131 219 9,088 +52
Dec06 051003 11.440 11.440 11.329 11.329 -0.136 319 11,317 -110
Jan07 051003 11.740 11.740 11.600 11.639 -0.136 388 11,601 +393
Feb07 051003 11.640 11.640 11.500 11.539 -0.136 366 4,081 +199
Total Volume and Open Interest 54,655 546,532 +6,829
Brent Crude Oil(ICE)
Nov05 051003 63.63 63.96 62.39 62.80 -0.68 53,033 67,103 -9,239
Dec05 051003 64.30 64.66 63.15 63.52 -0.69 34,294 106,265 +3,192
Jan06 051003 64.83 65.22 63.75 64.13 -0.64 12,550 38,158 +3,072
Feb06 051003 65.20 65.48 64.08 64.50 -0.62 760 18,548 -3
Mar06 051003 65.40 65.70 64.31 64.72 -0.62 253 10,544 -50
Apr06 051003 65.69 65.82 64.57 64.82 -0.64 101 5,271 -50
May06 051003 65.19 65.19 64.57 64.82 -0.66 50 5,842 -45
Jun06 051003 65.73 65.75 64.45 64.76 -0.67 802 18,450 +206
Jul06 051003 64.70 64.70 64.70 64.70 -0.66 0 2,136 +0
Aug06 051003 64.62 64.62 64.62 64.62 -0.67 0 770 +0
Sep06 051003 64.54 64.54 64.54 64.54 -0.67 0 2,343 -235
Oct06 051003 64.45 64.45 64.45 64.45 -0.68 0 2,212 +0
Nov06 051003 64.36 64.36 64.36 64.36 -0.69 0 134 +0
Dec06 051003 64.90 65.32 63.95 64.27 -0.70 1,494 25,084 -323
Total Volume and Open Interest 103,403 337,952 -3,505
Gas Oil(ICE)
Oct05 051003 635.25 641.50 620.75 627.75 +1.00 17,117 37,349 +1,192
Nov05 051003 637.50 642.00 622.00 628.75 +0.25 17,152 57,801 +1,765
Dec05 051003 635.75 641.50 624.25 630.00 +1.00 4,725 33,837 +556
Jan06 051003 635.50 638.50 625.50 630.50 +1.25 2,243 18,276 -635
Feb06 051003 633.00 633.25 627.50 627.50 +1.25 164 10,820 -33
Mar06 051003 628.50 628.50 617.25 622.00 +0.75 250 11,328 -100
Apr06 051003 622.50 622.75 616.25 616.25 +0.75 0 6,027 -13
May06 051003 616.75 616.75 610.25 610.25 +0.75 0 1,334 +0
Jun06 051003 611.75 612.00 603.25 605.50 +0.75 956 16,663 +42
Jul06 051003 605.25 605.25 605.25 605.25 +0.50 0 768 +0
Total Volume and Open Interest 42,739 222,643 +2,768
US Dollar Index(NYBOT)
Dec05 051003 89.27 90.05 89.27 89.93 +0.58 1,504 15,435 +253
Mar06 051003 89.60 89.75 89.60 89.68 +1.58 0 2,028 +0
Jun06 051003 89.44 89.44 89.44 89.44 +1.58 0 1 +0
Total Volume and Open Interest 1,504 17,465 +253
Australian Dollar(CME)
Dec05 051003 75.96 76.06 75.80 76.04 +0.03 1,663 68,977 +3,325
Mar06 051003 75.79 75.79 75.79 75.79 +0.03 0 20 +0
Jun06 051003 75.52 75.52 75.52 75.52 +0.03 0 15 +0
Total Volume and Open Interest 1,663 69,020 +3,325
British Pound(CME)
Dec05 051003 175.35 175.54 175.06 175.25 -0.78 4,637 82,978 -93
Mar06 051003 175.09 175.09 175.09 175.09 -0.77 0 105 -56
Jun06 051003 175.08 175.08 175.08 175.08 -0.77 0 3 +0
Total Volume and Open Interest 4,637 83,087 -149
Canadian Dollar(CME)
Dec05 051003 85.94 86.20 85.85 86.00 -0.24 6,294 113,731 +2,568
Mar06 051003 86.15 86.37 86.12 86.23 -0.24 62 1,406 +0
Jun06 051003 86.33 86.46 86.33 86.46 -0.24 0 194 +0
Sep06 051003 86.69 86.69 86.69 86.69 -0.24 3 36 +4
Total Volume and Open Interest 6,359 115,379 +2,572
Japanese Yen(CME)
Dec05 051003 88.45 88.52 88.17 88.31 -0.46 3,389 145,733 +5,741
Mar06 051003 89.22 89.22 89.19 89.19 -0.46 0 505 +3
Jun06 051003 90.19 90.19 90.19 90.19 -0.46 0 52 +0
Total Volume and Open Interest 3,389 146,293 +5,744
Swiss Franc(CME)
Dec05 051003 77.33 77.38 77.18 77.33 -0.39 2,264 83,237 +881
Mar06 051003 77.96 77.96 77.96 77.96 -0.40 1 81 +0
Jun06 051003 78.62 78.62 78.62 78.62 -0.40 0 17 +0
Total Volume and Open Interest 2,265 83,420 +886
EuroFX(CME)
Dec05 051003 119.81 119.88 119.50 119.60 -0.99 4,947 137,577 +2,878
Mar06 051003 120.15 120.18 120.15 120.18 -0.99 0 1,480 -15
Jun06 051003 121.25 121.25 120.88 120.88 -0.99 0 410 +1
Total Volume and Open Interest 4,947 139,561 +2,864
Mexican Peso(CME)
Dec05 051003 9180.0 9220.0 9170.0 9212.0 +27.0 8,889 74,994 +266
Mar06 051003 9115.0 9115.0 9115.0 9115.0 +28.0 0 541 +0
Total Volume and Open Interest 8,889 76,046 +266
30-Year T-Bonds(CBOT)
Dec05 051003 114~11 114~22 113~18 113~24 -0~21 315,650 554,938 +5,127
Mar06 051003 114~10 114~10 113~12 113~16 -0~21 203 2,352 -33
Jun06 051003 113~12 113~12 113~12 113~12 -0~21 0 18 +0
Total Volume and Open Interest 315,853 557,310 +5,094
10-Year T-Notes(CBOT)
Dec05 051003 109~285 110~025 109~150 109~180 -0~115 675,707 1,580,747 -21,580
Mar06 051003 109~275 109~275 109~130 109~155 -0~105 361 10,578 +31
Total Volume and Open Interest 676,068 1,591,621 -21,549
5-Year T-Notes(CBOT)
Dec05 051003 106~295 106~295 106~190 106~205 -0~070 453,484 0 +0
Mar06 051003 106~170 106~170 106~155 106~155 -0~075 20 1,000 +0
Jun06 051003 106~085 106~085 106~085 106~085 -0~075      
Total Volume and Open Interest 453,504 1,000 +0
2 Year T-Notes(CBOT)
Dec05 051003 102~124 102~124 102~109 102~112 -0~008 8,102 332,764 +11,479
Total Volume and Open Interest 8,102 342,125 +11,479
Eurodollars(CME)
Dec05 051003 95.630 95.630 95.575 95.600 -0.015 37,483 1,123,356 +18,588
Mar06 051003 95.470 95.470 95.405 95.425 -0.025 43,278 1,163,289 -24,161
Jun06 051003 95.410 95.410 95.345 95.360 -0.035 35,933 1,178,454 +24,390
Sep06 051003 95.390 95.410 95.330 95.340 -0.045 351,631 789,583 +25,864
Dec06 051003 95.405 95.405 95.335 95.340 -0.050 32,155 724,027 +15,793
Mar07 051003 95.435 95.435 95.365 95.370 -0.055 17,011 548,055 +9,296
Jun07 051003 95.445 95.445 95.370 95.375 -0.060 26,949 437,815 +8,259
Sep07 051003 95.435 95.435 95.365 95.365 -0.065 39,056 315,594 -1,570
Dec07 051003 95.415 95.415 95.340 95.340 -0.065 15,159 238,491 +2,760
Mar08 051003 95.410 95.410 95.335 95.335 -0.065 12,825 215,005 +2,367
Jun08 051003 95.385 95.385 95.315 95.315 -0.070 19,281 208,853 -3,860
Sep08 051003 95.375 95.375 95.290 95.295 -0.070 10,524 192,598 -3,221
Dec08 051003 95.340 95.340 95.250 95.260 -0.070 13,069 132,448 -2,265
Mar09 051003 95.330 95.330 95.245 95.245 -0.075 8,601 117,394 -148
Jun09 051003 95.305 95.305 95.220 95.220 -0.075 12,481 108,247 -10,533
Sep09 051003 95.275 95.275 95.190 95.190 -0.075 7,174 110,481 -2,558
Dec09 051003 95.230 95.230 95.145 95.150 -0.075 3,911 71,816 +1,215
Mar10 051003 95.200 95.200 95.130 95.135 -0.075 3,273 47,840 +344
Total Volume and Open Interest 389,921 7,972,772 +24,017
3-Mth Euro-Yen(CME)
Dec05 051003 99.89 99.90 99.89 99.89 unch 275 6,276 -1
Mar06 051003 99.83 99.83 99.82 99.82 unch 75 8,221 +143
Jun06 051003 99.75 99.75 99.75 99.75 unch 8 5,299 -305
Sep06 051003 99.66 99.66 99.66 99.66 +0.01 354 4,058 +218
Dec06 051003 99.55 99.55 99.55 99.55 unch 0 6,343 -175
Mar07 051003 99.44 99.44 99.44 99.44 unch 0 3,757 -150
Jun07 051003 99.34 99.34 99.34 99.34 unch 208 575 -98
Sep07 051003 99.23 99.23 99.23 99.23 unch 0 420 +0
Dec07 051003 99.16 99.16 99.16 99.16 unch 0 32 +0
Mar08 051003 99.05 99.05 99.05 99.05 unch 0 60 +0
Total Volume and Open Interest 920 35,291 -368
3-Mth Euro-Yen(SIMEX)
Dec05 051003 99.89 99.90 99.89 99.90 +0.01 3,590 87,340 +1,473
Mar06 051003 99.81 99.83 99.81 99.83 +0.01 1,202 57,593 +149
Jun06 051003 99.74 99.76 99.74 99.75 +0.01 1,466 54,856 -220
Sep06 051003 99.64 99.68 99.64 99.66 +0.01 2,215 40,857 +738
Dec06 051003 99.54 99.57 99.54 99.56 +0.01 1,945 67,103 +455
Mar07 051003 99.46 99.47 99.46 99.46 +0.01 243 25,738 -6
Jun07 051003 99.37 99.37 99.36 99.36 +0.01 685 14,511 -264
Sep07 051003 99.25 99.25 99.25 99.25 +0.01 190 1,464 +185
Total Volume and Open Interest 11,536 403,868 +2,510
German Euro-Bund(EUREX)
Dec05 051003 122.55 122.71 122.08 122.24 -0.26 1,517,318 1,297,623 -32,462
Mar06 051003 122.67 122.73 122.44 122.58 -0.31 1,908 11,984 +6,286
Jun06 051003 121.88 121.88 121.88 121.88 -0.27 450 0 -1
Total Volume and Open Interest 1,110,883 1,404,782 +101,460
German Euro-Bobl(EUREX)
Dec05 051003 113.99 114.09 113.76 113.85 -0.15 565,927 874,006 +80,846
Mar06 051003 114.20 114.20 114.20 114.20 -0.16 1,005 868 -11
Jun06 051003 114.06 114.06 114.06 114.06 -0.15 200 100 +0
Total Volume and Open Interest 567,132 874,974 +80,835
Long Gilt(LIFFE)
Dec05 051003 112~26 112~26 112~13 112~17 -0~06 77,922 203,217 +3,772
Mar06 051003 112~21 112~21 112~21 112~21 -0~04      
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051003 95.51 95.53 95.49 95.50 unch 64,471 312,625 -3,335
Mar06 051003 95.62 95.63 95.57 95.58 -0.02 106,428 337,362 +462
Jun06 051003 95.66 95.67 95.61 95.62 -0.01 74,320 274,676 +15,390
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051003 97.780 97.785 97.770 97.780 -0.005 184,502 626,688 -360
Mar06 051003 97.675 97.695 97.660 97.680 -0.010 222,171 585,007 -3,277
Jun06 051003 97.560 97.575 97.525 97.550 -0.020 284,750 444,648 +8,369
Total Volume and Open Interest 1,132,964 2,918,577 +38,675
3-Mth Aus T-Bills(SFE)
Dec05 051003 94.33 94.34 94.32 94.33 -0.02 9,521 152,047 -2,559
Mar06 051003 94.29 94.29 94.26 94.29 -0.02 17,373 196,014 -2,235
Jun06 051003 94.29 94.29 94.26 94.28 -0.03 11,597 80,431 -9,476
Sep06 051003 94.27 94.27 94.25 94.27 -0.03 1,579 31,590 -77
Dec06 051003 94.24 94.25 94.24 94.25 -0.04 2,260 29,607 +1,111
Mar07 051003 94.20 94.22 94.19 94.22 -0.03 630 18,496 -575
Jun07 051003 94.17 94.19 94.17 94.19 -0.04 2,307 32,101 +4
Sep07 051003 94.16 94.18 94.16 94.18 -0.03 1,748 6,278 +651
Dec07 051003 94.17 94.17 94.17 94.17 -0.03 0 3,856 +0
Mar08 051003 94.15 94.15 94.15 94.15 -0.05 0 1,416 +0
Total Volume and Open Interest 47,155 553,644 -13,086
10-Year Aus T-Bonds(SFE)
Dec05 051003 94.57 94.60 94.56 94.58 -0.04 32,026 296,797 -10,009
Mar06 051003 94.58 94.58 94.58 94.58 -0.04      
Total Volume and Open Interest 32,026 296,797 -10,009
3-Year Aus T-Bonds(SFE)
Dec05 051003 94.63 94.64 94.60 94.64 -0.05 86,866 352,755 -6,782
Mar06 051003 94.64 94.64 94.64 94.64 -0.05      
Total Volume and Open Interest 86,866 352,755 -6,782
Gold(CMX)
Oct05 051003 465.2 468.0 465.2 466.1 -2.9 2,926 2,537 -6,966
Dec05 051003 469.7 471.7 468.2 469.3 -3.0 58,946 307,094 +6,268
Feb06 051003 472.5 475.1 471.5 472.9 -3.0 598 12,995 +168
Apr06 051003 476.8 476.8 476.0 476.5 -3.0 262 5,961 -61
Jun06 051003 482.0 482.0 480.0 480.2 -3.0 728 10,583 -151
Aug06 051003 484.5 484.5 483.9 483.9 -3.0 29 1,896 +0
Oct06 051003 487.7 487.7 487.7 487.7 -3.0 100 2,801 +100
Dec06 051003 491.5 491.5 490.5 491.4 -2.9 46 5,862 +7
Feb07 051003 495.1 495.1 495.1 495.1 -2.9 0 4,916 +0
Apr07 051003 498.8 498.8 498.8 498.8 -2.8 0 100 +0
Jun07 051003 502.4 502.4 502.4 502.4 -2.8 2 4,203 +1
Aug07 051003 506.0 506.0 506.0 506.0 -2.8      
Total Volume and Open Interest 63,646 365,357  
Silver(CMX)
Dec05 051003 745.0 749.0 740.5 745.5 -5.7 26,707 96,760 +2,045
Mar06 051003 751.0 751.0 748.0 750.9 -5.6 903 7,178 +313
May06 051003 752.4 752.4 752.4 752.4 -5.7 243 1,835 +201
Jul06 051003 752.5 754.0 752.5 754.0 -5.7 303 6,430 -82
Sep06 051003 757.0 757.0 754.7 754.7 -5.7 202 2,399 -200
Dec06 051003 757.0 760.0 750.0 755.5 -5.7 1,424 8,841 +1,027
Mar07 051003 756.6 756.6 756.6 756.6 -5.7 0 50 +0
Total Volume and Open Interest 29,884 126,796 +2,992
Platinum(NYM)
Oct05 051003 925.0 927.0 922.8 922.8 -7.5 401 433 -449
Jan06 051003 929.0 936.5 926.1 927.8 -7.5 1,050 12,619 +470
Apr06 051003 927.0 931.0 927.0 927.8 -7.5 0 179 +0
Total Volume and Open Interest 1,451 13,231 +21
Palladium(NYME)
Dec05 051003 197.90 199.00 195.50 197.15 -2.65 744 13,077 -96
Mar06 051003 199.60 199.60 198.95 198.95 -2.65 1 194 +0
Jun06 051003 201.45 201.45 201.45 201.45 -2.65 0 4 +0
Total Volume and Open Interest 745 13,275 -96
Copper(CMX)
Dec05 051003 172.60 176.00 172.40 175.90 +3.15 7,736 80,733 +92
Mar06 051003 166.20 168.30 166.20 168.20 +2.95 1,025 9,525 +537
May06 051003 160.50 163.00 160.50 163.00 +2.95 8 2,194 -1
Jul06 051003 156.20 158.40 156.20 158.40 +2.95 1 1,370 +0
Sep06 051003 153.70 153.70 153.70 153.70 +2.95 0 1,257 +0
Total Volume and Open Interest 9,587 106,979 +591
Aluminum(CMX)
Oct05 051003 86.30 86.30 86.30 86.30 -0.30 156 354 -612
Nov05 051003 86.50 86.50 86.50 86.50 -0.30 12 596 +0
Dec05 051003 87.00 87.00 87.00 87.00 -0.30 1 1,679 +1
Jan06 051003 86.90 86.90 86.90 86.90 -0.10 11 91 +21
Feb06 051003 86.95 86.95 86.95 86.95 +0.20 0 70 +0
Mar06 051003 86.95 86.95 86.95 86.95 +0.40 0 70 +0
Total Volume and Open Interest 180 3,055 -590
DJIA Index(CBOT)
Dec05 051003 10610 10635 10550 10567 -45 4,428 33,422 -343
Mar06 051003 10655 10665 10609 10609 -45 3 21 +3
Total Volume and Open Interest 4,431 33,445 -340
S & P 500(CME)
Dec05 051003 1235.20 1238.80 1229.90 1231.80 -2.50 39,559 624,843 -2,595
Mar06 051003 1239.10 1239.10 1239.10 1239.10 -2.40 26 5,273 +0
Jun06 051003 1247.20 1247.20 1247.20 1247.20 -2.30 46 1,457 +19
Sep06 051003 1255.00 1255.00 1255.00 1255.00 -2.00 0 56 +0
Total Volume and Open Interest 39,635 631,665 -2,568
S & P 500 E-Mini(Globex)
Dec05 051003 1235.25 1239.00 1229.75 1231.75 -2.50 659,840 966,387 -19,313
Mar06 051003 1238.75 1245.50 1238.50 1239.00 -2.50 137 591 +81
Total Volume and Open Interest 659,977 966,978 -19,232
NASDAQ 100(CME)
Dec05 051003 1615.50 1624.50 1614.00 1618.50 +4.50 8,202 53,653 -2,660
Mar06 051003 1631.50 1631.50 1631.50 1631.50 +4.50 0 12 +3
Jun06 051003 1644.50 1644.50 1644.50 1644.50 +4.50      
Total Volume and Open Interest 8,202 53,665 -2,657
NASDAQ 100 E-Mini(Globex)
Dec05 051003 1615.50 1624.50 1613.50 1618.50 +4.50 237,982 261,040 -17,904
Mar06 051003 1634.00 1638.00 1631.50 1631.50 +4.50 26 162 +23
Total Volume and Open Interest 238,008 261,202 -17,881
S & P Midcap 400(CME)
Dec05 051003 721.50 726.00 721.00 725.20 +4.50 397 12,637 +0
Mar06 051003 728.20 728.20 728.20 728.20 +4.50      
Jun06 051003 731.20 731.20 731.20 731.20 +4.50      
Total Volume and Open Interest 246 12,663 +26
Russell 2000(CME)
Dec05 051003 671.25 677.50 671.25 675.30 +3.20 608 32,037 +145
Mar06 051003 679.55 679.55 679.55 679.55 +3.20      
Jun06 051003 682.55 682.55 682.55 682.55 +3.20      
Total Volume and Open Interest 608 32,037 +145
Russell 2000 E-Mini(Globex)
Dec05 051003 671.00 677.30 670.10 675.30 +3.20 101,651 224,414 +1,599
Mar06 051003 681.00 681.00 679.00 679.60 +3.20 0 86 +0
Total Volume and Open Interest 101,651 224,500 +1,599
Value Line(KCBT)
Dec05 051003 1894.00 1898.00 1890.50 1898.00 +5.50 8 81 -5
Total Volume and Open Interest 8 81 -5
Nikkei 225(CME)
Dec05 051003 13650 13660 13460 13570 +20 56,702 233,147 +2,330
Mar06 051003 13520 13640 13460 13520 -50 8 26 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051003 13650 13660 13460 13570 +20 56,702 233,147 +2,330
Mar06 051003 13520 13640 13460 13520 -50 8 26 +0
Jun06 051003 13455 13455 13455 13455 -50      
Total Volume and Open Interest 56,798 233,802 +2,490
CAC 40(MATIF)
Oct05 051003 4613.5 4635.5 4613.0 4630.0 +29.0 59,615 420,456 +7,556
Nov05 051003 4622.0 4637.5 4622.0 4636.5 +29.0 288 2,621 +189
Dec05 051003 4620.5 4638.5 4617.5 4634.0 +29.0 2,301 90,032 +1,186
Total Volume and Open Interest 62,204 517,171 +8,691
Hang Seng Index(HKFE)
Oct05 051003 15385 15499 15385 15432 -8 26,984 113,979 +8,756
Nov05 051003 15399 15473 15399 15421 -7 439 0  
Dec05 051003 15461 15510 15450 15464 -8 122 1,754 +25
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051003 5085.5 5108.0 5071.0 5101.0 +34.5 103,166 200,464 -14,562
Mar06 051003 5116.5 5133.0 5100.0 5129.5 +35.0 260 9,379 +46
Jun06 051003 5140.0 5165.5 5130.0 5159.5 +35.0 333 472 +20
Total Volume and Open Interest 103,759 210,315 -14,496
FT-SE 100(LIFFE)
Dec05 051003 5502.00 5536.00 5494.00 5519.00 +34.50 78,477 440,569 +6,375
Mar06 051003 5511.00 5540.00 5511.00 5528.50 +35.00 49 5,362 +6
Jun06 051003 5535.50 5535.50 5535.50 5535.50 +35.00 0 13,786 +0
Total Volume and Open Interest 78,526 459,717 +6,381
SPI 200(SFE)
Dec05 051003 4641.0 4666.0 4637.0 4654.0 +17.0 17,559 195,531 +3,757
Mar06 051003 4645.0 4656.0 4645.0 4656.0 +17.0 40 4,274 +25
Jun06 051003 4683.0 4683.0 4683.0 4683.0 +18.0 80 2,861 +0
Total Volume and Open Interest 17,683 204,619 +3,750
GSCI(CME)
Oct05 051003 470.80 471.20 465.00 467.00 -3.00 165 16,990 -87
Nov05 051003 472.00 472.00 468.90 469.00 -2.70 249 746 +47
Dec05 051003 472.50 472.50 472.50 472.50 -2.00 0 6 +0
Total Volume and Open Interest 414 17,742 -40
Reuters CRB Index(NYBOT)
Nov05 051003 332.50 335.50 332.50 335.50 +2.75 36 370 -16
Jan06 051003 332.50 335.00 332.50 335.00 +2.75 0 422 +0
Feb06 051003 329.50 333.50 329.50 333.50 +2.75 0 6 +0
Total Volume and Open Interest 36 1,002 -16
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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