Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue October 04, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051004 569.00 569.00 558.00 562.50 -18.50 58,002 158,418 -1,045
Jan06 051004 580.50 580.50 571.00 574.25 -18.25 13,788 44,050 +4,583
Mar06 051004 587.50 587.50 578.50 582.25 -17.25 3,410 21,957 +459
May06 051004 595.00 595.00 585.00 587.50 -17.00 2,365 18,479 +509
Jul06 051004 599.00 599.00 590.00 592.50 -18.50 2,417 13,870 +936
Aug06 051004 595.00 596.00 588.00 589.00 -18.00 1 425 +0
Sep06 051004 592.00 594.00 592.00 593.00 -13.00 5 126 -3
Total Volume and Open Interest 81,263 266,026 +5,871
Soybean Meal(CBOT)
Oct05 051004 165.00 165.00 162.70 163.70 -3.60 4,411 2,840 -814
Dec05 051004 167.50 168.00 165.50 166.70 -4.10 19,464 65,803 +7
Jan06 051004 169.50 170.00 167.40 168.50 -3.90 2,642 13,245 -97
Mar06 051004 173.00 173.00 170.50 171.40 -3.70 2,994 13,899 +564
May06 051004 174.90 175.00 173.00 173.40 -3.00 1,677 14,525 -140
Jul06 051004 177.50 177.50 176.00 176.30 -3.80 1,929 10,593 +751
Aug06 051004 179.00 179.00 177.20 177.20 -3.30 198 2,782 +65
Sep06 051004 180.00 180.00 178.00 178.00 -2.60 180 2,631 +98
Total Volume and Open Interest 34,712 129,656 +538
Soybean Oil(CBOT)
Oct05 051004 23.90 24.20 23.70 23.80 -0.66 3,816 4,186 -1,354
Dec05 051004 24.15 24.47 23.93 24.00 -0.65 33,931 91,234 +1,864
Jan06 051004 24.45 24.63 24.19 24.24 -0.65 3,983 14,129 +829
Mar06 051004 24.45 24.71 24.30 24.30 -0.70 1,889 10,845 +346
May06 051004 24.40 24.80 24.33 24.39 -0.71 1,777 11,502 +646
Jul06 051004 24.50 24.90 24.45 24.45 -0.71 1,382 12,229 +1,070
Aug06 051004 24.43 24.43 24.43 24.43 -0.69 12 953 -6
Sep06 051004 24.60 24.60 24.50 24.50 -0.65 309 1,176 +72
Total Volume and Open Interest 47,692 150,898 +3,496
Canola(WCE)
Nov05 051004 257.0 258.8 255.3 255.7 -4.2 4,862 32,342 -48
Jan06 051004 268.4 268.4 265.0 265.2 -4.5 1,791 27,957 +710
Mar06 051004 276.5 276.6 273.0 273.0 -4.0 678 3,427 +189
May06 051004 283.9 283.9 278.6 280.2 -4.7 110 1,414 +1
Jul06 051004 283.5 285.5 283.4 285.2 -3.4 208 973 +41
Total Volume and Open Interest 7,850 70,333 +1,029
Corn(CBOT)
Dec05 051004 206.75 206.75 204.75 205.75 -3.00 58,431 471,997 +2,284
Mar06 051004 219.00 219.25 217.50 218.50 -3.00 16,770 148,599 +4,596
May06 051004 227.25 227.25 225.50 226.25 -2.75 1,313 31,141 +314
Jul06 051004 233.75 234.00 232.25 233.25 -2.50 4,348 48,505 +974
Sep06 051004 239.50 240.50 239.50 239.75 -2.25 271 6,930 -88
Dec06 051004 248.75 249.25 248.00 249.00 -2.25 3,439 36,604 +1,062
Total Volume and Open Interest 84,903 750,616 +9,377
Wheat(CBOT)
Dec05 051004 344.50 348.50 342.50 347.25 -1.50 31,363 209,899 -2,094
Mar06 051004 358.50 362.50 356.00 361.50 -1.00 7,689 44,385 +36
May06 051004 362.50 368.50 362.50 368.50 -0.75 122 2,123 +72
Jul06 051004 368.00 374.00 368.00 373.50 -0.75 6,276 29,184 +1,092
Sep06 051004 374.00 379.00 374.00 379.00 -1.25 213 1,112 +173
Total Volume and Open Interest 46,495 290,490 -230
Wheat(KCBT)
Dec05 051004 376.00 381.00 373.00 379.00 -2.75 9,226 65,459 +2,029
Mar06 051004 377.00 384.00 375.50 382.50 -2.00 3,276 27,957 +992
May06 051004 375.00 382.50 375.00 381.00 -0.50 88 2,392 +16
Jul06 051004 372.50 378.50 372.00 377.75 +0.25 2,695 17,361 +1,069
Sep06 051004 379.00 380.00 379.00 380.00 -1.00 166 494 -14
Total Volume and Open Interest 15,562 113,957 +4,168
Wheat(MGE)
Dec05 051004 385.00 388.00 382.00 385.00 -2.50 2,838 18,446 +704
Mar06 051004 385.00 387.50 382.00 387.00 unch 1,239 10,078 +288
May06 051004 386.00 388.00 384.50 388.00 -0.25 181 1,646 +95
Jul06 051004 384.00 389.50 384.00 389.50 +0.50 627 2,208 +408
Sep06 051004 382.00 385.00 382.00 383.00 -3.00 10 215 +0
Total Volume and Open Interest 4,998 32,919 +1,566
Oats(CBOT)
Dec05 051004 161.25 165.00 160.75 164.75 +2.50 1,282 5,868 +84
Mar06 051004 167.00 170.00 166.75 170.00 +3.00 112 361 +15
May06 051004 171.00 171.00 171.00 171.00 unch 1 43 +1
Jul06 051004 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 1,395 6,277 +100
Rough Rice(CBOT)
Nov05 051004 7.23 7.40 7.16 7.34 +0.05 542 4,270 -279
Jan06 051004 7.46 7.65 7.43 7.60 +0.07 276 1,827 +211
Mar06 051004 7.70 7.82 7.70 7.81 +0.07 3 744 +2
May06 051004 7.80 8.01 7.80 8.01 +0.07 0 39 +0
Total Volume and Open Interest 821 6,881 -66
Live Cattle(CME)
Oct05 051004 89.250 91.100 89.250 90.950 +1.725 4,445 20,338 -1,611
Dec05 051004 90.500 91.800 90.100 91.450 +1.225 9,346 94,765 +749
Feb06 051004 91.850 93.200 91.850 92.975 +1.025 3,665 32,698 +549
Apr06 051004 88.900 90.000 88.900 89.975 +1.000 930 9,910 +102
Jun06 051004 84.600 85.300 84.550 85.225 +0.550 683 4,300 +234
Aug06 051004 83.850 84.650 83.800 84.650 +0.625 156 1,911 +127
Total Volume and Open Interest 19,248 164,058 +169
Feeder Cattle(CME)
Oct05 051004 116.550 117.800 116.550 117.575 +1.050 1,278 9,957 -151
Nov05 051004 115.550 116.600 115.450 116.425 +1.025 1,327 13,480 +68
Jan06 051004 112.600 113.700 112.550 113.650 +0.975 855 5,434 +334
Mar06 051004 108.000 108.750 107.900 108.750 +0.850 58 596 +47
Apr06 051004 106.500 107.100 106.375 107.100 +1.200 38 354 +23
May06 051004 106.100 106.700 106.100 106.550 +0.850 30 285 +29
Aug06 051004 106.750 107.500 106.700 107.500 +1.000 8 68 +2
Total Volume and Open Interest 3,594 30,174 +352
Lean Hogs(CME)
Oct05 051004 68.150 68.275 67.600 68.025 -0.200 5,960 13,590 -1,635
Dec05 051004 65.150 65.475 64.600 64.800 -0.200 10,333 66,798 +1,389
Feb06 051004 66.700 67.400 66.400 67.350 +0.500 2,686 21,255 +899
Apr06 051004 66.250 66.900 65.750 66.750 +0.475 1,026 6,637 +62
May06 051004 65.750 66.800 65.550 66.700 +0.825 98 1,504 +29
Jun06 051004 68.500 69.250 68.250 69.250 +0.650 238 2,201 +54
Jul06 051004 64.875 65.500 64.875 65.500 +0.700 128 1,007 +58
Aug06 051004 61.450 62.050 61.450 62.050 +0.300 44 524 +22
Total Volume and Open Interest 20,524 113,811 +883
Pork Bellies(CME)
Feb06 051004 92.300 94.800 92.300 94.800 +3.000 318 1,080 +71
Mar06 051004 92.400 95.350 92.400 95.350 +3.000 5 52 +2
May06 051004 96.000 96.000 96.000 96.000 +3.000 0 22 +0
Jul06 051004 97.000 97.000 97.000 97.000 +3.000 0 5 +0
Aug06 051004 95.100 95.100 95.100 95.100 +2.600 0 7 +0
Total Volume and Open Interest 323 1,166 +73
Class III Milk(CME)
Oct05 051004 14.38 14.39 14.20 14.22 -0.14 55 2,608 -12
Nov05 051004 13.57 13.57 13.42 13.45 -0.12 84 2,022 +39
Dec05 051004 13.40 13.40 13.26 13.26 -0.14 67 1,807 +30
Jan06 051004 12.82 12.84 12.82 12.83 +0.01 5 1,265 +5
Feb06 051004 12.56 12.59 12.55 12.56 unch 4 1,146 +1
Total Volume and Open Interest 308 17,352 +125
Cocoa(NYBOT)
Dec05 051004 1402 1405 1381 1383 -18 5,719 52,445 -5
Mar06 051004 1437 1437 1417 1418 -18 1,870 27,935 +763
May06 051004 1457 1457 1442 1442 -18 243 8,267 -32
Jul06 051004 1478 1478 1464 1464 -17 120 8,869 +34
Sep06 051004 1488 1488 1486 1486 -17 77 10,620 -59
Dec06 051004 1510 1510 1510 1510 -17 417 7,079 +301
Mar07 051004 1532 1532 1532 1532 -17 0 7,750 +0
Total Volume and Open Interest 8,446 123,721 +1,002
Coffee "C"(NYBOT)
Dec05 051004 93.30 94.00 91.60 92.70 -0.15 7,574 61,782 +527
Mar06 051004 96.50 97.35 95.00 95.90 -0.30 1,346 15,891 -5
May06 051004 98.30 99.50 97.95 97.95 -0.35 382 3,642 +118
Jul06 051004 100.90 101.60 99.80 99.80 -0.40 40 3,027 -42
Sep06 051004 103.50 103.50 101.60 101.60 -0.45 141 1,255 -17
Dec06 051004 105.50 105.50 104.00 104.35 -0.45 172 883 +53
Total Volume and Open Interest 9,787 87,256 +766
Orange Juice(NYBOT)
Nov05 051004 104.90 104.95 100.20 102.30 -2.00 3,513 15,005 +164
Jan06 051004 106.50 106.50 102.35 104.60 -1.50 1,054 6,109 +415
Mar06 051004 106.50 106.75 104.50 106.70 -1.40 310 3,100 +134
May06 051004 108.25 108.45 108.25 108.45 -1.40 0 376 +0
Jul06 051004 110.20 110.20 110.20 110.20 -1.40 0 147 +0
Total Volume and Open Interest 4,877 24,747 +713
Sugar #11(NYBOT)
Mar06 051004 11.60 11.91 11.12 11.43 -0.10 37,648 314,524 +2,704
May06 051004 11.65 11.90 11.15 11.43 -0.07 7,969 44,941 -1,294
Jul06 051004 11.56 11.71 11.15 11.32 -0.06 4,558 38,137 +761
Oct06 051004 11.61 11.72 11.20 11.32 -0.06 2,772 21,546 +915
Mar07 051004 11.71 11.79 11.27 11.39 -0.07 1,415 12,058 +615
Total Volume and Open Interest 55,172 440,973 -6,034
Sugar #14(NYBOT)
Nov05 051004 21.25 21.25 21.10 21.10 -0.15 233 1,465 -154
Jan06 051004 21.05 21.10 21.05 21.10 +0.05 106 2,426 +95
Mar06 051004 21.20 21.20 21.20 21.20 -0.10 9 2,154 +2
May06 051004 21.20 21.20 21.20 21.20 unch 5 2,313 +3
Jul06 051004 21.54 21.54 21.54 21.54 +0.01 0 2,376 +0
Total Volume and Open Interest 353 11,741 -54
London Cocoa(LCE)
Dec05 051004 839 841 828 830 -10 5,094 72,119 -2,050
Mar06 051004 858 858 846 848 -10 1,618 45,345 -210
May06 051004 864 865 860 861 -11 111 11,522 +16
Jul06 051004 882 883 873 874 -11 536 22,410 +152
Sep06 051004 890 890 887 887 -11 34 12,691 -5
Dec06 051004 903 903 900 900 -11 0 14,151 +0
Mar07 051004 918 918 913 915 -10 0 2,608 +0
Total Volume and Open Interest 7,393 180,971 -2,097
London Coffee(LCE)
Nov05 051004 870.00 881.00 868.00 870.00 -4.00 5,597 58,184 -1,160
Jan06 051004 894.00 903.00 886.00 891.00 -3.00 2,198 60,724 -12
Mar06 051004 906.00 918.00 905.00 907.00 -3.00 321 30,978 +129
May06 051004 925.00 926.00 925.00 925.00 -1.00 102 9,471 +71
Jul06 051004 941.00 943.00 939.00 939.00 -3.00 19 4,133 +0
Sep06 051004 957.00 959.00 957.00 959.00 -3.00 0 1,551 +0
Total Volume and Open Interest 8,237 165,300 -972
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051004 306.60 314.00 301.10 301.80 -4.70 3,692 23,583 -155
Mar06 051004 311.00 319.00 305.20 307.00 -3.80 1,196 14,109 -276
May06 051004 314.30 321.50 310.40 310.40 -4.40 80 5,360 +20
Aug06 051004 319.40 326.00 313.00 314.00 -4.30 46 2,410 -3
Total Volume and Open Interest 5,314 52,105 -344
Cotton(NYBOT)
Oct05 051004 52.75 52.75 51.55 51.55 -1.00 0 12 +0
Dec05 051004 53.95 53.95 53.00 53.05 -1.19 8,323 79,952 +725
Mar06 051004 55.25 55.25 54.60 54.68 -0.88 1,738 25,346 -81
May06 051004 55.50 55.55 55.45 55.55 -0.85 117 2,169 +24
Jul06 051004 56.80 56.80 56.20 56.40 -0.65 137 2,348 +71
Oct06 051004 56.80 56.80 56.80 56.80 -1.00 0 44 +0
Total Volume and Open Interest 10,318 110,810 +741
Lumber(CME)
Nov05 051004 298.0 304.9 297.3 299.3 -1.4 669 2,511 -163
Jan06 051004 317.0 319.3 313.6 314.4 -3.0 278 1,167 +37
Mar06 051004 327.1 331.9 327.0 327.5 -6.0 17 223 -4
May06 051004 331.7 331.7 331.7 331.7 unch 3 71 +2
Total Volume and Open Interest 967 4,001 -128
Crude Oil(NYM)
Nov05 051004 64.55 64.55 63.00 63.90 -1.57 69,179 214,449 -5,436
Dec05 051004 64.40 64.40 63.00 63.76 -1.53 67,056 170,340 +1,113
Jan06 051004 64.70 64.80 63.40 64.26 -1.43 20,636 69,004 +2,481
Feb06 051004 65.10 65.10 63.90 64.64 -1.33 6,256 26,921 +1,208
Mar06 051004 64.85 64.85 64.10 64.85 -1.31 1,318 27,584 -478
Apr06 051004 64.85 64.95 64.50 64.95 -1.29 699 14,866 +189
May06 051004 64.80 64.97 64.80 64.97 -1.27 387 14,032 +199
Jun06 051004 64.55 64.92 64.30 64.92 -1.25 3,019 41,052 -597
Jul06 051004 64.80 64.87 64.80 64.87 -1.23 7 9,642 -3
Aug06 051004 64.80 64.80 64.79 64.79 -1.21 7 7,414 +1
Sep06 051004 64.45 64.70 64.10 64.70 -1.19 17 8,452 +0
Oct06 051004 64.40 64.60 64.40 64.60 -1.17 0 5,126 +0
Nov06 051004 64.48 64.48 64.48 64.48 -1.15 14 7,662 +14
Dec06 051004 64.70 64.70 63.60 64.36 -1.13 4,293 56,058 +467
Jan07 051004 64.12 64.12 64.12 64.12 -1.11 100 8,683 -100
Feb07 051004 63.94 63.94 63.94 63.94 -1.09 0 3,219 +0
Total Volume and Open Interest 175,391 870,732 -1,171
Heating Oil(NYM)
Nov05 051004 203.50 205.25 199.00 204.97 -3.12 18,152 67,664 -1,862
Dec05 051004 206.25 209.00 202.50 208.34 -2.64 7,803 30,255 +1,402
Jan06 051004 207.75 210.75 205.00 210.54 -2.19 4,509 21,208 +1,309
Feb06 051004 207.60 211.00 205.50 210.69 -1.79 1,080 13,632 -445
Mar06 051004 205.00 207.50 203.00 207.19 -1.79 408 10,652 -210
Apr06 051004 198.00 201.00 197.00 200.44 -1.79 464 5,907 +14
May06 051004 195.00 195.00 191.50 194.54 -1.79 113 4,033 -11
Jun06 051004 188.50 191.00 188.00 190.54 -1.69 379 5,792 +218
Jul06 051004 188.50 190.44 188.50 190.44 -1.64 148 3,415 +6
Aug06 051004 191.14 191.14 191.14 191.14 -1.59 1 614 +1
Sep06 051004 190.25 192.54 190.25 192.54 -1.54 10 1,280 +10
Oct06 051004 194.29 194.29 194.29 194.29 -1.49 0 169 +0
Total Volume and Open Interest 33,236 168,733 -2,366
Unleaded Gas(NYM)
Nov05 051004 201.00 203.25 196.25 201.57 -4.65 20,559 65,543 -2,587
Dec05 051004 193.00 196.50 190.50 195.73 -3.05 9,695 28,332 +1,388
Jan06 051004 191.00 192.03 187.00 192.03 -2.85 2,774 14,940 +955
Feb06 051004 188.00 189.68 185.30 189.68 -2.85 247 6,180 -1
Mar06 051004 187.00 188.58 184.30 188.58 -2.85 605 5,161 +166
Apr06 051004 195.75 197.23 195.75 197.23 -2.85 161 4,689 -98
May06 051004 197.23 197.23 197.23 197.23 -2.85 141 2,720 -15
Jun06 051004 196.43 196.43 196.43 196.43 -2.85 1 3,033 -30
Jul06 051004 195.13 195.13 195.13 195.13 -2.85 6 1,468 +0
Aug06 051004 194.00 194.00 192.50 192.98 -2.85 5 1,678 +0
Sep06 051004 190.23 190.23 190.23 190.23 -2.85 0 272 +0
Oct06 051004 179.73 179.73 179.73 179.73 -2.85      
Total Volume and Open Interest 34,197 134,018  
Natural Gas(NYM)
Nov05 051004 14.000 14.240 13.750 14.224 +0.207 15,828 84,232 -2,462
Dec05 051004 14.540 14.780 14.340 14.764 +0.207 9,510 54,135 +0
Jan06 051004 14.900 15.150 14.720 15.119 +0.227 6,533 54,625 +5,364
Feb06 051004 14.600 14.834 14.470 14.834 +0.217 2,154 27,387 -209
Mar06 051004 14.100 14.329 14.000 14.329 +0.202 2,595 48,201 +263
Apr06 051004 10.900 11.050 10.900 11.044 +0.067 2,102 32,179 +112
May06 051004 10.360 10.504 10.360 10.504 +0.062 1,697 26,144 -838
Jun06 051004 10.410 10.550 10.410 10.504 +0.062 318 9,922 +22
Jul06 051004 10.400 10.532 10.400 10.532 +0.060 264 13,191 -94
Aug06 051004 10.500 10.557 10.470 10.557 +0.055 796 15,012 -127
Sep06 051004 10.475 10.532 10.450 10.532 +0.055 93 11,000 +18
Oct06 051004 10.500 10.559 10.460 10.559 +0.055 288 21,834 +119
Nov06 051004 10.930 10.984 10.900 10.984 +0.055 26 9,113 +25
Dec06 051004 11.330 11.384 11.270 11.384 +0.055 52 11,347 +30
Jan07 051004 11.650 11.700 11.620 11.694 +0.055 63 11,609 +8
Feb07 051004 11.550 11.589 11.550 11.589 +0.050 77 4,055 -26
Total Volume and Open Interest 49,961 548,847 +2,315
Brent Crude Oil(ICE)
Nov05 051004 62.80 62.80 60.31 61.22 -1.58 44,161 65,106 -1,997
Dec05 051004 63.49 63.49 61.12 61.96 -1.56 29,385 108,683 +2,418
Jan06 051004 63.80 64.01 61.80 62.59 -1.54 10,544 40,076 +1,918
Feb06 051004 64.40 64.40 62.23 63.02 -1.48 3,895 18,915 +367
Mar06 051004 64.60 64.60 62.63 63.27 -1.45 1,276 11,138 +594
Apr06 051004 64.37 64.37 62.87 63.40 -1.42 402 5,422 +151
May06 051004 64.30 64.31 62.99 63.44 -1.38 225 5,818 -24
Jun06 051004 64.36 64.36 62.92 63.42 -1.34 895 18,435 -15
Jul06 051004 63.33 63.38 63.33 63.37 -1.33 0 2,136 +0
Aug06 051004 63.25 63.32 63.25 63.32 -1.30 0 770 +0
Sep06 051004 63.98 63.98 62.52 63.24 -1.30 0 2,343 +0
Oct06 051004 62.44 63.17 62.44 63.17 -1.28 0 2,212 +0
Nov06 051004 63.10 63.10 63.10 63.10 -1.26 0 134 +0
Dec06 051004 63.90 63.90 62.40 63.03 -1.24 1,468 25,130 +46
Total Volume and Open Interest 92,601 341,685 +3,733
Gas Oil(ICE)
Oct05 051004 627.75 627.75 604.50 607.75 -20.00 20,617 36,035 -1,314
Nov05 051004 625.25 626.25 605.50 609.00 -19.75 16,307 56,572 -1,229
Dec05 051004 626.00 627.00 607.25 610.50 -19.50 5,736 34,101 +264
Jan06 051004 626.00 626.50 609.00 612.00 -18.50 1,386 18,410 +134
Feb06 051004 618.50 618.50 606.75 609.75 -17.75 70 10,820 +0
Mar06 051004 614.25 614.25 604.75 604.75 -17.25 462 11,713 +385
Apr06 051004 602.25 607.00 598.75 599.50 -16.75 112 6,059 +32
May06 051004 593.00 601.00 593.00 593.50 -16.75 47 1,334 +0
Jun06 051004 595.00 596.00 589.25 589.50 -16.00 601 16,673 +10
Jul06 051004 589.50 589.50 589.50 589.50 -15.75 0 768 +0
Total Volume and Open Interest 45,440 221,027 -1,616
US Dollar Index(NYBOT)
Dec05 051004 90.01 90.01 89.75 89.90 -0.03 5,816 17,002 +1,567
Mar06 051004 89.70 89.70 89.65 89.65 -0.03 5 2,026 -2
Jun06 051004 89.41 89.41 89.41 89.41 -0.03 0 1 +0
Total Volume and Open Interest 5,821 19,030 +1,565
Australian Dollar(CME)
Dec05 051004 76.17 76.22 75.95 76.11 +0.07 2,823 68,652 -325
Mar06 051004 75.95 75.95 75.89 75.89 +0.10 0 20 +0
Jun06 051004 75.67 75.67 75.67 75.67 +0.15 0 17 +2
Total Volume and Open Interest 2,823 68,699 -321
British Pound(CME)
Dec05 051004 175.70 176.00 175.60 175.86 +0.61 4,653 86,991 +4,013
Mar06 051004 175.70 175.70 175.70 175.70 +0.61 0 110 +5
Jun06 051004 175.69 175.69 175.69 175.69 +0.61 0 3 +0
Total Volume and Open Interest 4,653 87,105 +4,018
Canadian Dollar(CME)
Dec05 051004 85.84 85.85 85.38 85.50 -0.50 5,027 109,323 -4,408
Mar06 051004 85.95 86.01 85.70 85.73 -0.50 30 1,409 +3
Jun06 051004 86.05 86.05 85.96 85.96 -0.50 104 188 -6
Sep06 051004 86.19 86.19 86.19 86.19 -0.50 2 36 +0
Total Volume and Open Interest 5,164 110,969 -4,410
Japanese Yen(CME)
Dec05 051004 88.27 88.42 88.16 88.28 -0.03 7,843 149,944 +4,211
Mar06 051004 89.16 89.16 89.16 89.16 -0.03 3 511 +6
Jun06 051004 90.16 90.16 90.16 90.16 -0.03 0 52 +0
Total Volume and Open Interest 7,846 150,510 +4,217
Swiss Franc(CME)
Dec05 051004 77.48 77.49 77.28 77.34 +0.01 5,752 83,927 +690
Mar06 051004 77.97 77.97 77.97 77.97 +0.01 24 106 +25
Jun06 051004 78.63 78.63 78.63 78.63 +0.01 0 17 +0
Total Volume and Open Interest 5,781 84,130 +710
EuroFX(CME)
Dec05 051004 119.84 119.95 119.57 119.72 +0.12 10,126 141,715 +4,138
Mar06 051004 120.39 120.39 120.20 120.30 +0.12 8 1,513 +33
Jun06 051004 121.00 121.00 121.00 121.00 +0.12 1 411 +1
Total Volume and Open Interest 10,135 143,733 +4,172
Mexican Peso(CME)
Dec05 051004 9255.0 9280.0 9220.0 9227.0 +15.0 6,905 77,309 +2,315
Mar06 051004 9130.0 9130.0 9130.0 9130.0 +15.0 0 541 +0
Total Volume and Open Interest 6,905 78,361 +2,315
30-Year T-Bonds(CBOT)
Dec05 051004 113~25 114~05 113~18 113~30 +0~06 304,015 568,232 +13,294
Mar06 051004 113~17 113~28 113~17 113~22 +0~06 484 2,384 +32
Jun06 051004 113~18 113~18 113~18 113~18 +0~06 0 18 +0
Total Volume and Open Interest 304,499 570,636 +13,326
10-Year T-Notes(CBOT)
Dec05 051004 109~190 109~255 109~125 109~195 +0~015 638,853 1,606,147 +25,400
Mar06 051004 109~090 109~200 109~090 109~165 +0~010 2,463 11,018 +440
Total Volume and Open Interest 641,316 1,617,461 +25,840
5-Year T-Notes(CBOT)
Dec05 051004 106~200 106~260 106~190 106~210 +0~005 350,474 0 +0
Mar06 051004 106~165 106~165 106~160 106~160 +0~005 320 1,304 +304
Jun06 051004 106~090 106~090 106~090 106~090 +0~005      
Total Volume and Open Interest 350,794 1,304 +304
2 Year T-Notes(CBOT)
Dec05 051004 102~110 102~120 102~108 102~110 -0~002 2,393 330,770 -1,994
Total Volume and Open Interest 2,393 330,770 -11,355
Eurodollars(CME)
Dec05 051004 95.590 95.615 95.590 95.595 -0.005 68,027 1,154,239 +30,883
Mar06 051004 95.420 95.470 95.420 95.435 +0.010 33,403 1,158,968 -4,321
Jun06 051004 95.350 95.400 95.350 95.360 unch 30,501 1,203,534 +25,080
Sep06 051004 95.340 95.385 95.310 95.340 unch 368,120 781,497 -8,086
Dec06 051004 95.330 95.380 95.330 95.345 +0.005 23,178 720,620 -3,407
Mar07 051004 95.360 95.415 95.360 95.375 +0.005 20,765 554,271 +6,216
Jun07 051004 95.365 95.420 95.365 95.380 +0.005 15,325 442,703 +4,888
Sep07 051004 95.355 95.400 95.355 95.370 +0.005 17,895 317,168 +1,574
Dec07 051004 95.365 95.370 95.345 95.350 +0.010 10,713 240,207 +1,716
Mar08 051004 95.325 95.360 95.325 95.345 +0.010 14,071 212,174 -2,831
Jun08 051004 95.340 95.345 95.320 95.325 +0.010 15,540 214,998 +6,145
Sep08 051004 95.285 95.325 95.285 95.305 +0.010 14,049 196,321 +3,723
Dec08 051004 95.250 95.290 95.250 95.270 +0.010 7,628 133,313 +865
Mar09 051004 95.260 95.285 95.250 95.255 +0.010 7,875 116,975 -419
Jun09 051004 95.235 95.250 95.225 95.230 +0.010 7,673 107,529 -718
Sep09 051004 95.205 95.230 95.195 95.200 +0.010 7,915 109,452 -1,029
Dec09 051004 95.140 95.170 95.140 95.160 +0.010 4,998 72,275 +459
Mar10 051004 95.125 95.155 95.125 95.145 +0.010 5,637 45,296 -2,544
Total Volume and Open Interest 340,015 8,054,932 +82,160
3-Mth Euro-Yen(CME)
Dec05 051004 99.89 99.89 99.89 99.89 unch 291 6,281 +5
Mar06 051004 99.82 99.82 99.82 99.82 unch 340 8,336 +115
Jun06 051004 99.73 99.73 99.73 99.73 -0.02 105 5,280 -19
Sep06 051004 99.64 99.64 99.64 99.64 -0.02 100 3,878 -180
Dec06 051004 99.54 99.54 99.54 99.54 -0.01 27 6,362 +19
Mar07 051004 99.44 99.44 99.44 99.44 unch 0 3,757 +0
Jun07 051004 99.34 99.34 99.34 99.34 unch 0 487 -88
Sep07 051004 99.23 99.23 99.23 99.23 unch 0 420 +0
Dec07 051004 99.12 99.12 99.12 99.12 -0.04 0 32 +0
Mar08 051004 99.01 99.01 99.01 99.01 -0.04 0 60 +0
Total Volume and Open Interest 863 35,143 -148
3-Mth Euro-Yen(SIMEX)
Dec05 051004 99.89 99.89 99.89 99.89 -0.01 1,979 87,435 +95
Mar06 051004 99.82 99.82 99.81 99.81 -0.02 2,351 57,849 +256
Jun06 051004 99.75 99.75 99.73 99.73 -0.02 1,237 55,174 +318
Sep06 051004 99.65 99.66 99.64 99.64 -0.02 6,782 41,393 +536
Dec06 051004 99.55 99.56 99.54 99.54 -0.02 1,610 67,847 +744
Mar07 051004 99.44 99.44 99.42 99.43 -0.03 317 25,670 -68
Jun07 051004 99.33 99.33 99.32 99.33 -0.03 332 14,343 -168
Sep07 051004 99.20 99.22 99.20 99.22 -0.03 100 1,499 +35
Total Volume and Open Interest 14,778 405,566 +1,698
German Euro-Bund(EUREX)
Dec05 051004 122.06 122.39 121.99 122.21 -0.03 961,429 1,291,205 -6,418
Mar06 051004 122.37 122.70 122.37 122.55 -0.03 2,342 13,049 +1,065
Jun06 051004 121.85 121.85 121.85 121.85 -0.03 1,167 0 +0
Total Volume and Open Interest 964,938 1,304,254 -100,528
German Euro-Bobl(EUREX)
Dec05 051004 113.76 113.94 113.74 113.82 -0.03 571,465 854,623 -19,383
Mar06 051004 114.23 114.23 114.16 114.16 -0.04 4 874 +6
Jun06 051004 114.03 114.03 114.03 114.03 -0.03 200 100 +0
Total Volume and Open Interest 571,469 855,497 -19,477
Long Gilt(LIFFE)
Dec05 051004 112~14 112~25 112~13 112~24 +0~07 72,036 209,954 +6,737
Mar06 051004 112~28 112~28 112~28 112~28 +0~07      
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051004 95.50 95.51 95.49 95.50 unch 36,269 312,410 -215
Mar06 051004 95.58 95.60 95.55 95.58 unch 42,114 340,265 +2,903
Jun06 051004 95.61 95.64 95.59 95.62 unch 31,923 277,749 +3,073
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051004 97.775 97.780 97.765 97.775 -0.005 93,432 627,197 +509
Mar06 051004 97.675 97.690 97.660 97.680 unch 145,395 606,583 +21,576
Jun06 051004 97.545 97.570 97.530 97.555 +0.005 173,002 464,414 +19,766
Total Volume and Open Interest 743,711 2,979,642 +61,065
3-Mth Aus T-Bills(SFE)
Dec05 051004 94.32 94.34 94.31 94.33 unch 10,744 148,166 -3,881
Mar06 051004 94.27 94.29 94.26 94.27 -0.02 15,333 206,973 +10,959
Jun06 051004 94.26 94.28 94.25 94.26 -0.02 2,328 79,192 -1,239
Sep06 051004 94.25 94.25 94.22 94.24 -0.03 1,062 31,962 +372
Dec06 051004 94.20 94.23 94.20 94.23 -0.02 616 29,539 -68
Mar07 051004 94.18 94.19 94.18 94.19 -0.03 357 18,381 -115
Jun07 051004 94.14 94.16 94.14 94.16 -0.03 996 32,625 +524
Sep07 051004 94.13 94.16 94.13 94.15 -0.03 652 6,493 +215
Dec07 051004 94.13 94.13 94.13 94.13 -0.04 0 3,856 +0
Mar08 051004 94.13 94.13 94.12 94.12 -0.03 50 1,416 +0
Total Volume and Open Interest 32,314 560,411 +6,767
10-Year Aus T-Bonds(SFE)
Dec05 051004 94.55 94.57 94.53 94.57 -0.02 8,337 296,486 -311
Mar06 051004 94.57 94.57 94.57 94.57 -0.02      
Total Volume and Open Interest 8,337 296,486 -311
3-Year Aus T-Bonds(SFE)
Dec05 051004 94.59 94.62 94.57 94.61 -0.03 25,272 341,280 -11,475
Mar06 051004 94.61 94.61 94.61 94.61 -0.03      
Total Volume and Open Interest 25,272 341,280 -11,475
Gold(CMX)
Oct05 051004 468.8 468.8 465.3 466.1 unch 493 1,659 -878
Dec05 051004 471.8 472.0 467.4 469.3 unch 44,951 306,404 -690
Feb06 051004 475.0 475.3 471.3 472.9 unch 360 13,099 +104
Apr06 051004 476.5 476.5 476.5 476.5 unch 426 5,981 +20
Jun06 051004 484.0 484.0 479.2 480.2 unch 128 10,605 +22
Aug06 051004 483.9 483.9 483.9 483.9 unch 5 1,896 +0
Oct06 051004 487.7 487.7 487.7 487.7 unch 409 2,899 +98
Dec06 051004 490.3 491.4 490.0 491.4 unch 496 5,555 -307
Feb07 051004 495.1 495.1 495.1 495.1 unch 0 4,916 +0
Apr07 051004 498.8 498.8 498.8 498.8 unch 0 100 +0
Jun07 051004 502.4 502.4 502.4 502.4 unch 0 4,203 +0
Aug07 051004 506.0 506.0 506.0 506.0 unch      
Total Volume and Open Interest 47,292 363,714 -1,643
Silver(CMX)
Dec05 051004 748.0 751.0 739.0 742.5 -3.0 16,761 96,247 -513
Mar06 051004 755.0 755.0 748.0 748.1 -2.8 401 7,333 +155
May06 051004 749.9 749.9 749.9 749.9 -2.5 0 1,835 +0
Jul06 051004 759.0 759.0 750.0 751.6 -2.4 76 6,455 +25
Sep06 051004 752.3 752.3 752.3 752.3 -2.4 42 2,399 +0
Dec06 051004 755.0 755.5 754.0 754.0 -1.5 336 8,725 -116
Mar07 051004 755.1 755.1 755.1 755.1 -1.5 0 50 +0
Total Volume and Open Interest 17,752 126,491 -305
Platinum(NYM)
Oct05 051004 928.0 928.0 914.5 914.5 -8.3 82 290 -143
Jan06 051004 926.5 928.0 918.0 918.5 -9.3 1,350 12,783 +164
Apr06 051004 918.5 918.5 918.5 918.5 -9.3 12 188 +9
Total Volume and Open Interest 1,444 13,261 +30
Palladium(NYME)
Dec05 051004 197.60 198.00 195.75 196.10 -1.05 346 13,086 +9
Mar06 051004 200.00 200.00 197.90 197.90 -1.05 6 196 +2
Jun06 051004 200.40 200.40 200.40 200.40 -1.05 0 4 +0
Total Volume and Open Interest 352 13,286 +11
Copper(CMX)
Dec05 051004 175.50 176.80 175.00 176.60 +0.70 7,816 81,903 +1,170
Mar06 051004 168.00 169.00 168.00 168.85 +0.65 535 9,788 +263
May06 051004 163.60 163.60 163.60 163.60 +0.60 16 2,197 +3
Jul06 051004 158.30 158.90 158.30 158.90 +0.50 11 1,371 +1
Sep06 051004 154.20 154.20 154.20 154.20 +0.50 0 1,257 +0
Total Volume and Open Interest 9,969 108,288 +1,309
Aluminum(CMX)
Oct05 051004 86.30 86.30 86.30 86.30 unch 0 53 -301
Nov05 051004 86.50 86.50 86.50 86.50 unch 0 596 +0
Dec05 051004 87.00 87.00 87.00 87.00 unch 0 1,679 +0
Jan06 051004 87.15 87.15 87.15 87.15 +0.25 0 81 -10
Feb06 051004 87.20 87.20 87.20 87.20 +0.25 0 70 +0
Mar06 051004 87.20 87.20 87.20 87.20 +0.25 0 70 +0
Total Volume and Open Interest 0 2,744 -311
DJIA Index(CBOT)
Dec05 051004 10575 10600 10450 10453 -114 4,436 33,932 +510
Mar06 051004 10645 10645 10498 10498 -111 6 27 +6
Total Volume and Open Interest 4,442 33,961 +516
S & P 500(CME)
Dec05 051004 1233.20 1235.50 1216.60 1216.80 -15.00 33,343 624,260 -583
Mar06 051004 1224.10 1224.10 1224.10 1224.10 -15.00 0 5,263 -10
Jun06 051004 1232.20 1232.20 1232.20 1232.20 -15.00 0 1,450 -7
Sep06 051004 1240.00 1240.00 1240.00 1240.00 -15.00 0 56 +0
Total Volume and Open Interest 33,345 631,066 -599
S & P 500 E-Mini(Globex)
Dec05 051004 1231.50 1235.50 1216.50 1216.75 -15.00 772,265 955,842 -10,545
Mar06 051004 1238.75 1242.25 1224.00 1224.00 -15.00 125 612 +21
Total Volume and Open Interest 772,390 956,454 -10,524
NASDAQ 100(CME)
Dec05 051004 1618.50 1629.50 1603.00 1604.00 -14.50 8,710 55,250 +1,597
Mar06 051004 1619.50 1619.50 1619.50 1619.50 -12.00 0 12 +0
Jun06 051004 1647.00 1647.00 1634.50 1634.50 -10.00      
Total Volume and Open Interest 8,710 55,262 +1,597
NASDAQ 100 E-Mini(Globex)
Dec05 051004 1618.00 1629.50 1603.00 1604.00 -14.50 240,429 272,938 +11,898
Mar06 051004 1637.00 1639.50 1619.50 1619.50 -12.00 12 169 +7
Total Volume and Open Interest 240,441 273,107 +11,905
S & P Midcap 400(CME)
Dec05 051004 726.50 726.90 714.25 714.70 -10.50 246 12,663 +26
Mar06 051004 717.70 717.70 717.70 717.70 -10.50      
Jun06 051004 720.70 720.70 720.70 720.70 -10.50      
Total Volume and Open Interest 547 12,841 +178
Russell 2000(CME)
Dec05 051004 676.00 678.00 664.60 664.80 -10.50 894 32,155 +118
Mar06 051004 669.05 669.05 669.05 669.05 -10.50      
Jun06 051004 672.05 672.05 672.05 672.05 -10.50      
Total Volume and Open Interest 894 32,155 +118
Russell 2000 E-Mini(Globex)
Dec05 051004 675.00 678.10 664.50 664.80 -10.50 121,358 228,496 +4,082
Mar06 051004 682.80 682.80 669.10 669.10 -10.50 3 89 +3
Total Volume and Open Interest 121,361 228,585 +4,085
Value Line(KCBT)
Dec05 051004 1906.00 1906.00 1895.00 1895.00 -3.00 6 83 +2
Total Volume and Open Interest 6 83 +2
Nikkei 225(CME)
Dec05 051004 13595 13755 13590 13740 +170 52,184 230,323 -2,824
Mar06 051004 13630 13735 13625 13735 +215 3 24 -2
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051004 13595 13755 13590 13740 +170 52,184 230,323 -2,824
Mar06 051004 13630 13735 13625 13735 +215 3 24 -2
Jun06 051004 13670 13670 13670 13670 +215      
Total Volume and Open Interest 52,551 231,027 -2,775
CAC 40(MATIF)
Oct05 051004 4623.5 4665.0 4612.0 4656.5 +26.5 53,087 426,979 +6,523
Nov05 051004 4640.0 4663.0 4620.0 4663.0 +26.5 310 2,733 +112
Dec05 051004 4632.5 4663.5 4620.0 4660.5 +26.5 3,088 90,704 +672
Total Volume and Open Interest 56,485 524,478 +7,307
Hang Seng Index(HKFE)
Oct05 051004 15446 15544 15400 15413 -19 21,291 115,435 +1,456
Nov05 051004 15445 15530 15394 15394 -27 177 284 +284
Dec05 051004 15479 15564 15440 15440 -24 22 1,797 +43
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051004 5110.5 5167.0 5085.5 5152.0 +51.0 95,579 201,510 +1,046
Mar06 051004 5140.0 5195.5 5115.5 5181.0 +51.5 713 9,310 -69
Jun06 051004 5168.0 5223.0 5145.5 5211.0 +51.5 489 598 +126
Total Volume and Open Interest 96,781 211,418 +1,103
FT-SE 100(LIFFE)
Dec05 051004 5519.00 5521.50 5496.50 5506.50 -12.50 60,774 434,023 -6,546
Mar06 051004 5510.00 5525.00 5509.00 5516.00 -12.50 3 5,363 +1
Jun06 051004 5523.00 5523.00 5523.00 5523.00 -12.50 0 13,786 +0
Total Volume and Open Interest 60,777 453,172 -6,545
SPI 200(SFE)
Dec05 051004 4655.0 4672.0 4642.0 4647.0 -7.0 7,510 192,740 -2,791
Mar06 051004 4652.0 4670.0 4650.0 4650.0 -6.0 171 4,407 +133
Jun06 051004 4685.0 4685.0 4676.0 4676.0 -7.0 222 3,077 +216
Total Volume and Open Interest 8,120 202,377 -2,242
GSCI(CME)
Oct05 051004 461.50 461.50 455.00 461.00 -6.00 214 17,037 +47
Nov05 051004 459.00 464.20 457.90 463.80 -5.20 54 790 +44
Dec05 051004 467.00 467.00 467.00 467.00 -5.50 0 6 +0
Total Volume and Open Interest 268 17,833 +91
Reuters CRB Index(NYBOT)
Nov05 051004 334.00 334.00 331.50 332.80 -2.70 14 375 +5
Jan06 051004 333.50 333.50 332.00 332.30 -2.70 4 422 +0
Feb06 051004 330.80 330.80 330.80 330.80 -2.70 3 4 -2
Total Volume and Open Interest 25 1,007 +5
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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Did You Know?

Cotton prices exceeded $2.20/pound a few weeks ago --- about twice as high as it had ever traded in at least the last 40 years?  Increased volatility in the cotton commodity markets means increased opportunity ---but only for those familiar with these futures markets.

Historically, when is the best time to buy? To hold? To sell?

Let MRCI help you with your cotton commodity research with our brand new 2011 Softs Report!

Order NOW for the best value! MRCI's 2012 Softs Report does not come out until April 2012!