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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 October 05, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051005 563.00 567.50 562.00 563.50 +1.00 50,154 155,494 -2,924
Jan06 051005 574.00 578.25 573.00 575.00 +0.75 11,481 47,088 +3,038
Mar06 051005 583.50 587.00 582.00 582.75 +0.50 4,331 22,401 +444
May06 051005 588.00 592.00 587.00 588.25 +0.75 3,448 18,618 +139
Jul06 051005 592.00 597.00 592.00 592.00 -0.50 1,440 14,217 +347
Aug06 051005 596.50 596.50 589.00 589.00 unch 11 427 +2
Sep06 051005 590.00 592.00 590.00 592.00 -1.00 31 117 -9
Total Volume and Open Interest 71,845 267,206 +1,180
Soybean Meal(CBOT)
Oct05 051005 163.90 163.90 162.30 162.80 -0.90 2,234 2,181 -659
Dec05 051005 167.00 167.00 165.20 166.10 -0.60 17,202 65,426 -377
Jan06 051005 168.80 168.80 167.00 168.10 -0.40 3,333 13,853 +608
Mar06 051005 171.80 171.80 170.00 171.00 -0.40 3,314 14,264 +365
May06 051005 173.80 173.80 172.00 173.20 -0.20 3,038 14,820 +295
Jul06 051005 176.70 176.70 175.00 175.70 -0.60 2,167 10,922 +329
Aug06 051005 177.70 177.70 176.00 176.00 -1.20 439 3,041 +259
Sep06 051005 179.00 179.00 176.50 176.50 -1.50 237 2,787 +156
Total Volume and Open Interest 33,094 130,927 +1,271
Soybean Oil(CBOT)
Oct05 051005 23.80 24.31 23.80 23.85 +0.05 1,768 3,300 -886
Dec05 051005 24.12 24.55 24.07 24.16 +0.16 22,954 90,025 -1,209
Jan06 051005 24.35 24.73 24.30 24.40 +0.16 4,469 16,457 +2,328
Mar06 051005 24.39 24.85 24.38 24.48 +0.18 2,136 11,650 +805
May06 051005 24.49 24.95 24.45 24.59 +0.20 1,965 12,448 +946
Jul06 051005 24.55 25.08 24.55 24.72 +0.27 1,429 12,452 +223
Aug06 051005 24.60 25.05 24.60 24.72 +0.29 0 953 +0
Sep06 051005 24.65 25.05 24.65 24.75 +0.25 1 1,177 +1
Total Volume and Open Interest 35,407 153,281 +2,383
Canola(WCE)
Nov05 051005 254.5 259.3 254.5 256.6 +0.9 5,514 32,280 -62
Jan06 051005 264.7 269.1 264.7 266.7 +1.5 3,430 27,966 +9
Mar06 051005 273.0 275.8 272.5 273.6 +0.6 1,384 4,181 +754
May06 051005 282.5 282.6 278.8 280.5 +0.3 60 1,435 +21
Jul06 051005 284.7 287.8 283.7 287.8 +2.6 38 973 +0
Total Volume and Open Interest 10,696 71,267 +934
Corn(CBOT)
Dec05 051005 205.50 206.25 204.50 204.75 -1.00 44,229 466,664 -5,333
Mar06 051005 219.00 219.00 217.25 217.75 -0.75 13,477 150,115 +1,516
May06 051005 226.25 227.00 225.25 225.50 -0.75 2,612 31,812 +671
Jul06 051005 233.00 234.00 232.25 232.50 -0.75 3,987 49,742 +1,237
Sep06 051005 240.50 240.50 239.50 239.75 unch 355 7,070 +140
Dec06 051005 248.75 249.75 248.50 248.75 -0.25 2,861 36,479 -125
Total Volume and Open Interest 67,560 748,751 -1,865
Wheat(CBOT)
Dec05 051005 346.00 346.75 342.75 345.00 -2.25 24,460 213,284 +3,385
Mar06 051005 359.50 360.00 356.50 359.25 -2.25 5,181 45,388 +1,003
May06 051005 364.25 366.50 364.00 366.50 -2.00 495 2,375 +252
Jul06 051005 371.00 372.50 369.00 371.50 -2.00 3,761 29,847 +663
Sep06 051005 376.50 377.50 375.00 377.50 -1.50 268 1,220 +108
Total Volume and Open Interest 34,761 296,221 +5,731
Wheat(KCBT)
Dec05 051005 380.00 380.50 375.00 378.00 -1.00 8,250 65,154 -305
Mar06 051005 383.00 383.50 378.75 381.00 -1.50 4,005 28,833 +876
May06 051005 382.00 382.00 379.00 379.50 -1.50 54 2,400 +8
Jul06 051005 378.50 378.50 373.00 377.25 -0.50 0 17,643 +282
Sep06 051005 380.00 380.00 377.00 379.50 -0.50 89 476 -18
Total Volume and Open Interest 12,419 114,813 +856
Wheat(MGE)
Dec05 051005 384.00 386.50 382.00 385.00 unch 2,718 18,146 -300
Mar06 051005 386.00 386.75 383.50 385.50 -1.50 1,249 10,327 +249
May06 051005 385.50 386.50 384.00 386.50 -1.50 81 1,651 +5
Jul06 051005 388.00 388.00 384.00 387.00 -2.50 244 2,282 +74
Sep06 051005 381.50 383.50 380.00 383.50 +0.50 16 228 +13
Total Volume and Open Interest 4,342 32,977 +58
Oats(CBOT)
Dec05 051005 165.75 169.00 165.50 168.25 +3.50 1,078 5,977 +109
Mar06 051005 171.00 172.50 171.00 172.25 +2.25 55 383 +22
May06 051005 173.00 174.00 173.00 174.00 +3.00 5 48 +5
Jul06 051005 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 1,138 6,413 +136
Rough Rice(CBOT)
Nov05 051005 7.33 7.35 7.27 7.35 +0.01 567 4,235 -35
Jan06 051005 7.57 7.62 7.53 7.62 +0.02 376 2,007 +180
Mar06 051005 7.75 7.83 7.75 7.83 +0.02 24 753 +9
May06 051005 7.97 8.02 7.97 8.02 +0.01 4 41 +2
Total Volume and Open Interest 971 7,037 +156
Live Cattle(CME)
Oct05 051005 90.750 90.900 89.950 90.300 -0.650 6,583 19,184 -1,154
Dec05 051005 91.500 91.625 90.700 91.050 -0.400 14,101 93,639 -1,126
Feb06 051005 92.900 93.100 92.275 92.525 -0.450 7,500 34,717 +2,019
Apr06 051005 89.825 89.900 89.325 89.350 -0.625 1,668 10,493 +583
Jun06 051005 85.125 85.125 84.500 84.550 -0.675 1,176 4,608 +308
Aug06 051005 84.150 84.150 83.925 83.975 -0.675 286 1,864 -47
Total Volume and Open Interest 31,403 164,709 +651
Feeder Cattle(CME)
Oct05 051005 117.550 117.550 116.950 117.100 -0.475 2,264 9,279 -678
Nov05 051005 116.350 116.350 115.750 115.875 -0.550 2,262 13,796 +316
Jan06 051005 113.425 113.450 112.850 113.200 -0.450 1,024 5,848 +414
Mar06 051005 108.700 108.700 107.900 108.200 -0.550 90 635 +39
Apr06 051005 106.950 107.200 106.550 106.800 -0.300 56 362 +8
May06 051005 106.300 106.600 106.300 106.450 -0.100 51 285 +0
Aug06 051005 106.700 107.300 106.700 107.300 -0.200 9 71 +3
Total Volume and Open Interest 5,756 30,276 +102
Lean Hogs(CME)
Oct05 051005 67.650 68.350 67.350 68.200 +0.175 4,726 12,134 -1,456
Dec05 051005 64.850 65.650 64.550 65.325 +0.525 10,081 67,388 +590
Feb06 051005 67.150 67.875 66.600 67.775 +0.425 2,769 21,524 +269
Apr06 051005 66.400 67.100 65.900 66.975 +0.225 874 6,645 +8
May06 051005 66.525 66.800 66.000 66.800 +0.100 100 1,522 +18
Jun06 051005 68.850 69.400 68.200 69.375 +0.125 303 2,384 +183
Jul06 051005 65.150 65.650 64.900 65.550 +0.050 43 1,008 +1
Aug06 051005 61.850 62.500 61.850 62.250 +0.200 28 532 +8
Total Volume and Open Interest 18,947 113,443 -368
Pork Bellies(CME)
Feb06 051005 95.500 96.875 94.900 96.375 +1.575 353 1,050 -30
Mar06 051005 94.950 94.950 94.950 94.950 -0.400 9 58 +6
May06 051005 98.200 98.200 98.200 98.200 +2.200 0 22 +0
Jul06 051005 98.600 98.600 98.600 98.600 +1.600 0 5 +0
Aug06 051005 98.100 98.100 98.100 98.100 +3.000 0 7 +0
Total Volume and Open Interest 362 1,142 -24
Class III Milk(CME)
Oct05 051005 14.20 14.33 14.20 14.33 +0.11 118 2,599 -9
Nov05 051005 13.45 13.47 13.40 13.47 +0.02 172 2,066 +44
Dec05 051005 13.26 13.40 13.20 13.40 +0.14 90 1,808 +1
Jan06 051005 12.83 12.84 12.82 12.83 unch 50 1,294 +29
Feb06 051005 12.56 12.56 12.55 12.55 -0.01 68 1,183 +37
Total Volume and Open Interest 914 17,677 +325
Cocoa(NYBOT)
Dec05 051005 1410 1417 1385 1388 +5 3,221 53,108 +663
Mar06 051005 1440 1447 1420 1424 +6 727 28,117 +182
May06 051005 1465 1470 1448 1448 +6 267 8,377 +110
Jul06 051005 1487 1487 1469 1469 +5 1 8,866 -3
Sep06 051005 1491 1491 1491 1491 +5 10 10,620 +0
Dec06 051005 1516 1516 1516 1516 +6 10 7,079 +0
Mar07 051005 1559 1559 1538 1538 +6 0 7,750 +0
Total Volume and Open Interest 4,236 124,673 +952
Coffee "C"(NYBOT)
Dec05 051005 92.50 94.40 92.10 93.70 +1.00 5,745 61,753 -29
Mar06 051005 96.00 97.65 95.70 96.95 +1.05 823 15,979 +88
May06 051005 98.10 99.50 98.00 99.00 +1.05 84 3,675 +33
Jul06 051005 100.00 101.10 100.00 100.90 +1.10 34 3,029 +2
Sep06 051005 101.90 102.70 101.90 102.70 +1.10 8 1,259 +4
Dec06 051005 105.50 105.85 105.35 105.55 +1.20 55 869 -14
Total Volume and Open Interest 6,856 87,370 +114
Orange Juice(NYBOT)
Nov05 051005 101.80 103.75 100.80 103.50 +1.20 3,007 15,053 +48
Jan06 051005 103.80 105.80 103.00 105.55 +0.95 237 6,170 +61
Mar06 051005 105.25 107.85 105.25 107.75 +1.05 263 3,277 +177
May06 051005 109.50 109.50 109.50 109.50 +1.05 1 377 +1
Jul06 051005 109.50 111.25 109.50 111.25 +1.05 0 147 +0
Total Volume and Open Interest 3,508 25,034 +287
Sugar #11(NYBOT)
Mar06 051005 11.36 11.60 11.32 11.44 +0.01 77,571 317,813 +3,289
May06 051005 11.37 11.59 11.37 11.45 +0.02 21,122 53,015 +8,074
Jul06 051005 11.29 11.45 11.27 11.35 +0.03 8,627 38,437 +300
Oct06 051005 11.29 11.47 11.28 11.35 +0.03 4,351 22,986 +1,440
Mar07 051005 11.35 11.53 11.35 11.39 unch 4,288 14,612 +2,554
Total Volume and Open Interest 118,436 458,136 +17,163
Sugar #14(NYBOT)
Nov05 051005 21.10 21.10 21.05 21.10 unch 181 1,474 +9
Jan06 051005 21.10 21.15 21.10 21.15 +0.05 142 2,482 +56
Mar06 051005 21.20 21.20 21.20 21.20 unch 19 2,156 +2
May06 051005 21.21 21.21 21.21 21.21 +0.01 2 2,313 +0
Jul06 051005 21.21 21.21 21.21 21.21 -0.33 8 2,377 +1
Total Volume and Open Interest 353 11,809 +68
London Cocoa(LCE)
Dec05 051005 828 845 827 831 +1 2,168 70,800 -1,319
Mar06 051005 845 863 845 849 +1 898 45,490 +145
May06 051005 862 876 862 862 +1 180 11,578 +56
Jul06 051005 875 886 873 875 +1 304 22,669 +259
Sep06 051005 893 893 884 888 +1 6 12,691 +0
Dec06 051005 910 910 901 901 +1 4 14,155 +4
Mar07 051005 923 923 913 913 -2 35 2,618 +10
Total Volume and Open Interest 3,595 180,126 -845
London Coffee(LCE)
Nov05 051005 878.00 880.00 862.00 879.00 +9.00 5,456 54,957 -3,227
Jan06 051005 889.00 901.00 882.00 900.00 +9.00 4,773 63,919 +3,195
Mar06 051005 908.00 917.00 902.00 916.00 +9.00 179 31,133 +155
May06 051005 925.00 933.00 925.00 933.00 +8.00 5 9,468 -3
Jul06 051005 943.00 948.00 943.00 948.00 +9.00 50 4,183 +50
Sep06 051005 967.00 967.00 967.00 967.00 +8.00 1 1,550 -1
Total Volume and Open Interest 10,464 165,469 +169
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051005 301.80 302.00 297.00 298.70 -3.10 4,740 23,928 +345
Mar06 051005 306.90 309.30 304.00 307.50 +0.50 2,893 14,675 +566
May06 051005 309.00 312.90 309.00 312.50 +2.10 410 5,210 -150
Aug06 051005 313.00 317.30 313.00 316.00 +2.00 936 2,886 +476
Total Volume and Open Interest 10,070 53,977 +1,872
Cotton(NYBOT)
Oct05 051005 52.20 52.45 52.20 52.45 +0.90 2 10 -2
Dec05 051005 53.00 53.95 52.80 53.91 +0.86 5,866 79,492 -460
Mar06 051005 54.70 55.50 54.65 55.49 +0.81 1,357 25,383 +37
May06 051005 55.65 56.20 55.65 56.20 +0.65 64 2,157 -12
Jul06 051005 56.20 56.85 56.20 56.85 +0.45 64 2,364 +16
Oct06 051005 57.35 57.35 57.35 57.35 +0.55 0 44 +0
Total Volume and Open Interest 7,355 110,391 -419
Lumber(CME)
Nov05 051005 298.5 299.6 289.3 289.3 -10.0 528 2,464 -47
Jan06 051005 314.0 314.0 307.5 307.8 -6.6 212 1,179 +12
Mar06 051005 325.1 325.1 321.2 322.7 -4.8 21 224 +1
May06 051005 331.6 331.6 327.1 327.1 -4.6 1 72 +1
Total Volume and Open Interest 762 3,968 -33
Crude Oil(NYM)
Nov05 051005 64.20 64.80 62.60 62.79 -1.11 94,277 203,142 -11,307
Dec05 051005 64.00 64.70 62.60 62.69 -1.07 76,250 173,860 +3,520
Jan06 051005 64.45 64.80 63.05 63.21 -1.05 16,551 71,309 +2,305
Feb06 051005 64.85 65.10 63.50 63.64 -1.00 6,541 28,474 +1,553
Mar06 051005 65.15 65.25 63.80 63.92 -0.93 2,735 27,217 -367
Apr06 051005 64.80 64.90 64.07 64.07 -0.88 564 14,920 +54
May06 051005 64.12 64.12 64.12 64.12 -0.85 655 13,984 -48
Jun06 051005 65.20 65.25 64.11 64.11 -0.81 3,127 40,517 -535
Jul06 051005 64.08 64.08 64.08 64.08 -0.79 690 9,946 +304
Aug06 051005 64.02 64.02 64.02 64.02 -0.77 2 7,410 -4
Sep06 051005 64.85 64.85 63.95 63.95 -0.75 332 8,480 +28
Oct06 051005 63.87 63.87 63.87 63.87 -0.73 27 5,124 -2
Nov06 051005 63.76 63.76 63.76 63.76 -0.72 5 7,648 -14
Dec06 051005 64.60 64.60 63.55 63.65 -0.71 6,224 54,892 -1,166
Jan07 051005 63.44 63.44 63.44 63.44 -0.68 20 8,663 -20
Feb07 051005 63.29 63.29 63.29 63.29 -0.65 116 3,335 +116
Total Volume and Open Interest 212,652 866,125 -4,607
Heating Oil(NYM)
Nov05 051005 205.50 209.00 200.50 201.48 -3.49 17,458 65,477 -2,187
Dec05 051005 209.25 212.00 204.00 204.90 -3.44 7,515 30,830 +575
Jan06 051005 210.75 214.00 206.50 207.60 -2.94 5,353 21,930 +722
Feb06 051005 210.85 212.00 207.85 207.85 -2.84 1,105 13,604 -28
Mar06 051005 208.25 208.50 204.00 204.55 -2.64 470 10,709 +57
Apr06 051005 204.25 204.25 197.95 197.95 -2.49 171 5,918 +11
May06 051005 195.00 195.10 192.25 192.25 -2.29 136 4,010 -23
Jun06 051005 191.00 191.00 188.35 188.35 -2.19 615 5,937 +145
Jul06 051005 190.85 190.85 188.35 188.35 -2.09 2 3,417 +2
Aug06 051005 189.10 189.10 189.10 189.10 -2.04 0 614 +0
Sep06 051005 193.10 193.10 190.55 190.55 -1.99 30 1,278 -2
Oct06 051005 194.75 194.75 192.35 192.35 -1.94 1 170 +1
Total Volume and Open Interest 33,035 167,990 -743
Unleaded Gas(NYM)
Nov05 051005 203.25 207.00 190.00 190.78 -10.79 22,348 64,644 -899
Dec05 051005 197.50 197.50 185.50 186.26 -9.47 7,783 29,465 +1,133
Jan06 051005 192.50 193.00 183.20 183.61 -8.42 2,533 15,287 +347
Feb06 051005 187.25 187.50 181.91 181.91 -7.77 262 6,126 -54
Mar06 051005 184.50 185.00 181.16 181.16 -7.42 458 5,284 +123
Apr06 051005 195.50 195.50 190.06 190.06 -7.17 278 4,690 +1
May06 051005 196.00 196.00 190.11 190.11 -7.12 247 2,904 +184
Jun06 051005 189.41 189.41 189.41 189.41 -7.02 139 3,043 +10
Jul06 051005 188.21 188.21 188.21 188.21 -6.92 111 1,577 +109
Aug06 051005 186.16 186.16 186.16 186.16 -6.82 6 1,678 +0
Sep06 051005 183.46 183.46 183.46 183.46 -6.77 2 274 +2
Oct06 051005 173.21 173.60 173.21 173.21 -6.52      
Total Volume and Open Interest 34,185 134,972 +954
Natural Gas(NYM)
Nov05 051005 14.380 14.750 14.120 14.183 -0.041 18,357 82,807 -1,425
Dec05 051005 14.900 15.250 14.710 14.731 -0.033 11,226 56,593 +2,458
Jan06 051005 15.260 15.600 15.120 15.131 +0.012 8,347 54,616 -9
Feb06 051005 14.960 15.200 14.880 14.906 +0.072 3,630 26,912 -475
Mar06 051005 14.450 14.700 14.350 14.406 +0.077 2,328 47,868 -333
Apr06 051005 11.150 11.180 10.981 10.981 -0.063 2,102 32,041 -138
May06 051005 10.560 10.560 10.441 10.441 -0.063 1,681 26,425 +281
Jun06 051005 10.650 10.650 10.436 10.436 -0.068 399 10,097 +175
Jul06 051005 10.570 10.640 10.461 10.461 -0.071 240 13,253 +62
Aug06 051005 10.590 10.670 10.486 10.486 -0.071 440 15,191 +179
Sep06 051005 10.540 10.540 10.456 10.456 -0.076 131 11,007 +7
Oct06 051005 10.680 10.680 10.481 10.481 -0.078 730 22,148 +314
Nov06 051005 11.000 11.000 10.906 10.906 -0.078 39 9,113 +0
Dec06 051005 11.350 11.480 11.306 11.306 -0.078 322 11,316 -31
Jan07 051005 11.694 11.700 11.616 11.616 -0.078 571 11,536 -73
Feb07 051005 11.600 11.600 11.511 11.511 -0.078 91 4,100 +45
Total Volume and Open Interest 53,378 552,970 +4,123
Brent Crude Oil(ICE)
Nov05 051005 61.28 62.18 59.73 60.12 -1.10 59,637 58,591 -6,515
Dec05 051005 62.04 62.81 60.59 60.92 -1.04 46,411 105,172 -3,511
Jan06 051005 62.72 63.40 61.46 61.62 -0.97 20,570 39,043 -1,033
Feb06 051005 62.95 63.80 61.90 62.08 -0.94 11,025 19,565 +650
Mar06 051005 63.10 64.05 62.30 62.39 -0.88 3,896 10,697 -441
Apr06 051005 63.50 64.07 62.53 62.53 -0.87 1,210 5,777 +355
May06 051005 63.61 63.94 62.51 62.60 -0.84 468 5,830 +12
Jun06 051005 63.63 64.16 62.50 62.58 -0.84 3,025 18,404 -31
Jul06 051005 64.12 64.12 62.56 62.56 -0.81 40 2,136 +0
Aug06 051005 62.54 62.54 62.54 62.54 -0.78 40 790 +20
Sep06 051005 63.36 63.46 62.48 62.48 -0.76 280 2,533 +190
Oct06 051005 62.42 62.42 62.42 62.42 -0.75 40 2,172 -40
Nov06 051005 62.36 62.36 62.36 62.36 -0.74 0 134 +0
Dec06 051005 63.09 63.77 62.25 62.30 -0.73 3,007 24,383 -747
Total Volume and Open Interest 151,115 330,012 -11,673
Gas Oil(ICE)
Oct05 051005 619.00 627.25 609.25 614.50 +6.75 26,596 26,984 -9,051
Nov05 051005 617.25 627.50 611.50 615.75 +6.75 22,294 55,656 -916
Dec05 051005 618.50 628.75 613.50 617.00 +6.50 11,306 35,250 +1,149
Jan06 051005 618.50 629.00 614.25 618.00 +6.00 3,487 18,283 -127
Feb06 051005 615.00 615.00 615.00 615.00 +5.25 712 11,132 +312
Mar06 051005 614.50 614.50 609.75 609.75 +5.00 272 11,727 +14
Apr06 051005 615.75 615.75 604.50 604.50 +5.00 141 6,125 +66
May06 051005 599.00 599.00 599.00 599.00 +5.50 66 1,334 +0
Jun06 051005 594.75 604.50 594.75 595.00 +5.50 590 16,511 -162
Jul06 051005 595.00 595.00 595.00 595.00 +5.50 0 768 +0
Total Volume and Open Interest 66,074 212,421 -8,606
US Dollar Index(NYBOT)
Dec05 051005 89.99 89.99 89.55 89.76 -0.14 2,378 17,533 +531
Mar06 051005 89.45 89.51 89.45 89.51 -0.14 1 2,026 +0
Jun06 051005 89.27 89.27 89.27 89.27 -0.14 0 1 +0
Total Volume and Open Interest 2,379 19,561 +531
Australian Dollar(CME)
Dec05 051005 75.69 75.71 75.35 75.41 -0.70 2,053 69,510 +858
Mar06 051005 75.19 75.19 75.19 75.19 -0.70 30 50 +30
Jun06 051005 74.97 74.97 74.97 74.97 -0.70 0 17 +0
Total Volume and Open Interest 2,083 69,587 +888
British Pound(CME)
Dec05 051005 176.09 176.36 175.66 176.00 +0.14 2,081 89,775 +2,784
Mar06 051005 175.85 175.85 175.85 175.85 +0.15 0 110 +0
Jun06 051005 175.84 175.84 175.84 175.84 +0.15 0 3 +0
Total Volume and Open Interest 2,081 89,889 +2,784
Canadian Dollar(CME)
Dec05 051005 85.28 85.30 84.67 84.73 -0.77 4,181 106,556 -2,767
Mar06 051005 85.30 85.33 84.97 84.97 -0.76 24 1,382 -27
Jun06 051005 85.22 85.22 85.22 85.22 -0.74 1 189 +1
Sep06 051005 85.75 85.75 85.47 85.47 -0.72 0 36 +0
Total Volume and Open Interest 4,206 108,178 -2,791
Japanese Yen(CME)
Dec05 051005 88.55 88.68 88.43 88.47 +0.19 20,741 167,410 +17,466
Mar06 051005 89.35 89.35 89.35 89.35 +0.19 0 514 +3
Jun06 051005 90.35 90.35 90.35 90.35 +0.19 0 52 +0
Total Volume and Open Interest 20,741 167,979 +17,469
Swiss Franc(CME)
Dec05 051005 77.55 77.92 77.45 77.68 +0.34 3,236 87,576 +3,649
Mar06 051005 78.31 78.31 78.31 78.31 +0.34 0 106 +0
Jun06 051005 78.97 78.97 78.97 78.97 +0.34 0 17 +0
Total Volume and Open Interest 3,236 87,779 +3,649
EuroFX(CME)
Dec05 051005 119.92 120.32 119.75 120.00 +0.28 4,043 141,279 -436
Mar06 051005 120.70 120.70 120.58 120.58 +0.28 2 1,554 +41
Jun06 051005 121.28 121.28 121.28 121.28 +0.28 0 411 +0
Total Volume and Open Interest 4,045 143,338 -395
Mexican Peso(CME)
Dec05 051005 9235.0 9250.0 9215.0 9232.0 +5.0 13,802 80,201 +2,892
Mar06 051005 9130.0 9135.0 9130.0 9135.0 +5.0 0 542 +1
Total Volume and Open Interest 13,976 81,286 +2,925
30-Year T-Bonds(CBOT)
Dec05 051005 113~31 114~16 113~29 114~06 +0~08 200,462 578,690 +10,458
Mar06 051005 113~28 114~08 113~27 113~30 +0~08 530 2,773 +389
Jun06 051005 113~26 113~26 113~26 113~26 +0~08 0 18 +0
Total Volume and Open Interest 200,992 581,483 +10,847
10-Year T-Notes(CBOT)
Dec05 051005 109~210 109~300 109~190 109~215 +0~020 509,496 1,628,393 +22,246
Mar06 051005 109~185 109~260 109~180 109~195 +0~030 849 11,341 +323
Total Volume and Open Interest 510,345 1,640,030 +22,569
5-Year T-Notes(CBOT)
Dec05 051005 106~235 106~275 106~215 106~225 +0~015 306,051 0 +0
Mar06 051005 106~175 106~175 106~175 106~175 +0~015 144 0 -1,304
Jun06 051005 106~105 106~105 106~105 106~105 +0~015      
Total Volume and Open Interest 306,195    
2 Year T-Notes(CBOT)
Dec05 051005 102~116 102~121 102~112 102~113 +0~003 2,002 332,536 +1,766
Total Volume and Open Interest 2,002 332,536 +1,766
Eurodollars(CME)
Dec05 051005 95.605 95.625 95.595 95.600 +0.005 34,673 1,144,693 -9,546
Mar06 051005 95.450 95.485 95.440 95.450 +0.015 27,730 1,166,393 +7,425
Jun06 051005 95.385 95.415 95.365 95.380 +0.020 24,689 1,219,798 +16,264
Sep06 051005 95.345 95.400 95.340 95.360 +0.020 245,048 790,899 +9,402
Dec06 051005 95.360 95.395 95.350 95.360 +0.015 31,731 733,248 +12,628
Mar07 051005 95.390 95.420 95.380 95.385 +0.010 38,710 566,910 +12,639
Jun07 051005 95.395 95.425 95.385 95.390 +0.010 33,190 455,965 +13,262
Sep07 051005 95.385 95.415 95.380 95.380 +0.010 39,247 334,267 +17,099
Dec07 051005 95.370 95.405 95.360 95.360 +0.010 17,778 245,680 +5,473
Mar08 051005 95.365 95.400 95.355 95.355 +0.010 20,145 219,081 +6,907
Jun08 051005 95.345 95.380 95.340 95.340 +0.015 16,651 218,595 +3,597
Sep08 051005 95.325 95.355 95.320 95.320 +0.015 19,412 204,248 +7,927
Dec08 051005 95.280 95.320 95.280 95.285 +0.015 9,644 132,765 -548
Mar09 051005 95.300 95.300 95.270 95.275 +0.020 7,730 119,937 +2,962
Jun09 051005 95.275 95.275 95.245 95.250 +0.020 8,778 109,314 +1,785
Sep09 051005 95.245 95.245 95.215 95.220 +0.020 8,697 104,801 -4,651
Dec09 051005 95.180 95.200 95.180 95.180 +0.020 3,055 72,991 +716
Mar10 051005 95.165 95.175 95.165 95.165 +0.020 2,107 46,396 +1,100
Total Volume and Open Interest 381,903 8,172,516 +117,584
3-Mth Euro-Yen(CME)
Dec05 051005 99.89 99.89 99.89 99.89 unch 400 6,440 +159
Mar06 051005 99.83 99.83 99.83 99.83 +0.01 0 8,289 -47
Jun06 051005 99.75 99.75 99.75 99.75 +0.02 19 5,454 +174
Sep06 051005 99.65 99.66 99.65 99.66 +0.02 67 3,903 +25
Dec06 051005 99.56 99.56 99.56 99.56 +0.02 700 7,212 +850
Mar07 051005 99.45 99.45 99.45 99.45 +0.01 0 3,752 -5
Jun07 051005 99.34 99.34 99.34 99.34 unch 0 487 +0
Sep07 051005 99.23 99.23 99.23 99.23 unch 0 420 +0
Dec07 051005 99.13 99.13 99.13 99.13 +0.01 0 32 +0
Mar08 051005 99.02 99.02 99.02 99.02 +0.01 0 60 +0
Total Volume and Open Interest 1,186 36,299 +1,156
3-Mth Euro-Yen(SIMEX)
Dec05 051005 99.89 99.90 99.89 99.90 +0.01 209 87,276 -159
Mar06 051005 99.81 99.83 99.81 99.83 +0.02 397 57,908 +59
Jun06 051005 99.74 99.75 99.73 99.75 +0.02 966 55,726 +552
Sep06 051005 99.64 99.65 99.63 99.65 +0.01 1,880 36,564 -4,829
Dec06 051005 99.54 99.55 99.53 99.55 +0.01 21,245 66,994 -853
Mar07 051005 99.43 99.44 99.42 99.44 +0.01 5,187 25,708 +38
Jun07 051005 99.33 99.34 99.33 99.34 +0.01 420 14,588 +245
Sep07 051005 99.20 99.23 99.20 99.23 +0.01 37 1,536 +37
Total Volume and Open Interest 55,529 399,826 -5,740
German Euro-Bund(EUREX)
Dec05 051005 122.28 122.53 122.27 122.27 +0.06 912,924 1,310,300 +19,095
Mar06 051005 122.63 122.87 122.61 122.61 +0.06 2,005 14,842 +1,793
Jun06 051005 121.96 121.96 121.90 121.90 +0.05      
Total Volume and Open Interest 914,929 1,325,142 +20,888
German Euro-Bobl(EUREX)
Dec05 051005 113.86 113.98 113.84 113.85 +0.03 524,987 863,430 +8,807
Mar06 051005 114.31 114.31 114.19 114.19 +0.03 254 873 -1
Jun06 051005 113.64 113.64 113.64 113.64 -0.39      
Total Volume and Open Interest 525,241 864,303 +8,806
Long Gilt(LIFFE)
Dec05 051005 112~26 113~02 112~25 112~29 +0~05 61,992 208,361 -1,593
Mar06 051005 113~01 113~01 113~01 113~01 +0~04 1 0 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051005 95.50 95.53 95.50 95.52 +0.02 38,889 306,986 -5,424
Mar06 051005 95.59 95.63 95.58 95.62 +0.04 64,768 342,764 +2,499
Jun06 051005 95.62 95.68 95.62 95.66 +0.04 39,374 282,161 +4,412
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051005 97.770 97.775 97.765 97.770 -0.005 92,388 642,549 +15,352
Mar06 051005 97.680 97.700 97.665 97.680 unch 134,243 617,587 +11,004
Jun06 051005 97.560 97.580 97.545 97.565 +0.010 148,775 493,732 +29,318
Total Volume and Open Interest 688,079 3,050,076 +70,434
3-Mth Aus T-Bills(SFE)
Dec05 051005 94.34 94.35 94.33 94.35 +0.02 6,822 148,767 +601
Mar06 051005 94.28 94.30 94.28 94.30 +0.03 13,774 209,666 +2,693
Jun06 051005 94.27 94.31 94.27 94.31 +0.05 6,292 82,532 +3,340
Sep06 051005 94.27 94.30 94.27 94.30 +0.06 2,468 33,341 +1,379
Dec06 051005 94.25 94.28 94.25 94.28 +0.05 694 29,488 -51
Mar07 051005 94.23 94.24 94.22 94.24 +0.05 505 18,181 -200
Jun07 051005 94.19 94.22 94.19 94.22 +0.06 892 33,225 +600
Sep07 051005 94.19 94.21 94.19 94.21 +0.06 1,275 7,383 +890
Dec07 051005 94.18 94.19 94.18 94.19 +0.06 95 3,856 +0
Mar08 051005 94.18 94.18 94.18 94.18 +0.06 104 1,466 +50
Total Volume and Open Interest 33,111 569,808 +9,397
10-Year Aus T-Bonds(SFE)
Dec05 051005 94.61 94.62 94.58 94.62 +0.06 28,628 303,410 +6,924
Mar06 051005 94.62 94.62 94.62 94.62 +0.06      
Total Volume and Open Interest 28,628 303,410 +6,924
3-Year Aus T-Bonds(SFE)
Dec05 051005 94.64 94.67 94.63 94.67 +0.06 73,697 341,895 +615
Mar06 051005 94.67 94.67 94.67 94.67 +0.06      
Total Volume and Open Interest 73,697 341,895 +615
Gold(CMX)
Oct05 051005 465.0 466.1 463.5 466.1 unch 210 454 -1,205
Dec05 051005 468.4 469.6 465.9 469.3 unch 43,497 307,469 +1,065
Feb06 051005 470.5 473.4 470.0 472.9 unch 199 13,047 -52
Apr06 051005 474.5 476.5 474.5 476.5 unch 0 5,965 -16
Jun06 051005 479.2 480.5 477.5 480.1 -0.1 260 10,421 -184
Aug06 051005 483.8 483.8 483.8 483.8 -0.1 88 1,936 +40
Oct06 051005 487.6 487.6 487.6 487.6 -0.1 200 3,098 +199
Dec06 051005 490.0 491.3 488.5 491.3 -0.1 120 5,526 -29
Feb07 051005 495.0 495.0 495.0 495.0 -0.1 0 4,916 +0
Apr07 051005 498.7 498.7 498.7 498.7 -0.1 0 100 +0
Jun07 051005 502.3 502.3 502.3 502.3 -0.1 28 4,203 +0
Aug07 051005 505.9 505.9 505.9 505.9 -0.1      
Total Volume and Open Interest 44,602 363,529 -185
Silver(CMX)
Dec05 051005 744.0 748.5 736.0 747.8 +5.3 14,476 95,022 -1,225
Mar06 051005 752.0 753.5 743.0 753.5 +5.4 895 7,581 +248
May06 051005 755.6 755.6 755.6 755.6 +5.7 100 1,934 +99
Jul06 051005 751.0 757.3 751.0 757.3 +5.7 182 6,475 +20
Sep06 051005 758.3 758.3 758.3 758.3 +6.0 150 2,529 +130
Dec06 051005 756.0 760.0 754.5 760.0 +6.0 339 8,786 +61
Mar07 051005 761.3 761.3 761.3 761.3 +6.2 0 50 +0
Total Volume and Open Interest 16,283 125,742 -749
Platinum(NYM)
Oct05 051005 920.0 920.0 918.5 918.5 +4.0 124 225 -65
Jan06 051005 920.0 922.0 917.2 922.0 +3.5 903 12,658 -125
Apr06 051005 922.0 922.0 922.0 922.0 +3.5 0 188 +0
Total Volume and Open Interest 1,027 13,071 -190
Palladium(NYME)
Dec05 051005 196.00 196.25 194.50 195.40 -0.70 224 13,001 -85
Mar06 051005 198.00 198.00 197.20 197.20 -0.70 7 201 +5
Jun06 051005 199.70 199.70 199.70 199.70 -0.70 0 4 +0
Total Volume and Open Interest 231 13,206 -80
Copper(CMX)
Dec05 051005 176.30 178.90 176.20 178.65 +2.05 5,435 81,601 -302
Mar06 051005 169.10 170.50 168.90 170.35 +1.50 990 9,782 -6
May06 051005 164.00 165.40 164.00 164.85 +1.25 391 2,543 +346
Jul06 051005 159.00 160.50 159.00 160.00 +1.10 20 1,380 +9
Sep06 051005 155.00 155.00 155.00 155.00 +0.80 0 1,257 +0
Total Volume and Open Interest 7,588 107,932 -356
Aluminum(CMX)
Oct05 051005 87.00 87.00 87.00 87.00 +0.70 0 53 +0
Nov05 051005 87.20 87.20 87.20 87.20 +0.70 0 596 +0
Dec05 051005 87.70 87.70 87.70 87.70 +0.70 0 1,679 +0
Jan06 051005 87.90 87.90 87.90 87.90 +0.75 0 81 +0
Feb06 051005 87.95 87.95 87.95 87.95 +0.75 0 70 +0
Mar06 051005 87.95 87.95 87.95 87.95 +0.75 0 70 +0
Total Volume and Open Interest 0 2,744 +0
DJIA Index(CBOT)
Dec05 051005 10458 10466 10342 10348 -105 5,040 35,780 +1,848
Mar06 051005 10500 10500 10392 10392 -106 7 28 +1
Total Volume and Open Interest 5,047 35,810 +1,849
S & P 500(CME)
Dec05 051005 1217.70 1218.00 1200.20 1200.70 -16.10 31,345 623,600 -660
Mar06 051005 1224.90 1224.90 1207.70 1207.80 -16.30 170 5,358 +95
Jun06 051005 1215.80 1215.80 1215.80 1215.80 -16.40 0 1,450 +0
Sep06 051005 1223.60 1223.60 1223.60 1223.60 -16.40 2 57 +1
Total Volume and Open Interest 31,517 630,502 -564
S & P 500 E-Mini(Globex)
Dec05 051005 1216.75 1218.50 1200.00 1200.75 -16.00 985,820 956,144 +302
Mar06 051005 1224.25 1225.00 1207.75 1207.75 -16.25 207 705 +93
Total Volume and Open Interest 986,027 956,849 +395
NASDAQ 100(CME)
Dec05 051005 1605.50 1606.50 1581.00 1582.50 -21.50 7,951 56,344 +1,094
Mar06 051005 1620.00 1620.00 1597.50 1597.50 -22.00 2 12 +0
Jun06 051005 1624.00 1624.00 1612.50 1612.50 -22.00 20 10 +10
Total Volume and Open Interest 7,973 56,366 +1,104
NASDAQ 100 E-Mini(Globex)
Dec05 051005 1603.50 1607.50 1581.00 1582.50 -21.50 280,842 269,651 -3,287
Mar06 051005 1637.50 1637.50 1597.50 1597.50 -22.00 30 182 +13
Total Volume and Open Interest 280,872 269,833 -3,274
S & P Midcap 400(CME)
Dec05 051005 716.50 716.50 699.50 700.00 -14.70 547 12,841 +178
Mar06 051005 703.00 703.00 703.00 703.00 -14.70      
Jun06 051005 706.00 706.00 706.00 706.00 -14.70      
Total Volume and Open Interest 339 12,780 -61
Russell 2000(CME)
Dec05 051005 665.00 665.00 647.25 647.30 -17.50 863 32,198 +43
Mar06 051005 658.00 658.00 651.55 651.55 -17.50      
Jun06 051005 654.55 654.55 654.55 654.55 -17.50      
Total Volume and Open Interest 863 32,198 +43
Russell 2000 E-Mini(Globex)
Dec05 051005 664.80 665.20 647.00 647.30 -17.50 123,757 230,473 +1,977
Mar06 051005 662.20 662.20 651.60 651.60 -17.50 5 93 +4
Total Volume and Open Interest 123,762 230,566 +1,981
Value Line(KCBT)
Dec05 051005 1859.50 1859.50 1837.50 1840.00 -55.00 3 86 +3
Total Volume and Open Interest 3 86 +3
Nikkei 225(CME)
Dec05 051005 13725 13785 13645 13655 -85 52,540 234,556 +4,233
Mar06 051005 13720 13765 13645 13685 -50 11 27 +3
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051005 13725 13785 13645 13655 -85 52,540 234,556 +4,233
Mar06 051005 13720 13765 13645 13685 -50 11 27 +3
Jun06 051005 13620 13620 13620 13620 -50      
Total Volume and Open Interest 52,721 235,237 +4,210
CAC 40(MATIF)
Oct05 051005 4632.5 4632.5 4585.5 4596.5 -60.0 49,150 430,356 +3,377
Nov05 051005 4630.5 4634.5 4600.0 4603.0 -60.0 68 2,741 +8
Dec05 051005 4629.5 4632.0 4593.5 4600.5 -60.0 826 90,825 +121
Total Volume and Open Interest 50,044 527,984 +3,506
Hang Seng Index(HKFE)
Oct05 051005 15356 15366 15153 15170 -243 26,989 114,801 -634
Nov05 051005 15353 15353 15145 15160 -234 176 391 +107
Dec05 051005 15400 15400 15190 15204 -236 124 1,786 -11
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051005 5116.0 5127.5 5076.0 5087.5 -64.5 129,177 202,158 +648
Mar06 051005 5144.0 5155.5 5105.5 5116.0 -65.0 495 9,420 +110
Jun06 051005 5167.5 5186.0 5135.5 5146.0 -65.0 692 729 +131
Total Volume and Open Interest 130,364 212,307 +889
FT-SE 100(LIFFE)
Dec05 051005 5486.50 5487.50 5436.50 5451.50 -55.00 48,263 434,421 +398
Mar06 051005 5494.00 5494.00 5460.00 5460.00 -56.00 8 5,361 -2
Jun06 051005 5473.00 5473.00 5464.00 5466.50 -56.50 0 13,786 +0
Total Volume and Open Interest 48,271 453,568 +396
SPI 200(SFE)
Dec05 051005 4615.0 4620.0 4547.0 4555.0 -92.0 15,498 197,226 +4,486
Mar06 051005 4611.0 4617.0 4552.0 4556.0 -94.0 52 4,416 +9
Jun06 051005 4580.0 4583.0 4580.0 4583.0 -93.0 138 3,196 +119
Total Volume and Open Interest 15,688 206,991 +4,614
GSCI(CME)
Oct05 051005 462.40 467.50 455.00 455.10 -5.90 90 17,068 +31
Nov05 051005 462.80 462.80 458.20 458.20 -5.60 174 856 +66
Dec05 051005 463.20 463.20 463.20 463.20 -3.80 0 6 +0
Total Volume and Open Interest 264 17,930 +97
Reuters CRB Index(NYBOT)
Nov05 051005 332.00 333.25 332.00 332.75 -0.05 22 382 +7
Jan06 051005 332.50 332.50 332.50 332.50 +0.20 3 423 +1
Feb06 051005 330.00 331.00 330.00 331.00 +0.20 0 4 +0
Total Volume and Open Interest 26 1,016 +9
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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