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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 Thu October 06, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051006 562.00 574.00 559.50 564.25 +0.75 35,583 151,553 -3,941
Jan06 051006 573.00 584.75 571.00 576.50 +1.50 10,614 50,345 +3,257
Mar06 051006 582.50 593.00 580.00 583.50 +0.75 3,275 22,818 +417
May06 051006 586.00 597.00 584.00 588.50 +0.25 1,558 18,676 +58
Jul06 051006 590.00 602.50 589.50 593.25 +1.25 3,228 16,069 +1,852
Aug06 051006 600.00 600.00 590.00 590.00 +1.00 24 451 +24
Sep06 051006 598.00 598.00 591.00 591.00 -1.00 1 117 +0
Total Volume and Open Interest 56,338 270,269 +3,063
Soybean Meal(CBOT)
Oct05 051006 162.80 165.30 162.60 163.70 +0.90 1,001 1,888 -293
Dec05 051006 165.80 169.00 165.60 167.30 +1.20 12,856 64,498 -928
Jan06 051006 168.00 170.80 167.80 169.20 +1.10 2,668 14,141 +288
Mar06 051006 171.00 173.60 171.00 171.80 +0.80 2,980 14,194 -70
May06 051006 173.20 175.60 173.00 174.00 +0.80 2,620 15,099 +279
Jul06 051006 176.00 178.50 175.70 177.10 +1.40 2,564 11,681 +759
Aug06 051006 177.00 179.50 177.00 177.90 +1.90 613 3,000 -41
Sep06 051006 178.00 180.50 178.00 178.70 +2.20 146 2,908 +121
Total Volume and Open Interest 26,651 131,524 +597
Soybean Oil(CBOT)
Oct05 051006 23.80 24.22 23.52 23.82 -0.03 1,599 2,953 -347
Dec05 051006 23.95 24.50 23.72 24.04 -0.12 21,973 89,228 -797
Jan06 051006 24.12 24.68 23.90 24.28 -0.12 4,257 18,320 +1,863
Mar06 051006 24.25 24.79 24.08 24.40 -0.08 2,267 11,850 +200
May06 051006 24.35 24.90 24.20 24.50 -0.09 1,466 12,601 +153
Jul06 051006 24.50 25.00 24.30 24.58 -0.14 2,727 12,746 +294
Aug06 051006 24.72 24.85 24.53 24.53 -0.19 274 973 +20
Sep06 051006 24.50 24.80 24.50 24.61 -0.14 311 1,382 +205
Total Volume and Open Interest 36,201 155,311 +2,030
Canola(WCE)
Nov05 051006 257.2 262.9 256.7 260.4 +3.8 5,089 29,878 -2,402
Jan06 051006 267.9 272.6 266.5 270.1 +3.4 1,622 27,498 -468
Mar06 051006 274.3 278.2 274.3 277.4 +3.8 125 4,202 +21
May06 051006 286.0 286.1 284.9 284.9 +4.4 106 1,426 -9
Jul06 051006 292.1 292.3 291.2 291.8 +4.0 67 1,029 +56
Total Volume and Open Interest 7,030 68,469 -2,798
Corn(CBOT)
Dec05 051006 205.00 205.50 203.75 204.25 -0.50 29,624 466,899 +235
Mar06 051006 217.50 218.25 216.50 217.00 -0.75 8,771 152,084 +1,969
May06 051006 225.75 226.00 224.25 225.00 -0.50 1,579 31,709 -103
Jul06 051006 232.50 233.25 231.50 232.00 -0.50 3,435 50,645 +903
Sep06 051006 239.50 239.50 238.75 238.75 -1.00 1,047 6,945 -125
Dec06 051006 248.50 248.75 247.75 248.00 -0.75 2,325 36,775 +296
Total Volume and Open Interest 47,079 752,075 +3,324
Wheat(CBOT)
Dec05 051006 343.00 346.50 340.50 345.25 +0.25 16,379 211,304 -1,980
Mar06 051006 356.00 360.50 354.50 359.25 unch 4,512 46,376 +988
May06 051006 361.50 367.00 361.50 366.50 unch 211 2,378 +3
Jul06 051006 368.50 372.50 367.00 371.50 unch 4,163 30,513 +666
Sep06 051006 373.00 377.50 373.00 377.50 unch 213 1,363 +143
Total Volume and Open Interest 26,142 296,404 +183
Wheat(KCBT)
Dec05 051006 376.50 382.00 374.50 381.75 +3.75 5,234 63,971 -1,183
Mar06 051006 380.50 385.00 378.00 384.00 +3.00 1,822 27,941 -892
May06 051006 378.00 381.50 377.50 381.50 +2.00 386 2,373 -27
Jul06 051006 374.00 380.00 373.50 379.50 +2.25 1,561 17,098 -545
Sep06 051006 380.00 382.00 379.00 382.00 +2.50 18 481 +5
Total Volume and Open Interest 9,043 112,191 -2,622
Wheat(MGE)
Dec05 051006 384.50 386.00 379.50 385.50 +0.50 3,065 17,785 -361
Mar06 051006 382.50 387.00 382.00 386.50 +1.00 1,211 10,515 +188
May06 051006 383.00 386.00 383.00 386.00 -0.50 21 1,657 +6
Jul06 051006 384.00 390.00 383.50 389.00 +2.00 760 2,552 +270
Sep06 051006 380.00 382.00 380.00 382.00 -1.50 12 233 +5
Total Volume and Open Interest 5,093 33,098 +121
Oats(CBOT)
Dec05 051006 167.75 169.75 167.25 168.75 +0.50 1,702 6,219 +242
Mar06 051006 172.00 173.75 171.50 173.00 +0.75 88 415 +32
May06 051006 174.00 174.00 174.00 174.00 unch 22 55 +7
Jul06 051006 172.00 172.00 172.00 172.00 +1.00 0 1 +0
Total Volume and Open Interest 1,812 6,694 +281
Rough Rice(CBOT)
Nov05 051006 7.32 7.39 7.32 7.38 +0.03 292 4,196 -39
Jan06 051006 7.57 7.65 7.57 7.64 +0.02 132 2,023 +16
Mar06 051006 7.81 7.84 7.80 7.84 +0.01 8 755 +2
May06 051006 8.01 8.03 8.01 8.03 +0.01 50 91 +50
Total Volume and Open Interest 492 7,072 +35
Live Cattle(CME)
Oct05 051006 90.100 90.550 89.550 89.725 -0.575 5,317 18,302 -882
Dec05 051006 90.950 91.450 90.550 90.775 -0.275 13,025 95,158 +1,519
Feb06 051006 92.350 92.875 92.200 92.375 -0.150 4,823 35,133 +416
Apr06 051006 89.100 89.650 89.050 89.150 -0.200 1,168 10,629 +136
Jun06 051006 84.450 84.750 84.300 84.425 -0.125 468 4,680 +72
Aug06 051006 83.800 83.950 83.625 83.800 -0.175 187 1,932 +68
Total Volume and Open Interest 25,011 166,060 +1,351
Feeder Cattle(CME)
Oct05 051006 117.250 117.900 117.100 117.575 +0.475 810 8,777 -502
Nov05 051006 116.000 116.750 115.800 116.275 +0.400 949 13,514 -282
Jan06 051006 113.250 113.800 113.100 113.325 +0.125 580 6,052 +204
Mar06 051006 108.200 108.950 108.200 108.850 +0.650 106 695 +60
Apr06 051006 106.600 107.300 106.550 107.050 +0.250 25 373 +11
May06 051006 106.900 106.900 106.750 106.800 +0.350 65 365 +80
Aug06 051006 107.250 107.600 107.150 107.200 -0.100 4 74 +3
Total Volume and Open Interest 2,539 29,850 -426
Lean Hogs(CME)
Oct05 051006 67.800 67.950 67.200 67.675 -0.525 4,152 11,164 -970
Dec05 051006 64.850 65.025 64.100 64.375 -0.950 7,477 68,858 +1,470
Feb06 051006 67.250 67.400 66.700 67.150 -0.625 2,426 22,209 +685
Apr06 051006 66.300 66.400 65.750 66.275 -0.700 564 6,722 +77
May06 051006 66.000 66.350 65.500 66.250 -0.550 42 1,541 +19
Jun06 051006 68.750 68.975 68.000 68.925 -0.450 291 2,533 +149
Jul06 051006 65.100 65.100 64.300 65.000 -0.550 125 1,067 +59
Aug06 051006 61.800 61.800 61.600 61.750 -0.500 63 566 +34
Total Volume and Open Interest 15,181 114,994 +1,551
Pork Bellies(CME)
Feb06 051006 96.100 98.350 96.000 96.400 +0.025 456 1,144 +94
Mar06 051006 95.600 95.600 95.600 95.600 +0.650 0 58 +0
May06 051006 98.200 98.200 98.200 98.200 unch 0 22 +0
Jul06 051006 97.000 99.500 97.000 99.500 +0.900 0 5 +0
Aug06 051006 100.050 100.050 100.050 100.050 +1.950 10 17 +10
Total Volume and Open Interest 466 1,246 +104
Class III Milk(CME)
Oct05 051006 14.33 14.33 14.30 14.30 -0.03 108 2,613 +14
Nov05 051006 13.45 13.50 13.40 13.44 -0.03 72 2,071 +5
Dec05 051006 13.30 13.40 13.30 13.30 -0.10 61 1,810 +2
Jan06 051006 12.85 12.87 12.83 12.83 unch 56 1,304 +10
Feb06 051006 12.55 12.58 12.55 12.55 unch 48 1,212 +29
Total Volume and Open Interest 695 17,972 +295
Cocoa(NYBOT)
Dec05 051006 1380 1408 1378 1392 +4 4,736 52,941 -167
Mar06 051006 1417 1441 1416 1430 +6 1,616 28,095 -22
May06 051006 1442 1463 1442 1453 +5 306 8,426 +49
Jul06 051006 1463 1474 1463 1474 +5 99 8,843 -23
Sep06 051006 1496 1496 1496 1496 +5 0 10,620 +0
Dec06 051006 1521 1521 1521 1521 +5 14 7,079 +0
Mar07 051006 1543 1543 1543 1543 +5 100 7,750 +0
Total Volume and Open Interest 6,871 124,510 -163
Coffee "C"(NYBOT)
Dec05 051006 94.50 95.45 93.25 93.50 -0.20 6,480 61,682 -71
Mar06 051006 98.25 98.60 96.60 96.80 -0.15 1,270 16,068 +89
May06 051006 100.00 100.40 98.85 98.85 -0.15 145 3,735 +60
Jul06 051006 100.90 100.90 100.75 100.75 -0.15 100 3,049 +20
Sep06 051006 104.00 104.00 102.55 102.55 -0.15 31 1,257 -2
Dec06 051006 106.50 106.50 105.30 105.40 -0.15 164 765 -104
Total Volume and Open Interest 8,202 87,353 -17
Orange Juice(NYBOT)
Nov05 051006 103.20 104.30 102.15 104.15 +0.65 2,119 15,544 +491
Jan06 051006 105.55 106.20 104.30 106.10 +0.55 618 6,373 +203
Mar06 051006 107.60 108.35 106.70 108.35 +0.60 313 3,454 +177
May06 051006 109.00 110.10 109.00 110.10 +0.60 0 377 +0
Jul06 051006 111.00 111.85 110.50 111.85 +0.60 27 174 +27
Total Volume and Open Interest 3,077 25,932 +898
Sugar #11(NYBOT)
Mar06 051006 11.45 11.46 11.20 11.26 -0.18 34,095 313,400 -4,413
May06 051006 11.35 11.37 11.22 11.27 -0.18 4,997 49,872 -3,143
Jul06 051006 11.20 11.24 11.12 11.16 -0.19 3,017 38,886 +449
Oct06 051006 11.25 11.25 11.11 11.16 -0.19 4,027 24,067 +1,081
Mar07 051006 11.28 11.30 11.15 11.21 -0.18 2,555 15,835 +1,223
Total Volume and Open Interest 49,281 453,757 -4,379
Sugar #14(NYBOT)
Nov05 051006 21.15 21.20 21.15 21.18 +0.08 481 1,349 -125
Jan06 051006 21.20 21.25 21.20 21.24 +0.09 218 2,583 +101
Mar06 051006 21.30 21.35 21.30 21.33 +0.13 25 2,179 +23
May06 051006 21.25 21.25 21.25 21.25 +0.04 0 2,313 +0
Jul06 051006 21.50 21.50 21.50 21.50 +0.29 2 2,379 +2
Total Volume and Open Interest 729 11,813 +4
London Cocoa(LCE)
Dec05 051006 828 838 825 831 unch 3,870 69,539 -1,261
Mar06 051006 847 854 844 850 +1 940 45,588 +98
May06 051006 865 865 857 863 +1 53 11,582 +4
Jul06 051006 875 881 870 876 +1 80 22,680 +11
Sep06 051006 888 889 887 889 +1 15 12,691 +0
Dec06 051006 902 902 902 902 +1 5 14,160 +5
Mar07 051006 914 914 914 914 +1 10 2,628 +10
Total Volume and Open Interest 4,986 178,997 -1,129
London Coffee(LCE)
Nov05 051006 882.00 890.00 875.00 884.00 +5.00 2,548 54,587 -370
Jan06 051006 906.00 909.00 895.00 904.00 +4.00 2,094 64,008 +89
Mar06 051006 924.00 925.00 914.00 921.00 +5.00 635 31,544 +411
May06 051006 937.00 938.00 935.00 938.00 +5.00 4 9,470 +2
Jul06 051006 954.00 954.00 953.00 953.00 +5.00 1 4,184 +1
Sep06 051006 968.00 972.00 966.00 971.00 +4.00 0 1,550 +0
Total Volume and Open Interest 5,282 165,602 +133
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051006 298.00 299.00 294.00 294.80 -3.90 3,874 23,445 -483
Mar06 051006 306.00 307.00 302.00 302.50 -5.00 2,220 15,011 +336
May06 051006 311.00 311.00 307.00 307.50 -5.00 71 5,220 +10
Aug06 051006 315.00 316.00 311.50 311.50 -4.50 248 2,892 +6
Total Volume and Open Interest 6,947 53,844 -133
Cotton(NYBOT)
Oct05 051006 53.50 53.50 52.75 52.75 +0.30 3 7 -3
Dec05 051006 53.75 54.70 53.35 53.75 -0.16 5,624 79,229 -263
Mar06 051006 55.30 56.00 55.00 55.40 -0.09 863 25,407 +24
May06 051006 56.11 56.25 56.11 56.23 +0.03 87 2,171 +14
Jul06 051006 57.30 57.30 56.95 56.95 +0.10 190 2,401 +37
Oct06 051006 57.35 57.35 57.35 57.35 unch 20 64 +20
Total Volume and Open Interest 7,156 110,521 +130
Lumber(CME)
Nov05 051006 287.5 292.0 287.0 289.3 unch 660 2,336 -128
Jan06 051006 306.3 309.0 306.1 306.8 -1.0 193 1,185 +6
Mar06 051006 312.7 318.8 312.7 317.8 -4.9 21 232 +8
May06 051006 325.0 325.0 323.0 323.0 -4.1 2 72 +0
Total Volume and Open Interest 876 3,854 -114
Crude Oil(NYM)
Nov05 051006 61.20 62.10 60.70 61.36 -1.43 87,283 196,786 -6,356
Dec05 051006 61.10 61.65 60.60 61.06 -1.63 76,342 179,556 +5,696
Jan06 051006 61.65 61.90 61.20 61.45 -1.76 22,275 76,730 +5,421
Feb06 051006 62.11 62.30 61.75 61.84 -1.80 8,938 29,073 +599
Mar06 051006 62.30 62.60 62.00 62.12 -1.80 4,066 26,944 -273
Apr06 051006 62.35 62.65 62.10 62.29 -1.78 738 14,854 -66
May06 051006 62.36 62.36 62.36 62.36 -1.76 1,138 13,966 -18
Jun06 051006 62.75 62.75 62.25 62.38 -1.73 7,452 40,699 +182
Jul06 051006 62.37 62.37 62.37 62.37 -1.71 20 9,946 +0
Aug06 051006 62.33 62.33 62.33 62.33 -1.69 0 7,410 +0
Sep06 051006 62.28 62.28 62.28 62.28 -1.67 210 8,645 +165
Oct06 051006 62.22 62.22 62.22 62.22 -1.65 169 5,119 -5
Nov06 051006 62.13 62.13 62.13 62.13 -1.63 0 7,648 +0
Dec06 051006 62.20 62.40 61.90 62.03 -1.62 9,911 54,050 -842
Jan07 051006 61.85 61.85 61.85 61.85 -1.59 0 8,663 +0
Feb07 051006 61.72 61.72 61.72 61.72 -1.57 0 3,335 +0
Total Volume and Open Interest 234,079 874,281 +8,156
Heating Oil(NYM)
Nov05 051006 195.50 198.50 191.00 195.07 -6.41 20,774 64,595 -882
Dec05 051006 198.75 202.50 194.25 198.64 -6.26 8,868 32,400 +1,570
Jan06 051006 202.00 203.00 197.90 201.34 -6.26 2,747 22,229 +299
Feb06 051006 202.00 203.50 198.00 201.74 -6.11 1,125 13,666 +62
Mar06 051006 199.50 201.00 196.75 199.24 -5.31 954 11,177 +468
Apr06 051006 192.00 194.50 191.50 193.04 -4.91 301 5,952 +34
May06 051006 185.50 189.25 185.00 187.54 -4.71 153 4,018 +8
Jun06 051006 183.00 185.00 181.50 183.94 -4.41 474 5,963 +26
Jul06 051006 181.00 185.00 181.00 183.94 -4.41 61 3,443 +26
Aug06 051006 186.00 186.00 183.00 184.74 -4.36 0 614 +0
Sep06 051006 186.45 186.50 186.24 186.24 -4.31 6 1,309 +31
Oct06 051006 187.75 188.09 187.75 188.09 -4.26 0 170 +0
Total Volume and Open Interest 35,545 169,639 +1,649
Unleaded Gas(NYM)
Nov05 051006 185.00 186.00 179.50 184.05 -6.73 27,873 62,316 -2,328
Dec05 051006 181.50 181.90 177.50 180.67 -5.59 10,914 30,593 +1,128
Jan06 051006 179.50 179.50 176.00 178.67 -4.94 3,474 15,297 +10
Feb06 051006 178.00 178.00 177.57 177.57 -4.34 784 6,127 +1
Mar06 051006 177.00 177.27 177.00 177.27 -3.89 914 5,609 +325
Apr06 051006 185.50 186.37 185.50 186.37 -3.69 739 4,850 +160
May06 051006 186.47 186.47 186.47 186.47 -3.64 265 2,837 -67
Jun06 051006 182.00 185.87 182.00 185.87 -3.54 448 3,212 +169
Jul06 051006 181.00 184.72 181.00 184.72 -3.49 20 1,577 +0
Aug06 051006 180.00 182.72 180.00 182.72 -3.44 26 1,678 +0
Sep06 051006 180.00 180.07 180.00 180.07 -3.39 0 274 +0
Oct06 051006 169.97 169.97 169.97 169.97 -3.24      
Total Volume and Open Interest 45,451 134,370 -602
Natural Gas(NYM)
Nov05 051006 13.920 13.950 13.320 13.375 -0.808 23,579 80,544 -2,263
Dec05 051006 14.450 14.450 13.880 13.895 -0.836 12,460 53,702 -2,891
Jan06 051006 14.850 14.850 14.250 14.260 -0.871 9,937 54,591 -25
Feb06 051006 14.600 14.720 14.120 14.120 -0.786 3,158 27,195 +283
Mar06 051006 14.160 14.200 13.650 13.695 -0.711 3,130 47,952 +84
Apr06 051006 10.880 10.900 10.600 10.695 -0.286 3,222 32,044 +3
May06 051006 10.250 10.400 10.205 10.205 -0.236 2,223 26,768 +343
Jun06 051006 10.390 10.390 10.200 10.200 -0.236 638 10,003 -94
Jul06 051006 10.410 10.410 10.225 10.225 -0.236 886 13,306 +53
Aug06 051006 10.480 10.480 10.255 10.255 -0.231 1,621 16,292 +1,101
Sep06 051006 10.400 10.400 10.230 10.230 -0.226 1,166 11,224 +217
Oct06 051006 10.480 10.480 10.260 10.260 -0.221 3,099 23,479 +1,331
Nov06 051006 10.860 10.860 10.695 10.695 -0.211 31 9,137 +24
Dec06 051006 11.225 11.260 11.100 11.100 -0.206 620 11,298 -18
Jan07 051006 11.500 11.550 11.420 11.420 -0.196 627 11,900 +364
Feb07 051006 11.325 11.325 11.325 11.325 -0.186 583 4,412 +312
Total Volume and Open Interest 72,793 553,056 +86
Brent Crude Oil(ICE)
Nov05 051006 59.70 59.95 58.24 58.37 -1.75 60,897 59,247 +656
Dec05 051006 60.78 60.78 59.00 59.09 -1.83 46,238 107,467 +2,295
Jan06 051006 61.40 61.51 59.64 59.75 -1.87 15,279 40,957 +1,914
Feb06 051006 61.70 61.70 60.12 60.19 -1.89 4,735 18,979 -586
Mar06 051006 62.00 62.00 60.47 60.53 -1.86 2,000 11,088 +391
Apr06 051006 61.85 62.00 60.74 60.78 -1.75 866 5,955 +178
May06 051006 61.64 61.64 60.88 60.93 -1.67 385 5,939 +109
Jun06 051006 62.05 62.10 60.96 60.98 -1.60 3,781 20,206 +1,802
Jul06 051006 61.03 61.03 61.03 61.03 -1.53 37 2,136 +0
Aug06 051006 60.99 60.99 60.99 60.99 -1.55 0 790 +0
Sep06 051006 60.95 60.95 60.95 60.95 -1.53 209 2,533 +0
Oct06 051006 61.02 61.02 60.91 60.91 -1.51 0 2,172 +0
Nov06 051006 61.09 61.23 60.87 60.87 -1.49 0 134 +0
Dec06 051006 62.13 62.14 60.68 60.82 -1.48 4,859 26,579 +2,196
Total Volume and Open Interest 146,062 340,466 +10,454
Gas Oil(ICE)
Oct05 051006 610.00 610.00 585.25 592.75 -21.75 19,054 23,699 -3,285
Nov05 051006 611.00 611.00 587.25 595.00 -20.75 18,521 56,581 +925
Dec05 051006 612.50 612.50 589.75 597.25 -19.75 8,634 35,971 +721
Jan06 051006 607.00 609.00 592.50 599.25 -18.75 2,820 17,465 -818
Feb06 051006 602.00 603.00 590.75 597.00 -18.00 0 11,132 +0
Mar06 051006 597.00 597.00 586.25 592.50 -17.25 180 11,650 -77
Apr06 051006 585.25 587.75 585.25 587.75 -16.75 150 6,075 -50
May06 051006 580.25 583.25 580.25 582.75 -16.25 0 1,334 +0
Jun06 051006 585.00 585.00 576.50 579.25 -15.75 300 16,181 -330
Jul06 051006 579.25 579.25 579.25 579.25 -15.75 0 768 +0
Total Volume and Open Interest 50,159 209,557 -2,864
US Dollar Index(NYBOT)
Dec05 051006 89.52 89.53 88.35 88.47 -1.29 1,111 17,518 -15
Mar06 051006 88.45 88.47 88.22 88.22 -1.29 2 2,027 +1
Jun06 051006 87.98 87.98 87.98 87.98 -1.29 0 1 +0
Total Volume and Open Interest 1,113 19,547 -14
Australian Dollar(CME)
Dec05 051006 75.46 75.71 75.45 75.59 +0.18 2,754 68,352 -1,158
Mar06 051006 75.20 75.37 75.20 75.37 +0.18 0 50 +0
Jun06 051006 75.15 75.15 75.15 75.15 +0.18 0 17 +0
Total Volume and Open Interest 2,754 68,428 -1,159
British Pound(CME)
Dec05 051006 176.55 177.97 176.55 177.85 +1.85 1,386 90,357 +582
Mar06 051006 177.00 177.80 177.00 177.70 +1.85 0 113 +3
Jun06 051006 177.69 177.69 177.69 177.69 +1.85 0 3 +0
Total Volume and Open Interest 1,386 90,474 +585
Canadian Dollar(CME)
Dec05 051006 84.68 84.97 84.44 84.80 +0.07 4,576 105,496 -1,060
Mar06 051006 84.87 85.04 84.83 85.04 +0.07 91 1,479 +97
Jun06 051006 85.35 85.35 85.29 85.29 +0.07 0 189 +0
Sep06 051006 85.53 85.57 85.53 85.54 +0.07 0 38 +2
Total Volume and Open Interest 4,667 107,217 -961
Japanese Yen(CME)
Dec05 051006 88.47 89.20 88.46 89.05 +0.58 3,920 169,563 +2,153
Mar06 051006 89.65 89.93 89.65 89.93 +0.58 0 515 +1
Jun06 051006 90.93 90.93 90.93 90.93 +0.58 0 55 +3
Total Volume and Open Interest 3,920 170,136 +2,157
Swiss Franc(CME)
Dec05 051006 78.42 79.42 78.41 79.30 +1.62 2,508 86,735 -841
Mar06 051006 79.60 79.93 79.60 79.93 +1.62 0 106 +0
Jun06 051006 80.59 80.59 80.59 80.59 +1.62 0 17 +0
Total Volume and Open Interest 2,508 86,938 -841
EuroFX(CME)
Dec05 051006 120.93 122.49 120.92 122.28 +2.28 9,982 134,272 -7,007
Mar06 051006 122.40 122.95 122.40 122.87 +2.29 3 1,514 -40
Jun06 051006 123.58 123.58 123.58 123.58 +2.30 0 411 +0
Total Volume and Open Interest 9,985 136,291 -7,047
Mexican Peso(CME)
Dec05 051006 9202.0 9207.0 9120.0 9140.0 -92.0 4,527 81,992 +1,791
Mar06 051006 9035.0 9042.0 9035.0 9042.0 -93.0 6 544 +2
Total Volume and Open Interest 4,558 83,083 +1,797
30-Year T-Bonds(CBOT)
Dec05 051006 114~11 114~16 113~25 114~04 -0~02 261,858 571,258 -7,432
Mar06 051006 114~10 114~10 113~21 113~28 -0~02 321 2,937 +164
Jun06 051006 113~24 113~24 113~24 113~24 -0~02 0 18 +0
Total Volume and Open Interest 262,179 574,215 -7,268
10-Year T-Notes(CBOT)
Dec05 051006 109~250 109~290 109~155 109~215 unch 635,722 1,615,192 -13,201
Mar06 051006 109~230 109~260 109~155 109~200 +0~005 2,753 12,168 +827
Total Volume and Open Interest 638,475 1,627,656 -12,374
5-Year T-Notes(CBOT)
Dec05 051006 106~255 106~280 106~220 106~225 unch 391,904 0 +0
Mar06 051006 106~220 106~220 106~175 106~175 unch 122 2,206 +2,206
Jun06 051006 106~105 106~105 106~105 106~105 unch      
Total Volume and Open Interest 392,026 2,206 +2,206
2 Year T-Notes(CBOT)
Dec05 051006 102~120 102~126 102~117 102~118 +0~005 297 333,490 +954
Total Volume and Open Interest 297 333,490 +954
Eurodollars(CME)
Dec05 051006 95.615 95.625 95.605 95.605 +0.005 24,606 1,149,240 +4,547
Mar06 051006 95.480 95.500 95.465 95.470 +0.020 34,358 1,138,884 -27,509
Jun06 051006 95.415 95.440 95.395 95.405 +0.025 36,718 1,232,466 +12,668
Sep06 051006 95.390 95.420 95.360 95.385 +0.025 251,176 807,445 +16,546
Dec06 051006 95.390 95.405 95.380 95.390 +0.030 18,617 728,802 -4,446
Mar07 051006 95.420 95.425 95.400 95.410 +0.025 19,318 575,771 +8,861
Jun07 051006 95.425 95.430 95.400 95.410 +0.020 36,009 471,591 +15,626
Sep07 051006 95.410 95.420 95.390 95.395 +0.015 20,556 328,393 -5,874
Dec07 051006 95.390 95.395 95.365 95.370 +0.010 12,296 246,819 +1,139
Mar08 051006 95.385 95.385 95.360 95.360 +0.005 24,601 223,090 +4,009
Jun08 051006 95.370 95.370 95.340 95.340 unch 13,309 216,636 -1,959
Sep08 051006 95.350 95.350 95.315 95.315 -0.005 9,557 204,697 +449
Dec08 051006 95.315 95.315 95.280 95.280 -0.005 2,297 133,340 +575
Mar09 051006 95.305 95.305 95.265 95.265 -0.010 4,590 121,634 +1,697
Jun09 051006 95.280 95.280 95.240 95.240 -0.010 2,982 109,328 +14
Sep09 051006 95.245 95.250 95.210 95.210 -0.010 4,586 105,756 +955
Dec09 051006 95.200 95.200 95.165 95.165 -0.015 1,153 73,191 +200
Mar10 051006 95.185 95.185 95.150 95.150 -0.015 3,927 47,091 +695
Total Volume and Open Interest 306,520 8,199,449 +26,933
3-Mth Euro-Yen(CME)
Dec05 051006 99.89 99.89 99.89 99.89 unch 0 6,338 -102
Mar06 051006 99.83 99.83 99.83 99.83 unch 28 7,970 -319
Jun06 051006 99.75 99.75 99.75 99.75 unch 241 5,471 +17
Sep06 051006 99.66 99.66 99.66 99.66 unch 286 4,059 +156
Dec06 051006 99.56 99.56 99.56 99.56 unch 0 7,012 -200
Mar07 051006 99.45 99.45 99.45 99.45 unch 0 2,257 -1,495
Jun07 051006 99.36 99.36 99.36 99.36 +0.02 0 377 -110
Sep07 051006 99.23 99.23 99.23 99.23 unch 0 445 +25
Dec07 051006 99.15 99.15 99.15 99.15 +0.02 0 32 +0
Mar08 051006 99.03 99.03 99.03 99.03 +0.01 0 60 +0
Total Volume and Open Interest 555 34,271 -2,028
3-Mth Euro-Yen(SIMEX)
Dec05 051006 99.89 99.90 99.89 99.90 unch 1,777 88,073 +797
Mar06 051006 99.83 99.83 99.82 99.83 unch 3,446 58,562 +654
Jun06 051006 99.75 99.75 99.74 99.75 unch 6,001 54,385 -1,341
Sep06 051006 99.66 99.66 99.64 99.66 +0.01 1,872 36,685 +121
Dec06 051006 99.55 99.56 99.55 99.56 +0.01 8,264 52,504 -14,490
Mar07 051006 99.45 99.46 99.45 99.46 +0.02 6,859 24,666 -1,042
Jun07 051006 99.36 99.36 99.36 99.36 +0.02 21 14,191 -397
Sep07 051006 99.28 99.28 99.25 99.25 +0.02 84 1,620 +84
Total Volume and Open Interest 38,324 366,353 -33,473
German Euro-Bund(EUREX)
Dec05 051006 122.40 122.46 122.13 122.22 -0.05 1,004,175 1,345,104 +34,804
Mar06 051006 122.76 122.78 122.47 122.57 -0.04 684 16,004 +1,162
Jun06 051006 121.85 121.85 121.85 121.85 -0.05 221 0 +0
Total Volume and Open Interest 1,005,080 1,361,108 +35,966
German Euro-Bobl(EUREX)
Dec05 051006 113.91 114.03 113.71 113.77 -0.08 504,541 873,022 +9,592
Mar06 051006 114.26 114.26 114.07 114.11 -0.08 1 623 -250
Jun06 051006 113.56 113.56 113.56 113.56 -0.08 1,860 0 +0
Total Volume and Open Interest 506,402 873,645 +9,342
Long Gilt(LIFFE)
Dec05 051006 112~31 113~02 112~25 112~31 +0~02 54,176 208,842 +481
Mar06 051006 113~03 113~03 113~03 113~03 +0~02      
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051006 95.53 95.57 95.52 95.55 +0.03 27,809 306,966 -20
Mar06 051006 95.63 95.68 95.62 95.67 +0.05 45,008 347,269 +4,505
Jun06 051006 95.67 95.73 95.65 95.71 +0.05 34,841 280,553 -1,608
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051006 97.770 97.795 97.735 97.760 -0.010 86,124 630,075 -12,474
Mar06 051006 97.685 97.715 97.630 97.660 -0.020 109,165 636,811 +19,224
Jun06 051006 97.565 97.605 97.505 97.545 -0.020 132,206 510,887 +17,155
Total Volume and Open Interest 561,710 3,086,788 +36,712
3-Mth Aus T-Bills(SFE)
Dec05 051006 94.34 94.36 94.34 94.36 +0.01 7,454 143,099 -5,668
Mar06 051006 94.31 94.32 94.30 94.32 +0.02 15,806 210,542 +876
Jun06 051006 94.33 94.34 94.32 94.34 +0.03 4,432 81,583 -949
Sep06 051006 94.31 94.34 94.31 94.34 +0.04 3,020 34,770 +1,429
Dec06 051006 94.30 94.33 94.30 94.33 +0.05 662 29,588 +100
Mar07 051006 94.27 94.29 94.27 94.29 +0.05 443 18,267 +86
Jun07 051006 94.25 94.27 94.25 94.27 +0.05 375 33,499 +274
Sep07 051006 94.24 94.25 94.24 94.25 +0.04 293 7,520 +137
Dec07 051006 94.23 94.24 94.23 94.23 +0.04 122 3,956 +100
Mar08 051006 94.21 94.21 94.21 94.21 +0.03 120 1,566 +100
Total Volume and Open Interest 32,969 566,450 -3,358
10-Year Aus T-Bonds(SFE)
Dec05 051006 94.68 94.68 94.65 94.68 +0.06 22,397 308,916 +5,506
Mar06 051006 94.68 94.68 94.68 94.68 +0.06      
Total Volume and Open Interest 22,397 308,916 +5,506
3-Year Aus T-Bonds(SFE)
Dec05 051006 94.71 94.72 94.69 94.72 +0.05 61,360 348,749 +6,854
Mar06 051006 94.72 94.72 94.72 94.72 +0.05      
Total Volume and Open Interest 61,360 348,749 +6,854
Gold(CMX)
Oct05 051006 467.1 471.9 467.0 471.9 +5.8 226 465 +11
Dec05 051006 469.3 475.9 469.0 475.0 +5.7 44,643 309,938 +2,469
Feb06 051006 473.0 479.3 473.0 478.7 +5.8 2,165 13,348 +301
Apr06 051006 483.0 483.0 481.0 482.3 +5.8 128 5,988 +23
Jun06 051006 479.5 487.0 479.5 486.0 +5.9 330 10,647 +226
Aug06 051006 489.8 489.8 489.8 489.8 +6.0 296 2,128 +192
Oct06 051006 493.6 493.6 493.6 493.6 +6.0 0 3,098 +0
Dec06 051006 496.0 497.3 496.0 497.3 +6.0 203 5,379 -147
Feb07 051006 501.0 501.0 501.0 501.0 +6.0 0 4,916 +0
Apr07 051006 504.7 504.7 504.7 504.7 +6.0 0 100 +0
Jun07 051006 508.4 508.4 508.4 508.4 +6.1 0 4,203 +0
Aug07 051006 512.1 512.1 512.1 512.1 +6.2      
Total Volume and Open Interest 48,113 366,673 +3,144
Silver(CMX)
Dec05 051006 749.0 763.0 746.5 759.5 +11.7 15,977 95,250 +228
Mar06 051006 759.0 769.0 759.0 765.1 +11.6 401 7,733 +152
May06 051006 769.0 770.0 766.8 766.8 +11.2 90 1,944 +10
Jul06 051006 759.0 775.0 759.0 768.5 +11.2 1 6,475 +0
Sep06 051006 769.5 769.5 769.5 769.5 +11.2 0 2,549 +20
Dec06 051006 762.0 774.0 762.0 770.9 +10.9 210 8,774 -12
Mar07 051006 772.2 772.2 772.2 772.2 +10.9 0 50 +0
Total Volume and Open Interest 16,743 126,184 +442
Platinum(NYM)
Oct05 051006 922.5 927.6 921.0 927.6 +9.1 16 209 -16
Jan06 051006 928.0 932.0 924.5 930.7 +8.7 591 12,619 -39
Apr06 051006 930.7 930.7 930.7 930.7 +8.7 0 188 +0
Total Volume and Open Interest 607 13,016 -55
Palladium(NYME)
Dec05 051006 196.00 200.00 192.10 197.00 +1.60 258 12,963 -38
Mar06 051006 199.75 201.00 199.00 199.00 +1.80 1 201 +0
Jun06 051006 201.50 201.50 201.50 201.50 +1.80 0 4 +0
Total Volume and Open Interest 259 13,168 -38
Copper(CMX)
Dec05 051006 178.20 179.00 177.20 178.30 -0.35 6,876 82,170 +569
Mar06 051006 170.00 170.70 169.60 170.20 -0.15 1,729 10,812 +1,030
May06 051006 164.00 164.70 164.00 164.70 -0.15 49 2,567 +24
Jul06 051006 159.70 159.70 159.70 159.70 -0.30 31 1,408 +28
Sep06 051006 154.70 154.70 154.70 154.70 -0.30 2 1,257 +0
Total Volume and Open Interest 9,710 109,485 +1,553
Aluminum(CMX)
Oct05 051006 87.05 87.05 87.05 87.05 +0.05 0 53 +0
Nov05 051006 87.25 87.25 87.25 87.25 +0.05 0 596 +0
Dec05 051006 87.65 87.65 87.65 87.65 -0.05 0 1,679 +0
Jan06 051006 88.25 88.25 88.25 88.25 +0.35 0 81 +0
Feb06 051006 88.15 88.15 88.15 88.15 +0.20 0 70 +0
Mar06 051006 87.95 87.95 87.95 87.95 unch 0 70 +0
Total Volume and Open Interest 0 2,744 +0
DJIA Index(CBOT)
Dec05 051006 10370 10398 10245 10324 -24 7,279 35,540 -240
Mar06 051006 10410 10410 10340 10366 -26 9 27 -1
Total Volume and Open Interest 7,288 35,569 -241
S & P 500(CME)
Dec05 051006 1202.10 1206.90 1186.00 1196.90 -3.80 45,376 628,185 +4,585
Mar06 051006 1208.80 1213.00 1203.90 1203.90 -3.90 127 5,389 +31
Jun06 051006 1211.70 1211.70 1211.70 1211.70 -4.10 26 1,459 +9
Sep06 051006 1219.20 1219.20 1219.20 1219.20 -4.40 0 57 +0
Total Volume and Open Interest 45,531 635,127 +4,625
S & P 500 E-Mini(Globex)
Dec05 051006 1200.75 1207.00 1185.75 1197.00 -3.75 1,402,657 973,794 +17,650
Mar06 051006 1207.75 1213.75 1195.50 1204.00 -3.75 552 922 +217
Total Volume and Open Interest 1,403,209 974,716 +17,867
NASDAQ 100(CME)
Dec05 051006 1582.00 1587.00 1548.50 1564.50 -18.00 10,232 55,349 -995
Mar06 051006 1579.50 1579.50 1579.50 1579.50 -18.00 10 32 +20
Jun06 051006 1594.50 1594.50 1594.50 1594.50 -18.00 5 15 +5
Total Volume and Open Interest 10,247 55,396 -970
NASDAQ 100 E-Mini(Globex)
Dec05 051006 1583.00 1587.00 1548.50 1564.50 -18.00 333,654 253,888 -15,763
Mar06 051006 1597.00 1609.50 1566.00 1579.50 -18.00 43 209 +27
Total Volume and Open Interest 333,697 254,097 -15,736
S & P Midcap 400(CME)
Dec05 051006 698.50 700.25 687.50 694.10 -5.90 339 12,780 -61
Mar06 051006 697.10 697.10 697.10 697.10 -5.90      
Jun06 051006 700.10 700.10 700.10 700.10 -5.90      
Total Volume and Open Interest 223 12,775 -5
Russell 2000(CME)
Dec05 051006 647.25 651.50 635.00 642.20 -5.10 1,754 32,849 +651
Mar06 051006 646.70 646.70 646.70 646.70 -4.85 8 7 +7
Jun06 051006 649.70 649.70 649.70 649.70 -4.85      
Total Volume and Open Interest 1,762 32,856 +658
Russell 2000 E-Mini(Globex)
Dec05 051006 647.50 651.80 634.90 642.20 -5.10 174,928 243,032 +12,559
Mar06 051006 650.20 653.20 643.50 646.70 -4.90 84 170 +77
Total Volume and Open Interest 175,012 243,202 +12,636
Value Line(KCBT)
Dec05 051006 1841.00 1842.00 1820.00 1830.00 -10.00 16 92 +6
Total Volume and Open Interest 16 92 +6
Nikkei 225(CME)
Dec05 051006 13535 13540 13275 13280 -375 57,882 235,370 +814
Mar06 051006 13530 13530 13275 13355 -330 10 28 +1
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051006 13535 13540 13275 13280 -375 57,882 235,370 +814
Mar06 051006 13530 13530 13275 13355 -330 10 28 +1
Jun06 051006 13290 13290 13290 13290 -330      
Total Volume and Open Interest 58,018 236,080 +843
CAC 40(MATIF)
Oct05 051006 4564.5 4564.5 4524.0 4539.5 -57.0 58,903 441,411 +11,055
Nov05 051006 4557.0 4561.0 4532.5 4546.0 -57.0 144 2,800 +59
Dec05 051006 4561.5 4561.5 4529.5 4543.5 -57.0 2,695 91,454 +629
Total Volume and Open Interest 61,742 539,727 +11,743
Hang Seng Index(HKFE)
Oct05 051006 14992 15005 14805 14809 -361 51,058 114,594 -207
Nov05 051006 14971 14980 14800 14800 -360 432 506 +115
Dec05 051006 15015 15015 14848 14848 -356 132 1,806 +20
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051006 5031.5 5048.0 4987.5 4989.5 -98.0 142,050 201,529 -629
Mar06 051006 5069.5 5071.0 5017.5 5017.5 -98.5 1,250 9,808 +388
Jun06 051006 5082.5 5101.0 5047.5 5047.5 -98.5 900 1,047 +318
Total Volume and Open Interest 144,200 212,384 +77
FT-SE 100(LIFFE)
Dec05 051006 5398.50 5406.50 5374.50 5388.50 -63.00 65,322 434,756 +335
Mar06 051006 5408.00 5411.00 5394.00 5396.50 -63.50 27 5,364 +3
Jun06 051006 5405.00 5405.00 5402.00 5402.00 -64.50 11 13,786 +0
Total Volume and Open Interest 65,360 453,906 +338
SPI 200(SFE)
Dec05 051006 4500.0 4519.0 4425.0 4430.0 -125.0 23,779 198,312 +1,086
Mar06 051006 4504.0 4504.0 4431.0 4431.0 -125.0 65 4,434 +18
Jun06 051006 4500.0 4500.0 4458.0 4458.0 -125.0 2 3,160 -36
Total Volume and Open Interest 23,928 208,119 +1,128
GSCI(CME)
Oct05 051006 446.30 446.80 442.00 442.40 -12.70 150 17,093 +25
Nov05 051006 449.60 451.00 444.70 445.10 -13.10 40 878 +22
Dec05 051006 449.50 450.50 449.50 450.50 -12.70 0 6 +0
Total Volume and Open Interest 190 17,977 +47
Reuters CRB Index(NYBOT)
Nov05 051006 332.00 332.00 330.50 330.50 -2.25 7 384 +2
Jan06 051006 331.25 331.25 330.50 330.50 -2.00 0 423 +0
Feb06 051006 328.50 328.50 328.50 328.50 -2.50 1 5 +1
Total Volume and Open Interest 8 1,019 +3
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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