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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 10, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051010 560.50 561.50 554.50 555.50 -8.75 34,669 144,492 -4,547
Jan06 051010 573.00 573.00 566.00 568.50 -7.50 13,794 60,619 +5,480
Mar06 051010 581.00 581.00 574.00 575.25 -8.50 3,115 24,477 +598
May06 051010 587.00 587.00 580.00 580.00 -9.25 1,831 19,382 +36
Jul06 051010 592.00 592.00 585.00 585.25 -8.75 2,172 16,870 +383
Aug06 051010 588.00 588.50 585.00 585.00 -10.00 76 454 +0
Sep06 051010 587.25 588.00 585.50 586.00 -6.50 0 118 +0
Total Volume and Open Interest 56,349 277,212 +2,109
Soybean Meal(CBOT)
Oct05 051010 164.50 164.50 163.10 164.30 -1.00 651 1,410 -158
Dec05 051010 168.00 168.00 166.10 166.60 -2.00 9,708 65,409 +727
Jan06 051010 169.50 169.50 167.80 168.50 -1.80 1,578 14,732 +425
Mar06 051010 172.80 172.80 170.90 171.30 -2.00 1,889 15,029 +225
May06 051010 174.60 174.80 173.10 173.40 -2.20 2,288 15,464 +135
Jul06 051010 178.00 178.00 176.10 176.40 -2.20 1,675 12,298 +230
Aug06 051010 179.00 179.00 177.00 177.00 -2.50 348 3,385 +274
Sep06 051010 180.00 180.00 178.00 178.30 -1.90 306 3,175 +198
Total Volume and Open Interest 19,050 135,285 +2,363
Soybean Oil(CBOT)
Oct05 051010 23.45 23.45 23.05 23.07 -0.40 1,214 913 -998
Dec05 051010 23.70 23.70 23.25 23.26 -0.40 19,490 86,471 -4,265
Jan06 051010 23.86 23.90 23.47 23.52 -0.40 7,897 25,866 +5,856
Mar06 051010 24.00 24.01 23.60 23.67 -0.38 1,572 11,825 -289
May06 051010 24.10 24.10 23.70 23.81 -0.34 1,968 12,361 +130
Jul06 051010 24.15 24.15 23.85 23.95 -0.31 1,638 13,495 +194
Aug06 051010 23.90 24.03 23.90 23.97 -0.28 86 1,025 +43
Sep06 051010 24.25 24.25 24.03 24.03 -0.22 96 1,437 +54
Total Volume and Open Interest 34,641 158,825 +860
Canola(WCE)
Nov05 051007 261.3 262.0 258.7 259.7 -0.7 5,801 30,134 +256
Jan06 051007 271.6 271.6 268.3 269.2 -0.9 2,931 29,045 +1,547
Mar06 051007 278.0 278.5 276.1 276.1 -1.3 73 4,230 +28
May06 051007 283.3 287.0 283.0 283.6 -1.3 17 1,425 -1
Jul06 051007 289.5 289.6 289.5 289.6 -2.2 43 1,049 +20
Total Volume and Open Interest 9,038 70,343 +1,874
Corn(CBOT)
Dec05 051010 202.75 202.75 201.75 202.00 -0.50 30,210 469,774 +1,397
Mar06 051010 215.25 215.50 214.50 214.75 -0.75 9,732 155,875 +1,582
May06 051010 223.00 223.25 222.75 223.00 -0.50 1,243 32,532 +174
Jul06 051010 230.25 230.50 229.50 229.75 -0.75 2,771 51,566 -3
Sep06 051010 237.00 237.00 236.50 236.50 -0.75 196 7,081 +114
Dec06 051010 246.50 246.75 245.50 245.75 -1.00 1,386 37,154 -31
Total Volume and Open Interest 45,665 761,079 +3,327
Wheat(CBOT)
Dec05 051010 340.00 341.25 338.25 339.75 +1.75 18,053 209,714 -1,220
Mar06 051010 353.00 355.25 352.25 354.00 +1.50 3,549 46,865 +111
May06 051010 360.00 362.00 359.75 361.50 +1.50 304 2,439 +51
Jul06 051010 366.00 368.25 365.75 367.25 +2.00 2,730 31,351 -140
Sep06 051010 371.50 374.00 371.50 373.25 +1.75 147 1,571 +127
Total Volume and Open Interest 24,929 296,342 -1,125
Wheat(KCBT)
Dec05 051010 378.75 384.75 378.00 382.50 +5.75 6,020 65,197 +611
Mar06 051010 381.00 386.00 380.50 383.50 +4.25 2,645 28,880 +444
May06 051010 381.00 383.00 380.50 381.00 +2.50 707 2,725 +321
Jul06 051010 375.00 378.50 374.50 376.75 +1.75 2,742 17,238 -319
Sep06 051010 378.00 380.00 378.00 380.00 +2.50 7 531 +0
Total Volume and Open Interest 12,130 114,905 +1,060
Wheat(MGE)
Dec05 051010 380.00 386.00 380.00 382.50 +3.50 2,213 17,277 -169
Mar06 051010 382.00 387.00 382.00 386.00 +4.00 1,594 11,239 +238
May06 051010 386.00 389.50 386.00 387.25 +3.50 131 1,743 +81
Jul06 051010 386.50 389.00 386.50 387.50 +2.00 652 2,878 +125
Sep06 051010 383.00 384.00 383.00 383.50 +2.00 123 277 +39
Total Volume and Open Interest 4,775 33,771 +314
Oats(CBOT)
Dec05 051010 165.00 167.00 163.50 165.00 -3.00 792 6,386 +13
Mar06 051010 172.00 172.00 170.00 171.25 -1.25 79 440 +15
May06 051010 174.00 174.00 174.00 174.00 unch 0 60 +0
Jul06 051010 172.00 172.00 172.00 172.00 unch 0 1 +0
Total Volume and Open Interest 871 6,891 +28
Rough Rice(CBOT)
Nov05 051010 7.42 7.42 7.23 7.30 -0.13 469 4,298 +110
Jan06 051010 7.67 7.67 7.48 7.54 -0.14 100 2,032 -12
Mar06 051010 7.85 7.85 7.75 7.77 -0.13 100 762 +29
May06 051010 7.98 7.98 7.98 7.98 -0.13 52 192 +51
Total Volume and Open Interest 721 7,291 +178
Live Cattle(CME)
Oct05 051010 90.425 91.000 90.000 90.800 +0.550 5,781 12,413 -4,440
Dec05 051010 91.400 91.650 90.875 91.400 +0.300 10,083 98,092 +1,671
Feb06 051010 92.950 93.300 92.700 93.225 +0.175 4,238 36,594 +332
Apr06 051010 89.450 89.850 89.400 89.675 +0.100 1,221 11,726 +744
Jun06 051010 84.725 85.000 84.450 84.800 -0.050 828 5,201 +373
Aug06 051010 83.950 84.400 83.950 84.350 +0.050 184 2,088 +161
Total Volume and Open Interest 22,338 166,343 -1,158
Feeder Cattle(CME)
Oct05 051010 118.200 118.500 117.800 118.000 -0.325 2,132 7,719 -634
Nov05 051010 116.600 116.950 116.150 116.400 -0.250 2,761 13,168 -559
Jan06 051010 113.800 114.050 113.200 113.825 unch 1,425 6,814 +480
Mar06 051010 109.200 109.250 108.700 109.000 -0.275 154 765 +43
Apr06 051010 107.300 107.300 106.950 107.250 +0.150 31 372 -1
May06 051010 106.850 107.000 106.600 106.750 -0.100 43 412 +17
Aug06 051010 107.100 107.500 107.100 107.300 -0.200 14 96 +8
Total Volume and Open Interest 6,560 29,346 -646
Lean Hogs(CME)
Oct05 051010 68.500 68.600 68.200 68.325 -0.225 2,926 10,249 -840
Dec05 051010 65.100 65.400 64.450 64.525 -0.500 6,471 70,137 +294
Feb06 051010 67.900 68.000 67.450 67.550 -0.450 1,680 22,954 +395
Apr06 051010 66.750 67.100 66.400 66.550 -0.500 588 7,349 +209
May06 051010 66.900 67.300 66.900 67.100 -0.150 50 1,637 +29
Jun06 051010 69.750 70.000 69.450 69.875 +0.200 303 2,732 +185
Jul06 051010 65.700 66.100 65.600 65.850 +0.250 149 1,244 +72
Aug06 051010 62.250 62.950 62.250 62.850 +0.450 59 607 +20
Total Volume and Open Interest 12,255 117,254 +372
Pork Bellies(CME)
Feb06 051010 97.750 98.100 96.200 96.450 -1.025 314 1,308 +22
Mar06 051010 96.000 98.000 96.000 97.000 +0.500 0 50 +0
May06 051010 99.225 99.225 99.225 99.225 -0.025 0 22 +0
Jul06 051010 99.200 99.900 99.200 99.900 unch 3 12 +3
Aug06 051010 100.900 100.900 100.900 100.900 +0.650 0 26 +0
Total Volume and Open Interest 317 1,418 +25
Class III Milk(CME)
Oct05 051010 14.33 14.33 14.33 14.33 unch 36 2,583 -3
Nov05 051010 13.50 13.69 13.46 13.61 +0.13 158 2,127 +40
Dec05 051010 13.30 13.50 13.30 13.40 +0.08 239 1,915 +24
Jan06 051010 12.88 12.94 12.86 12.86 +0.02 36 1,343 +21
Feb06 051010 12.50 12.51 12.50 12.51 unch 48 1,273 +28
Total Volume and Open Interest 988 18,761 +446
Cocoa(NYBOT)
Dec05 051010 1370 1373 1351 1356 -11 5,404 52,401 -808
Mar06 051010 1408 1409 1391 1396 -10 1,694 30,093 -41
May06 051010 1429 1430 1414 1417 -11 150 8,413 +2
Jul06 051010 1443 1443 1437 1437 -12 85 8,923 +69
Sep06 051010 1460 1460 1460 1460 -11 10 10,630 +10
Dec06 051010 1486 1486 1486 1486 -11 6 7,086 +3
Mar07 051010 1512 1512 1506 1508 -11 0 7,750 +0
Total Volume and Open Interest 7,349 126,052 -765
Coffee "C"(NYBOT)
Dec05 051010 96.00 99.40 95.10 98.90 +4.05 6,335 62,525 +973
Mar06 051010 99.00 102.50 98.30 102.10 +4.00 1,547 16,577 +317
May06 051010 101.00 104.40 100.95 104.15 +3.95 312 3,832 -18
Jul06 051010 103.50 105.90 103.50 105.90 +3.80 262 3,142 +48
Sep06 051010 107.55 107.55 107.55 107.55 +3.70 50 1,248 -10
Dec06 051010 108.00 111.00 108.00 110.40 +3.65 12 755 -2
Total Volume and Open Interest 8,518 88,876 +1,308
Orange Juice(NYBOT)
Nov05 051010 104.45 104.50 102.85 104.00 +0.15 1,223 15,548 -36
Jan06 051010 106.20 106.40 104.80 106.00 +0.10 470 6,372 -125
Mar06 051010 107.90 108.10 107.10 107.90 unch 380 3,796 +344
May06 051010 109.65 109.65 109.65 109.65 unch 50 428 +50
Jul06 051010 111.40 111.40 111.40 111.40 unch 0 192 +0
Total Volume and Open Interest 2,123 26,346 +233
Sugar #11(NYBOT)
Mar06 051010 11.40 11.66 11.40 11.66 +0.29 21,458 311,529 -146
May06 051010 11.42 11.63 11.42 11.62 +0.26 5,698 51,190 +804
Jul06 051010 11.28 11.41 11.25 11.41 +0.20 3,289 39,217 +22
Oct06 051010 11.27 11.45 11.26 11.41 +0.19 1,122 24,206 +480
Mar07 051010 11.30 11.44 11.30 11.42 +0.17 1,439 16,931 +613
Total Volume and Open Interest 33,743 455,334 +2,034
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051010 21.38 21.46 21.38 21.46 +0.16 339 2,626 +50
Mar06 051010 21.38 21.45 21.38 21.45 +0.17 2 2,214 +2
May06 051010 21.40 21.46 21.40 21.46 +0.18 2 2,313 +0
Jul06 051010 21.55 21.60 21.55 21.58 +0.04 5 2,388 +4
Total Volume and Open Interest 609 11,863 -804
London Cocoa(LCE)
Dec05 051010 817 822 815 818 -2 2,181 69,693 +223
Mar06 051010 838 842 836 838 -1 859 47,809 +192
May06 051010 850 854 849 851 -1 177 11,440 -10
Jul06 051010 865 868 863 865 -1 170 22,762 +76
Sep06 051010 875 878 875 878 -1 25 12,685 -1
Dec06 051010 891 891 891 891 -2 29 14,171 +11
Mar07 051010 903 906 902 903 -1 3 2,631 +3
Total Volume and Open Interest 3,444 181,320 +494
London Coffee(LCE)
Nov05 051010 880.00 908.00 871.00 907.00 +37.00 5,393 53,269 -1,471
Jan06 051010 895.00 929.00 891.00 928.00 +39.00 3,459 65,205 +838
Mar06 051010 911.00 945.00 910.00 943.00 +37.00 1,284 32,531 +663
May06 051010 932.00 960.00 930.00 960.00 +37.00 28 9,517 +19
Jul06 051010 953.00 975.00 953.00 975.00 +37.00 4 4,223 +3
Sep06 051010 965.00 993.00 965.00 993.00 +36.00 122 1,805 +122
Total Volume and Open Interest 10,290 166,809 +174
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051010 296.50 305.50 296.50 305.40 +8.40 1,540 22,476 -60
Mar06 051010 305.00 312.00 305.00 311.50 +6.00 1,482 15,098 +418
May06 051010 310.00 314.50 310.00 314.00 +4.50 41 5,461 +30
Aug06 051010 314.00 317.90 314.00 317.70 +3.70 229 2,905 +28
Total Volume and Open Interest 4,008 53,579 +696
Cotton(NYBOT)
Dec05 051010 54.70 56.55 54.50 55.66 +2.03 3,301 79,838 +20
Mar06 051010 56.40 58.00 56.25 57.10 +1.70 1,088 25,901 +134
May06 051010 57.05 58.00 57.05 57.75 +1.57 26 2,180 +9
Jul06 051010 57.65 58.80 57.65 58.45 +1.60 1 2,413 +1
Oct06 051010 58.40 58.40 58.40 58.40 +1.05 0 64 +0
Dec06 051010 58.37 59.30 58.37 59.30 +1.32 5 1,266 -1
Total Volume and Open Interest 4,421 111,668 +162
Lumber(CME)
Nov05 051010 288.7 289.5 285.1 286.1 -3.7 405 2,305 -7
Jan06 051010 305.4 307.3 303.0 303.0 -3.0 112 1,178 -9
Mar06 051010 318.0 319.0 314.0 314.0 -4.3 15 230 +1
May06 051010 321.0 321.0 321.0 321.0 +0.7 0 71 +0
Total Volume and Open Interest 532 3,814 -15
Crude Oil(NYM)
Nov05 051010 61.48 62.00 60.35 61.80 -0.04 90,342 161,216 -25,141
Dec05 051010 61.05 61.80 60.15 61.57 -0.05 86,470 199,134 +16,274
Jan06 051010 61.50 62.10 60.60 62.03 -0.01 22,475 81,320 +1,916
Feb06 051010 62.10 62.47 61.20 62.41 -0.05 5,968 31,475 +1,648
Mar06 051010 62.25 62.72 61.40 62.72 -0.04 4,290 25,639 -274
Apr06 051010 62.25 62.93 61.60 62.93 -0.02 789 14,887 -53
May06 051010 62.75 63.02 61.65 63.02 -0.02 837 14,131 -134
Jun06 051010 62.75 63.06 62.25 63.06 -0.02 5,621 43,153 +1,557
Jul06 051010 62.65 63.05 62.65 63.05 -0.02 1,031 10,253 +303
Aug06 051010 63.02 63.02 63.02 63.02 -0.02 1 7,255 -1
Sep06 051010 62.98 62.98 62.98 62.98 -0.02 181 9,118 -62
Oct06 051010 62.93 62.93 62.93 62.93 -0.02 83 5,157 +38
Nov06 051010 62.84 62.84 62.84 62.84 -0.02 16 7,648 +0
Dec06 051010 62.25 62.74 61.10 62.74 -0.02 5,561 54,251 +362
Jan07 051010 62.56 62.56 62.56 62.56 -0.02 0 8,663 +0
Feb07 051010 62.43 62.43 62.43 62.43 -0.02 0 3,335 +0
Total Volume and Open Interest 229,786 864,037 -3,548
Heating Oil(NYM)
Nov05 051010 195.95 197.50 190.50 197.18 +1.17 29,430 57,676 -4,927
Dec05 051010 198.25 202.00 194.50 201.20 +0.97 18,654 36,826 +3,148
Jan06 051010 201.50 204.75 199.10 204.35 +1.27 5,377 23,677 +1,371
Feb06 051010 202.50 205.00 199.95 205.00 +1.42 1,847 13,867 +39
Mar06 051010 200.00 203.00 196.50 202.65 +1.37 2,314 12,470 +903
Apr06 051010 194.25 196.75 193.40 196.75 +1.47 51 5,988 +39
May06 051010 189.00 191.40 188.15 191.40 +1.52 166 4,209 +148
Jun06 051010 185.75 188.00 184.75 188.00 +1.52 147 5,796 +35
Jul06 051010 185.75 187.95 185.25 187.95 +1.47 10 3,588 +0
Aug06 051010 186.15 188.80 186.15 188.80 +1.47 4 631 +4
Sep06 051010 188.35 190.35 188.35 190.35 +1.47 53 1,325 +51
Oct06 051010 190.15 192.25 190.15 192.25 +1.47 1 176 +1
Total Volume and Open Interest 58,362 170,484 +872
Unleaded Gas(NYM)
Nov05 051010 180.50 182.00 177.00 180.06 -2.86 39,377 58,432 -4,000
Dec05 051010 179.00 181.00 176.60 180.21 -1.45 18,615 32,132 +1,356
Jan06 051010 178.00 179.75 177.00 179.71 -1.05 6,554 15,634 +80
Feb06 051010 177.00 178.96 177.00 178.96 -0.95 1,525 6,450 +429
Mar06 051010 176.20 178.96 176.00 178.96 -0.85 1,975 6,037 +449
Apr06 051010 185.00 188.21 185.00 188.21 -0.75 539 5,288 +191
May06 051010 188.36 188.36 188.36 188.36 -0.70 204 2,934 +92
Jun06 051010 187.86 187.86 187.86 187.86 -0.65 42 3,245 +17
Jul06 051010 186.81 186.81 186.81 186.81 -0.60 90 1,593 +8
Aug06 051010 184.96 184.96 184.96 184.96 -0.55 1 1,678 +0
Sep06 051010 182.41 182.41 182.41 182.41 -0.50 3 267 -7
Oct06 051010 172.71 172.71 172.71 172.71 -0.10      
Total Volume and Open Interest 69,024 133,729 -1,339
Natural Gas(NYM)
Nov05 051010 12.900 13.030 12.700 12.975 -0.251 25,729 73,293 -3,561
Dec05 051010 13.440 13.530 13.210 13.495 -0.267 15,744 56,349 +2,392
Jan06 051010 13.830 13.950 13.650 13.907 -0.234 8,844 56,828 +1,363
Feb06 051010 13.700 13.780 13.530 13.777 -0.234 1,562 26,866 -565
Mar06 051010 13.350 13.367 13.150 13.367 -0.234 2,267 47,909 -452
Apr06 051010 10.580 10.580 10.370 10.517 -0.154 1,944 31,404 -786
May06 051010 10.100 10.140 10.000 10.097 -0.119 1,323 26,244 -218
Jun06 051010 10.000 10.102 10.000 10.102 -0.114 340 9,903 +46
Jul06 051010 10.130 10.132 10.000 10.132 -0.114 254 13,473 +46
Aug06 051010 10.180 10.180 10.050 10.167 -0.109 267 16,373 +37
Sep06 051010 10.130 10.142 10.060 10.142 -0.109 601 11,381 +201
Oct06 051010 10.180 10.180 10.100 10.177 -0.104 652 23,395 +49
Nov06 051010 10.650 10.650 10.560 10.602 -0.104 169 9,260 -28
Dec06 051010 11.061 11.061 10.700 11.012 -0.099 124 11,429 +76
Jan07 051010 11.380 11.380 11.280 11.332 -0.099 620 12,374 +47
Feb07 051010 11.281 11.281 11.160 11.242 -0.089 169 5,029 +22
Total Volume and Open Interest 66,211 553,020 -213
Brent Crude Oil(ICE)
Nov05 051010 59.20 59.66 57.43 58.78 -0.43 47,597 46,727 -8,757
Dec05 051010 59.60 60.12 58.09 59.43 -0.22 58,858 110,552 +1,126
Jan06 051010 60.36 60.70 58.79 60.12 -0.10 25,346 48,570 +4,818
Feb06 051010 60.95 61.13 59.42 60.61 -0.04 3,456 21,642 +551
Mar06 051010 61.36 61.40 59.77 60.97 +0.01 1,556 11,195 -177
Apr06 051010 61.42 61.42 60.05 61.23 +0.02 523 5,860 -168
May06 051010 61.12 61.40 60.56 61.40 +0.05 308 5,925 +0
Jun06 051010 61.76 61.76 60.41 61.46 +0.08 4,043 20,417 +424
Jul06 051010 60.47 61.52 60.47 61.52 +0.12 0 2,136 +0
Aug06 051010 61.54 61.54 61.54 61.54 +0.16 0 790 +0
Sep06 051010 61.54 61.54 61.54 61.54 +0.18 0 2,533 +0
Oct06 051010 61.50 61.50 61.50 61.50 +0.16 0 2,160 +0
Nov06 051010 61.29 61.43 61.29 61.43 +0.11 0 202 -20
Dec06 051010 61.54 61.60 60.10 61.35 +0.09 3,569 25,779 -715
Total Volume and Open Interest 145,713 341,102 -2,755
Gas Oil(ICE)
Oct05 051010 598.50 601.25 587.50 593.75 -1.25 13,961 18,983 -1,558
Nov05 051010 598.00 603.25 590.25 596.50 unch 17,679 56,659 +34
Dec05 051010 603.25 604.25 596.00 599.25 +0.75 9,294 41,402 +3,710
Jan06 051010 604.00 606.00 596.00 601.25 +1.25 2,036 17,965 -200
Feb06 051010 601.25 601.25 594.75 598.50 +1.25 60 11,022 -42
Mar06 051010 596.25 596.25 593.50 593.50 +1.00 10 11,596 -110
Apr06 051010 588.25 588.25 588.25 588.25 +0.50 50 6,033 +0
May06 051010 582.75 583.00 582.75 583.00 +0.75 50 1,540 +0
Jun06 051010 582.50 583.50 575.50 579.25 +0.75 240 16,039 -5
Jul06 051010 579.50 579.50 579.50 579.50 +1.00 0 768 +0
Total Volume and Open Interest 44,025 211,065 +1,764
US Dollar Index(NYBOT)
Dec05 051010 88.86 89.23 88.75 89.23 +0.28 4,902 18,002 +991
Mar06 051010 89.08 89.08 89.08 89.08 +0.38 0 2,028 -2
Jun06 051010 88.83 88.83 88.83 88.83 +0.37 0 1 +0
Total Volume and Open Interest 4,902 20,032 +989
Australian Dollar(CME)
Dec05 051007 75.57 75.60 75.35 75.41 -0.18 7,027 62,288 -6,064
Mar06 051007 75.19 75.19 75.19 75.19 -0.18 10 40 -10
Jun06 051007 74.97 74.97 74.97 74.97 -0.18 0 17 +0
Total Volume and Open Interest 7,037 62,354 -6,074
British Pound(CME)
Dec05 051007 176.52 176.53 175.61 175.95 -1.90 12,240 95,981 +5,624
Mar06 051007 176.10 176.10 175.82 175.82 -1.88 10 120 +7
Jun06 051007 175.82 175.82 175.82 175.82 -1.87 0 3 +0
Total Volume and Open Interest 12,250 96,105 +5,631
Canadian Dollar(CME)
Dec05 051007 84.93 85.45 84.80 85.31 +0.51 4,682 103,159 -2,337
Mar06 051007 85.15 85.62 85.15 85.55 +0.51 46 1,458 -21
Jun06 051007 85.68 85.80 85.68 85.80 +0.51 2 198 +9
Sep06 051007 86.05 86.05 86.05 86.05 +0.51 14 43 +5
Total Volume and Open Interest 4,774 104,892 -2,325
Japanese Yen(CME)
Dec05 051007 88.80 88.80 88.38 88.46 -0.59 5,319 169,252 -311
Mar06 051007 89.34 89.34 89.34 89.34 -0.59 2 560 +45
Jun06 051007 90.34 90.34 90.34 90.34 -0.59 0 55 +0
Total Volume and Open Interest 5,321 169,870 -266
Swiss Franc(CME)
Dec05 051007 78.97 78.97 78.49 78.67 -0.63 17,736 70,585 -16,150
Mar06 051007 79.32 79.32 79.12 79.30 -0.63 1 105 -1
Jun06 051007 79.96 79.96 79.96 79.96 -0.63 0 17 +0
Total Volume and Open Interest 17,737 70,787 -16,151
EuroFX(CME)
Dec05 051007 121.90 121.91 121.39 121.60 -0.68 18,497 135,922 +1,650
Mar06 051007 122.27 122.27 122.15 122.19 -0.68 79 1,629 +115
Jun06 051007 122.90 122.90 122.90 122.90 -0.68 100 511 +100
Total Volume and Open Interest 18,776 138,257 +1,966
Mexican Peso(CME)
Dec05 051007 9147.0 9180.0 9125.0 9160.0 +20.0 16,344 81,397 -595
Mar06 051007 9062.0 9062.0 9062.0 9062.0 +20.0 4 542 -2
Total Volume and Open Interest 16,348 82,486 -597
30-Year T-Bonds(CBOT)
Dec05 051007 113~29 114~12 113~07 114~08 +0~04 256,723 568,220 -3,038
Mar06 051007 113~13 114~04 113~05 114~00 +0~04 763 3,234 +297
Jun06 051007 113~05 113~28 113~05 113~28 +0~04 0 18 +0
Total Volume and Open Interest 257,486 571,474 -2,741
10-Year T-Notes(CBOT)
Dec05 051007 109~175 109~260 109~045 109~235 +0~020 564,254 1,647,382 +32,190
Mar06 051007 109~160 109~220 109~075 109~220 +0~020 5,604 13,448 +1,280
Total Volume and Open Interest 569,858 1,661,126 +33,470
5-Year T-Notes(CBOT)
Dec05 051007 106~185 106~235 106~100 106~230 +0~005 382,219 0 +0
Mar06 051007 106~180 106~180 106~180 106~180 +0~005 262 2,260 +54
Jun06 051007 106~110 106~110 106~110 106~110 +0~005      
Total Volume and Open Interest 382,481 2,260 +54
2 Year T-Notes(CBOT)
Dec05 051007 102~114 102~120 102~096 102~119 +0~001 1,150 331,738 -1,752
Total Volume and Open Interest 1,150 331,738 -1,752
Eurodollars(CME)
Dec05 051007 95.590 95.620 95.565 95.610 +0.005 33,989 1,132,915 -16,325
Mar06 051007 95.450 95.470 95.385 95.460 -0.010 24,712 1,131,652 -7,232
Jun06 051007 95.375 95.410 95.300 95.395 -0.010 34,071 1,227,487 -4,979
Sep06 051007 95.375 95.395 95.280 95.380 -0.005 295,617 822,017 +14,572
Dec06 051007 95.355 95.385 95.315 95.385 -0.005 35,916 739,781 +10,979
Mar07 051007 95.380 95.405 95.360 95.405 -0.005 34,585 576,722 +951
Jun07 051007 95.380 95.405 95.320 95.405 -0.005 31,606 473,922 +2,331
Sep07 051007 95.370 95.390 95.340 95.390 -0.005 34,668 333,288 +4,895
Dec07 051007 95.340 95.365 95.310 95.365 -0.005 9,640 246,228 -591
Mar08 051007 95.315 95.355 95.295 95.355 -0.005 15,555 223,218 +128
Jun08 051007 95.295 95.335 95.280 95.335 -0.005 10,165 219,225 +2,589
Sep08 051007 95.270 95.315 95.255 95.315 unch 8,018 205,990 +1,293
Dec08 051007 95.245 95.280 95.205 95.280 unch 5,621 134,240 +900
Mar09 051007 95.230 95.265 95.190 95.265 unch 7,679 121,374 -260
Jun09 051007 95.205 95.240 95.165 95.240 unch 3,895 109,207 -121
Sep09 051007 95.175 95.210 95.135 95.210 unch 4,137 106,567 +811
Dec09 051007 95.125 95.175 95.090 95.170 +0.005 4,089 74,235 +1,044
Mar10 051007 95.110 95.160 95.075 95.155 +0.005 2,547 46,986 -105
Total Volume and Open Interest 330,103 8,207,647 +8,198
3-Mth Euro-Yen(CME)
Dec05 051007 99.90 99.90 99.89 99.90 +0.01 0 6,234 -104
Mar06 051007 99.82 99.82 99.82 99.82 -0.01 10 7,979 +9
Jun06 051007 99.75 99.75 99.75 99.75 unch 0 5,197 -274
Sep06 051007 99.65 99.65 99.65 99.65 -0.01 0 4,328 +269
Dec06 051007 99.55 99.55 99.55 99.55 -0.01 20 6,632 -380
Mar07 051007 99.45 99.45 99.45 99.45 unch 0 2,257 +0
Jun07 051007 99.36 99.36 99.36 99.36 unch 72 617 +240
Sep07 051007 99.23 99.23 99.23 99.23 unch 0 470 +25
Dec07 051007 99.15 99.15 99.15 99.15 unch 0 32 +0
Mar08 051007 99.04 99.04 99.04 99.04 +0.01 0 60 +0
Total Volume and Open Interest 102 34,056 -215
3-Mth Euro-Yen(SIMEX)
Dec05 051010 99.90 99.90 99.89 99.89 unch 300 87,495 -896
Mar06 051010 99.82 99.82 99.82 99.82 unch 1,220 58,092 -36
Jun06 051010 99.74 99.74 99.74 99.74 unch 1,022 53,240 -1,017
Sep06 051010 99.65 99.65 99.64 99.64 -0.01 711 35,112 -1,493
Dec06 051010 99.55 99.55 99.54 99.54 -0.01 1,891 51,630 +1,268
Mar07 051010 99.45 99.45 99.44 99.44 -0.01 198 24,460 -135
Jun07 051010 99.35 99.35 99.35 99.35 -0.01 156 14,236 +24
Sep07 051010 99.24 99.24 99.24 99.24 -0.01 25 1,620 -25
Total Volume and Open Interest 5,523 359,411 -2,310
German Euro-Bund(EUREX)
Dec05 051007 122.14 122.43 121.93 122.40 +0.18 1,421,360 1,358,500 +13,396
Mar06 051010 122.73 122.88 122.73 122.80 +0.04 4,543 18,940 +2,603
Jun06 051010 122.03 122.03 122.03 122.03 +0.03 1,200 1 +0
Total Volume and Open Interest 1,161,608 1,354,406 -20,432
German Euro-Bobl(EUREX)
Dec05 051010 113.77 113.92 113.77 113.81 -0.03 759,663 867,641 +2,099
Mar06 051010 114.16 114.16 114.16 114.16 -0.03 604 819 +200
Jun06 051010 113.51 113.51 113.51 113.51 -0.09 515 0 +0
Total Volume and Open Interest 760,782 868,460 +2,299
Long Gilt(LIFFE)
Dec05 051010 112~30 113~01 112~25 112~31 +0~03 78,029 210,482 -1,729
Mar06 051010 113~03 113~03 113~03 113~03 +0~04      
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051010 95.58 95.60 95.57 95.59 +0.02 95,428 296,197 -9,100
Mar06 051010 95.74 95.75 95.69 95.72 +0.02 103,074 402,878 +20,887
Jun06 051010 95.77 95.79 95.73 95.76 +0.03 70,993 314,455 +11,255
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051010 97.730 97.740 97.725 97.735 +0.005 208,987 616,965 -14,993
Mar06 051010 97.615 97.640 97.610 97.630 +0.010 282,056 637,710 -9,877
Jun06 051010 97.505 97.530 97.500 97.515 +0.015 318,251 535,791 +15,701
Total Volume and Open Interest 1,323,124 3,145,379 +19,749
3-Mth Aus T-Bills(SFE)
Dec05 051010 94.34 94.34 94.33 94.34 -0.01 16,583 151,844 +7,064
Mar06 051010 94.30 94.30 94.28 94.29 -0.02 15,943 222,108 +2,527
Jun06 051010 94.32 94.32 94.29 94.30 -0.02 4,288 83,396 +1,267
Sep06 051010 94.29 94.30 94.29 94.30 -0.02 868 34,546 +8
Dec06 051010 94.29 94.29 94.28 94.28 -0.02 381 30,335 +520
Mar07 051010 94.25 94.25 94.25 94.25 -0.02 4 18,346 -10
Jun07 051010 94.22 94.23 94.22 94.23 -0.01 2 33,572 +2
Sep07 051010 94.22 94.22 94.22 94.22 -0.01 7 7,520 +0
Dec07 051010 94.21 94.22 94.21 94.22 unch 0 3,971 +0
Mar08 051010 94.21 94.21 94.21 94.21 unch 0 1,566 +0
Total Volume and Open Interest 38,076 589,264 +11,378
10-Year Aus T-Bonds(SFE)
Dec05 051010 94.64 94.65 94.63 94.65 +0.01 10,412 300,601 -6,013
Mar06 051010 94.65 94.65 94.65 94.65 +0.01      
Total Volume and Open Interest 10,412 300,601 -6,013
3-Year Aus T-Bonds(SFE)
Dec05 051010 94.69 94.69 94.66 94.69 unch 34,046 330,069 -9,560
Mar06 051010 94.69 94.69 94.69 94.69 unch      
Total Volume and Open Interest 34,046 330,069 -9,560
Gold(CMX)
Oct05 051010 476.0 476.0 473.6 475.1 +0.4 96 570 +9
Dec05 051010 479.5 479.5 475.2 478.0 +0.3 64,576 313,308 +736
Feb06 051010 483.0 483.0 479.5 481.7 +0.3 468 13,484 -93
Apr06 051010 487.5 487.5 483.6 485.4 +0.3 232 6,140 +34
Jun06 051010 491.0 491.0 489.0 489.1 +0.3 450 10,430 -175
Aug06 051010 492.5 492.9 492.5 492.9 +0.3 1 2,185 +1
Oct06 051010 496.8 496.8 496.8 496.8 +0.3 290 3,443 +275
Dec06 051010 501.8 502.0 499.0 500.5 +0.3 452 5,509 +124
Feb07 051010 504.3 504.3 504.3 504.3 +0.3 261 5,020 +104
Apr07 051010 511.0 511.0 508.1 508.1 +0.3 0 100 +0
Jun07 051010 511.8 511.8 511.8 511.8 +0.3 200 4,281 +78
Aug07 051010 515.5 515.5 515.5 515.5 +0.3      
Total Volume and Open Interest 67,026 370,933 +1,093
Silver(CMX)
Dec05 051010 778.0 787.0 775.0 784.5 +7.5 25,910 99,065 +1,766
Mar06 051010 782.5 792.0 781.0 790.0 +7.5 469 8,425 +164
May06 051010 791.0 791.6 790.0 791.6 +7.5 108 2,027 +68
Jul06 051010 787.0 793.2 787.0 793.2 +7.5 58 6,482 +4
Sep06 051010 794.0 794.1 794.0 794.1 +7.5 0 2,670 +0
Dec06 051010 790.0 795.4 790.0 795.4 +7.5 92 8,944 +91
Mar07 051010 796.9 796.9 796.9 796.9 +7.5 0 50 +0
Total Volume and Open Interest 26,757 131,181 +2,202
Platinum(NYM)
Oct05 051010 938.0 942.1 938.0 942.1 +4.5 103 154 -50
Jan06 051010 941.0 944.5 933.0 944.1 +5.0 777 12,810 +223
Apr06 051010 944.1 944.1 944.1 944.1 +5.0 0 188 +0
Total Volume and Open Interest 880 13,152 +173
Palladium(NYME)
Dec05 051010 206.45 210.80 203.90 210.55 +6.00 1,141 12,766 -169
Mar06 051010 212.55 212.55 212.55 212.55 +6.00 14 388 +6
Jun06 051010 215.05 215.05 215.05 215.05 +6.00 0 4 +0
Total Volume and Open Interest 1,155 13,158 -163
Copper(CMX)
Dec05 051010 181.50 182.25 180.50 180.60 -0.25 6,699 83,424 +611
Mar06 051010 173.50 173.70 172.30 172.40 -0.30 533 10,728 +192
May06 051010 168.00 168.00 166.70 166.70 -0.30 106 2,778 +93
Jul06 051010 162.55 162.55 161.50 161.50 -0.30 7 1,420 +6
Sep06 051010 157.90 157.90 156.50 156.50 -0.30 6 1,263 +6
Total Volume and Open Interest 9,468 111,023 +1,049
Aluminum(CMX)
Oct05 051010 88.00 88.00 88.00 88.00 -0.80 0 63 +0
Nov05 051010 88.20 88.20 88.20 88.20 -0.80 7 566 +1
Dec05 051010 88.60 88.60 88.60 88.60 -0.80 0 1,679 +0
Jan06 051010 89.20 89.20 89.20 89.20 -0.80 0 81 +0
Feb06 051010 89.10 89.10 89.10 89.10 -0.80 0 70 +0
Mar06 051010 88.90 88.90 88.90 88.90 -0.80 0 70 +0
Total Volume and Open Interest 7 2,724 +1
DJIA Index(CBOT)
Dec05 051010 10358 10361 10250 10258 -65 4,719 35,772 -400
Mar06 051010 10302 10302 10302 10302 -65 0 28 +0
Total Volume and Open Interest 4,719 35,802 -400
S & P 500(CME)
Dec05 051010 1201.00 1201.30 1189.60 1190.00 -10.00 29,803 629,624 +2,123
Mar06 051010 1208.50 1208.50 1197.00 1197.00 -10.00 7 5,453 +2
Jun06 051010 1204.80 1204.80 1204.80 1204.80 -10.00 0 1,459 +0
Sep06 051010 1212.30 1212.30 1212.30 1212.30 -10.00 0 57 +0
Total Volume and Open Interest 29,810 636,630 +2,125
S & P 500 E-Mini(Globex)
Dec05 051010 1199.50 1204.50 1189.50 1190.00 -10.00 872,168 987,250 +2,754
Mar06 051010 1208.00 1208.00 1197.00 1197.00 -10.00 277 834 +73
Total Volume and Open Interest 872,445 988,084 +2,827
NASDAQ 100(CME)
Dec05 051010 1563.50 1570.00 1553.50 1554.50 -8.50 8,831 57,781 +844
Mar06 051010 1569.50 1569.50 1569.50 1569.50 -8.50 0 32 -10
Jun06 051010 1584.50 1584.50 1584.50 1584.50 -8.50 2 17 +2
Total Volume and Open Interest 8,833 57,830 +836
NASDAQ 100 E-Mini(Globex)
Dec05 051010 1562.00 1571.00 1553.00 1554.50 -8.50 230,813 314,272 +10,787
Mar06 051010 1578.50 1578.50 1569.50 1569.50 -8.50 9 230 -3
Total Volume and Open Interest 230,822 314,502 +10,784
S & P Midcap 400(CME)
Dec05 051010 697.50 697.50 690.50 690.90 -4.80 511 12,806 +31
Mar06 051010 693.90 693.90 693.90 693.90 -4.80      
Jun06 051010 696.90 696.90 696.90 696.90 -4.80      
Total Volume and Open Interest 468 12,661 -145
Russell 2000(CME)
Dec05 051010 648.80 648.80 639.50 640.30 -6.80 1,145 33,193 +212
Mar06 051010 644.80 644.80 644.80 644.80 -6.80 0 7 +0
Jun06 051010 647.80 647.80 647.80 647.80 -6.80      
Total Volume and Open Interest 1,145 33,200 +212
Russell 2000 E-Mini(Globex)
Dec05 051010 647.20 650.60 639.10 640.30 -6.80 115,840 249,481 +700
Mar06 051010 651.90 651.90 644.80 644.80 -6.80 6 182 -1
Total Volume and Open Interest 115,846 249,663 +699
Value Line(KCBT)
Dec05 051010 1826.00 1826.00 1814.50 1814.50 -23.50 11 94 -3
Total Volume and Open Interest 11 94 -3
Nikkei 225(CME)
Dec05 051007 13135 13340 13125 13225 -55 87,715 234,245 -1,125
Mar06 051007 13230 13320 13125 13220 -135 30 38 +10
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051007 13135 13340 13125 13225 -55 87,715 234,245 -1,125
Mar06 051007 13230 13320 13125 13220 -135 30 38 +10
Jun06 051007 13160 13160 13160 13160 -130      
Total Volume and Open Interest 87,910 235,015 -1,065
CAC 40(MATIF)
Oct05 051010 4541.5 4564.0 4531.5 4541.0 +12.5 102,330 468,967 +16,402
Nov05 051010 4554.0 4571.0 4543.5 4547.5 +12.5 263 2,898 +52
Dec05 051010 4548.5 4567.0 4535.0 4544.5 +12.5 2,181 91,780 -275
Total Volume and Open Interest 104,774 567,707 +16,179
Hang Seng Index(HKFE)
Oct05 051010 14891 14922 14845 14879 +57 29,788 109,374 -2,001
Nov05 051010 14866 14906 14850 14865 +54 451 915 +149
Dec05 051010 14913 14932 14909 14909 +56 83 1,850 +13
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051010 5046.0 5077.0 5025.5 5036.0 +14.0 158,176 197,998 -6,516
Mar06 051010 5080.0 5103.0 5055.5 5064.5 +14.0 1,462 9,905 +179
Jun06 051010 5129.5 5134.0 5095.0 5095.0 +13.5 2,006 2,214 +464
Total Volume and Open Interest 161,644 210,117 -5,873
FT-SE 100(LIFFE)
Dec05 051010 5387.00 5425.00 5385.50 5397.50 +20.00 71,320 431,695 -1,255
Mar06 051010 5410.50 5420.50 5395.50 5405.00 +19.50 6 5,381 +5
Jun06 051010 5410.50 5410.50 5410.50 5410.50 +19.50 1 13,788 -3
Total Volume and Open Interest 71,327 450,864 -1,253
SPI 200(SFE)
Dec05 051010 4461.0 4490.0 4460.0 4484.0 +35.0 22,568 204,570 -2,259
Mar06 051010 4475.0 4486.0 4475.0 4486.0 +36.0 188 4,491 +26
Jun06 051010 4513.0 4513.0 4512.0 4512.0 +35.0 150 3,217 +75
Total Volume and Open Interest 22,906 214,492 -2,157
GSCI(CME)
Oct05 051010 440.40 441.70 435.75 441.70 -1.90 3,467 13,373 -3,063
Nov05 051010 444.00 445.60 439.70 445.60 -1.25 3,259 4,956 +3,338
Dec05 051010 450.00 450.00 450.00 450.00 -1.50 0 5 +0
Total Volume and Open Interest 6,726 18,334 +275
Reuters CRB Index(NYBOT)
Nov05 051010 331.00 332.50 331.00 332.50 +1.00 7 368 -2
Jan06 051010 332.00 332.00 332.00 332.00 +1.00 1 426 +1
Feb06 051010 330.00 330.00 330.00 330.00 +1.00 0 5 +0
Total Volume and Open Interest 8 1,006 -1
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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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!