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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 Tue October 11, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051011 558.50 566.50 558.00 563.50 +8.00 34,669 144,492 +0
Jan06 051011 571.00 578.25 570.50 576.50 +8.00 13,794 60,619 +0
Mar06 051011 578.50 585.50 578.00 583.00 +7.75 3,115 24,477 +0
May06 051011 584.00 590.50 583.50 588.50 +8.50 1,831 19,382 +0
Jul06 051011 590.00 595.00 589.00 593.50 +8.25 2,172 16,870 +0
Aug06 051011 594.50 596.50 593.00 593.50 +8.50 76 454 +0
Sep06 051011 590.00 596.00 590.00 590.50 +4.50 0 118 +0
Total Volume and Open Interest 62,181 277,212 +0
Soybean Meal(CBOT)
Oct05 051011 165.00 166.40 164.30 165.10 +0.80 651 1,410 +0
Dec05 051011 167.20 168.90 167.20 167.90 +1.30 9,708 65,409 +0
Jan06 051011 169.30 170.50 168.90 169.50 +1.00 1,578 14,732 +0
Mar06 051011 172.00 173.50 171.60 172.50 +1.20 1,889 15,029 +0
May06 051011 174.30 175.50 173.90 174.50 +1.10 2,288 15,464 +0
Jul06 051011 177.30 178.50 176.70 177.50 +1.10 1,675 12,298 +0
Aug06 051011 178.50 179.50 178.00 178.50 +1.50 348 3,385 +0
Sep06 051011 180.00 180.50 179.00 179.00 +0.70 306 3,175 +0
Total Volume and Open Interest 21,074 135,285 +0
Soybean Oil(CBOT)
Oct05 051011 23.21 23.52 23.21 23.40 +0.33 1,214 913 +0
Dec05 051011 23.45 23.85 23.41 23.58 +0.32 19,490 86,471 +0
Jan06 051011 23.72 24.07 23.67 23.84 +0.32 7,897 25,866 +0
Mar06 051011 23.88 24.22 23.80 24.02 +0.35 1,572 11,825 +0
May06 051011 24.02 24.31 23.92 24.17 +0.36 1,968 12,361 +0
Jul06 051011 24.05 24.50 24.02 24.28 +0.33 1,638 13,495 +0
Aug06 051011 24.25 24.48 24.25 24.27 +0.30 86 1,025 +0
Sep06 051011 24.25 24.40 24.25 24.30 +0.27 96 1,437 +0
Total Volume and Open Interest 35,174 158,825 +0
Canola(WCE)
Nov05 051011 259.0 260.3 257.5 258.1 -1.6 5,801 30,134 +0
Jan06 051011 268.0 269.5 267.0 267.5 -1.7 2,931 29,045 +0
Mar06 051011 276.0 276.4 275.1 275.3 -0.8 73 4,230 +0
May06 051011 281.2 283.7 281.2 282.8 -0.8 17 1,425 +0
Jul06 051011 288.3 289.0 288.3 289.0 -0.6 43 1,049 +0
Total Volume and Open Interest 9,038 70,343 +0
Corn(CBOT)
Dec05 051011 203.50 204.25 202.25 202.50 +0.50 30,210 469,774 +0
Mar06 051011 215.75 217.00 215.00 215.50 +0.75 9,732 155,875 +0
May06 051011 224.00 224.75 223.00 223.25 +0.25 1,243 32,532 +0
Jul06 051011 230.75 231.50 229.75 230.25 +0.50 2,771 51,566 +0
Sep06 051011 237.50 238.00 236.50 236.50 unch 196 7,081 +0
Dec06 051011 247.00 247.25 245.75 246.00 +0.25 1,386 37,154 +0
Total Volume and Open Interest 49,660 761,079 +0
Wheat(CBOT)
Dec05 051011 342.00 344.50 339.50 342.75 +3.00 18,053 209,714 +0
Mar06 051011 355.00 358.50 353.75 357.75 +3.75 3,549 46,865 +0
May06 051011 363.00 364.00 361.50 364.00 +2.50 304 2,439 +0
Jul06 051011 368.00 371.00 367.00 370.75 +3.50 2,730 31,351 +0
Sep06 051011 375.50 377.00 373.50 377.00 +3.75 147 1,571 +0
Total Volume and Open Interest 25,302 296,342 +0
Wheat(KCBT)
Dec05 051011 383.50 386.00 381.50 382.75 +0.25 6,020 65,197 +0
Mar06 051011 385.50 387.50 383.00 385.50 +2.00 2,645 28,880 +0
May06 051011 381.00 385.00 381.00 383.00 +2.00 707 2,725 +0
Jul06 051011 377.50 379.75 376.00 378.75 +2.00 2,742 17,238 +0
Sep06 051011 380.50 383.00 380.00 383.00 +3.00 7 531 +0
Total Volume and Open Interest 12,130 114,905 +0
Wheat(MGE)
Dec05 051011 385.50 385.50 382.50 385.00 +2.50 2,213 17,277 +0
Mar06 051011 388.00 388.50 385.50 387.50 +1.50 1,594 11,239 +0
May06 051011 389.50 390.00 387.00 389.50 +2.25 131 1,743 +0
Jul06 051011 389.00 394.25 387.00 391.25 +3.75 652 2,878 +0
Sep06 051011 385.00 385.00 383.50 384.75 +1.25 123 277 +0
Total Volume and Open Interest 4,775 33,771 +0
Oats(CBOT)
Dec05 051011 165.75 167.00 165.50 165.50 +0.50 792 6,386 +0
Mar06 051011 172.75 173.75 172.50 172.50 +1.25 79 440 +0
May06 051011 174.00 174.00 174.00 174.00 unch 0 60 +0
Jul06 051011 172.00 172.00 172.00 172.00 unch 0 1 +0
Total Volume and Open Interest 871 6,891 +0
Rough Rice(CBOT)
Nov05 051011 7.29 7.32 7.27 7.27 -0.03 469 4,298 +0
Jan06 051011 7.52 7.57 7.51 7.52 -0.02 100 2,032 +0
Mar06 051011 7.78 7.78 7.75 7.75 -0.02 100 762 +0
May06 051011 7.99 7.99 7.96 7.96 -0.02 52 192 +0
Total Volume and Open Interest 826 7,291 +0
Live Cattle(CME)
Oct05 051011 90.450 91.000 90.325 90.775 -0.025 4,867 0 -12,413
Dec05 051011 91.150 91.650 90.950 91.375 -0.025 8,684 0 -98,092
Feb06 051011 93.000 93.250 92.650 93.175 -0.050 4,322 0 -36,594
Apr06 051011 89.500 89.925 89.450 89.800 +0.125 1,035 0 -11,726
Jun06 051011 84.725 85.000 84.525 84.850 +0.050 240 0 -5,201
Aug06 051011 84.200 84.300 83.900 84.250 -0.100 20 0 -2,088
Total Volume and Open Interest 22,338 166,343 +0
Feeder Cattle(CME)
Oct05 051011 118.000 118.725 117.750 118.700 +0.700 796 0 -7,719
Nov05 051011 116.350 117.200 116.100 117.000 +0.600 1,219 0 -13,168
Jan06 051011 113.500 114.250 113.350 114.175 +0.350 748 0 -6,814
Mar06 051011 108.850 109.500 108.850 109.500 +0.500 59 0 -765
Apr06 051011 107.150 107.500 107.100 107.400 +0.150 11 0 -372
May06 051011 106.550 107.200 106.550 107.100 +0.350 11 0 -412
Aug06 051011 107.050 107.700 107.050 107.700 +0.400 5 0 -96
Total Volume and Open Interest 6,560 29,346 +0
Lean Hogs(CME)
Oct05 051011 67.900 68.000 67.550 67.675 -0.650 2,080 0 -10,249
Dec05 051011 64.100 64.300 63.400 63.500 -1.025 6,381 0 -70,137
Feb06 051011 67.100 67.100 66.450 66.775 -0.775 1,591 0 -22,954
Apr06 051011 66.100 66.150 65.500 65.750 -0.800 497 0 -7,349
May06 051011 66.400 66.600 66.100 66.250 -0.850 33 0 -1,637
Jun06 051011 69.400 69.450 68.900 69.025 -0.850 239 0 -2,732
Jul06 051011 65.750 65.750 65.150 65.150 -0.700 63 0 -1,244
Aug06 051011 62.400 62.400 61.900 61.950 -0.900 8 0 -607
Total Volume and Open Interest 12,255 117,254 +0
Pork Bellies(CME)
Feb06 051011 96.450 96.450 94.575 94.600 -1.850 370 0 -1,308
Mar06 051011 95.300 95.300 95.300 95.300 -1.700 2 0 -50
May06 051011 98.250 98.250 97.900 98.000 -1.225 2 0 -22
Jul06 051011 99.900 99.900 99.900 99.900 unch 1 0 -12
Aug06 051011 99.900 99.900 99.900 99.900 -1.000      
Total Volume and Open Interest 317 1,418 +0
Class III Milk(CME)
Oct05 051011 14.33 14.33 14.33 14.33 unch 7 0 -2,583
Nov05 051011 13.60 13.71 13.60 13.70 +0.09 111 0 -2,127
Dec05 051011 13.40 13.50 13.35 13.50 +0.10 50 0 -1,915
Jan06 051011 12.90 12.91 12.86 12.90 +0.04 59 0 -1,343
Feb06 051011 12.52 12.53 12.52 12.52 +0.01 31 0 -1,273
Total Volume and Open Interest 988 18,761 +0
Cocoa(NYBOT)
Dec05 051011 1370 1372 1351 1356 unch 5,404 52,401 +0
Mar06 051011 1405 1409 1391 1394 -2 1,694 30,093 +0
May06 051011 1430 1430 1414 1416 -1 150 8,413 +0
Jul06 051011 1436 1436 1436 1436 -1 85 8,923 +0
Sep06 051011 1468 1468 1458 1458 -2 10 10,630 +0
Dec06 051011 1494 1494 1484 1484 -2 6 7,086 +0
Mar07 051011 1509 1509 1509 1509 +1 0 7,750 +0
Total Volume and Open Interest 7,349 126,052 +0
Coffee "C"(NYBOT)
Dec05 051011 99.80 101.70 99.50 100.75 +1.85 6,335 62,525 +0
Mar06 051011 102.90 104.75 102.60 103.90 +1.80 1,547 16,577 +0
May06 051011 104.90 106.50 104.90 105.90 +1.75 312 3,832 +0
Jul06 051011 107.00 108.00 107.00 107.65 +1.75 262 3,142 +0
Sep06 051011 108.80 109.30 108.75 109.30 +1.75 50 1,248 +0
Dec06 051011 111.50 112.50 111.50 112.15 +1.75 12 755 +0
Total Volume and Open Interest 8,518 88,876 +0
Orange Juice(NYBOT)
Nov05 051011 103.95 104.00 100.60 101.60 -2.40 1,223 15,548 +0
Jan06 051011 106.00 106.00 102.60 103.60 -2.40 470 6,372 +0
Mar06 051011 107.30 107.30 105.30 105.60 -2.30 380 3,796 +0
May06 051011 108.50 108.50 107.35 107.35 -2.30 50 428 +0
Jul06 051011 109.10 109.10 109.10 109.10 -2.30 0 192 +0
Total Volume and Open Interest 2,123 26,346 +0
Sugar #11(NYBOT)
Mar06 051011 11.70 11.87 11.65 11.84 +0.18 21,458 311,529 +0
May06 051011 11.70 11.80 11.64 11.77 +0.15 5,698 51,190 +0
Jul06 051011 11.54 11.58 11.41 11.54 +0.13 3,289 39,217 +0
Oct06 051011 11.55 11.58 11.42 11.53 +0.12 1,122 24,206 +0
Mar07 051011 11.56 11.60 11.42 11.55 +0.13 1,439 16,931 +0
Total Volume and Open Interest 33,743 455,334 +0
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051011 21.47 21.59 21.47 21.59 +0.13 339 2,626 +0
Mar06 051011 21.45 21.56 21.45 21.56 +0.11 2 2,214 +0
May06 051011 21.48 21.57 21.48 21.57 +0.11 2 2,313 +0
Jul06 051011 21.55 21.72 21.55 21.71 +0.13 5 2,388 +0
Total Volume and Open Interest 609 11,863 +0
London Cocoa(LCE)
Dec05 051011 822 828 817 818 unch 1,631 0 -69,693
Mar06 051011 839 848 837 837 -1 1,931 0 -47,809
May06 051011 853 859 849 850 -1 242 0 -11,440
Jul06 051011 867 871 864 864 -1 290 0 -22,762
Sep06 051011 878 878 877 877 -1 3 0 -12,685
Dec06 051011 894 894 890 890 -1      
Mar07 051011 906 906 902 902 -1 764 0 -2,631
Total Volume and Open Interest 3,444 181,320 +0
London Coffee(LCE)
Nov05 051011 919.00 952.00 915.00 949.00 +42.00 2,398 0 -53,269
Jan06 051011 935.00 974.00 935.00 969.00 +41.00 2,177 0 -65,205
Mar06 051011 950.00 985.00 950.00 985.00 +42.00 544 0 -32,531
May06 051011 975.00 1002.00 975.00 1002.00 +42.00 15 0 -9,517
Jul06 051011 998.00 1017.00 998.00 1017.00 +42.00 27 0 -4,223
Sep06 051011 1027.00 1034.00 1027.00 1034.00 +41.00 3 0 -1,805
Total Volume and Open Interest 10,290 166,809 +0
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051011 305.00 309.90 305.00 308.60 +3.20 1,979 0 -22,476
Mar06 051011 311.50 315.20 311.50 314.90 +3.40 1,317 0 -15,098
May06 051011 315.90 317.70 314.90 317.70 +3.70 620 0 -5,461
Aug06 051011 319.50 321.00 318.30 321.00 +3.30 408 0 -2,905
Total Volume and Open Interest 4,008 53,579 +0
Cotton(NYBOT)
Dec05 051011 55.60 55.85 55.10 55.17 -0.49 3,301 79,838 +0
Mar06 051011 57.10 57.20 56.65 56.71 -0.39 1,088 25,901 +0
May06 051011 57.57 57.75 57.25 57.26 -0.49 26 2,180 +0
Jul06 051011 58.25 58.30 57.90 58.00 -0.45 1 2,413 +0
Oct06 051011 57.80 57.80 57.80 57.80 -0.60 0 64 +0
Dec06 051011 59.00 59.15 58.80 58.80 -0.50 5 1,266 +0
Total Volume and Open Interest 4,421 111,668 +0
Lumber(CME)
Nov05 051011 285.0 285.1 278.7 280.0 -6.1 331 0 -2,305
Jan06 051011 302.7 303.7 299.0 299.4 -3.6 105 0 -1,178
Mar06 051011 313.8 314.0 311.8 312.0 -2.0 17 0 -230
May06 051011 321.0 321.0 318.1 318.1 -2.9      
Total Volume and Open Interest 532 3,814 +0
Crude Oil(NYM)
Nov05 051011 62.50 63.60 62.45 63.53 +1.73 90,342 161,216 +0
Dec05 051011 62.30 63.15 62.15 63.05 +1.48 86,470 199,134 +0
Jan06 051011 62.70 63.50 62.70 63.47 +1.44 22,475 81,320 +0
Feb06 051011 63.10 63.81 63.00 63.81 +1.40 5,968 31,475 +0
Mar06 051011 63.35 64.09 63.35 64.09 +1.37 4,290 25,639 +0
Apr06 051011 63.90 64.29 63.90 64.29 +1.36 789 14,887 +0
May06 051011 64.00 64.37 63.50 64.37 +1.35 837 14,131 +0
Jun06 051011 63.75 64.39 63.60 64.39 +1.33 5,621 43,153 +0
Jul06 051011 64.37 64.37 64.37 64.37 +1.32 1,031 10,253 +0
Aug06 051011 63.85 64.33 63.85 64.33 +1.31 1 7,255 +0
Sep06 051011 64.28 64.28 64.28 64.28 +1.30 181 9,118 +0
Oct06 051011 64.23 64.23 64.23 64.23 +1.30 83 5,157 +0
Nov06 051011 64.14 64.14 64.14 64.14 +1.30 16 7,648 +0
Dec06 051011 63.65 64.04 63.30 64.04 +1.30 5,561 54,251 +0
Jan07 051011 63.85 63.85 63.85 63.85 +1.29 0 8,663 +0
Feb07 051011 63.72 63.72 63.72 63.72 +1.29 0 3,335 +0
Total Volume and Open Interest 229,786 864,037 +0
Heating Oil(NYM)
Nov05 051011 199.50 202.25 198.25 201.79 +4.61 29,430 57,676 +0
Dec05 051011 203.50 205.65 202.25 205.35 +4.15 18,654 36,826 +0
Jan06 051011 206.50 208.75 206.00 208.25 +3.90 5,377 23,677 +0
Feb06 051011 207.75 209.00 207.00 208.65 +3.65 1,847 13,867 +0
Mar06 051011 205.75 206.10 204.00 206.10 +3.45 2,314 12,470 +0
Apr06 051011 199.75 199.85 198.30 199.85 +3.10 51 5,988 +0
May06 051011 194.40 194.40 193.40 194.15 +2.75 166 4,209 +0
Jun06 051011 189.50 190.50 189.50 190.45 +2.45 147 5,796 +0
Jul06 051011 190.95 190.95 190.25 190.25 +2.30 10 3,588 +0
Aug06 051011 190.00 191.05 189.80 191.05 +2.25 4 631 +0
Sep06 051011 193.00 193.00 191.35 192.55 +2.20 53 1,325 +0
Oct06 051011 194.25 194.40 194.25 194.40 +2.15 2 178 +2
Total Volume and Open Interest 58,362 170,484 +0
Unleaded Gas(NYM)
Nov05 051011 182.25 184.00 180.00 183.32 +3.26 39,377 58,432 +0
Dec05 051011 182.00 184.00 180.25 183.50 +3.29 18,615 32,132 +0
Jan06 051011 182.25 183.80 180.50 183.80 +4.09 6,554 15,634 +0
Feb06 051011 180.00 183.25 180.00 183.25 +4.29 1,525 6,450 +0
Mar06 051011 181.80 183.15 179.50 183.15 +4.19 1,975 6,037 +0
Apr06 051011 192.30 192.30 192.30 192.30 +4.09 539 5,288 +0
May06 051011 192.35 192.35 192.35 192.35 +3.99 204 2,934 +0
Jun06 051011 191.75 191.75 191.75 191.75 +3.89 42 3,245 +0
Jul06 051011 189.00 190.75 189.00 190.75 +3.94 90 1,593 +0
Aug06 051011 188.90 188.90 188.90 188.90 +3.94 69 1,699 +21
Sep06 051011 186.30 186.30 186.30 186.30 +3.89 18 270 +3
Oct06 051011 176.60 176.60 176.60 176.60 +3.89 16 15 +15
Total Volume and Open Interest 69,024 133,729 +0
Natural Gas(NYM)
Nov05 051011 13.230 13.590 13.220 13.519 +0.544 25,729 73,293 +0
Dec05 051011 13.750 14.020 13.740 13.984 +0.489 15,744 56,349 +0
Jan06 051011 14.170 14.420 14.150 14.404 +0.497 8,844 56,828 +0
Feb06 051011 14.020 14.250 14.010 14.244 +0.467 1,562 26,866 +0
Mar06 051011 13.630 13.799 13.600 13.799 +0.432 2,267 47,909 +0
Apr06 051011 10.630 10.719 10.590 10.719 +0.202 1,944 31,404 +0
May06 051011 10.200 10.274 10.170 10.274 +0.177 1,323 26,244 +0
Jun06 051011 10.250 10.269 10.200 10.269 +0.167 340 9,903 +0
Jul06 051011 10.280 10.299 10.150 10.299 +0.167 254 13,473 +0
Aug06 051011 10.300 10.334 10.200 10.334 +0.167 267 16,373 +0
Sep06 051011 10.280 10.309 10.170 10.309 +0.167 601 11,381 +0
Oct06 051011 10.280 10.339 10.240 10.339 +0.162 652 23,395 +0
Nov06 051011 10.650 10.754 10.640 10.754 +0.152 169 9,260 +0
Dec06 051011 11.150 11.164 11.050 11.164 +0.152 124 11,429 +0
Jan07 051011 11.450 11.474 11.390 11.474 +0.142 620 12,374 +0
Feb07 051011 11.350 11.379 11.320 11.379 +0.137 169 5,029 +0
Total Volume and Open Interest 66,211 553,020 +0
Brent Crude Oil(ICE)
Nov05 051011 59.08 60.29 58.81 60.08 +1.30 47,333 0 -46,727
Dec05 051011 59.70 60.94 59.46 60.69 +1.26 51,910 0 -110,552
Jan06 051011 60.44 61.53 60.10 61.36 +1.24 25,248 0 -48,570
Feb06 051011 60.85 61.83 60.72 61.83 +1.22 4,223 0 -21,642
Mar06 051011 61.12 62.17 61.12 62.17 +1.20 904 0 -11,195
Apr06 051011 61.69 62.46 61.69 62.42 +1.19 427 0 -5,860
May06 051011 61.87 62.60 61.87 62.58 +1.18 240 0 -5,925
Jun06 051011 61.64 62.63 61.64 62.63 +1.17 968 0 -20,417
Jul06 051011 62.66 62.66 62.66 62.66 +1.14 40 0 -2,136
Aug06 051011 62.69 62.69 62.69 62.69 +1.15      
Sep06 051011 62.67 62.74 62.62 62.70 +1.16      
Oct06 051011 62.26 62.67 62.26 62.67 +1.17      
Nov06 051011 62.17 62.58 62.16 62.58 +1.15 14 0 -202
Dec06 051011 61.45 62.51 61.45 62.51 +1.16 2,024 0 -25,779
Total Volume and Open Interest 135,081 341,102 +0
Gas Oil(ICE)
Oct05 051011 598.50 612.00 594.00 604.75 +11.00 15,387 0 -18,983
Nov05 051011 602.00 619.00 598.25 609.50 +13.00 21,283 0 -56,659
Dec05 051011 605.50 622.25 602.25 613.00 +13.75 11,018 0 -41,402
Jan06 051011 607.25 620.00 604.75 614.75 +13.50 3,931 0 -17,965
Feb06 051011 603.00 612.75 602.25 612.25 +13.75 504 0 -11,022
Mar06 051011 597.00 607.25 597.00 607.25 +13.75 15 0 -11,596
Apr06 051011 598.00 601.00 598.00 601.00 +12.75      
May06 051011 591.75 595.25 591.75 595.25 +12.25 18 0 -1,540
Jun06 051011 588.00 592.25 588.00 591.25 +12.00 458 0 -16,039
Jul06 051011 591.50 591.50 591.50 591.50 +12.00      
Total Volume and Open Interest 52,714    
US Dollar Index(NYBOT)
Dec05 051011 89.32 89.83 89.31 89.79 +0.56 4,902 18,002 +0
Mar06 051011 89.28 89.54 89.28 89.54 +0.46 0 2,028 +0
Jun06 051011 89.30 89.30 89.30 89.30 +0.47 0 1 +0
Total Volume and Open Interest 4,902 20,032 +0
Australian Dollar(CME)
Dec05 051011 75.16 75.18 74.85 75.03 -0.38 16,242 0 -62,288
Mar06 051011 74.74 74.85 74.74 74.81 -0.38 2 0 -40
Jun06 051011 74.59 74.59 74.59 74.59 -0.38      
Total Volume and Open Interest 23,718 62,354 +0
British Pound(CME)
Dec05 051011 174.87 174.92 174.33 174.35 -1.60 43,655 0 -95,981
Mar06 051011 174.22 174.22 174.22 174.22 -1.60 22 0 -120
Jun06 051011 174.22 174.22 174.22 174.22 -1.60      
Total Volume and Open Interest 57,126 96,105 +0
Canadian Dollar(CME)
Dec05 051011 84.79 85.32 84.79 85.10 -0.21 31,823 0 -103,159
Mar06 051011 85.16 85.45 85.10 85.34 -0.21 140 0 -1,458
Jun06 051011 85.59 85.59 85.59 85.59 -0.21 1 0 -198
Sep06 051011 85.95 85.95 85.84 85.84 -0.21      
Total Volume and Open Interest 31,920 104,892 +0
Japanese Yen(CME)
Dec05 051011 88.28 88.31 87.89 87.95 -0.51 46,205 0 -169,252
Mar06 051011 89.17 89.17 88.83 88.83 -0.51      
Jun06 051011 89.83 89.83 89.83 89.83 -0.51      
Total Volume and Open Interest 52,157 169,870 +0
Swiss Franc(CME)
Dec05 051011 78.16 78.21 77.87 77.95 -0.72 34,361 0 -70,585
Mar06 051011 78.66 78.66 78.53 78.58 -0.72 2 0 -105
Jun06 051011 79.24 79.24 79.24 79.24 -0.72      
Total Volume and Open Interest 65,042 70,787 +0
EuroFX(CME)
Dec05 051011 120.60 120.71 120.18 120.26 -1.34 144,484 0 -135,922
Mar06 051011 121.19 121.19 120.85 120.85 -1.34 230 0 -1,629
Jun06 051011 121.60 121.60 121.56 121.56 -1.34      
Total Volume and Open Interest 200,126 138,257 +0
Mexican Peso(CME)
Dec05 051011 9160.0 9180.0 9150.0 9152.0 -8.0 10,779 0 -81,397
Mar06 051011 9055.0 9055.0 9055.0 9055.0 -7.0      
Total Volume and Open Interest 26,487 82,486 +0
30-Year T-Bonds(CBOT)
Dec05 051011 114~09 114~16 113~24 114~00 -0~08 256,723 568,220 +0
Mar06 051011 114~00 114~05 113~18 113~24 -0~08 763 3,234 +0
Jun06 051011 113~22 113~27 113~09 113~20 -0~08 0 18 +0
Total Volume and Open Interest 267,638 571,474 +0
10-Year T-Notes(CBOT)
Dec05 051011 109~230 109~265 109~135 109~200 -0~035 564,254 1,647,382 +0
Mar06 051011 109~220 109~220 109~145 109~185 -0~035 5,604 13,448 +0
Total Volume and Open Interest 605,579 1,661,126 +0
5-Year T-Notes(CBOT)
Dec05 051011 106~215 106~220 106~165 106~210 -0~020 11,955 1,267,997 +1,267,997
Mar06 051011 106~155 106~160 106~155 106~160 -0~020 262 2,260 +0
Jun06 051011 106~090 106~090 106~090 106~090 -0~020      
Total Volume and Open Interest 430,386 1,270,257 +1,267,997
2 Year T-Notes(CBOT)
Dec05 051011 102~113 102~113 102~108 102~113 -0~006 6,141 331,738 +0
Total Volume and Open Interest 6,141 331,738 +0
Eurodollars(CME)
Dec05 051011 95.595 95.605 95.585 95.605 -0.005 249,000 0 -1,132,915
Mar06 051011 95.445 95.445 95.410 95.435 -0.025 335,000 0 -1,131,652
Jun06 051011 95.375 95.375 95.330 95.360 -0.035 373,000 0 -1,227,487
Sep06 051011 95.365 95.390 95.315 95.345 -0.035 278,250 831,843 +9,826
Dec06 051011 95.365 95.370 95.325 95.350 -0.035 275,000 0 -739,781
Mar07 051011 95.380 95.380 95.350 95.375 -0.030 108,000 0 -576,722
Jun07 051011 95.380 95.380 95.350 95.375 -0.030 73,000 0 -473,922
Sep07 051011 95.370 95.370 95.340 95.360 -0.030 42,000 0 -333,288
Dec07 051011 95.350 95.350 95.315 95.335 -0.030 22,000 0 -246,228
Mar08 051011 95.340 95.340 95.310 95.325 -0.030 15,000 0 -223,218
Jun08 051011 95.320 95.320 95.290 95.305 -0.030 11,000 0 -219,225
Sep08 051011 95.300 95.300 95.270 95.285 -0.030 10,000 0 -205,990
Dec08 051011 95.270 95.270 95.235 95.250 -0.030 6,248 0 -134,240
Mar09 051011 95.255 95.255 95.220 95.235 -0.030 4,366 0 -121,374
Jun09 051011 95.230 95.230 95.195 95.210 -0.030 3,916 0 -109,207
Sep09 051011 95.200 95.200 95.165 95.180 -0.030 7,662 0 -106,567
Dec09 051011 95.165 95.165 95.130 95.140 -0.030 2,863 0 -74,235
Mar10 051011 95.150 95.150 95.115 95.125 -0.030 2,621 0 -46,986
Total Volume and Open Interest 1,696,798 8,207,647 +0
3-Mth Euro-Yen(CME)
Dec05 051011 99.89 99.89 99.89 99.89 -0.01 64 0 -6,234
Mar06 051011 99.82 99.82 99.82 99.82 unch 20 0 -7,979
Jun06 051011 99.73 99.73 99.73 99.73 -0.02      
Sep06 051011 99.63 99.63 99.63 99.63 -0.02 20 0 -4,328
Dec06 051011 99.52 99.52 99.52 99.52 -0.03 8 0 -6,632
Mar07 051011 99.42 99.42 99.42 99.42 -0.03      
Jun07 051011 99.33 99.33 99.33 99.33 -0.03      
Sep07 051011 99.23 99.23 99.23 99.23 unch      
Dec07 051011 99.11 99.11 99.11 99.11 -0.04      
Mar08 051011 99.00 99.00 99.00 99.00 -0.04      
Total Volume and Open Interest 112    
3-Mth Euro-Yen(SIMEX)
Dec05 051011 99.89 99.89 99.89 99.89 unch 2,894 0 -87,495
Mar06 051011 99.82 99.82 99.82 99.82 unch 161 0 -58,092
Jun06 051011 99.74 99.74 99.73 99.73 -0.01 2,504 0 -53,240
Sep06 051011 99.64 99.65 99.63 99.63 -0.01 1,225 0 -35,112
Dec06 051011 99.55 99.55 99.52 99.52 -0.02 131 0 -51,630
Mar07 051011 99.41 99.41 99.41 99.41 -0.03 26 0 -24,460
Jun07 051011 99.34 99.35 99.32 99.32 -0.03 34 0 -14,236
Sep07 051011 99.21 99.21 99.21 99.21 -0.03      
Total Volume and Open Interest 6,975 359,411 +0
German Euro-Bund(EUREX)
Dec05 051011 122.39 122.45 122.14 122.18 -0.22 1,155,865 1,335,465 -23,035
Mar06 051011 122.77 122.81 122.56 122.56 -0.24 2,435 23,223 +4,283
Jun06 051011 121.78 121.78 121.78 121.78 -0.25 161 1 +0
Total Volume and Open Interest 409,363 1,325,551 -28,855
German Euro-Bobl(EUREX)
Dec05 051011 113.81 113.84 113.69 113.74 -0.07 270,000 877,153 +9,512
Mar06 051011 113.47 114.14 113.47 114.10 -0.06 1 1,420 +601
Jun06 051011 113.44 113.44 113.44 113.44 -0.07 370 0 +0
Total Volume and Open Interest 270,371 878,573 +10,113
Long Gilt(LIFFE)
Dec05 051011 112~30 113~01 112~23 112~26 -0~05 66,042 203,854 -6,628
Mar06 051011 112~29 112~29 112~29 112~29 -0~05      
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051011 95.58 95.59 95.54 95.55 -0.04 60,502 298,113 +1,916
Mar06 051011 95.72 95.72 95.66 95.67 -0.05 122,552 434,867 +31,989
Jun06 051011 95.76 95.76 95.70 95.71 -0.05 74,469 315,060 +605
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051011 97.735 97.735 97.715 97.720 -0.015 193,962 616,550 -415
Mar06 051011 97.625 97.630 97.600 97.615 -0.015 236,829 680,250 +42,540
Jun06 051011 97.510 97.515 97.480 97.495 -0.020 206,747 525,012 -10,779
Total Volume and Open Interest 1,072,605 3,216,199 +70,820
3-Mth Aus T-Bills(SFE)
Dec05 051011 94.34 94.34 94.33 94.34 unch 6,049 0 -151,844
Mar06 051011 94.27 94.29 94.26 94.28 -0.01 6,451 0 -222,108
Jun06 051011 94.29 94.31 94.27 94.29 -0.01 2,958 0 -83,396
Sep06 051011 94.29 94.31 94.27 94.29 -0.01 222 0 -34,546
Dec06 051011 94.27 94.31 94.27 94.28 unch 107 0 -30,335
Mar07 051011 94.23 94.26 94.23 94.25 unch      
Jun07 051011 94.23 94.26 94.23 94.23 unch 41 0 -33,572
Sep07 051011 94.21 94.24 94.21 94.23 +0.01      
Dec07 051011 94.21 94.22 94.21 94.22 unch 13 0 -3,971
Mar08 051011 94.23 94.23 94.22 94.22 +0.01      
Total Volume and Open Interest 15,867    
10-Year Aus T-Bonds(SFE)
Dec05 051011 94.64 94.68 94.62 94.66 +0.01 8,554 0 -300,601
Mar06 051011 94.66 94.66 94.66 94.66 +0.01      
Total Volume and Open Interest 8,554    
3-Year Aus T-Bonds(SFE)
Dec05 051011 94.67 94.71 94.65 94.69 unch 29,065 0 -330,069
Mar06 051011 94.69 94.69 94.69 94.69 unch      
Total Volume and Open Interest 29,065    
Gold(CMX)
Oct05 051011 477.5 477.5 477.0 477.1 +2.0 96 570 +0
Dec05 051011 477.8 481.5 477.4 479.8 +1.8 64,576 313,308 +0
Feb06 051011 481.5 485.6 481.5 483.5 +1.8 468 13,484 +0
Apr06 051011 486.0 489.2 486.0 487.2 +1.8 232 6,140 +0
Jun06 051011 490.0 492.0 490.0 491.0 +1.9 450 10,430 +0
Aug06 051011 494.2 494.9 494.2 494.9 +2.0 1 2,185 +0
Oct06 051011 498.8 498.8 498.8 498.8 +2.0 290 3,443 +0
Dec06 051011 500.5 504.0 500.5 502.6 +2.1 452 5,509 +0
Feb07 051011 506.5 506.5 506.5 506.5 +2.2 261 5,020 +0
Apr07 051011 510.3 510.3 510.3 510.3 +2.2 0 100 +0
Jun07 051011 514.0 514.1 514.0 514.1 +2.3 200 4,281 +0
Aug07 051011 517.9 517.9 517.9 517.9 +2.4      
Total Volume and Open Interest 67,026 370,933 +0
Silver(CMX)
Dec05 051011 784.0 795.5 782.0 787.5 +3.0 25,910 99,065 +0
Mar06 051011 786.5 800.0 785.5 792.9 +2.9 469 8,425 +0
May06 051011 792.0 794.4 792.0 794.4 +2.8 108 2,027 +0
Jul06 051011 792.0 801.0 792.0 795.7 +2.5 58 6,482 +0
Sep06 051011 805.0 805.0 796.5 796.5 +2.4 0 2,670 +0
Dec06 051011 795.5 807.0 794.0 797.8 +2.4 92 8,944 +0
Mar07 051011 799.3 799.3 799.3 799.3 +2.4 0 50 +0
Total Volume and Open Interest 26,757 131,181 +0
Platinum(NYM)
Oct05 051011 942.0 946.0 942.0 945.5 +3.4 103 154 +0
Jan06 051011 944.6 948.0 941.0 947.5 +3.4 777 12,810 +0
Apr06 051011 950.0 950.0 947.5 947.5 +3.4 0 188 +0
Total Volume and Open Interest 880 13,152 +0
Palladium(NYME)
Dec05 051011 212.00 213.20 210.20 212.70 +2.15 1,141 12,766 +0
Mar06 051011 214.70 214.70 214.70 214.70 +2.15 14 388 +0
Jun06 051011 217.20 217.20 217.20 217.20 +2.15 0 4 +0
Total Volume and Open Interest 1,155 13,158 +0
Copper(CMX)
Dec05 051011 181.40 183.80 181.30 183.50 +2.90 6,699 83,424 +0
Mar06 051011 173.50 175.50 173.50 175.40 +3.00 533 10,728 +0
May06 051011 167.90 169.60 167.90 169.60 +2.90 106 2,778 +0
Jul06 051011 162.80 164.20 162.80 164.20 +2.70 7 1,420 +0
Sep06 051011 159.00 159.00 159.00 159.00 +2.50 6 1,263 +0
Total Volume and Open Interest 9,468 111,023 +0
Aluminum(CMX)
Oct05 051011 90.40 90.40 90.40 90.40 +2.40 0 63 +0
Nov05 051011 90.60 90.60 90.60 90.60 +2.40 7 566 +0
Dec05 051011 91.00 91.00 91.00 91.00 +2.40 0 1,679 +0
Jan06 051011 90.70 90.70 90.70 90.70 +1.50 0 81 +0
Feb06 051011 90.50 90.50 90.50 90.50 +1.40 0 70 +0
Mar06 051011 90.30 90.30 90.30 90.30 +1.40 0 70 +0
Total Volume and Open Interest 7 2,724 +0
DJIA Index(CBOT)
Dec05 051011 10300 10340 10255 10276 +18 4,719 35,772 +0
Mar06 051011 10345 10345 10305 10320 +18 0 28 +0
Jun06 051011 10400 10400 10363 10363        
S & P 500(CME)
Dec05 051011 1194.00 1198.00 1187.30 1188.40 -1.60 28,749 0 -629,624
Mar06 051011 1198.00 1198.00 1195.40 1195.40 -1.60 21 0 -5,453
Jun06 051011 1203.20 1203.20 1203.20 1203.20 -1.60      
Sep06 051011 1210.70 1210.70 1210.70 1210.70 -1.60      
Total Volume and Open Interest 37,503 636,630 +0
S & P 500 E-Mini(Globex)
Dec05 051011 1190.25 1198.00 1187.00 1188.50 -1.50 785,969 0 -987,250
Mar06 051011 1197.75 1203.00 1194.75 1195.50 -1.50 161 0 -834
Total Volume and Open Interest 872,445 988,084 +0
NASDAQ 100(CME)
Dec05 051011 1560.00 1560.00 1543.00 1545.50 -9.00 3,893 0 -57,781
Mar06 051011 1560.50 1560.50 1560.50 1560.50 -9.00      
Jun06 051011 1575.50 1575.50 1575.50 1575.50 -9.00      
Total Volume and Open Interest 10,061 57,830 +0
NASDAQ 100 E-Mini(Globex)
Dec05 051011 1555.00 1563.50 1543.00 1545.50 -9.00 208,177 0 -314,272
Mar06 051011 1577.00 1577.00 1559.50 1560.50 -9.00 6 0 -230
Total Volume and Open Interest 230,822 314,502 +0
S & P Midcap 400(CME)
Dec05 051011 693.10 695.50 686.00 686.30 -4.60 468 12,661 -145
Mar06 051011 689.30 689.30 689.30 689.30 -4.60      
Jun06 051011 692.30 692.30 692.30 692.30 -4.60      
Total Volume and Open Interest 468 12,661 +0
Russell 2000(CME)
Dec05 051011 642.75 645.20 631.50 631.50 -8.80 549 0 -33,193
Mar06 051011 644.00 644.00 636.00 636.00 -8.80      
Jun06 051011 639.00 639.00 639.00 639.00 -8.80      
Total Volume and Open Interest 1,188 33,200 +0
Russell 2000 E-Mini(Globex)
Dec05 051011 640.50 645.30 631.30 631.50 -8.80 97,145 0 -249,481
Mar06 051011 647.50 647.50 636.00 636.00 -8.80 3 0 -182
Total Volume and Open Interest 115,846 249,663 +0
Value Line(KCBT)
Dec05 051011 1819.00 1819.00 1805.00 1809.00 -5.50 11 94 +0
Total Volume and Open Interest 11 94 +0
Nikkei 225(CME)
Dec05 051011 13250 13550 13225 13530 +305 62,314 235,545 +1,300
Mar06 051011 13550 13550 13550 13550 +330 10 66 +28
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051011 13250 13550 13225 13530 +305 62,314 235,545 +1,300
Mar06 051011 13550 13550 13550 13550 +330 10 66 +28
Jun06 051011 13490 13490 13490 13490 +330      
Total Volume and Open Interest 62,386 236,438 +1,423
CAC 40(MATIF)
Oct05 051011 4523.5 4574.0 4523.5 4549.5 +8.5 77,596 471,152 +2,185
Nov05 051011 4544.0 4578.0 4544.0 4556.0 +8.5 645 3,230 +332
Dec05 051011 4531.5 4578.0 4531.5 4553.5 +9.0 590 91,634 -146
Total Volume and Open Interest 78,831 570,078 +2,371
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 051011 5045.0 5086.5 5034.0 5041.0 +5.0 158,176 197,998 +0
Mar06 051011 5078.5 5115.0 5063.5 5070.0 +5.5 1,462 9,905 +0
Jun06 051011 5120.0 5146.5 5094.5 5100.5 +5.5 2,006 2,214 +0
Total Volume and Open Interest 103,599 210,117 +0
FT-SE 100(LIFFE)
Dec05 051011 5388.00 5422.00 5382.00 5399.50 +2.00 50,281 0 -431,695
Mar06 051011 5423.50 5427.50 5401.00 5407.00 +2.00 73 0 -5,381
Jun06 051011 5412.50 5412.50 5412.50 5412.50 +2.00      
Total Volume and Open Interest 71,327 450,864 +0
SPI 200(SFE)
Dec05 051011 4455.0 4459.0 4421.0 4448.0 -36.0 15,230 0 -204,570
Mar06 051011 4449.0 4449.0 4449.0 4449.0 -37.0 306 0 -4,491
Jun06 051011 4475.0 4475.0 4475.0 4475.0 -37.0 2 0 -3,217
Total Volume and Open Interest 16,723 214,454 -38
GSCI(CME)
Oct05 051011 447.00 451.95 446.50 451.95 +10.25 3,703 0 -13,373
Nov05 051011 452.00 455.20 452.00 455.20 +9.60 3,715 0 -4,956
Dec05 051011 460.00 460.00 460.00 460.00 +10.00      
Total Volume and Open Interest 6,726 18,334 +0
Reuters CRB Index(NYBOT)
Nov05 051011 334.50 335.55 334.50 334.75 +2.25 7 368 +0
Jan06 051011 333.50 334.50 333.50 334.25 +2.25 1 426 +0
Feb06 051011 332.25 332.25 332.25 332.25 +2.25 0 5 +0
Total Volume and Open Interest 0 4 -1,002
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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