Moore Research Center, Inc.

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

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed October 12, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051012 578.00 594.00 576.50 589.00 +25.50 53,176 134,452 -10,040
Jan06 051012 590.00 606.50 588.00 601.00 +24.50 25,987 77,581 +16,962
Mar06 051012 602.00 614.00 596.00 606.50 +23.50 3,815 26,263 +1,786
May06 051012 604.00 617.00 600.50 612.00 +23.50 2,345 19,902 +520
Jul06 051012 610.00 621.00 606.00 617.00 +23.50 1,636 16,918 +48
Aug06 051012 608.00 620.00 608.00 615.00 +21.50 366 808 +354
Sep06 051012 608.00 610.00 607.00 610.00 +19.50 232 457 +339
Total Volume and Open Interest 89,627 288,157 +10,945
Soybean Meal(CBOT)
Oct05 051012 167.50 173.50 167.30 173.20 +8.10 445 764 -646
Dec05 051012 170.00 177.00 170.00 175.90 +8.00 8,828 65,539 +130
Jan06 051012 174.00 178.50 172.00 177.90 +8.40 1,833 15,307 +575
Mar06 051012 176.50 181.30 174.50 180.60 +8.10 1,475 15,995 +966
May06 051012 179.50 183.20 176.90 183.20 +8.70 1,515 15,448 -16
Jul06 051012 182.00 185.80 179.80 185.00 +7.50 738 12,632 +334
Aug06 051012 181.50 186.70 180.90 186.00 +7.50 483 3,392 +7
Sep06 051012 184.00 187.00 181.90 186.00 +7.00 320 3,025 -150
Total Volume and Open Interest 16,585 136,513 +1,228
Soybean Oil(CBOT)
Oct05 051012 23.90 24.23 23.85 24.10 +0.70 359 620 -293
Dec05 051012 24.00 24.51 24.00 24.19 +0.61 21,000 78,495 -7,976
Jan06 051012 24.35 24.72 24.25 24.46 +0.62 11,730 37,006 +11,140
Mar06 051012 24.50 24.90 24.40 24.62 +0.60 1,395 12,207 +382
May06 051012 24.60 24.95 24.55 24.78 +0.61 1,893 13,158 +797
Jul06 051012 24.80 25.10 24.75 24.87 +0.59 1,243 14,350 +855
Aug06 051012 24.95 25.10 24.85 24.85 +0.58 290 1,104 +79
Sep06 051012 24.85 25.05 24.85 24.87 +0.57 241 1,710 +273
Total Volume and Open Interest 39,340 165,082 +6,257
Canola(WCE)
Nov05 051012 259.1 262.5 259.1 261.4 +3.3 3,748 26,857 -3,277
Jan06 051012 269.5 271.8 268.8 271.3 +3.8 1,845 33,403 +4,358
Mar06 051012 276.5 280.4 275.0 278.5 +3.2 293 4,837 +607
May06 051012 280.1 287.0 279.1 285.9 +3.1 44 1,398 -27
Jul06 051012 289.0 294.5 289.0 294.5 +5.5 22 1,096 +47
Total Volume and Open Interest 6,038 72,166 +1,823
Corn(CBOT)
Dec05 051012 204.00 207.50 203.75 205.75 +3.25 32,376 468,028 -1,746
Mar06 051012 216.75 220.25 216.75 218.25 +2.75 7,330 159,398 +3,523
May06 051012 224.50 227.75 224.50 226.00 +2.75 1,191 32,985 +453
Jul06 051012 231.50 234.50 231.25 233.00 +2.75 3,263 53,716 +2,150
Sep06 051012 238.50 241.00 238.25 239.75 +3.25 250 7,132 +51
Dec06 051012 247.50 250.00 247.00 248.75 +2.75 1,541 37,277 +123
Total Volume and Open Interest 46,099 765,793 +4,714
Wheat(CBOT)
Dec05 051012 345.00 350.00 344.50 347.50 +4.75 15,925 208,924 -790
Mar06 051012 358.50 364.00 358.50 361.50 +3.75 4,339 46,871 +6
May06 051012 367.50 371.00 366.50 369.00 +5.00 176 2,567 +128
Jul06 051012 371.00 376.50 371.00 374.50 +3.75 2,418 32,795 +1,444
Sep06 051012 378.00 382.00 378.00 380.50 +3.50 67 1,789 +218
Total Volume and Open Interest 23,346 297,599 +1,257
Wheat(KCBT)
Dec05 051012 385.00 392.50 385.00 388.25 +5.50 7,485 64,635 -562
Mar06 051012 387.00 394.00 387.00 392.00 +6.50 3,114 29,543 +663
May06 051012 387.00 390.50 386.00 388.00 +5.00 149 2,666 -59
Jul06 051012 379.50 387.50 379.50 385.00 +6.25 1,431 17,186 -52
Sep06 051012 383.00 389.00 383.00 388.50 +5.50 14 554 +23
Total Volume and Open Interest 12,232 114,928 +23
Wheat(MGE)
Dec05 051012 390.50 395.00 390.00 390.75 +5.75 2,718 17,155 -122
Mar06 051012 393.00 397.50 392.50 394.25 +6.75 581 11,355 +116
May06 051012 397.00 399.00 396.00 396.50 +7.00 18 1,744 +1
Jul06 051012 396.00 401.00 396.00 397.75 +6.50 817 2,978 +100
Sep06 051012 387.00 391.00 387.00 389.00 +4.25 4 284 +7
Total Volume and Open Interest 4,181 33,897 +126
Oats(CBOT)
Dec05 051012 166.50 172.50 165.00 170.75 +5.25 747 6,119 -267
Mar06 051012 174.50 177.00 173.25 176.75 +4.25 60 463 +23
May06 051012 178.50 178.50 178.50 178.50 +4.50 5 65 +5
Jul06 051012 175.00 175.00 175.00 175.00 +3.00 0 1 +0
Total Volume and Open Interest 812 6,654 -237
Rough Rice(CBOT)
Nov05 051012 7.29 7.42 7.24 7.39 +0.12 159 4,305 +7
Jan06 051012 7.54 7.66 7.48 7.63 +0.11 134 2,073 +41
Mar06 051012 7.75 7.86 7.75 7.86 +0.11 10 770 +8
May06 051012 8.07 8.07 8.07 8.07 +0.11 5 197 +5
Total Volume and Open Interest 308 7,352 +61
Live Cattle(CME)
Oct05 051012 91.000 91.100 90.475 90.775 unch 2,398 13,408 +13,408
Dec05 051012 91.600 91.600 90.950 91.200 -0.175 7,452 98,093 +98,093
Feb06 051012 93.100 93.375 92.800 93.025 -0.150 4,087 37,127 +37,127
Apr06 051012 89.900 90.000 89.625 89.775 -0.025 1,219 12,254 +12,254
Jun06 051012 84.800 85.150 84.800 85.125 +0.275 561 5,662 +5,662
Aug06 051012 84.350 84.350 84.050 84.275 +0.025 74 2,201 +2,201
Total Volume and Open Interest 15,801 168,999 +2,656
Feeder Cattle(CME)
Oct05 051012 118.500 118.725 118.150 118.575 -0.125 1,502 6,984 +6,984
Nov05 051012 117.000 117.300 116.550 116.825 -0.175 2,056 12,755 +12,755
Jan06 051012 114.000 114.250 113.700 113.975 -0.200 1,450 7,318 +7,318
Mar06 051012 109.100 109.600 109.100 109.350 -0.150 76 825 +825
Apr06 051012 107.500 107.500 107.350 107.450 +0.050 22 377 +377
May06 051012 107.100 107.250 107.100 107.225 +0.125 17 429 +429
Aug06 051012 107.500 107.800 107.500 107.800 +0.100 19 113 +113
Total Volume and Open Interest 5,143 28,802 -544
Lean Hogs(CME)
Oct05 051012 67.450 67.575 67.100 67.275 -0.400 3,374 9,243 +9,243
Dec05 051012 63.450 63.650 62.250 62.375 -1.125 8,357 70,811 +70,811
Feb06 051012 66.250 66.475 65.200 65.400 -1.375 1,676 23,916 +23,916
Apr06 051012 65.300 65.550 64.450 65.050 -0.700 632 8,061 +8,061
May06 051012 66.000 66.000 65.200 65.200 -1.050 43 1,661 +1,661
Jun06 051012 68.800 68.875 67.850 68.200 -0.825 164 2,930 +2,930
Jul06 051012 65.125 65.125 64.250 64.250 -0.900 67 1,208 +1,208
Aug06 051012 61.875 61.875 60.925 61.075 -0.875 53 599 +599
Total Volume and Open Interest 14,394 118,777 +1,523
Pork Bellies(CME)
Feb06 051012 94.200 95.500 92.125 92.375 -2.225 391 1,594 +1,594
Mar06 051012 94.400 94.400 93.200 93.200 -2.100 9 52 +52
May06 051012 97.000 97.000 97.000 97.000 -1.000 9 30 +30
Jul06 051012 99.200 99.200 99.200 99.200 -0.700 0 12 +12
Aug06 051012 99.400 99.400 99.400 99.400 -0.500 0 26 +26
Total Volume and Open Interest 409 1,714 +296
Class III Milk(CME)
Oct05 051012 14.32 14.33 14.32 14.33 unch 1 2,577 +2,577
Nov05 051012 13.70 13.80 13.67 13.80 +0.10 115 2,128 +2,128
Dec05 051012 13.48 13.55 13.45 13.55 +0.05 59 1,953 +1,953
Jan06 051012 12.90 13.00 12.90 13.00 +0.10 43 1,385 +1,385
Feb06 051012 12.52 12.63 12.52 12.63 +0.11 16 1,289 +1,289
Total Volume and Open Interest 295 18,997 +236
Cocoa(NYBOT)
Dec05 051012 1350 1358 1347 1349 -7 3,564 53,284 +883
Mar06 051012 1391 1396 1386 1388 -6 1,108 30,451 +358
May06 051012 1411 1412 1411 1411 -5 487 8,983 +570
Jul06 051012 1431 1431 1431 1431 -5 30 8,894 -29
Sep06 051012 1453 1453 1453 1453 -5 37 10,630 +0
Dec06 051012 1479 1479 1479 1479 -5 15 7,069 -17
Mar07 051012 1502 1502 1502 1502 -7 125 9,075 +1,325
Total Volume and Open Interest 5,366 129,142 +3,090
Coffee "C"(NYBOT)
Dec05 051012 102.00 102.40 99.80 101.30 +0.55 12,066 60,660 -1,865
Mar06 051012 104.40 105.00 103.10 104.40 +0.50 3,453 17,137 +560
May06 051012 106.25 106.90 105.25 106.30 +0.40 646 4,084 +252
Jul06 051012 108.00 108.10 108.00 108.00 +0.35 27 3,189 +47
Sep06 051012 109.50 110.40 109.00 109.60 +0.30 68 1,247 -1
Dec06 051012 112.75 112.75 111.50 112.45 +0.30 125 738 -17
Total Volume and Open Interest 16,391 87,862 -1,014
Orange Juice(NYBOT)
Nov05 051012 103.90 104.65 100.80 103.40 +1.80 2,167 15,719 +171
Jan06 051012 105.80 106.35 103.00 105.10 +1.50 1,265 7,121 +749
Mar06 051012 107.80 108.00 105.40 106.50 +0.90 68 3,983 +187
May06 051012 109.70 109.70 109.45 109.45 +2.10 100 528 +100
Jul06 051012 111.45 111.45 111.45 111.45 +2.35 0 192 +0
Total Volume and Open Interest 3,600 27,553 +1,207
Sugar #11(NYBOT)
Mar06 051012 11.75 11.81 11.66 11.73 -0.11 32,705 310,120 -1,409
May06 051012 11.70 11.72 11.63 11.66 -0.11 8,207 50,536 -654
Jul06 051012 11.49 11.50 11.38 11.39 -0.15 5,580 38,511 -706
Oct06 051012 11.49 11.49 11.40 11.40 -0.13 2,426 24,573 +367
Mar07 051012 11.51 11.51 11.42 11.42 -0.13 2,426 18,970 +2,039
Total Volume and Open Interest 53,448 456,345 +1,011
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051012 21.60 21.66 21.60 21.66 +0.07 99 2,313 -313
Mar06 051012 21.55 21.57 21.55 21.57 +0.01 37 2,257 +43
May06 051012 21.55 21.61 21.55 21.61 +0.04 70 2,380 +67
Jul06 051012 21.55 21.77 21.55 21.77 +0.06 38 2,417 +29
Total Volume and Open Interest 448 10,583 -1,280
London Cocoa(LCE)
Dec05 051012 816 816 807 809 -9 2,758 69,855 +69,855
Mar06 051012 834 837 828 830 -7 684 48,622 +48,622
May06 051012 846 849 841 843 -7 242 11,324 +11,324
Jul06 051012 863 863 855 857 -7 114 22,915 +22,915
Sep06 051012 875 875 868 870 -7 7 12,685 +12,685
Dec06 051012 890 890 883 883 -7 31 14,181 +14,181
Mar07 051012 895 898 895 895 -7 15 3,391 +3,391
Total Volume and Open Interest 3,851 183,100 +1,780
London Coffee(LCE)
Nov05 051012 960.00 965.00 930.00 963.00 +14.00 8,329 51,204 +51,204
Jan06 051012 975.00 986.00 952.00 984.00 +15.00 5,389 64,591 +64,591
Mar06 051012 996.00 1002.00 983.00 1000.00 +15.00 685 33,005 +33,005
May06 051012 990.00 1016.00 990.00 1016.00 +14.00 46 9,526 +9,526
Jul06 051012 1015.00 1033.00 1015.00 1033.00 +16.00 10 4,258 +4,258
Sep06 051012 1043.00 1052.00 1040.00 1052.00 +18.00 65 1,806 +1,806
Total Volume and Open Interest 14,545 164,649 -2,160
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051012 309.00 309.00 303.50 303.50 -5.10 3,467 22,884 +22,884
Mar06 051012 314.00 314.20 310.70 310.70 -4.20 2,534 15,989 +15,989
May06 051012 316.90 316.90 314.70 314.70 -3.00 596 5,607 +5,607
Aug06 051012 319.40 319.60 318.00 318.00 -3.00 628 2,935 +2,935
Total Volume and Open Interest 7,914 55,609 +2,030
Cotton(NYBOT)
Dec05 051012 55.50 56.07 55.27 55.90 +0.73 8,335 82,593 +2,755
Mar06 051012 56.90 57.60 56.80 57.50 +0.79 1,921 26,943 +1,042
May06 051012 57.95 57.95 57.50 57.95 +0.69 162 2,301 +121
Jul06 051012 58.00 58.50 57.90 58.50 +0.50 118 2,473 +60
Oct06 051012 58.30 58.30 58.30 58.30 +0.50 0 64 +0
Dec06 051012 59.30 59.65 59.30 59.65 +0.85 23 1,277 +11
Total Volume and Open Interest 10,559 115,657 +3,989
Lumber(CME)
Nov05 051012 280.7 284.0 279.0 283.3 +3.3 788 2,315 +2,315
Jan06 051012 301.1 303.0 298.0 301.5 +2.1 201 1,209 +1,209
Mar06 051012 313.5 314.0 313.5 313.7 +1.7 45 253 +253
May06 051012 322.0 322.0 315.9 316.0 -2.1 12 76 +76
Total Volume and Open Interest 1,046 3,883 +69
Crude Oil(NYM)
Nov05 051012 63.50 64.70 63.40 64.12 +0.59 121,482 123,593 -37,623
Dec05 051012 63.10 63.90 62.90 63.61 +0.56 103,539 218,883 +19,749
Jan06 051012 63.50 64.10 63.45 63.88 +0.41 34,341 82,658 +1,338
Feb06 051012 64.00 64.30 63.80 64.10 +0.29 7,268 33,678 +2,203
Mar06 051012 64.00 64.45 63.90 64.32 +0.23 5,322 26,270 +631
Apr06 051012 64.50 64.65 64.48 64.48 +0.19 1,580 15,337 +450
May06 051012 64.30 64.65 64.30 64.55 +0.18 1,018 14,341 +210
Jun06 051012 64.37 64.95 64.30 64.56 +0.17 6,221 43,597 +444
Jul06 051012 64.54 64.54 64.54 64.54 +0.17 205 10,463 +210
Aug06 051012 64.30 64.49 64.30 64.49 +0.16 297 7,474 +219
Sep06 051012 64.43 64.43 64.43 64.43 +0.15 525 9,053 -65
Oct06 051012 64.37 64.37 64.37 64.37 +0.14 95 5,301 +144
Nov06 051012 64.10 64.27 64.10 64.27 +0.13 78 7,528 -120
Dec06 051012 64.40 64.40 63.90 64.16 +0.12 4,920 55,275 +1,024
Jan07 051012 63.97 63.97 63.97 63.97 +0.12 340 8,753 +90
Feb07 051012 63.84 63.84 63.84 63.84 +0.12 0 3,230 -105
Total Volume and Open Interest 294,402 852,369 -11,668
Heating Oil(NYM)
Nov05 051012 201.25 203.00 199.50 201.57 -0.22 26,485 48,080 -9,596
Dec05 051012 205.20 207.00 203.50 205.67 +0.32 18,779 44,952 +8,126
Jan06 051012 208.25 209.50 206.75 208.77 +0.52 6,741 26,350 +2,673
Feb06 051012 208.50 209.75 208.00 209.12 +0.47 1,646 14,243 +376
Mar06 051012 206.00 206.40 205.00 206.37 +0.27 1,517 12,982 +512
Apr06 051012 200.50 200.50 198.85 200.17 +0.32 530 6,127 +139
May06 051012 194.50 194.90 193.75 194.57 +0.42 166 4,223 +14
Jun06 051012 190.45 190.92 190.00 190.92 +0.47 903 5,352 -444
Jul06 051012 190.55 190.72 190.25 190.72 +0.47 200 3,688 +100
Aug06 051012 191.05 191.52 191.05 191.52 +0.47 7 641 +10
Sep06 051012 192.00 193.02 192.00 193.02 +0.47 4 1,328 +3
Oct06 051012 194.95 194.95 193.50 194.87 +0.47 54 232 +54
Total Volume and Open Interest 57,077 172,510 +2,026
Unleaded Gas(NYM)
Nov05 051012 182.50 184.50 180.50 182.76 -0.56 32,479 49,165 -9,267
Dec05 051012 182.25 185.00 182.00 183.82 +0.32 19,379 38,762 +6,630
Jan06 051012 183.80 185.00 182.50 184.07 +0.27 5,185 17,434 +1,800
Feb06 051012 182.50 183.90 182.50 183.67 +0.42 1,468 6,906 +456
Mar06 051012 183.47 183.47 183.47 183.47 +0.32 1,307 7,248 +1,211
Apr06 051012 190.50 192.57 190.50 192.57 +0.27 235 5,254 -34
May06 051012 192.62 192.62 192.62 192.62 +0.27 23 2,913 -21
Jun06 051012 192.07 192.07 192.07 192.07 +0.32 62 3,262 +17
Jul06 051012 191.07 191.07 191.07 191.07 +0.32 2 1,593 +0
Aug06 051012 189.22 189.22 189.22 189.22 +0.32 155 1,786 +87
Sep06 051012 186.62 186.62 186.62 186.62 +0.32 100 370 +100
Oct06 051012 176.92 176.92 176.92 176.92 +0.32 50 65 +50
Total Volume and Open Interest 60,190 134,808 +1,079
Natural Gas(NYM)
Nov05 051012 13.450 13.615 13.365 13.524 +0.005 25,790 62,152 -11,141
Dec05 051012 13.940 14.100 13.850 14.009 +0.025 18,594 62,262 +5,913
Jan06 051012 14.360 14.450 14.300 14.430 +0.026 10,863 64,520 +7,692
Feb06 051012 14.220 14.300 14.150 14.270 +0.026 3,228 27,830 +964
Mar06 051012 13.790 13.850 13.700 13.830 +0.031 3,974 49,647 +1,738
Apr06 051012 10.720 10.800 10.650 10.800 +0.081 1,808 30,756 -648
May06 051012 10.280 10.350 10.240 10.350 +0.076 1,113 25,784 -460
Jun06 051012 10.270 10.345 10.270 10.345 +0.076 436 9,969 +66
Jul06 051012 10.320 10.375 10.255 10.375 +0.076 251 13,513 +40
Aug06 051012 10.350 10.410 10.340 10.410 +0.076 790 16,309 -64
Sep06 051012 10.350 10.385 10.310 10.385 +0.076 239 11,362 -19
Oct06 051012 10.360 10.415 10.360 10.415 +0.076 441 23,232 -163
Nov06 051012 10.800 10.830 10.800 10.830 +0.076 1,045 9,103 -157
Dec06 051012 11.160 11.240 11.160 11.240 +0.076 688 11,783 +354
Jan07 051012 11.500 11.550 11.400 11.550 +0.076 42 12,457 +83
Feb07 051012 11.400 11.455 11.400 11.455 +0.076 46 5,064 +35
Total Volume and Open Interest 73,518 556,902 +3,882
Brent Crude Oil(ICE)
Nov05 051012 60.30 61.31 59.92 60.57 +0.49 63,477 41,763 +41,763
Dec05 051012 60.85 61.52 60.55 61.05 +0.36 80,076 97,718 +97,718
Jan06 051012 61.22 61.99 61.20 61.61 +0.25 40,362 60,190 +60,190
Feb06 051012 61.68 62.37 61.68 62.06 +0.23 5,987 23,318 +23,318
Mar06 051012 62.03 62.71 62.03 62.41 +0.24 984 11,021 +11,021
Apr06 051012 62.71 62.91 62.27 62.64 +0.22 868 6,204 +6,204
May06 051012 62.87 63.08 62.45 62.78 +0.20 644 6,055 +6,055
Jun06 051012 63.00 63.14 62.43 62.82 +0.19 4,574 23,544 +23,544
Jul06 051012 63.04 63.04 62.81 62.86 +0.20 0 2,136 +2,136
Aug06 051012 62.63 62.88 62.63 62.88 +0.19 0 790 +790
Sep06 051012 62.61 62.95 62.61 62.88 +0.18 78 2,572 +2,572
Oct06 051012 62.85 62.85 62.85 62.85 +0.18 17 2,177 +2,177
Nov06 051012 62.80 62.80 62.80 62.80 +0.22 31 233 +233
Dec06 051012 62.70 63.05 62.40 62.72 +0.21 2,694 26,982 +26,982
Total Volume and Open Interest 200,643 341,463 +361
Gas Oil(ICE)
Oct05 051012 610.00 614.75 604.75 604.75 unch 19,334 8,800 +8,800
Nov05 051012 615.50 619.00 604.50 611.75 +2.25 28,414 60,586 +60,586
Dec05 051012 616.75 620.25 609.00 615.00 +2.00 12,816 47,131 +47,131
Jan06 051012 617.25 621.50 611.25 617.00 +2.25 3,222 19,558 +19,558
Feb06 051012 617.25 618.25 610.25 614.25 +2.00 1,211 10,868 +10,868
Mar06 051012 604.50 609.25 600.00 609.00 +1.75 277 11,602 +11,602
Apr06 051012 603.25 603.25 603.00 603.00 +2.00 41 6,074 +6,074
May06 051012 597.00 597.00 597.00 597.00 +1.75 40 1,476 +1,476
Jun06 051012 595.50 597.00 590.75 593.00 +1.75 426 16,044 +16,044
Jul06 051012 592.50 592.50 592.50 592.50 +1.00 0 768 +768
Total Volume and Open Interest 65,881 211,115 +211,115
US Dollar Index(NYBOT)
Dec05 051012 89.76 89.94 89.30 89.45 -0.34 5,227 18,653 +651
Mar06 051012 89.58 89.58 89.20 89.20 -0.34 5 2,033 +5
Jun06 051012 88.96 88.96 88.96 88.96 -0.34 0 1 +0
Total Volume and Open Interest 5,232 20,688 +656
Australian Dollar(CME)
Dec05 051012 75.23 75.42 75.18 75.33 +0.30 8,368 60,086 +60,086
Mar06 051012 75.11 75.11 75.11 75.11 +0.30 32 16 +16
Jun06 051012 74.89 74.89 74.89 74.89 +0.30 0 17 +17
Total Volume and Open Interest 8,400 60,128 -2,226
British Pound(CME)
Dec05 051012 174.77 175.33 174.77 174.98 +0.63 2,961 89,276 +89,276
Mar06 051012 174.85 174.85 174.85 174.85 +0.63 0 118 +118
Jun06 051012 174.85 174.85 174.85 174.85 +0.63 0 3 +3
Total Volume and Open Interest 2,961 89,400 -6,705
Canadian Dollar(CME)
Dec05 051012 85.56 85.76 85.41 85.61 +0.51 5,593 107,263 +107,263
Mar06 051012 85.78 85.86 85.70 85.85 +0.51 62 1,510 +1,510
Jun06 051012 86.00 86.10 86.00 86.10 +0.51 0 199 +199
Sep06 051012 86.35 86.35 86.35 86.35 +0.51 1 43 +43
Total Volume and Open Interest 5,656 109,147 +4,255
Japanese Yen(CME)
Dec05 051012 88.00 88.21 87.90 88.13 +0.18 5,719 175,547 +175,547
Mar06 051012 89.01 89.01 89.01 89.01 +0.18 1 556 +556
Jun06 051012 90.01 90.01 90.01 90.01 +0.18 0 55 +55
Total Volume and Open Interest 5,720 176,161 +6,291
Swiss Franc(CME)
Dec05 051012 78.08 78.30 78.04 78.22 +0.27 1,996 72,170 +72,170
Mar06 051012 78.85 78.85 78.85 78.85 +0.27 7 110 +110
Jun06 051012 79.51 79.51 79.51 79.51 +0.27 0 17 +17
Total Volume and Open Interest 2,003 72,377 +1,590
EuroFX(CME)
Dec05 051012 120.54 120.90 120.46 120.72 +0.46 6,079 128,264 +128,264
Mar06 051012 121.31 121.31 121.31 121.31 +0.46 99 2,026 +2,026
Jun06 051012 122.02 122.02 122.02 122.02 +0.46 2 511 +511
Total Volume and Open Interest 6,182 130,998 -7,259
Mexican Peso(CME)
Dec05 051012 9102.0 9125.0 9030.0 9050.0 -102.0 4,130 74,471 +74,471
Mar06 051012 9000.0 9010.0 8952.0 8952.0 -103.0 0 542 +542
Total Volume and Open Interest 4,150 75,577 -6,909
30-Year T-Bonds(CBOT)
Dec05 051012 113~27 113~30 113~02 113~07 -0~25 258,046 561,550 -6,670
Mar06 051012 113~13 113~16 112~27 112~31 -0~25 415 3,408 +174
Jun06 051012 114~07 114~07 112~27 112~27 -0~25 6 19 +1
Total Volume and Open Interest 400,274 568,384 -3,090
10-Year T-Notes(CBOT)
Dec05 051012 109~180 109~190 109~040 109~075 -0~125 572,408 1,607,909 -39,473
Mar06 051012 109~130 109~150 109~025 109~050 -0~135 4,938 18,165 +4,717
Total Volume and Open Interest 889,128 1,658,909 -2,217
5-Year T-Notes(CBOT)
Dec05 051012 106~165 106~200 106~130 106~145 -0~065 382,830 0 -1,267,997
Mar06 051012 106~115 106~115 106~090 106~090 -0~070 8 0 -2,260
Jun06 051012 106~020 106~020 106~020 106~020 -0~070      
Total Volume and Open Interest 563,682 1,293,465 +23,208
2 Year T-Notes(CBOT)
Dec05 051012 102~106 102~112 102~102 102~106 -0~007 2,288 347,437 +15,699
Total Volume and Open Interest 84,329 340,486 +8,748
Eurodollars(CME)
Dec05 051012 95.585 95.595 95.575 95.590 -0.015 20,486 1,146,710 +1,146,710
Mar06 051012 95.405 95.420 95.390 95.405 -0.030 19,329 1,157,048 +1,157,048
Jun06 051012 95.330 95.355 95.310 95.330 -0.030 21,332 1,288,378 +1,288,378
Sep06 051012 95.340 95.340 95.290 95.315 -0.030 10,946 850,451 +18,608
Dec06 051012 95.315 95.345 95.305 95.320 -0.030 22,973 746,466 +746,466
Mar07 051012 95.340 95.365 95.325 95.340 -0.035 21,948 573,550 +573,550
Jun07 051012 95.330 95.365 95.325 95.335 -0.040 22,604 480,332 +480,332
Sep07 051012 95.320 95.345 95.310 95.320 -0.040 22,888 329,892 +329,892
Dec07 051012 95.300 95.320 95.285 95.290 -0.045 4,729 245,509 +245,509
Mar08 051012 95.290 95.310 95.275 95.280 -0.045 5,344 226,113 +226,113
Jun08 051012 95.270 95.290 95.250 95.255 -0.050 6,464 220,053 +220,053
Sep08 051012 95.250 95.270 95.230 95.230 -0.055 6,087 206,916 +206,916
Dec08 051012 95.200 95.235 95.190 95.190 -0.060 4,655 137,125 +137,125
Mar09 051012 95.190 95.220 95.175 95.175 -0.060 3,655 123,184 +123,184
Jun09 051012 95.160 95.195 95.145 95.145 -0.065 4,441 109,087 +109,087
Sep09 051012 95.165 95.165 95.115 95.115 -0.065 3,467 104,048 +104,048
Dec09 051012 95.100 95.125 95.070 95.070 -0.070 3,611 75,777 +75,777
Mar10 051012 95.090 95.100 95.055 95.055 -0.070 3,674 48,206 +48,206
Total Volume and Open Interest 1,870,903 8,324,209 +116,562
3-Mth Euro-Yen(CME)
Dec05 051012 99.89 99.89 99.89 99.89 unch 126 6,284 +6,284
Mar06 051012 99.82 99.82 99.82 99.82 unch 0 7,960 +7,960
Jun06 051012 99.73 99.73 99.73 99.73 unch 0 5,060 +5,060
Sep06 051012 99.63 99.63 99.63 99.63 unch 114 3,589 +3,589
Dec06 051012 99.53 99.53 99.52 99.52 unch 345 6,407 +6,407
Mar07 051012 99.42 99.42 99.42 99.42 unch 0 2,282 +2,282
Jun07 051012 99.32 99.32 99.32 99.32 -0.01 0 432 +432
Sep07 051012 99.22 99.22 99.22 99.22 -0.01 0 495 +495
Dec07 051012 99.11 99.11 99.11 99.11 unch 0 32 +32
Mar08 051012 99.00 99.00 99.00 99.00 unch 0 60 +60
Total Volume and Open Interest 585 32,851 +32,851
3-Mth Euro-Yen(SIMEX)
Dec05 051012 99.90 99.90 99.89 99.90 +0.01 2,346 87,233 +87,233
Mar06 051012 99.82 99.82 99.82 99.82 unch 3,105 59,513 +59,513
Jun06 051012 99.72 99.73 99.71 99.73 unch 3,425 53,965 +53,965
Sep06 051012 99.63 99.63 99.62 99.63 unch 2,158 36,370 +36,370
Dec06 051012 99.52 99.53 99.51 99.53 +0.01 2,391 51,252 +51,252
Mar07 051012 99.41 99.42 99.41 99.42 +0.01 5,218 24,426 +24,426
Jun07 051012 99.31 99.32 99.31 99.32 unch 97 14,162 +14,162
Sep07 051012 99.22 99.22 99.21 99.21 unch 0 1,620 +1,620
Total Volume and Open Interest 24,414 361,567 +2,156
German Euro-Bund(EUREX)
Dec05 051012 122.12 122.20 121.80 121.85 -0.33 825,326 1,316,126 -19,339
Mar06 051012 122.46 122.53 122.16 122.19 -0.37 2,699 24,543 +1,320
Jun06 051012 121.45 121.45 121.45 121.45 -0.33 0 1 +0
Total Volume and Open Interest 828,025 1,340,670 +15,119
German Euro-Bobl(EUREX)
Dec05 051012 113.71 113.76 113.58 113.63 -0.11 500,125 898,800 +21,647
Mar06 051012 114.03 114.03 113.97 113.97 -0.13 947 1,420 +0
Jun06 051012 113.33 113.33 113.33 113.33 -0.11      
Total Volume and Open Interest 501,072 900,220 +21,647
Long Gilt(LIFFE)
Dec05 051012 112~20 112~26 112~11 112~12 -0~14 20,538 206,210 +2,356
Mar06 051012 112~25 112~25 112~22 112~22 -0~07      
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051012 95.50 95.54 95.50 95.51 -0.04 36,073 298,628 +515
Mar06 051012 95.62 95.67 95.60 95.62 -0.05 61,916 441,639 +6,772
Jun06 051012 95.67 95.72 95.64 95.67 -0.04 43,975 321,322 +6,262
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051012 97.725 97.735 97.715 97.730 +0.010 98,584 614,293 -2,257
Mar06 051012 97.615 97.630 97.605 97.620 +0.005 69,007 685,145 +4,895
Jun06 051012 97.495 97.510 97.475 97.490 -0.005 82,339 525,597 +585
Total Volume and Open Interest 427,361 3,241,023 +24,824
3-Mth Aus T-Bills(SFE)
Dec05 051012 94.31 94.32 94.30 94.31 -0.03 10,438 142,463 +142,463
Mar06 051012 94.25 94.25 94.22 94.25 -0.03 20,345 233,544 +233,544
Jun06 051012 94.25 94.25 94.22 94.25 -0.04 5,164 84,932 +84,932
Sep06 051012 94.25 94.25 94.22 94.25 -0.04 3,637 37,027 +37,027
Dec06 051012 94.24 94.24 94.21 94.24 -0.04 1,357 31,409 +31,409
Mar07 051012 94.23 94.23 94.19 94.21 -0.04 739 18,280 +18,280
Jun07 051012 94.20 94.20 94.17 94.19 -0.04 738 34,150 +34,150
Sep07 051012 94.19 94.19 94.17 94.18 -0.05 750 8,217 +8,217
Dec07 051012 94.17 94.17 94.17 94.17 -0.05 140 4,111 +4,111
Mar08 051012 94.16 94.16 94.16 94.16 -0.06 3 1,566 +1,566
Total Volume and Open Interest 43,339 597,776 +597,776
10-Year Aus T-Bonds(SFE)
Dec05 051012 94.62 94.63 94.61 94.62 -0.04 21,815 312,538 +312,538
Mar06 051012 94.62 94.62 94.62 94.62 -0.04      
Total Volume and Open Interest 21,815 312,538 +312,538
3-Year Aus T-Bonds(SFE)
Dec05 051012 94.65 94.65 94.62 94.64 -0.05 60,417 369,005 +369,005
Mar06 051012 94.64 94.64 94.64 94.64 -0.05      
Total Volume and Open Interest 60,417 369,005 +369,005
Gold(CMX)
Oct05 051012 478.5 478.5 473.3 473.9 -3.2 99 331 -239
Dec05 051012 481.5 482.2 474.3 476.6 -3.2 38,886 312,609 -699
Feb06 051012 485.5 486.0 478.5 480.4 -3.1 548 14,163 +679
Apr06 051012 489.2 490.0 482.5 484.2 -3.0 207 6,379 +239
Jun06 051012 491.5 493.3 485.0 488.0 -3.0 174 10,331 -99
Aug06 051012 497.0 497.0 491.9 491.9 -3.0 1 2,187 +2
Oct06 051012 495.9 495.9 495.9 495.9 -2.9 37 3,478 +35
Dec06 051012 504.5 505.0 499.0 499.7 -2.9 293 5,520 +11
Feb07 051012 503.6 503.6 503.6 503.6 -2.9 0 5,020 +0
Apr07 051012 507.0 507.5 507.0 507.5 -2.8 0 103 +3
Jun07 051012 511.3 511.3 511.3 511.3 -2.8 243 4,179 -102
Aug07 051012 515.1 515.1 515.1 515.1 -2.8      
Total Volume and Open Interest 40,730 370,844 -89
Silver(CMX)
Dec05 051012 789.0 791.5 780.0 783.8 -3.7 20,455 101,223 +2,158
Mar06 051012 795.0 797.0 785.0 789.5 -3.4 933 8,814 +389
May06 051012 787.0 791.3 787.0 791.3 -3.1 505 2,103 +76
Jul06 051012 801.0 801.0 792.8 792.8 -2.9 52 6,502 +20
Sep06 051012 794.0 794.0 794.0 794.0 -2.5 202 2,870 +200
Dec06 051012 801.0 801.0 795.0 795.6 -2.2 107 9,030 +86
Mar07 051012 797.1 797.1 797.1 797.1 -2.2 0 50 +0
Total Volume and Open Interest 22,568 134,435 +3,254
Platinum(NYM)
Oct05 051012 948.0 948.0 943.0 943.0 -2.5 20 135 -19
Jan06 051012 947.5 951.0 944.5 945.5 -2.0 914 13,131 +321
Apr06 051012 945.5 945.5 945.5 945.5 -2.0 1 189 +1
Total Volume and Open Interest 935 13,455 +303
Palladium(NYME)
Dec05 051012 213.50 217.70 212.70 215.40 +2.70 1,326 12,716 -50
Mar06 051012 217.00 220.00 216.00 217.40 +2.70 15 396 +8
Jun06 051012 219.40 219.40 219.40 219.40 +2.20 0 4 +0
Total Volume and Open Interest 1,341 13,116 -42
Copper(CMX)
Dec05 051012 182.40 182.90 179.20 179.35 -4.15 7,145 83,898 +474
Mar06 051012 174.50 174.75 171.80 171.95 -3.45 945 11,151 +423
May06 051012 166.15 166.15 166.15 166.15 -3.45 315 3,012 +234
Jul06 051012 163.50 163.50 160.75 160.75 -3.45 66 1,447 +27
Sep06 051012 158.80 158.80 155.55 155.55 -3.45 10 1,254 -9
Total Volume and Open Interest 8,953 111,629 +606
Aluminum(CMX)
Oct05 051012 89.55 89.55 89.55 89.55 -0.85 0 63 +0
Nov05 051012 89.75 89.75 89.75 89.75 -0.85 0 566 +0
Dec05 051012 90.15 90.15 90.15 90.15 -0.85 0 1,679 +0
Jan06 051012 91.05 91.05 91.05 91.05 +0.35 0 81 +0
Feb06 051012 90.50 90.50 90.50 90.50 unch 0 70 +0
Mar06 051012 89.95 89.95 89.95 89.95 -0.35 0 70 +0
Total Volume and Open Interest 0 2,724 +0
DJIA Index(CBOT)
Dec05 051012 10257 10330 10207 10218 -58 4,162 34,872 -900
Mar06 051012 10280 10290 10260 10260 -60 2 28 +0
Jun06 051012 10305 10305 10305 10305 -58 2 0  
Total Volume and Open Interest 4,166 34,902  
S & P 500(CME)
Dec05 051012 1187.50 1194.70 1177.60 1178.50 -9.90 34,998 628,002 +628,002
Mar06 051012 1194.00 1196.60 1185.50 1185.50 -9.90 12 5,448 +5,448
Jun06 051012 1193.30 1193.30 1193.30 1193.30 -9.90 0 1,459 +1,459
Sep06 051012 1201.30 1201.30 1201.30 1201.30 -9.40 0 57 +57
Total Volume and Open Interest 35,010 635,003 -1,627
S & P 500 E-Mini(Globex)
Dec05 051012 1189.25 1195.00 1177.25 1178.50 -10.00 963,502 982,630 +982,630
Mar06 051012 1193.50 1201.00 1184.75 1185.50 -10.00 132 821 +821
Total Volume and Open Interest 963,634 983,451 -4,633
NASDAQ 100(CME)
Dec05 051012 1542.00 1552.50 1525.50 1526.50 -19.00 8,400 59,620 +59,620
Mar06 051012 1541.50 1541.50 1541.50 1541.50 -19.00 0 32 +32
Jun06 051012 1556.50 1556.50 1556.50 1556.50 -19.00 0 17 +17
Total Volume and Open Interest 8,400 59,669 +1,839
NASDAQ 100 E-Mini(Globex)
Dec05 051012 1547.00 1553.50 1525.50 1526.50 -19.00 305,166 346,715 +346,715
Mar06 051012 1564.00 1564.00 1541.50 1541.50 -19.00 89 266 +266
Total Volume and Open Interest 305,255 346,981 +32,479
S & P Midcap 400(CME)
Dec05 051012 686.00 688.50 674.50 676.90 -9.40 342 12,743 +82
Mar06 051012 679.90 679.90 679.90 679.90 -9.40      
Jun06 051012 682.90 682.90 682.90 682.90 -9.40      
Total Volume and Open Interest 127 12,792 +131
Russell 2000(CME)
Dec05 051012 630.25 633.50 619.00 621.90 -9.60 1,178 33,800 +33,800
Mar06 051012 625.00 626.40 625.00 626.40 -9.60 1 8 +8
Jun06 051012 629.40 629.40 629.40 629.40 -9.60      
Total Volume and Open Interest 1,179 33,808 +608
Russell 2000 E-Mini(Globex)
Dec05 051012 631.70 634.00 618.30 621.90 -9.60 147,183 255,713 +255,713
Mar06 051012 625.20 629.70 623.60 626.40 -9.60 13 181 +181
Total Volume and Open Interest 147,196 255,894 +6,231
Value Line(KCBT)
Dec05 051012 1793.00 1793.00 1777.00 1785.00 -24.00 13 99 +5
Total Volume and Open Interest 13 99 +5
Nikkei 225(CME)
Dec05 051012 13475 13700 13450 13460 -70 54,995 235,334 -211
Mar06 051012 13460 13680 13450 13460 -90 0 66 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051012 13475 13700 13450 13460 -70 54,995 235,334 -211
Mar06 051012 13460 13680 13450 13460 -90 0 66 +0
Jun06 051012 13395 13395 13395 13395 -95      
Total Volume and Open Interest 56,038 236,266 -172
CAC 40(MATIF)
Oct05 051012 4532.0 4548.5 4485.5 4519.5 -30.0 50,958 473,271 +2,119
Nov05 051012 4538.0 4552.0 4500.0 4526.0 -30.0 334 3,453 +223
Dec05 051012 4530.5 4549.0 4499.0 4523.0 -30.5 899 91,993 +359
Total Volume and Open Interest 52,191 572,779 +2,701
Hang Seng Index(HKFE)
Oct05 051012 14844 14929 14533 14571 -308 19,474 103,465 -5,909
Nov05 051012 14841 14910 14525 14555 -310 312 1,159 +244
Dec05 051012 14862 14956 14570 14590 -319 239 1,864 +14
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051012 5012.5 5039.0 4957.5 4965.0 -76.0 133,474 198,581 +583
Mar06 051012 5041.5 5067.0 4988.0 4993.5 -76.5 519 10,123 +218
Jun06 051012 5070.0 5097.5 5020.0 5023.5 -77.0 823 2,082 -132
Total Volume and Open Interest 134,816 210,786 +669
FT-SE 100(LIFFE)
Dec05 051012 5363.50 5385.50 5328.50 5357.00 -42.50 65,989 427,799 +427,799
Mar06 051012 5376.50 5389.50 5339.50 5364.00 -43.00 9 5,379 +5,379
Jun06 051012 5387.00 5387.00 5369.50 5369.50 -43.00 0 13,788 +13,788
Total Volume and Open Interest 65,998 446,966 -3,898
SPI 200(SFE)
Dec05 051012 4455.0 4485.0 4449.0 4474.0 +26.0 16,328 209,647 +209,647
Mar06 051012 4464.0 4474.0 4453.0 4474.0 +25.0 1 4,502 +4,502
Jun06 051012 4489.0 4498.0 4482.0 4498.0 +23.0 11 3,122 +3,122
Total Volume and Open Interest 16,394 219,667 +5,213
GSCI(CME)
Oct05 051012 451.10 455.90 451.10 454.30 +2.35 5,657 7,650 +7,650
Nov05 051012 454.50 457.10 453.70 457.05 +1.85 2,956 11,281 +11,281
Dec05 051012 462.00 462.00 462.00 462.00 +2.00 0 5 +5
Total Volume and Open Interest 8,613 18,936 +602
Reuters CRB Index(NYBOT)
Nov05 051012 335.50 336.50 335.50 336.25 +1.50 18 363 -5
Jan06 051012 335.00 336.25 335.00 335.75 +1.50 6 426 +0
Feb06 051012 333.75 333.75 333.75 333.75 +1.50 0 5 +0
Total Volume and Open Interest 24 1,002 +998
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

48 Unique Charts! Each chart exhibits two seasonal patterns: the most recent 15 years and up to the last 40 years, depending on how long the contract has actually traded. Each market is represented by its nearby contract (until rollover). Just $39! Order Now!