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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 13, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051013 589.25 595.50 586.50 588.25 -0.75 76,180 127,592 -6,860
Jan06 051013 601.00 607.50 598.00 601.50 +0.50 25,644 86,056 +8,475
Mar06 051013 608.00 613.00 604.50 606.00 -0.50 5,798 27,543 +1,280
May06 051013 613.00 616.50 608.50 610.75 -1.25 2,573 20,809 +907
Jul06 051013 616.00 621.00 613.00 615.50 -1.50 2,467 17,117 +199
Aug06 051013 616.50 621.00 614.00 614.00 -1.00 183 896 +88
Sep06 051013 616.00 618.00 614.00 614.00 +4.00 222 558 +101
Total Volume and Open Interest 114,819 292,689 +4,532
Soybean Meal(CBOT)
Oct05 051013 172.80 176.50 172.20 175.00 +1.80 756 483 -281
Dec05 051013 175.50 178.80 175.10 177.60 +1.70 18,042 65,118 -421
Jan06 051013 177.50 180.50 176.70 178.60 +0.70 2,312 15,682 +375
Mar06 051013 180.00 183.20 179.60 181.40 +0.80 3,178 16,344 +349
May06 051013 182.50 185.00 181.80 183.50 +0.30 1,194 15,657 +209
Jul06 051013 184.50 187.50 184.30 186.20 +1.20 1,221 12,494 -138
Aug06 051013 186.00 188.00 185.50 186.20 +0.20 303 3,362 -30
Sep06 051013 186.50 188.50 185.80 186.50 +0.50 333 3,046 +21
Total Volume and Open Interest 28,663 136,718 +205
Soybean Oil(CBOT)
Oct05 051013 23.88 23.88 23.80 23.80 -0.30 479 307 -313
Dec05 051013 24.23 24.31 23.86 23.89 -0.30 22,078 77,813 -682
Jan06 051013 24.36 24.54 24.11 24.16 -0.30 8,479 41,538 +4,532
Mar06 051013 24.60 24.68 24.33 24.33 -0.29 965 12,539 +332
May06 051013 24.78 24.78 24.40 24.48 -0.30 1,165 12,968 -190
Jul06 051013 24.70 24.95 24.55 24.55 -0.32 814 14,485 +135
Aug06 051013 24.80 24.80 24.55 24.55 -0.30 176 1,148 +44
Sep06 051013 24.80 24.80 24.55 24.55 -0.32 95 1,774 +64
Total Volume and Open Interest 35,110 169,028 +3,946
Canola(WCE)
Nov05 051013 262.9 263.4 259.4 259.7 -1.7 3,997 26,575 -282
Jan06 051013 273.4 273.4 269.4 269.5 -1.8 1,632 33,788 +385
Mar06 051013 277.6 280.7 276.6 276.6 -1.9 775 5,319 +482
May06 051013 284.7 287.9 284.4 284.4 -1.5 110 1,429 +31
Jul06 051013 293.0 295.0 290.7 294.7 +0.2 181 1,204 +108
Total Volume and Open Interest 6,974 72,865 +699
Corn(CBOT)
Dec05 051013 205.25 205.25 202.75 203.50 -2.25 62,885 468,764 +736
Mar06 051013 217.50 217.75 215.50 216.25 -2.00 21,194 164,374 +4,976
May06 051013 225.25 225.50 223.25 224.00 -2.00 3,812 33,709 +724
Jul06 051013 232.25 232.25 230.25 230.75 -2.25 3,407 54,323 +607
Sep06 051013 238.50 239.25 238.00 238.25 -1.50 405 7,248 +116
Dec06 051013 247.50 248.50 247.25 247.75 -1.00 3,980 38,282 +1,005
Total Volume and Open Interest 95,945 774,126 +8,333
Wheat(CBOT)
Dec05 051013 346.50 347.00 342.00 343.50 -4.00 22,401 208,644 -280
Mar06 051013 360.00 360.50 356.00 357.50 -4.00 5,713 47,673 +802
May06 051013 367.50 367.50 364.00 365.00 -4.00 512 2,737 +170
Jul06 051013 372.50 373.00 369.00 370.50 -4.00 4,689 32,526 -269
Sep06 051013 377.00 378.50 375.00 376.50 -4.00 147 1,842 +53
Total Volume and Open Interest 35,217 299,105 +1,506
Wheat(KCBT)
Dec05 051013 388.00 390.00 384.25 388.25 unch 11,517 67,554 +2,919
Mar06 051013 390.50 393.00 388.00 392.50 +0.50 4,794 30,931 +1,388
May06 051013 386.00 388.00 384.50 388.00 unch 135 2,582 -84
Jul06 051013 384.00 384.00 379.00 381.50 -3.50 2,881 17,977 +791
Sep06 051013 387.00 387.00 384.50 385.00 -3.50 108 617 +63
Total Volume and Open Interest 19,536 120,085 +5,157
Wheat(MGE)
Dec05 051013 390.00 394.00 386.50 393.75 +3.00 3,838 17,220 +65
Mar06 051013 392.00 398.00 391.50 398.00 +3.75 1,373 11,797 +442
May06 051013 395.00 399.25 395.00 399.25 +2.75 198 1,847 +103
Jul06 051013 396.00 402.00 395.00 402.00 +4.25 753 3,220 +242
Sep06 051013 388.50 389.50 388.50 389.50 +0.50 41 302 +18
Total Volume and Open Interest 6,561 35,005 +1,108
Oats(CBOT)
Dec05 051013 170.00 172.75 170.00 171.00 +0.25 1,533 6,594 +475
Mar06 051013 176.75 179.00 176.50 177.75 +1.00 79 495 +32
May06 051013 179.75 179.75 179.75 179.75 +1.25 0 65 +0
Jul06 051013 175.00 175.00 175.00 175.00 unch 0 1 +0
Total Volume and Open Interest 1,612 7,161 +507
Rough Rice(CBOT)
Nov05 051013 7.38 7.48 7.31 7.45 +0.05 540 4,205 -100
Jan06 051013 7.62 7.72 7.57 7.71 +0.08 403 2,321 +248
Mar06 051013 7.80 7.95 7.75 7.93 +0.07 23 779 +9
May06 051013 8.14 8.14 8.14 8.14 +0.07 0 197 +0
Total Volume and Open Interest 970 7,513 +161
Live Cattle(CME)
Oct05 051013 91.000 91.525 90.800 91.450 +0.675 3,012 11,824 -1,584
Dec05 051013 91.300 92.150 91.100 91.950 +0.750 7,658 97,868 -225
Feb06 051013 92.950 93.800 92.950 93.750 +0.725 3,498 37,998 +871
Apr06 051013 89.800 90.400 89.700 90.300 +0.525 777 12,484 +230
Jun06 051013 85.100 85.550 85.100 85.525 +0.400 548 5,940 +278
Aug06 051013 84.250 84.750 84.100 84.725 +0.450 126 2,251 +50
Total Volume and Open Interest 15,626 168,623 -376
Feeder Cattle(CME)
Oct05 051013 118.625 119.750 118.350 119.575 +1.000 1,521 6,330 -654
Nov05 051013 116.700 118.000 116.650 117.875 +1.050 1,866 12,630 -125
Jan06 051013 113.700 115.000 113.650 114.975 +1.000 1,042 7,822 +504
Mar06 051013 109.500 110.200 109.450 110.200 +0.850 89 869 +44
Apr06 051013 107.600 108.500 107.600 108.500 +1.050 21 379 +2
May06 051013 107.500 108.150 107.500 108.150 +0.925 45 420 -9
Aug06 051013 107.800 108.550 107.800 108.550 +0.750 13 123 +10
Total Volume and Open Interest 4,598 28,575 -227
Lean Hogs(CME)
Oct05 051013 67.375 67.500 67.050 67.350 +0.075 2,767 8,270 -973
Dec05 051013 62.700 62.775 62.125 62.525 +0.150 9,396 70,098 -713
Feb06 051013 65.650 65.650 64.950 65.475 +0.075 2,204 24,529 +613
Apr06 051013 64.800 65.800 64.650 65.725 +0.675 700 8,255 +194
May06 051013 65.000 65.450 65.000 65.300 +0.100 34 1,702 +41
Jun06 051013 67.900 69.400 67.600 69.125 +0.925 125 3,041 +111
Jul06 051013 64.000 64.900 63.850 64.900 +0.650 52 1,229 +21
Aug06 051013 61.050 61.650 61.050 61.650 +0.575 23 608 +9
Total Volume and Open Interest 15,309 118,080 -697
Pork Bellies(CME)
Feb06 051013 92.300 92.400 89.375 89.475 -2.900 516 1,773 +179
Mar06 051013 92.350 92.350 90.200 90.225 -2.975 3 52 +0
May06 051013 94.000 94.000 94.000 94.000 -3.000 0 30 +0
Jul06 051013 98.000 98.000 98.000 98.000 -1.200 0 12 +0
Aug06 051013 97.500 97.500 97.500 97.500 -1.900 0 26 +0
Total Volume and Open Interest 519 1,893 +179
Class III Milk(CME)
Oct05 051013 14.33 14.35 14.33 14.35 +0.02 96 2,578 +1
Nov05 051013 13.79 13.87 13.60 13.80 unch 230 2,172 +44
Dec05 051013 13.56 13.65 13.53 13.53 -0.02 134 1,976 +23
Jan06 051013 13.02 13.12 13.00 13.00 unch 135 1,423 +38
Feb06 051013 12.68 12.70 12.56 12.56 -0.07 35 1,275 -14
Total Volume and Open Interest 753 19,123 +126
Cocoa(NYBOT)
Dec05 051013 1352 1373 1352 1369 +20 4,260 53,031 -253
Mar06 051013 1393 1410 1392 1407 +19 1,398 30,678 +227
May06 051013 1421 1430 1421 1430 +19 171 8,997 +14
Jul06 051013 1442 1450 1442 1450 +19 0 8,894 +0
Sep06 051013 1467 1471 1466 1471 +18 0 10,630 +0
Dec06 051013 1499 1499 1499 1499 +20 50 7,119 +50
Mar07 051013 1522 1522 1522 1522 +20 25 9,090 +15
Total Volume and Open Interest 5,904 129,195 +53
Coffee "C"(NYBOT)
Dec05 051013 100.50 101.10 99.00 100.35 -0.95 8,827 59,677 -983
Mar06 051013 103.25 104.20 102.50 103.45 -0.95 2,788 17,292 +155
May06 051013 105.00 105.80 104.25 105.35 -0.95 1,043 4,469 +385
Jul06 051013 106.75 108.00 106.75 107.05 -0.95 236 3,244 +55
Sep06 051013 109.25 109.25 108.65 108.65 -0.95 375 1,246 -1
Dec06 051013 111.00 111.75 111.00 111.50 -0.95 92 809 +71
Total Volume and Open Interest 13,447 87,617 -245
Orange Juice(NYBOT)
Nov05 051013 104.00 104.30 102.25 104.00 +0.60 3,072 14,686 -1,033
Jan06 051013 105.60 105.85 104.00 105.60 +0.50 1,741 7,379 +258
Mar06 051013 107.10 107.40 106.95 107.20 +0.70 744 4,204 +221
May06 051013 110.00 110.00 108.95 108.95 -0.50 125 643 +115
Jul06 051013 110.70 110.70 110.70 110.70 -0.75 0 192 +0
Total Volume and Open Interest 5,682 27,114 -439
Sugar #11(NYBOT)
Mar06 051013 11.66 11.74 11.51 11.69 -0.04 28,325 307,440 -2,680
May06 051013 11.60 11.68 11.46 11.64 -0.02 4,703 51,008 +472
Jul06 051013 11.34 11.41 11.30 11.40 +0.01 4,135 38,679 +168
Oct06 051013 11.32 11.42 11.30 11.41 +0.01 1,116 24,683 +110
Mar07 051013 11.32 11.43 11.32 11.43 +0.01 1,752 19,984 +1,014
Total Volume and Open Interest 40,417 455,653 -692
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051013 21.60 21.61 21.60 21.61 -0.05 192 2,277 -36
Mar06 051013 21.57 21.57 21.56 21.57 unch 43 2,292 +35
May06 051013 21.60 21.61 21.60 21.61 unch 42 2,422 +42
Jul06 051013 21.76 21.76 21.76 21.76 -0.01 50 2,423 +6
Total Volume and Open Interest 538 10,833 +250
London Cocoa(LCE)
Dec05 051013 809 829 808 826 +17 3,632 70,653 +798
Mar06 051013 830 848 829 846 +16 2,106 48,469 -153
May06 051013 846 860 843 859 +16 473 11,589 +265
Jul06 051013 857 873 855 873 +16 1,702 24,076 +1,161
Sep06 051013 870 887 868 886 +16 223 12,705 +20
Dec06 051013 880 898 880 898 +15 124 14,142 -39
Mar07 051013 908 911 908 911 +16 50 3,414 +23
Total Volume and Open Interest 8,314 185,175 +2,075
London Coffee(LCE)
Nov05 051013 963.00 967.00 944.00 956.00 -7.00 5,220 49,350 -1,854
Jan06 051013 988.00 989.00 963.00 975.00 -9.00 4,598 66,528 +1,937
Mar06 051013 1005.00 1005.00 989.00 992.00 -8.00 1,141 33,610 +605
May06 051013 1000.00 1012.00 1000.00 1008.00 -8.00 9 9,531 +5
Jul06 051013 1031.00 1031.00 1024.00 1024.00 -9.00 153 4,287 +29
Sep06 051013 1062.00 1062.00 1042.00 1042.00 -10.00 24 1,830 +24
Total Volume and Open Interest 11,145 165,395 +746
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051013 303.50 305.00 300.80 301.10 -2.40 2,252 22,666 -218
Mar06 051013 311.00 311.50 307.60 308.50 -2.20 928 15,597 -392
May06 051013 315.00 315.50 311.80 312.80 -1.90 537 5,585 -22
Aug06 051013 318.60 319.00 316.60 316.60 -1.40 701 2,866 -69
Total Volume and Open Interest 6,252 54,892 -717
Cotton(NYBOT)
Dec05 051013 55.90 57.80 55.80 56.18 +0.28 7,460 83,951 +1,358
Mar06 051013 57.80 59.25 57.40 57.95 +0.45 2,244 27,215 +272
May06 051013 58.40 59.60 58.40 58.50 +0.55 328 2,455 +154
Jul06 051013 59.00 59.90 58.70 59.05 +0.55 343 2,603 +130
Oct06 051013 59.50 59.50 59.05 59.05 +0.75 0 64 +0
Dec06 051013 60.00 60.50 59.50 60.10 +0.45 7 1,274 -3
Total Volume and Open Interest 10,382 117,568 +1,911
Lumber(CME)
Nov05 051013 287.0 289.0 281.3 283.5 +0.2 518 2,409 +94
Jan06 051013 303.5 305.0 299.6 301.3 -0.2 142 1,210 +1
Mar06 051013 316.0 317.1 313.6 316.9 +3.2 19 253 +0
May06 051013 323.7 323.7 322.7 322.7 +6.7 11 75 -1
Total Volume and Open Interest 690 3,977 +94
Crude Oil(NYM)
Nov05 051013 63.85 64.15 62.45 63.08 -1.04 128,614 107,469 -16,124
Dec05 051013 63.25 63.40 62.00 62.61 -1.00 123,920 242,177 +23,294
Jan06 051013 63.30 63.55 62.20 62.93 -0.95 35,425 87,928 +5,270
Feb06 051013 63.40 63.85 62.55 63.16 -0.94 9,247 33,279 -399
Mar06 051013 63.85 63.85 63.39 63.39 -0.93 5,031 26,738 +468
Apr06 051013 63.85 63.85 63.10 63.59 -0.89 1,170 15,346 +9
May06 051013 63.69 63.69 63.69 63.69 -0.86 647 14,163 -178
Jun06 051013 63.95 63.95 63.50 63.73 -0.83 6,451 44,123 +526
Jul06 051013 63.50 63.72 63.50 63.72 -0.82 1,966 10,726 +263
Aug06 051013 63.68 63.68 63.68 63.68 -0.81 211 7,453 -21
Sep06 051013 63.63 63.63 63.63 63.63 -0.80 268 8,925 -128
Oct06 051013 63.58 63.58 63.58 63.58 -0.79 0 5,301 +0
Nov06 051013 63.48 63.48 63.48 63.48 -0.79 205 7,678 +150
Dec06 051013 63.70 63.75 63.00 63.37 -0.79 8,319 54,886 -389
Jan07 051013 63.16 63.16 63.16 63.16 -0.81 99 8,786 +33
Feb07 051013 62.80 63.02 62.80 63.02 -0.82 0 3,230 +0
Total Volume and Open Interest 327,615 866,990 +14,621
Heating Oil(NYM)
Nov05 051013 198.50 201.00 196.00 199.69 -1.88 22,854 44,353 -3,727
Dec05 051013 202.00 204.80 200.25 203.42 -2.25 17,815 48,564 +3,612
Jan06 051013 205.80 207.00 203.50 206.77 -2.00 4,898 27,139 +789
Feb06 051013 205.50 207.55 204.50 207.22 -1.90 1,182 14,448 +205
Mar06 051013 204.00 205.70 201.90 204.52 -1.85 1,077 13,410 +428
Apr06 051013 199.00 199.25 197.00 198.32 -1.85 208 6,118 -9
May06 051013 193.25 193.50 191.75 192.82 -1.75 37 4,259 +36
Jun06 051013 188.90 189.22 188.40 189.22 -1.70 562 5,158 -194
Jul06 051013 189.50 189.50 189.00 189.02 -1.70 148 3,790 +102
Aug06 051013 189.50 190.02 189.50 190.02 -1.50 1 642 +1
Sep06 051013 191.75 191.75 191.57 191.57 -1.45 5 1,328 +0
Oct06 051013 193.25 193.42 193.25 193.42 -1.45 1 233 +1
Total Volume and Open Interest 49,039 173,746 +1,236
Unleaded Gas(NYM)
Nov05 051013 181.60 183.25 174.50 175.79 -6.97 29,546 42,795 -6,370
Dec05 051013 181.50 184.50 176.00 178.36 -5.46 19,774 41,290 +2,528
Jan06 051013 180.75 183.00 177.00 179.36 -4.71 4,747 18,082 +648
Feb06 051013 182.00 183.50 178.00 179.31 -4.36 1,702 7,979 +1,073
Mar06 051013 178.00 179.26 178.00 179.26 -4.21 585 7,479 +231
Apr06 051013 188.36 188.36 188.36 188.36 -4.21 121 5,228 -26
May06 051013 188.51 188.51 188.51 188.51 -4.11 101 2,829 -84
Jun06 051013 188.16 188.16 188.16 188.16 -3.91 115 3,295 +33
Jul06 051013 187.41 187.41 187.41 187.41 -3.66 186 1,685 +92
Aug06 051013 185.81 185.81 185.81 185.81 -3.41 50 1,836 +50
Sep06 051013 183.50 183.50 183.31 183.31 -3.31 0 370 +0
Oct06 051013 174.00 174.00 173.71 173.71 -3.21 0 65 +0
Total Volume and Open Interest 56,877 132,933 -1,875
Natural Gas(NYM)
Nov05 051013 13.300 13.470 13.060 13.103 -0.421 27,130 55,749 -6,403
Dec05 051013 13.760 13.940 13.600 13.663 -0.346 16,647 65,750 +3,488
Jan06 051013 14.200 14.350 14.000 14.129 -0.301 10,194 66,342 +1,822
Feb06 051013 14.040 14.200 13.900 13.989 -0.281 2,069 27,984 +154
Mar06 051013 13.630 13.770 13.450 13.584 -0.246 1,988 50,438 +791
Apr06 051013 10.740 10.800 10.650 10.704 -0.096 2,114 30,631 -125
May06 051013 10.270 10.350 10.250 10.299 -0.051 1,586 25,380 -404
Jun06 051013 10.350 10.350 10.290 10.306 -0.039 84 9,982 +13
Jul06 051013 10.370 10.375 10.320 10.336 -0.039 123 13,529 +16
Aug06 051013 10.400 10.410 10.350 10.371 -0.039 216 16,237 -72
Sep06 051013 10.370 10.380 10.346 10.346 -0.039 182 11,359 -3
Oct06 051013 10.350 10.420 10.340 10.376 -0.039 719 22,925 -307
Nov06 051013 10.750 10.840 10.750 10.791 -0.039 663 9,463 +360
Dec06 051013 11.230 11.240 11.200 11.206 -0.034 221 11,816 +33
Jan07 051013 11.500 11.540 11.500 11.516 -0.034 71 12,484 +27
Feb07 051013 11.450 11.460 11.426 11.426 -0.029 54 5,099 +35
Total Volume and Open Interest 67,230 557,054 +152
Brent Crude Oil(ICE)
Nov05 051013 60.52 60.92 59.47 60.14 -0.43 59,525 28,167 -13,596
Dec05 051013 61.08 61.30 59.62 60.33 -0.72 81,515 86,069 -11,649
Jan06 051013 61.65 61.79 60.13 60.79 -0.82 41,740 74,656 +14,466
Feb06 051013 62.08 62.12 60.62 61.23 -0.83 7,350 23,737 +419
Mar06 051013 62.59 62.59 61.02 61.61 -0.80 2,887 10,667 -354
Apr06 051013 62.58 62.58 61.36 61.86 -0.78 1,744 6,064 -140
May06 051013 62.44 62.71 61.66 62.00 -0.78 1,384 5,901 -154
Jun06 051013 62.81 62.85 61.76 62.08 -0.74 4,054 24,417 +873
Jul06 051013 62.72 62.72 61.82 62.15 -0.71 1,067 2,485 +349
Aug06 051013 62.73 62.73 62.17 62.17 -0.71 141 823 +33
Sep06 051013 62.68 62.68 62.17 62.17 -0.71 650 3,222 +650
Oct06 051013 62.15 62.15 62.15 62.15 -0.70 0 2,177 +0
Nov06 051013 62.12 62.12 62.12 62.12 -0.68 0 216 -17
Dec06 051013 62.80 62.83 61.69 62.05 -0.67 2,427 26,523 -459
Total Volume and Open Interest 205,034 332,184 -9,279
Gas Oil(ICE)
Nov05 051013 611.00 613.50 597.00 605.75 -6.00 26,014 60,490 -96
Dec05 051013 614.25 616.25 603.00 610.00 -5.00 15,092 52,427 +5,296
Jan06 051013 616.50 617.50 605.75 612.00 -5.00 3,121 19,490 -68
Feb06 051013 612.25 612.75 603.75 609.75 -4.50 393 10,676 -192
Mar06 051013 605.25 607.75 604.75 604.75 -4.25 231 11,702 +100
Apr06 051013 599.25 599.25 599.25 599.25 -3.75 25 6,099 +25
May06 051013 594.00 594.00 594.00 594.00 -3.00 0 1,476 +0
Jun06 051013 590.00 591.50 590.00 590.00 -3.00 585 16,117 +73
Jul06 051013 590.00 590.00 590.00 590.00 -2.50 0 768 +0
Aug06 051013 590.00 590.00 590.00 590.00 -2.50 0 62 +0
Total Volume and Open Interest 53,665 207,628 -3,487
US Dollar Index(NYBOT)
Dec05 051013 89.52 90.28 89.50 89.61 +0.16 2,310 18,668 +15
Mar06 051013 89.60 89.92 89.36 89.36 +0.16 35 2,061 +28
Jun06 051013 89.12 89.12 89.12 89.12 +0.16 0 1 +0
Total Volume and Open Interest 2,345 20,731 +43
Australian Dollar(CME)
Dec05 051013 74.69 74.78 74.41 74.78 -0.55 3,569 61,656 +1,570
Mar06 051013 74.56 74.56 74.56 74.56 -0.55 0 16 +0
Jun06 051013 74.34 74.34 74.34 74.34 -0.55 0 17 +0
Total Volume and Open Interest 3,569 61,698 +1,570
British Pound(CME)
Dec05 051013 174.77 175.44 174.35 175.39 +0.41 470 84,767 -4,509
Mar06 051013 175.26 175.26 175.26 175.26 +0.41 0 118 +0
Jun06 051013 175.26 175.26 175.26 175.26 +0.41 0 5 +2
Total Volume and Open Interest 470 84,893 -4,507
Canadian Dollar(CME)
Dec05 051013 85.30 85.32 84.55 84.58 -1.03 3,985 112,717 +5,454
Mar06 051013 85.17 85.17 84.82 84.82 -1.03 40 1,524 +14
Jun06 051013 85.50 85.50 85.07 85.07 -1.03 4 195 -4
Sep06 051013 85.75 85.75 85.32 85.32 -1.03 1 44 +1
Total Volume and Open Interest 4,030 114,612 +5,465
Japanese Yen(CME)
Dec05 051013 87.74 87.99 87.49 87.98 -0.15 1,764 175,417 -130
Mar06 051013 88.35 88.86 88.35 88.86 -0.15 0 558 +2
Jun06 051013 89.86 89.86 89.86 89.86 -0.15 0 55 +0
Total Volume and Open Interest 1,764 176,033 -128
Swiss Franc(CME)
Dec05 051013 77.69 78.05 77.24 78.05 -0.17 1,172 71,769 -401
Mar06 051013 78.15 78.68 78.08 78.68 -0.17 0 110 +0
Jun06 051013 79.34 79.34 79.34 79.34 -0.17 0 17 +0
Total Volume and Open Interest 1,172 71,976 -401
EuroFX(CME)
Dec05 051013 120.22 120.60 119.53 120.60 -0.12 2,479 127,723 -541
Mar06 051013 120.63 121.19 120.18 121.19 -0.12 5 2,014 -12
Jun06 051013 121.90 121.90 121.90 121.90 -0.12 0 511 +0
Total Volume and Open Interest 2,484 130,445 -553
Mexican Peso(CME)
Dec05 051013 9035.0 9065.0 9015.0 9042.0 -8.0 17,026 69,456 -5,015
Mar06 051013 8945.0 8945.0 8945.0 8945.0 -7.0 64 594 +52
Total Volume and Open Interest 17,165 70,557 -5,020
30-Year T-Bonds(CBOT)
Dec05 051013 113~06 113~07 112~14 112~23 -0~16 327,174 581,085 +19,535
Mar06 051013 112~22 112~22 112~06 112~15 -0~16 314 3,427 +19
Jun06 051013 112~10 112~11 112~10 112~11 -0~16 4 18 -1
Total Volume and Open Interest 327,492 584,532 +16,148
10-Year T-Notes(CBOT)
Dec05 051013 109~070 109~075 108~255 109~000 -0~075 725,909 1,636,512 +28,603
Mar06 051013 109~020 109~020 108~245 108~285 -0~085 5,006 18,915 +750
Total Volume and Open Interest 730,915 1,655,723 -3,186
5-Year T-Notes(CBOT)
Dec05 051013 106~090 106~120 106~075 106~115 -0~030 423,283 0 +0
Mar06 051013 106~050 106~060 106~050 106~060 -0~030 1,134 3,096 +3,096
Jun06 051013 105~310 105~310 105~310 105~310 -0~030      
Total Volume and Open Interest 424,417 3,096 -1,290,369
2 Year T-Notes(CBOT)
Dec05 051013 102~100 102~105 102~100 102~104 -0~002 569 355,971 +8,534
Total Volume and Open Interest 569 355,971 +15,485
Eurodollars(CME)
Dec05 051013 95.565 95.585 95.565 95.580 -0.010 31,061 1,159,633 +12,923
Mar06 051013 95.375 95.420 95.370 95.415 +0.010 27,026 1,159,542 +2,494
Jun06 051013 95.300 95.340 95.295 95.335 +0.005 25,301 1,266,763 -21,615
Sep06 051013 95.310 95.325 95.270 95.315 unch 235,309 858,071 +7,620
Dec06 051013 95.285 95.315 95.285 95.315 -0.005 27,690 760,306 +13,840
Mar07 051013 95.300 95.330 95.300 95.330 -0.010 29,513 589,437 +15,887
Jun07 051013 95.295 95.320 95.295 95.320 -0.015 23,497 495,174 +14,842
Sep07 051013 95.275 95.300 95.275 95.300 -0.020 26,241 340,092 +10,200
Dec07 051013 95.245 95.265 95.245 95.265 -0.025 9,591 248,123 +2,614
Mar08 051013 95.235 95.250 95.235 95.250 -0.030 15,445 227,698 +1,585
Jun08 051013 95.210 95.225 95.210 95.220 -0.035 16,624 218,875 -1,178
Sep08 051013 95.180 95.205 95.170 95.190 -0.040 11,425 210,596 +3,680
Dec08 051013 95.140 95.150 95.120 95.150 -0.040 6,551 139,317 +2,192
Mar09 051013 95.125 95.135 95.105 95.130 -0.045 7,107 125,025 +1,841
Jun09 051013 95.100 95.105 95.085 95.100 -0.045 14,639 108,844 -243
Sep09 051013 95.050 95.075 95.045 95.070 -0.045 6,762 104,855 +807
Dec09 051013 95.000 95.030 94.995 95.025 -0.045 4,183 74,654 -1,123
Mar10 051013 95.000 95.015 94.980 95.005 -0.050 5,072 47,751 -455
Total Volume and Open Interest 323,926 8,409,296 +85,087
3-Mth Euro-Yen(CME)
Dec05 051013 99.89 99.89 99.89 99.89 unch 0 6,210 -74
Mar06 051013 99.82 99.82 99.82 99.82 unch 200 8,310 +350
Jun06 051013 99.71 99.71 99.71 99.71 -0.02 0 5,160 +100
Sep06 051013 99.61 99.61 99.61 99.61 -0.02 46 3,585 -4
Dec06 051013 99.50 99.51 99.50 99.51 -0.01 84 6,012 -395
Mar07 051013 99.40 99.40 99.40 99.40 -0.02 50 2,332 +50
Jun07 051013 99.30 99.30 99.30 99.30 -0.02 2 417 -15
Sep07 051013 99.22 99.22 99.22 99.22 unch 0 495 +0
Dec07 051013 99.08 99.08 99.08 99.08 -0.03 0 32 +0
Mar08 051013 98.97 98.97 98.97 98.97 -0.03 0 60 +0
Total Volume and Open Interest 382 32,863 +12
3-Mth Euro-Yen(SIMEX)
Dec05 051013 99.89 99.89 99.89 99.89 -0.01 3,905 84,825 -2,408
Mar06 051013 99.82 99.82 99.82 99.82 unch 2,734 60,212 +699
Jun06 051013 99.73 99.73 99.72 99.72 -0.01 1,996 53,411 -554
Sep06 051013 99.63 99.63 99.61 99.61 -0.02 2,081 36,703 +333
Dec06 051013 99.52 99.52 99.51 99.51 -0.02 11,752 51,648 +396
Mar07 051013 99.40 99.40 99.40 99.40 -0.02 1,292 24,999 +573
Jun07 051013 99.31 99.31 99.29 99.29 -0.03 855 13,792 -370
Sep07 051013 99.19 99.19 99.18 99.18 -0.03 120 1,729 +109
Total Volume and Open Interest 34,394 359,695 -1,872
German Euro-Bund(EUREX)
Dec05 051013 121.70 121.79 121.29 121.35 -0.50 1,317,492 1,306,343 -9,783
Mar06 051013 122.03 122.12 121.64 121.65 -0.54 3,456 26,202 +1,659
Jun06 051013 120.95 120.95 120.95 120.95 -0.50 1,726 1 +0
Total Volume and Open Interest 1,322,674 1,332,546 -8,124
German Euro-Bobl(EUREX)
Dec05 051013 113.55 113.64 113.36 113.39 -0.24 556,802 908,543 +9,743
Mar06 051013 113.90 113.90 113.70 113.70 -0.27 782 1,421 +1
Jun06 051013 113.09 113.09 113.09 113.09 -0.24 1,758 0 +0
Total Volume and Open Interest 559,342 909,964 +9,744
Long Gilt(LIFFE)
Dec05 051013 112~12 112~12 111~21 111~26 -0~18 55,212 205,493 -717
Mar06 051013 112~04 112~04 112~04 112~04 -0~18      
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051013 95.51 95.53 95.47 95.48 -0.03 55,271 294,294 -4,334
Mar06 051013 95.61 95.64 95.56 95.57 -0.05 63,994 453,122 +11,483
Jun06 051013 95.66 95.68 95.59 95.61 -0.06 44,017 321,321 -1
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051013 97.730 97.750 97.725 97.735 +0.005 168,417 633,459 +19,166
Mar06 051013 97.620 97.635 97.610 97.615 -0.005 103,729 697,807 +12,662
Jun06 051013 97.490 97.510 97.470 97.480 -0.010 94,504 521,477 -4,120
Total Volume and Open Interest 561,955 3,279,022 +37,999
3-Mth Aus T-Bills(SFE)
Dec05 051013 94.31 94.33 94.29 94.33 +0.02 21,782 145,107 +2,644
Mar06 051013 94.23 94.28 94.21 94.27 +0.02 37,555 245,875 +12,331
Jun06 051013 94.23 94.29 94.20 94.28 +0.03 10,652 89,723 +4,791
Sep06 051013 94.22 94.28 94.20 94.28 +0.03 3,815 37,722 +695
Dec06 051013 94.21 94.26 94.19 94.26 +0.02 1,643 32,873 +1,464
Mar07 051013 94.18 94.23 94.16 94.23 +0.02 71 18,340 +60
Jun07 051013 94.14 94.21 94.14 94.20 +0.01 649 34,503 +353
Sep07 051013 94.14 94.19 94.14 94.18 unch 320 8,060 -157
Dec07 051013 94.16 94.16 94.16 94.16 -0.01 0 4,111 +0
Mar08 051013 94.15 94.15 94.15 94.15 -0.01 0 1,566 +0
Total Volume and Open Interest 76,487 619,957 +22,181
10-Year Aus T-Bonds(SFE)
Dec05 051013 94.58 94.62 94.57 94.59 -0.03 19,511 319,526 +6,988
Mar06 051013 94.59 94.59 94.59 94.59 -0.03      
Total Volume and Open Interest 19,511 319,526 +6,988
3-Year Aus T-Bonds(SFE)
Dec05 051013 94.60 94.67 94.59 94.64 unch 70,307 437,586 +68,581
Mar06 051013 94.64 94.64 94.64 94.64 unch      
Total Volume and Open Interest 70,307 437,586 +68,581
Gold(CMX)
Oct05 051013 471.0 471.1 468.3 471.1 -2.8 49 298 -33
Dec05 051013 474.0 475.2 470.3 473.8 -2.8 69,555 306,623 -5,986
Feb06 051013 478.5 479.3 474.3 477.6 -2.8 4,285 16,154 +1,991
Apr06 051013 480.5 481.5 479.0 481.3 -2.9 143 6,392 +13
Jun06 051013 485.0 486.0 482.5 485.1 -2.9 1,120 10,053 -278
Aug06 051013 489.0 489.0 489.0 489.0 -2.9 78 2,199 +12
Oct06 051013 492.9 492.9 492.9 492.9 -3.0 270 3,558 +80
Dec06 051013 493.5 497.0 493.5 496.7 -3.0 418 5,580 +60
Feb07 051013 500.6 500.6 500.6 500.6 -3.0 362 5,094 +74
Apr07 051013 504.5 504.5 504.5 504.5 -3.0 103 100 -3
Jun07 051013 508.3 508.3 508.3 508.3 -3.0 129 4,225 +46
Aug07 051013 512.1 512.1 512.1 512.1 -3.0      
Total Volume and Open Interest 76,750 366,937 -3,907
Silver(CMX)
Dec05 051013 780.5 783.0 769.5 773.5 -10.3 20,280 102,378 +1,155
Mar06 051013 789.5 789.5 775.5 779.3 -10.2 853 9,053 +239
May06 051013 790.0 790.0 781.3 781.3 -10.0 220 2,279 +176
Jul06 051013 787.0 787.0 782.0 783.0 -9.8 63 6,491 -11
Sep06 051013 788.0 788.0 784.6 784.6 -9.4 35 2,890 +20
Dec06 051013 791.0 793.5 783.0 786.5 -9.1 32 9,031 +1
Mar07 051013 788.2 788.2 788.2 788.2 -8.9 0 50 +0
Total Volume and Open Interest 21,530 136,018 +1,583
Platinum(NYM)
Oct05 051013 937.0 937.0 931.9 931.9 -11.1 18 117 -18
Jan06 051013 942.0 942.0 925.0 934.4 -11.1 1,085 13,480 +349
Apr06 051013 934.4 934.4 934.4 934.4 -11.1 0 189 +0
Total Volume and Open Interest 1,103 13,786 +331
Palladium(NYME)
Dec05 051013 214.00 214.50 208.00 211.95 -3.45 1,681 12,802 +86
Mar06 051013 215.00 215.00 212.25 213.95 -3.45 169 508 +112
Jun06 051013 215.95 215.95 215.95 215.95 -3.45 1 4 +0
Total Volume and Open Interest 1,851 13,314 +198
Copper(CMX)
Dec05 051013 179.40 179.40 176.10 176.50 -2.85 9,311 83,015 -883
Mar06 051013 171.00 171.40 169.30 169.45 -2.50 569 11,136 -15
May06 051013 165.00 166.50 163.65 163.65 -2.50 21 3,021 +9
Jul06 051013 160.00 160.00 158.25 158.25 -2.50 14 1,458 +11
Sep06 051013 155.00 155.00 153.00 153.00 -2.55 30 1,270 +16
Total Volume and Open Interest 10,667 110,673 -956
Aluminum(CMX)
Oct05 051013 88.25 88.25 88.25 88.25 -1.30 0 63 +0
Nov05 051013 88.45 88.45 88.45 88.45 -1.30 10 566 +0
Dec05 051013 88.85 88.85 88.85 88.85 -1.30 0 1,679 +0
Jan06 051013 89.75 89.75 89.75 89.75 -1.30 0 81 +0
Feb06 051013 89.65 89.65 89.65 89.65 -0.85 0 70 +0
Mar06 051013 89.50 89.50 89.50 89.50 -0.45 0 70 +0
Total Volume and Open Interest 10 2,724 +0
DJIA Index(CBOT)
Dec05 051013 10225 10263 10178 10216 -2 7,886 35,133 +261
Mar06 051013 10300 10300 10257 10257 -3 3 30 +2
Jun06 051013 10303 10303 10303 10303 -2      
Total Volume and Open Interest 7,889 35,165 +263
S & P 500(CME)
Dec05 051013 1178.00 1184.00 1172.00 1178.10 -0.40 37,195 629,446 +1,444
Mar06 051013 1190.00 1190.00 1185.00 1185.00 -0.50 28 5,450 +2
Jun06 051013 1188.50 1192.80 1188.50 1192.80 -0.50 490 775 -684
Sep06 051013 1200.80 1200.80 1200.80 1200.80 -0.50 490 556 +499
Total Volume and Open Interest 38,203 636,264 +1,261
S & P 500 E-Mini(Globex)
Dec05 051013 1179.00 1184.50 1171.75 1178.00 -0.50 1,380,597 996,929 +14,299
Mar06 051013 1188.50 1190.75 1179.50 1185.00 -0.50 141 888 +67
Total Volume and Open Interest 1,380,738 997,817 +14,366
NASDAQ 100(CME)
Dec05 051013 1527.50 1547.00 1523.00 1536.00 +9.50 9,469 60,662 +1,042
Mar06 051013 1548.00 1551.00 1548.00 1551.00 +9.50 0 32 +0
Jun06 051013 1566.00 1566.00 1566.00 1566.00 +9.50 0 17 +0
Total Volume and Open Interest 9,469 60,711 +1,042
NASDAQ 100 E-Mini(Globex)
Dec05 051013 1527.50 1547.50 1523.00 1536.00 +9.50 401,516 362,418 +15,703
Mar06 051013 1554.00 1559.50 1540.00 1551.00 +9.50 18 262 -4
Total Volume and Open Interest 401,534 362,680 +15,699
S & P Midcap 400(CME)
Dec05 051013 676.25 680.00 668.00 672.80 -4.10 127 12,792 +49
Mar06 051013 675.80 675.80 675.80 675.80 -4.10      
Jun06 051013 678.80 678.80 678.80 678.80 -4.10      
Total Volume and Open Interest 292 12,797 +5
Russell 2000(CME)
Dec05 051013 621.60 627.00 616.40 624.00 +2.10 1,151 34,300 +500
Mar06 051013 628.60 628.60 628.60 628.60 +2.20 7 13 +5
Jun06 051013 631.60 631.60 631.60 631.60 +2.20      
Total Volume and Open Interest 1,158 34,313 +505
Russell 2000 E-Mini(Globex)
Dec05 051013 622.30 626.90 616.20 624.00 +2.10 212,723 256,420 +707
Mar06 051013 625.30 628.60 624.30 628.60 +2.20 104 190 +9
Total Volume and Open Interest 212,827 256,610 +716
Value Line(KCBT)
Dec05 051013 1769.00 1785.00 1765.00 1785.00 unch 6 101 +2
Total Volume and Open Interest 6 101 +2
Nikkei 225(CME)
Dec05 051013 13380 13480 13260 13450 -10 80,930 237,090 +1,756
Mar06 051013 13320 13460 13260 13445 -15 0 66 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051013 13380 13480 13260 13450 -10 80,930 237,090 +1,756
Mar06 051013 13320 13460 13260 13445 -15 0 66 +0
Jun06 051013 13380 13380 13380 13380 -15      
Total Volume and Open Interest 81,318 238,969 +2,703
CAC 40(MATIF)
Oct05 051013 4494.0 4515.0 4448.5 4471.0 -48.5 68,368 480,846 +7,575
Nov05 051013 4501.0 4521.0 4460.5 4478.0 -48.0 347 3,646 +193
Dec05 051013 4496.0 4517.5 4456.5 4475.0 -48.0 2,382 92,442 +449
Total Volume and Open Interest 71,097 580,996 +8,217
Hang Seng Index(HKFE)
Oct05 051013 14540 14637 14500 14614 +43 44,341 101,388 -2,077
Nov05 051013 14527 14622 14498 14596 +41 1,223 1,240 +81
Dec05 051013 14580 14657 14554 14639 +49 288 1,833 -31
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051013 4977.5 5012.5 4930.0 4951.0 -14.0 193,929 204,985 +6,404
Mar06 051013 5010.5 5035.0 4964.5 4979.5 -14.0 1,000 10,324 +201
Jun06 051013 5060.5 5065.0 4994.5 5009.5 -14.0 946 1,675 -407
Total Volume and Open Interest 195,875 216,984 +6,198
FT-SE 100(LIFFE)
Dec05 051013 5345.00 5349.50 5250.50 5278.00 -79.00 73,138 427,966 +167
Mar06 051013 5344.00 5346.50 5285.00 5285.00 -79.00 34 5,370 -9
Jun06 051013 5290.00 5290.00 5290.00 5290.00 -79.50 3 13,785 -3
Total Volume and Open Interest 73,175 447,121 +155
SPI 200(SFE)
Dec05 051013 4431.0 4463.0 4402.0 4462.0 -12.0 15,917 214,541 +4,894
Mar06 051013 4434.0 4462.0 4418.0 4462.0 -12.0 249 4,614 +112
Jun06 051013 4486.0 4486.0 4486.0 4486.0 -12.0 16 3,122 +0
Total Volume and Open Interest 16,182 224,603 +4,936
GSCI(CME)
Oct05 051013 450.60 452.50 444.20 446.50 -7.80 3,064 5,094 -2,556
Nov05 051013 453.50 453.50 448.20 450.00 -7.05 3,000 14,018 +2,737
Dec05 051013 457.20 457.20 455.50 455.50 -6.50 0 5 +0
Total Volume and Open Interest 6,064 19,117 +181
Reuters CRB Index(NYBOT)
Nov05 051013 336.00 336.00 334.50 335.25 -1.00 6 363 +0
Jan06 051013 334.75 334.75 334.75 334.75 -1.00 4 426 +0
Feb06 051013 332.75 332.75 332.75 332.75 -1.00 0 5 +0
Total Volume and Open Interest 11 1,002 +0
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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