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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 Fri October 14, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051014 593.00 594.50 587.25 589.50 +1.25 58,828 117,886 -9,706
Jan06 051014 605.00 606.00 599.00 600.50 -1.00 26,621 95,550 +9,494
Mar06 051014 610.00 612.00 606.50 608.00 +2.00 5,002 28,214 +671
May06 051014 615.00 616.00 611.00 611.50 +0.75 2,697 21,201 +392
Jul06 051014 620.00 620.00 615.50 617.00 +1.50 1,916 17,340 +223
Aug06 051014 619.00 620.00 615.00 615.00 +1.00 291 1,034 +138
Sep06 051014 618.00 618.00 614.00 614.00 unch 31 554 -4
Total Volume and Open Interest 96,139 294,057 +1,368
Soybean Meal(CBOT)
Dec05 051014 177.70 178.70 176.30 176.50 -1.10 17,943 63,233 -1,885
Jan06 051014 179.00 180.20 178.00 178.30 -0.30 2,624 16,102 +420
Mar06 051014 182.00 182.80 180.80 180.90 -0.50 2,226 16,094 -250
May06 051014 184.50 185.00 182.80 183.10 -0.40 2,073 15,674 +17
Jul06 051014 187.00 187.50 185.00 185.40 -0.80 1,354 13,160 +666
Aug06 051014 187.40 188.40 185.70 185.80 -0.40 353 3,370 +8
Sep06 051014 189.50 189.50 186.00 186.00 -0.50 146 3,138 +92
Oct06 051014 186.50 188.00 186.00 186.00 -1.20 51 1,671 +41
Total Volume and Open Interest 27,640 135,851 -867
Soybean Oil(CBOT)
Dec05 051014 23.95 24.08 23.58 24.03 +0.14 17,061 73,457 -4,356
Jan06 051014 24.16 24.30 23.81 24.27 +0.11 7,246 45,334 +3,796
Mar06 051014 24.33 24.48 24.00 24.46 +0.13 1,279 12,460 -79
May06 051014 24.50 24.60 24.25 24.58 +0.10 624 12,958 -10
Jul06 051014 24.65 24.70 24.27 24.70 +0.15 1,157 14,882 +397
Aug06 051014 24.60 24.65 24.28 24.65 +0.10 202 1,239 +91
Sep06 051014 24.40 24.70 24.32 24.70 +0.15 67 1,728 -46
Oct06 051014 24.62 24.62 24.62 24.62 +0.07 0 946 +0
Total Volume and Open Interest 28,234 168,667 -361
Canola(WCE)
Nov05 051014 261.4 261.5 258.5 260.0 +0.3 9,056 24,689 -1,886
Jan06 051014 271.0 271.9 268.8 270.9 +1.4 2,052 34,591 +803
Mar06 051014 277.4 279.6 276.6 278.3 +1.7 50 5,336 +17
May06 051014 285.0 285.4 284.1 285.2 +0.8 23 1,420 -9
Jul06 051014 291.2 293.4 290.9 293.4 -1.3 88 1,272 +68
Total Volume and Open Interest 11,349 71,881 -984
Corn(CBOT)
Dec05 051014 202.75 203.75 201.25 203.50 unch 38,588 463,837 -4,927
Mar06 051014 215.50 216.50 214.00 216.25 unch 12,013 165,798 +1,424
May06 051014 223.00 224.00 222.00 224.00 unch 2,147 34,445 +736
Jul06 051014 229.50 230.75 229.00 230.50 -0.25 2,500 54,622 +299
Sep06 051014 238.00 238.00 236.50 238.00 -0.25 396 7,325 +77
Dec06 051014 247.00 247.50 246.00 247.50 -0.25 1,569 38,959 +677
Total Volume and Open Interest 57,470 772,470 -1,656
Wheat(CBOT)
Dec05 051014 342.50 344.00 335.75 339.00 -4.50 14,977 207,644 -1,000
Mar06 051014 356.00 358.00 349.50 353.50 -4.00 4,079 48,631 +958
May06 051014 364.50 364.50 358.00 361.00 -4.00 96 2,738 +1
Jul06 051014 369.00 371.00 363.00 366.50 -4.00 2,038 32,527 +1
Sep06 051014 375.00 375.00 369.00 372.50 -4.00 70 1,873 +31
Total Volume and Open Interest 21,625 299,130 +25
Wheat(KCBT)
Dec05 051014 387.00 387.50 377.50 381.00 -7.25 7,602 69,886 +2,332
Mar06 051014 389.00 392.00 381.25 385.50 -7.00 3,601 31,168 +237
May06 051014 387.00 387.00 378.50 381.00 -7.00 484 2,685 +103
Jul06 051014 380.00 380.00 371.75 374.00 -7.50 2,315 18,180 +203
Sep06 051014 383.00 384.00 375.50 378.00 -7.00 480 806 +189
Total Volume and Open Interest 14,521 123,178 +3,093
Wheat(MGE)
Dec05 051014 392.50 394.00 382.00 387.25 -6.50 2,900 17,539 +319
Mar06 051014 397.50 399.00 387.50 392.50 -5.50 1,010 12,112 +315
May06 051014 399.25 400.00 390.00 393.00 -6.25 133 1,854 +7
Jul06 051014 400.50 400.50 390.00 395.00 -7.00 332 3,235 +15
Sep06 051014 388.00 388.00 382.00 383.00 -6.50 16 309 +7
Total Volume and Open Interest 4,436 35,692 +687
Oats(CBOT)
Dec05 051014 171.75 172.00 166.75 167.25 -3.75 1,004 6,564 -30
Mar06 051014 178.00 178.00 174.50 174.50 -3.25 54 519 +24
May06 051014 178.50 179.00 178.50 178.75 -1.00 0 65 +0
Jul06 051014 175.00 175.00 175.00 175.00 unch 0 1 +0
Total Volume and Open Interest 1,060 7,156 -5
Rough Rice(CBOT)
Nov05 051014 7.44 7.45 7.33 7.34 -0.11 975 3,896 -309
Jan06 051014 7.71 7.71 7.58 7.59 -0.12 630 2,552 +231
Mar06 051014 7.92 7.92 7.82 7.82 -0.11 162 846 +67
May06 051014 8.03 8.03 8.03 8.03 -0.11 0 197 +0
Total Volume and Open Interest 1,767 7,502 -11
Live Cattle(CME)
Oct05 051014 91.275 91.350 88.975 89.275 -2.175 3,413 10,488 -1,336
Dec05 051014 91.700 91.775 89.500 89.575 -2.375 11,987 100,369 +2,501
Feb06 051014 93.500 93.500 91.500 91.700 -2.050 3,285 38,757 +759
Apr06 051014 90.025 90.050 88.750 88.850 -1.450 1,441 12,827 +343
Jun06 051014 85.250 85.250 84.100 84.300 -1.225 1,187 6,480 +540
Aug06 051014 84.400 84.400 83.500 83.750 -0.975 96 2,320 +69
Total Volume and Open Interest 21,426 171,514 +2,891
Feeder Cattle(CME)
Oct05 051014 119.650 119.700 117.350 117.675 -1.900 1,205 5,797 -533
Nov05 051014 117.700 117.750 115.450 115.775 -2.100 1,703 11,863 -767
Jan06 051014 114.700 114.800 112.550 112.875 -2.100 1,137 8,109 +287
Mar06 051014 109.750 110.000 108.300 108.800 -1.400 144 950 +81
Apr06 051014 108.400 108.400 106.500 106.900 -1.600 80 406 +27
May06 051014 108.075 108.100 106.650 106.700 -1.450 48 437 +17
Aug06 051014 108.150 108.250 106.600 106.650 -1.900 13 132 +9
Total Volume and Open Interest 4,330 27,696 -879
Lean Hogs(CME)
Oct05 051014 67.425 67.450 67.200 67.375 +0.025 2,875 7,247 -1,023
Dec05 051014 62.650 62.650 61.400 61.500 -1.025 5,986 70,424 +326
Feb06 051014 65.250 65.350 64.150 64.650 -0.825 2,095 25,004 +475
Apr06 051014 65.250 65.500 64.450 64.700 -1.025 827 8,603 +348
May06 051014 65.025 65.025 64.500 64.500 -0.800 55 1,722 +20
Jun06 051014 68.600 68.750 67.825 68.175 -0.950 197 3,118 +77
Jul06 051014 65.000 65.000 63.900 63.950 -0.950 31 1,231 +2
Aug06 051014 60.800 61.000 60.650 61.000 -0.650 11 614 +6
Total Volume and Open Interest 12,083 118,323 +243
Pork Bellies(CME)
Feb06 051014 88.750 89.400 87.650 87.950 -1.525 542 1,745 -28
Mar06 051014 89.500 89.500 88.600 88.800 -1.425 15 54 +2
May06 051014 91.500 91.500 91.500 91.500 -2.500 0 29 -1
Jul06 051014 98.000 98.000 98.000 98.000 unch 0 12 +0
Aug06 051014 94.500 94.500 94.500 94.500 -3.000 0 26 +0
Total Volume and Open Interest 557 1,866 -27
Class III Milk(CME)
Oct05 051014 14.30 14.35 14.30 14.35 unch 17 2,583 +5
Nov05 051014 13.76 13.80 13.66 13.78 -0.02 220 2,251 +79
Dec05 051014 13.50 13.55 13.40 13.50 -0.03 131 2,020 +44
Jan06 051014 13.00 13.00 12.94 12.95 -0.05 121 1,506 +83
Feb06 051014 12.56 12.60 12.56 12.60 +0.04 19 1,283 +8
Total Volume and Open Interest 627 19,403 +280
Cocoa(NYBOT)
Dec05 051014 1390 1416 1385 1408 +39 5,323 54,090 +1,059
Mar06 051014 1425 1451 1422 1443 +36 1,464 30,926 +248
May06 051014 1450 1465 1450 1465 +35 170 8,908 -89
Jul06 051014 1485 1485 1485 1485 +35 81 8,948 +54
Sep06 051014 1507 1507 1507 1507 +36 130 10,635 +5
Dec06 051014 1534 1534 1534 1534 +35 14 7,119 +0
Mar07 051014 1556 1556 1556 1556 +34 150 9,045 -45
Total Volume and Open Interest 7,332 130,427 +1,232
Coffee "C"(NYBOT)
Dec05 051014 100.00 100.30 98.35 99.65 -0.70 8,221 58,209 -1,468
Mar06 051014 102.80 103.05 101.40 102.65 -0.80 1,649 17,361 +69
May06 051014 104.50 104.80 103.70 104.50 -0.85 448 4,521 +52
Jul06 051014 106.50 106.50 105.70 106.15 -0.90 92 3,161 -83
Sep06 051014 108.00 108.00 107.25 107.65 -1.00 107 1,252 +6
Dec06 051014 111.00 111.00 109.50 110.15 -1.35 40 818 +9
Total Volume and Open Interest 10,557 86,202 -1,415
Orange Juice(NYBOT)
Nov05 051014 103.95 104.10 102.40 103.50 -0.50 1,973 14,105 -581
Jan06 051014 105.45 105.80 104.05 104.65 -0.95 1,510 7,965 +586
Mar06 051014 107.00 107.30 107.00 107.30 +0.10 274 4,228 +24
May06 051014 109.30 109.30 109.30 109.30 +0.35 3 643 +0
Jul06 051014 110.50 110.50 110.50 110.50 -0.20 0 192 +0
Total Volume and Open Interest 3,760 27,143 +29
Sugar #11(NYBOT)
Mar06 051014 11.60 11.73 11.50 11.66 -0.03 24,219 309,054 +1,614
May06 051014 11.47 11.64 11.45 11.59 -0.05 3,757 53,452 +2,444
Jul06 051014 11.20 11.36 11.19 11.32 -0.08 3,767 38,780 +101
Oct06 051014 11.22 11.33 11.22 11.32 -0.09 1,684 24,995 +312
Mar07 051014 11.26 11.35 11.26 11.33 -0.10 1,772 20,948 +964
Total Volume and Open Interest 37,553 462,822 +7,169
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051014 21.60 21.60 21.50 21.50 -0.11 185 2,131 -146
Mar06 051014 21.55 21.55 21.45 21.45 -0.12 15 2,308 +16
May06 051014 21.57 21.57 21.53 21.53 -0.08 10 2,498 +76
Jul06 051014 21.60 21.68 21.58 21.68 -0.08 1 2,433 +10
Total Volume and Open Interest 237 10,795 -38
London Cocoa(LCE)
Dec05 051014 829 847 819 844 +18 5,154 69,856 -797
Mar06 051014 847 865 839 862 +16 1,803 48,471 +2
May06 051014 854 877 854 875 +16 117 11,486 -103
Jul06 051014 868 890 866 888 +15 3,589 24,257 +181
Sep06 051014 879 902 879 901 +15 347 12,692 -13
Dec06 051014 914 915 913 913 +15 2,545 14,147 +5
Mar07 051014 928 928 926 926 +15 1,000 3,414 +0
Total Volume and Open Interest 14,555 184,450 -725
London Coffee(LCE)
Nov05 051014 946.00 951.00 928.00 931.00 -25.00 7,536 45,347 -4,003
Jan06 051014 967.00 970.00 950.00 953.00 -22.00 8,121 67,545 +1,017
Mar06 051014 983.00 988.00 970.00 970.00 -22.00 2,126 34,396 +786
May06 051014 1000.00 1000.00 985.00 986.00 -22.00 19 9,529 -2
Jul06 051014 1004.00 1004.00 1002.00 1002.00 -22.00 234 4,387 +100
Sep06 051014 1019.00 1025.00 1019.00 1020.00 -22.00 8 1,835 +5
Total Volume and Open Interest 18,044 163,298 -2,097
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051014 299.50 301.00 298.00 298.50 -2.60 3,104 22,648 -18
Mar06 051014 308.00 308.10 306.00 307.00 -1.50 1,579 15,894 +297
May06 051014 311.80 312.50 310.00 311.50 -1.30 210 5,595 +10
Aug06 051014 316.60 317.00 315.00 317.00 +0.40 175 2,870 +4
Total Volume and Open Interest 6,506 55,903 +1,011
Cotton(NYBOT)
Dec05 051014 55.40 57.00 55.10 56.93 +0.75 20,244 86,201 +2,250
Mar06 051014 57.20 58.40 56.90 58.39 +0.44 7,555 28,152 +937
May06 051014 57.25 59.00 57.20 59.00 +0.50 1,037 2,737 +282
Jul06 051014 58.00 59.75 58.00 59.50 +0.45 667 2,867 +264
Oct06 051014 59.75 59.75 59.75 59.75 +0.70 1 64 +0
Dec06 051014 60.00 62.05 60.00 60.85 +0.75 95 1,354 +80
Total Volume and Open Interest 29,603 121,384 +3,816
Lumber(CME)
Nov05 051014 284.1 285.5 281.2 281.7 -1.8 467 2,359 -50
Jan06 051014 302.1 303.3 300.0 300.7 -0.6 212 1,219 +9
Mar06 051014 316.1 316.7 313.7 313.8 -3.1 54 258 +5
May06 051014 319.8 319.8 316.3 316.3 -6.4 2 75 +0
Total Volume and Open Interest 735 3,941 -36
Crude Oil(NYM)
Nov05 051014 62.00 62.70 61.20 62.63 -0.45 110,795 87,790 -19,679
Dec05 051014 61.50 62.05 60.70 61.99 -0.62 107,598 256,486 +14,309
Jan06 051014 61.80 62.20 61.00 62.05 -0.88 27,260 92,234 +4,306
Feb06 051014 62.05 62.25 61.35 62.21 -0.95 5,454 34,079 +800
Mar06 051014 62.05 62.40 61.70 62.37 -1.02 3,109 27,032 +294
Apr06 051014 62.45 62.53 61.80 62.53 -1.06 1,342 15,013 -333
May06 051014 61.70 62.62 61.70 62.62 -1.07 1,140 13,888 -275
Jun06 051014 62.65 62.66 61.70 62.66 -1.07 2,681 44,417 +294
Jul06 051014 62.64 62.64 62.64 62.64 -1.08 95 10,751 +25
Aug06 051014 62.59 62.59 62.59 62.59 -1.09 173 7,505 +52
Sep06 051014 62.53 62.53 62.53 62.53 -1.10 400 8,534 -391
Oct06 051014 62.47 62.47 62.47 62.47 -1.11 0 5,301 +0
Nov06 051014 62.36 62.36 62.36 62.36 -1.12 18 7,691 +13
Dec06 051014 62.30 62.40 61.70 62.24 -1.13 8,543 54,395 -491
Jan07 051014 62.03 62.03 62.03 62.03 -1.13 345 9,031 +245
Feb07 051014 61.89 61.89 61.89 61.89 -1.13 1 3,230 +0
Total Volume and Open Interest 286,603 868,623 +1,633
Heating Oil(NYM)
Nov05 051014 193.00 196.00 190.25 195.00 -4.69 26,980 37,940 -6,413
Dec05 051014 197.00 199.75 194.50 199.04 -4.38 17,290 52,884 +4,320
Jan06 051014 202.00 203.50 198.00 202.44 -4.33 7,015 28,307 +1,168
Feb06 051014 201.70 204.50 199.00 202.84 -4.38 2,051 15,441 +993
Mar06 051014 199.50 202.50 196.20 200.19 -4.33 513 13,528 +118
Apr06 051014 193.75 196.50 191.50 194.09 -4.23 98 6,156 +38
May06 051014 189.00 191.00 186.50 188.69 -4.13 81 4,305 +46
Jun06 051014 184.00 185.14 181.70 185.14 -4.08 184 5,328 +170
Jul06 051014 184.00 187.00 182.50 184.94 -4.08 136 3,864 +74
Aug06 051014 185.90 188.00 183.50 185.84 -4.18 344 849 +207
Sep06 051014 187.00 189.70 187.00 187.39 -4.18 5 1,325 -3
Oct06 051014 189.00 189.34 189.00 189.29 -4.13 2 234 +1
Total Volume and Open Interest 55,046 175,239 +1,493
Unleaded Gas(NYM)
Nov05 051014 169.75 175.50 165.00 174.86 -0.93 27,466 38,158 -4,637
Dec05 051014 170.00 176.50 167.00 176.04 -2.32 17,776 45,014 +3,724
Jan06 051014 171.00 176.94 168.50 176.94 -2.42 4,914 19,110 +1,028
Feb06 051014 173.00 177.04 170.50 177.04 -2.27 1,032 8,245 +266
Mar06 051014 171.00 177.19 168.50 177.19 -2.07 943 7,641 +162
Apr06 051014 180.00 186.49 180.00 186.49 -1.87 593 5,270 +42
May06 051014 186.74 186.74 186.74 186.74 -1.77 100 2,906 +77
Jun06 051014 181.00 186.49 181.00 186.49 -1.67 125 3,420 +125
Jul06 051014 182.00 185.74 182.00 185.74 -1.67 50 1,635 -50
Aug06 051014 181.50 184.14 181.50 184.14 -1.67 0 1,836 +0
Sep06 051014 179.00 181.64 179.00 181.64 -1.67 0 370 +0
Oct06 051014 169.71 172.71 169.00 172.14 -1.57 0 65 +0
Total Volume and Open Interest 53,364 133,671 +738
Natural Gas(NYM)
Nov05 051014 12.850 13.300 12.760 13.219 +0.116 32,032 50,749 -5,000
Dec05 051014 13.420 13.800 13.350 13.749 +0.086 19,324 68,863 +3,113
Jan06 051014 13.890 14.260 13.800 14.204 +0.075 8,151 70,687 +4,345
Feb06 051014 13.720 14.059 13.700 14.059 +0.070 2,262 27,750 -234
Mar06 051014 13.300 13.700 13.285 13.639 +0.055 3,324 50,064 -374
Apr06 051014 10.640 10.839 10.620 10.839 +0.135 3,667 30,217 -414
May06 051014 10.250 10.434 10.250 10.434 +0.135 1,773 25,091 -289
Jun06 051014 10.265 10.439 10.250 10.439 +0.133 708 10,608 +626
Jul06 051014 10.310 10.469 10.280 10.469 +0.133 123 13,594 +65
Aug06 051014 10.340 10.504 10.330 10.504 +0.133 472 16,399 +162
Sep06 051014 10.300 10.479 10.300 10.479 +0.133 271 11,397 +38
Oct06 051014 10.350 10.509 10.350 10.509 +0.133 226 23,008 +83
Nov06 051014 10.750 10.924 10.740 10.924 +0.133 717 9,623 +160
Dec06 051014 11.150 11.339 11.150 11.339 +0.133 296 11,853 +37
Jan07 051014 11.475 11.649 11.465 11.649 +0.133 690 12,553 +69
Feb07 051014 11.410 11.559 11.410 11.559 +0.133 71 5,111 +12
Total Volume and Open Interest 76,618 560,687 +3,633
Brent Crude Oil(ICE)
Nov05 051014 59.90 60.27 58.90 59.35 -0.79 24,095 20,389 -7,778
Dec05 051014 60.10 60.32 58.48 59.48 -0.85 80,980 92,347 +6,278
Jan06 051014 60.55 60.70 58.94 59.93 -0.86 37,074 85,369 +10,713
Feb06 051014 60.98 61.11 59.46 60.35 -0.88 4,734 22,918 -819
Mar06 051014 61.24 61.41 59.77 60.73 -0.88 1,376 10,524 -143
Apr06 051014 61.74 61.75 60.32 60.97 -0.89 447 6,072 +8
May06 051014 61.88 61.88 60.31 61.12 -0.88 309 6,014 +113
Jun06 051014 61.75 61.95 60.24 61.15 -0.93 2,973 25,553 +1,136
Jul06 051014 61.18 61.18 61.18 61.18 -0.97 200 2,635 +150
Aug06 051014 61.21 61.21 61.21 61.21 -0.96 171 814 -9
Sep06 051014 61.17 61.17 61.17 61.17 -1.00 300 3,522 +300
Oct06 051014 61.14 61.14 61.14 61.14 -1.01 0 2,177 +0
Nov06 051014 61.10 61.10 61.10 61.10 -1.02 0 216 +0
Dec06 051014 61.74 61.90 60.28 61.03 -1.02 2,928 26,725 +202
Total Volume and Open Interest 158,208 343,445 +11,261
Gas Oil(ICE)
Nov05 051014 604.50 604.50 581.50 582.75 -23.00 24,699 56,888 -3,602
Dec05 051014 606.00 607.00 586.25 587.00 -23.00 14,762 55,265 +2,838
Jan06 051014 607.75 607.75 588.50 589.25 -22.75 3,533 19,899 +409
Feb06 051014 596.75 597.50 588.00 588.00 -21.75 681 10,632 -44
Mar06 051014 595.25 595.25 583.75 583.75 -21.00 177 11,802 +100
Apr06 051014 579.00 579.00 579.00 579.00 -20.25 0 6,099 +0
May06 051014 574.50 574.50 574.50 574.50 -19.50 0 1,476 +0
Jun06 051014 580.75 580.75 571.00 571.00 -19.00 300 16,167 +50
Jul06 051014 571.25 571.25 571.25 571.25 -18.75 0 768 +0
Aug06 051014 571.50 571.50 571.50 571.50 -18.50 0 62 +0
Total Volume and Open Interest 44,720 207,105 -523
US Dollar Index(NYBOT)
Dec05 051014 89.67 89.88 89.05 89.18 -0.43 12,538 19,396 +728
Mar06 051014 88.93 88.93 88.93 88.93 -0.43 7 2,064 +3
Jun06 051014 88.69 88.69 88.69 88.69 -0.43 0 1 +0
Total Volume and Open Interest 12,545 21,462 +731
Australian Dollar(CME)
Dec05 051014 74.80 75.18 74.75 74.96 +0.18 6,768 62,370 +714
Mar06 051014 74.74 74.74 74.74 74.74 +0.18 0 18 +2
Jun06 051014 74.52 74.52 74.52 74.52 +0.18 0 17 +0
Total Volume and Open Interest 6,768 62,414 +716
British Pound(CME)
Dec05 051014 174.93 176.90 174.78 176.87 +1.48 5,785 83,834 -933
Mar06 051014 175.70 176.74 175.70 176.74 +1.48 0 183 +65
Jun06 051014 176.74 176.74 176.74 176.74 +1.48 0 5 +0
Total Volume and Open Interest 5,785 84,025 -868
Canadian Dollar(CME)
Dec05 051014 84.58 84.78 84.22 84.44 -0.14 8,834 106,500 -6,217
Mar06 051014 84.77 84.77 84.54 84.68 -0.14 69 1,483 -41
Jun06 051014 84.70 84.93 84.70 84.93 -0.14 3 198 +3
Sep06 051014 85.25 85.25 85.18 85.18 -0.14 1 43 -1
Total Volume and Open Interest 8,908 108,359 -6,253
Japanese Yen(CME)
Dec05 051014 87.79 88.48 87.67 88.37 +0.39 11,755 174,591 -826
Mar06 051014 89.17 89.25 89.17 89.25 +0.39 18,273 18,791 +18,233
Jun06 051014 90.25 90.25 90.25 90.25 +0.39 0 55 +0
Total Volume and Open Interest 30,028 193,440 +17,407
Swiss Franc(CME)
Dec05 051014 77.80 78.71 77.79 78.43 +0.38 7,458 74,568 +2,799
Mar06 051014 79.06 79.06 79.06 79.06 +0.38 4 109 -1
Jun06 051014 79.72 79.72 79.72 79.72 +0.38 0 17 +0
Total Volume and Open Interest 7,462 74,774 +2,798
EuroFX(CME)
Dec05 051014 120.38 121.50 120.30 121.33 +0.73 7,655 136,562 +8,839
Mar06 051014 121.18 121.97 121.18 121.92 +0.73 38 2,072 +58
Jun06 051014 122.55 122.63 122.55 122.63 +0.73 0 511 +0
Total Volume and Open Interest 7,693 139,342 +8,897
Mexican Peso(CME)
Dec05 051014 9040.0 9100.0 9032.0 9082.0 +40.0 8,870 65,034 -4,422
Mar06 051014 8985.0 8985.0 8985.0 8985.0 +40.0 0 594 +0
Total Volume and Open Interest 10,142 67,403 -3,154
30-Year T-Bonds(CBOT)
Dec05 051014 112~25 113~10 112~05 112~20 -0~03 318,645 576,230 -4,855
Mar06 051014 112~15 113~00 111~29 112~12 -0~03 2,934 5,048 +1,621
Jun06 051014 112~22 112~22 112~02 112~08 -0~03 1 18 +0
Total Volume and Open Interest 321,580 581,298 -3,234
10-Year T-Notes(CBOT)
Dec05 051014 109~015 109~115 108~225 108~295 -0~025 797,530 1,623,881 -12,631
Mar06 051014 109~005 109~075 108~180 108~255 -0~030 12,904 20,476 +1,561
Total Volume and Open Interest 810,434 1,644,653 -11,070
5-Year T-Notes(CBOT)
Dec05 051014 106~095 106~175 106~040 106~090 -0~025 429,697 0 +0
Mar06 051014 106~060 106~060 106~035 106~035 -0~025 192 3,210 +114
Jun06 051014 105~285 105~285 105~285 105~285 -0~025      
Total Volume and Open Interest 429,889 3,210 +114
2 Year T-Notes(CBOT)
Dec05 051014 102~101 102~113 102~093 102~100 -0~004 3,923 349,233 -6,738
Total Volume and Open Interest 3,923 349,233 -6,738
Eurodollars(CME)
Dec05 051014 95.580 95.600 95.560 95.575 -0.005 69,246 1,190,560 +30,927
Mar06 051014 95.395 95.440 95.365 95.395 -0.020 45,498 1,175,501 +15,959
Jun06 051014 95.310 95.370 95.280 95.310 -0.025 29,280 1,267,241 +478
Sep06 051014 95.315 95.355 95.250 95.285 -0.030 311,339 854,159 -3,912
Dec06 051014 95.290 95.350 95.255 95.280 -0.035 24,432 764,404 +4,098
Mar07 051014 95.305 95.365 95.265 95.295 -0.035 32,796 602,935 +13,498
Jun07 051014 95.295 95.360 95.265 95.285 -0.035 22,307 511,577 +16,403
Sep07 051014 95.280 95.345 95.245 95.265 -0.035 29,484 347,007 +6,915
Dec07 051014 95.300 95.300 95.210 95.235 -0.030 13,885 250,333 +2,210
Mar08 051014 95.285 95.285 95.195 95.220 -0.030 12,257 228,990 +1,292
Jun08 051014 95.255 95.255 95.170 95.195 -0.025 11,805 218,865 -10
Sep08 051014 95.180 95.240 95.140 95.165 -0.025 22,004 216,722 +6,126
Dec08 051014 95.175 95.175 95.105 95.125 -0.025 6,260 140,348 +1,031
Mar09 051014 95.125 95.180 95.085 95.110 -0.020 8,129 125,081 +56
Jun09 051014 95.130 95.130 95.055 95.080 -0.020 6,063 110,343 +1,499
Sep09 051014 95.120 95.120 95.025 95.050 -0.020 8,251 107,802 +2,947
Dec09 051014 95.055 95.055 94.980 95.005 -0.020 7,775 75,581 +927
Mar10 051014 95.035 95.035 94.965 94.990 -0.015 5,019 48,999 +1,248
Total Volume and Open Interest 399,652 8,519,276 +109,980
3-Mth Euro-Yen(CME)
Dec05 051014 99.89 99.89 99.89 99.89 unch 253 6,176 -34
Mar06 051014 99.82 99.82 99.82 99.82 unch 150 7,997 -313
Jun06 051014 99.71 99.71 99.71 99.71 unch 9 5,166 +6
Sep06 051014 99.61 99.61 99.61 99.61 unch 0 3,719 +134
Dec06 051014 99.50 99.50 99.50 99.50 -0.01 18 6,103 +91
Mar07 051014 99.39 99.39 99.39 99.39 -0.01 0 2,332 +0
Jun07 051014 99.27 99.28 99.27 99.28 -0.02 0 417 +0
Sep07 051014 99.22 99.22 99.22 99.22 unch 0 495 +0
Dec07 051014 99.06 99.06 99.06 99.06 -0.02 0 32 +0
Mar08 051014 98.95 98.95 98.95 98.95 -0.02 0 60 +0
Total Volume and Open Interest 430 32,747 -116
3-Mth Euro-Yen(SIMEX)
Dec05 051014 99.90 99.90 99.90 99.90 +0.01 13 84,076 -749
Mar06 051014 99.82 99.82 99.82 99.82 unch 3,790 62,882 +2,670
Jun06 051014 99.71 99.72 99.71 99.71 -0.01 3,909 54,486 +1,075
Sep06 051014 99.61 99.61 99.60 99.61 unch 1,386 36,540 -163
Dec06 051014 99.50 99.51 99.49 99.49 -0.02 2,190 46,849 -4,799
Mar07 051014 99.39 99.39 99.37 99.38 -0.02 10 24,749 -250
Jun07 051014 99.30 99.30 99.26 99.27 -0.02 1,091 14,818 +1,026
Sep07 051014 99.16 99.16 99.16 99.16 -0.02 200 1,929 +200
Total Volume and Open Interest 12,589 354,205 -5,490
German Euro-Bund(EUREX)
Dec05 051014 121.40 121.68 121.13 121.13 -0.22 1,392,298 1,361,428 +55,085
Mar06 051014 121.81 121.97 121.42 121.42 -0.23 5,347 29,038 +2,836
Jun06 051014 120.73 120.73 120.73 120.73 -0.22 335 1 +0
Total Volume and Open Interest 1,397,980 1,390,467 +57,921
German Euro-Bobl(EUREX)
Dec05 051014 113.42 113.59 113.25 113.26 -0.13 761,560 917,027 +8,484
Mar06 051014 113.76 113.76 113.56 113.56 -0.14 1,955 1,577 +156
Jun06 051014 112.96 112.96 112.96 112.96 -0.13      
Total Volume and Open Interest 763,515 918,604 +8,640
Long Gilt(LIFFE)
Dec05 051014 111~27 112~00 111~17 111~21 -0~05 77,755 212,546 +7,053
Mar06 051014 111~31 111~31 111~31 111~31 -0~05 5 5 +5
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051014 95.49 95.50 95.46 95.47 -0.01 48,644 294,385 +91
Mar06 051014 95.58 95.59 95.52 95.54 -0.03 96,924 451,124 -1,998
Jun06 051014 95.62 95.63 95.55 95.57 -0.04 76,016 311,117 -10,204
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051014 97.735 97.745 97.715 97.740 +0.005 149,504 676,273 +42,814
Mar06 051014 97.620 97.640 97.580 97.625 +0.010 111,721 695,651 -2,156
Jun06 051014 97.490 97.520 97.440 97.490 +0.010 143,504 515,743 -5,734
Total Volume and Open Interest 623,157 3,322,090 +43,068
3-Mth Aus T-Bills(SFE)
Dec05 051014 94.33 94.33 94.31 94.32 -0.01 12,391 141,665 -3,442
Mar06 051014 94.26 94.26 94.23 94.25 -0.02 36,158 261,832 +15,957
Jun06 051014 94.26 94.27 94.23 94.25 -0.03 15,532 93,752 +4,029
Sep06 051014 94.26 94.26 94.24 94.25 -0.03 3,087 37,546 -176
Dec06 051014 94.24 94.24 94.22 94.23 -0.03 961 33,448 +575
Mar07 051014 94.20 94.20 94.20 94.20 -0.03 871 18,670 +330
Jun07 051014 94.16 94.16 94.16 94.16 -0.04 1,075 35,010 +507
Sep07 051014 94.15 94.15 94.13 94.13 -0.05 75 8,066 +6
Dec07 051014 94.13 94.13 94.12 94.12 -0.04 0 4,111 +0
Mar08 051014 94.12 94.12 94.12 94.12 -0.03 0 1,566 +0
Total Volume and Open Interest 70,150 637,743 +17,786
10-Year Aus T-Bonds(SFE)
Dec05 051014 94.57 94.58 94.53 94.55 -0.04 25,920 304,218 -15,308
Mar06 051014 94.55 94.55 94.55 94.55 -0.04      
Total Volume and Open Interest 25,920 304,218 -15,308
3-Year Aus T-Bonds(SFE)
Dec05 051014 94.62 94.63 94.58 94.60 -0.04 107,742 374,850 -62,736
Mar06 051014 94.60 94.60 94.60 94.60 -0.04      
Total Volume and Open Interest 107,742 374,850 -62,736
Gold(CMX)
Oct05 051014 469.3 469.3 467.0 469.2 -1.9 48 306 +8
Dec05 051014 472.5 474.2 468.3 471.8 -2.0 57,424 304,738 -1,885
Feb06 051014 475.3 477.8 472.0 475.6 -2.0 6,916 16,784 +630
Apr06 051014 476.0 479.3 475.5 479.3 -2.0 144 6,484 +92
Jun06 051014 484.0 484.0 479.5 483.1 -2.0 176 10,065 +12
Aug06 051014 487.0 487.0 487.0 487.0 -2.0 0 2,199 +0
Oct06 051014 490.9 490.9 490.9 490.9 -2.0 402 3,923 +365
Dec06 051014 496.1 496.1 491.5 494.7 -2.0 65 5,602 +22
Feb07 051014 498.6 498.6 498.6 498.6 -2.0 0 5,094 +0
Apr07 051014 502.5 502.5 502.5 502.5 -2.0 0 100 +0
Jun07 051014 506.3 506.3 506.3 506.3 -2.0 20 4,234 +9
Aug07 051014 510.1 510.1 510.1 510.1 -2.0      
Total Volume and Open Interest 65,426 366,380 -557
Silver(CMX)
Dec05 051014 770.5 789.0 764.0 786.2 +12.7 22,014 103,006 +628
Mar06 051014 776.0 794.0 771.0 792.7 +13.4 860 9,372 +319
May06 051014 778.0 795.0 778.0 795.0 +13.7 2 2,281 +2
Jul06 051014 797.2 797.2 797.2 797.2 +14.2 24 6,491 +0
Sep06 051014 799.3 799.3 799.3 799.3 +14.7 14 2,889 -1
Dec06 051014 783.0 802.2 778.0 802.2 +15.7 123 9,046 +15
Mar07 051014 803.9 803.9 803.9 803.9 +15.7 0 50 +0
Total Volume and Open Interest 23,128 136,729 +711
Platinum(NYM)
Oct05 051014 926.0 929.0 920.0 924.3 -7.6 26 93 -24
Jan06 051014 926.7 932.4 926.2 927.3 -7.1 1,730 12,868 -612
Apr06 051014 927.3 927.3 927.3 927.3 -7.1 0 189 +0
Total Volume and Open Interest 1,756 13,150 -636
Palladium(NYME)
Dec05 051014 208.00 211.00 206.50 210.20 -1.75 1,084 12,633 -169
Mar06 051014 211.05 212.20 211.05 212.20 -1.75 48 470 -38
Jun06 051014 214.20 214.20 214.20 214.20 -1.75 0 4 +0
Total Volume and Open Interest 1,132 13,107 -207
Copper(CMX)
Dec05 051014 175.50 176.30 173.70 175.65 -0.85 10,207 81,310 -1,705
Mar06 051014 168.40 169.00 166.80 168.70 -0.75 604 11,372 +236
May06 051014 163.30 163.30 161.50 163.20 -0.45 74 3,060 +39
Jul06 051014 157.15 157.95 157.15 157.95 -0.30 67 1,476 +18
Sep06 051014 152.50 152.65 152.50 152.65 -0.35 29 1,272 +2
Total Volume and Open Interest 11,896 109,105 -1,568
Aluminum(CMX)
Oct05 051014 88.30 88.30 88.30 88.30 +0.05 0 15 -48
Nov05 051014 88.50 88.50 88.50 88.50 +0.05 5 566 +0
Dec05 051014 88.00 88.85 88.00 88.85 unch 0 1,679 +0
Jan06 051014 90.50 90.50 89.50 89.50 -0.25 5 86 +5
Feb06 051014 89.40 89.40 89.40 89.40 -0.25 0 70 +0
Mar06 051014 89.25 89.25 89.25 89.25 -0.25 0 70 +0
Total Volume and Open Interest 10 2,681 -43
DJIA Index(CBOT)
Dec05 051014 10241 10315 10220 10302 +86 5,558 35,585 +452
Mar06 051014 10345 10345 10345 10345 +88 7 32 +2
Jun06 051014 10389 10389 10389 10389 +86      
Total Volume and Open Interest 5,565 35,619 +454
S & P 500(CME)
Dec05 051014 1183.80 1191.50 1179.00 1189.90 +11.80 35,150 630,689 +1,243
Mar06 051014 1191.00 1196.80 1191.00 1196.80 +11.80 55 5,469 +19
Jun06 051014 1204.60 1204.60 1204.60 1204.60 +11.80 20 775 +0
Sep06 051014 1212.60 1212.60 1212.60 1212.60 +11.80 15 556 +0
Total Volume and Open Interest 35,240 637,526 +1,262
S & P 500 E-Mini(Globex)
Dec05 051014 1178.50 1191.50 1178.50 1190.00 +12.00 1,206,467 1,022,775 +25,846
Mar06 051014 1185.50 1197.50 1185.50 1196.75 +11.75 601 1,181 +293
Total Volume and Open Interest 1,207,068 1,023,956 +26,139
NASDAQ 100(CME)
Dec05 051014 1544.50 1553.50 1537.00 1550.00 +14.00 10,053 62,184 +1,522
Mar06 051014 1565.00 1565.00 1565.00 1565.00 +14.00 2 33 +1
Jun06 051014 1580.00 1580.00 1580.00 1580.00 +14.00 0 17 +0
Total Volume and Open Interest 10,055 62,234 +1,523
NASDAQ 100 E-Mini(Globex)
Dec05 051014 1536.50 1553.50 1536.50 1550.00 +14.00 354,444 377,468 +15,050
Mar06 051014 1551.00 1565.50 1551.00 1565.00 +14.00 33 269 +7
Total Volume and Open Interest 354,477 377,737 +15,057
S & P Midcap 400(CME)
Dec05 051014 678.50 684.25 674.50 683.40 +10.60 292 12,797 +5
Mar06 051014 686.40 686.40 686.40 686.40 +10.60      
Jun06 051014 689.40 689.40 689.40 689.40 +10.60      
Total Volume and Open Interest 245 12,815 +18
Russell 2000(CME)
Dec05 051014 630.50 635.50 623.00 634.40 +10.40 1,767 34,456 +156
Mar06 051014 632.00 639.00 632.00 639.00 +10.40 0 13 +0
Jun06 051014 642.00 642.00 642.00 642.00 +10.40      
Total Volume and Open Interest 1,767 34,469 +156
Russell 2000 E-Mini(Globex)
Dec05 051014 624.00 635.70 622.50 634.40 +10.40 182,702 259,605 +3,185
Mar06 051014 636.50 640.00 633.50 639.00 +10.40 5 193 +3
Total Volume and Open Interest 182,707 259,798 +3,188
Value Line(KCBT)
Dec05 051014 1792.00 1805.00 1783.50 1805.00 +20.00 34 103 +2
Total Volume and Open Interest 34 103 +2
Nikkei 225(CME)
Dec05 051014 13400 13540 13355 13390 -60 67,744 237,308 +218
Mar06 051014 13415 13520 13355 13415 -30 49 66 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051014 13400 13540 13355 13390 -60 67,744 237,308 +218
Mar06 051014 13415 13520 13355 13415 -30 49 66 +0
Jun06 051014 13350 13350 13350 13350 -30      
Total Volume and Open Interest 67,961 237,827 -1,142
CAC 40(MATIF)
Oct05 051014 4465.0 4502.0 4447.0 4487.0 +16.0 73,497 490,100 +9,254
Nov05 051014 4480.5 4506.0 4457.5 4493.5 +15.5 824 3,924 +278
Dec05 051014 4482.0 4504.0 4459.5 4490.5 +15.5 1,488 92,893 +451
Total Volume and Open Interest 75,809 590,979 +9,983
Hang Seng Index(HKFE)
Oct05 051014 14565 14583 14418 14490 -124 30,923 103,380 +1,992
Nov05 051014 14556 14565 14405 14461 -135 421 1,915 +675
Dec05 051014 14610 14610 14450 14510 -129 194 1,927 +94
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051014 4972.0 5012.0 4950.5 4990.5 +39.5 220,503 201,311 -3,674
Mar06 051014 4997.0 5040.0 4983.0 5019.0 +39.5 765 10,585 +261
Jun06 051014 5024.5 5068.5 5011.0 5049.5 +40.0 333 1,767 +92
Total Volume and Open Interest 221,601 213,663 -3,321
FT-SE 100(LIFFE)
Dec05 051014 5272.00 5305.50 5255.50 5292.50 +14.50 112,156 427,355 -611
Mar06 051014 5271.50 5299.50 5271.00 5299.50 +14.50 211 5,498 +128
Jun06 051014 5304.50 5304.50 5304.50 5304.50 +14.50 0 13,785 +0
Total Volume and Open Interest 112,367 446,638 -483
SPI 200(SFE)
Dec05 051014 4425.0 4443.0 4396.0 4406.0 -56.0 18,677 215,721 +1,180
Mar06 051014 4423.0 4436.0 4397.0 4406.0 -56.0 31 4,622 +8
Jun06 051014 4430.0 4430.0 4430.0 4430.0 -56.0 0 3,122 +0
Total Volume and Open Interest 18,708 225,791 +1,188
GSCI(CME)
Oct05 051014 438.00 442.20 435.00 442.20 -4.30 3,548 1,715 -3,379
Nov05 051014 441.50 445.70 438.80 445.70 -4.30 3,458 17,472 +3,454
Dec05 051014 451.00 451.00 451.00 451.00 -4.50 2 4 -1
Total Volume and Open Interest 7,008 19,191 +74
Reuters CRB Index(NYBOT)
Nov05 051014 334.00 334.00 332.00 333.50 -1.75 21 371 +8
Jan06 051014 333.00 333.00 333.00 333.00 -1.75 0 426 +0
Feb06 051014 331.00 331.00 331.00 331.00 -1.75 0 5 +0
Total Volume and Open Interest 21 1,010 +8
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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