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 Mon October 17, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051017 589.00 599.50 589.00 591.25 +1.75 44,411 114,329 -3,557
Jan06 051017 602.00 611.00 601.00 603.75 +3.25 17,779 98,101 +2,551
Mar06 051017 609.00 619.00 609.00 610.75 +2.75 8,222 31,197 +2,983
May06 051017 612.00 622.25 612.00 615.00 +3.50 2,733 21,549 +348
Jul06 051017 619.00 628.50 618.00 619.50 +2.50 2,233 17,990 +650
Aug06 051017 622.00 627.00 620.00 620.50 +5.50 245 1,209 +175
Sep06 051017 619.00 623.00 615.50 615.50 +1.50 196 604 +50
Total Volume and Open Interest 76,817 297,403 +3,346
Soybean Meal(CBOT)
Dec05 051017 175.50 176.90 175.00 175.20 -1.30 13,802 62,153 -1,080
Jan06 051017 177.00 178.50 176.50 177.00 -1.30 2,310 16,105 +3
Mar06 051017 180.00 181.20 179.50 179.80 -1.10 1,571 15,801 -293
May06 051017 182.30 183.30 181.70 181.90 -1.20 940 15,454 -220
Jul06 051017 184.80 185.50 184.20 184.50 -0.90 1,592 12,870 -290
Aug06 051017 185.50 186.50 185.00 185.00 -0.80 245 3,276 -94
Sep06 051017 186.50 187.00 185.00 185.00 -1.00 188 3,146 +8
Oct06 051017 186.50 186.50 185.00 185.00 -1.00 23 1,773 +102
Total Volume and Open Interest 21,648 133,661 -2,190
Soybean Oil(CBOT)
Dec05 051017 24.25 24.77 24.25 24.39 +0.36 14,017 71,597 -1,860
Jan06 051017 24.60 25.00 24.53 24.70 +0.43 4,773 46,447 +1,113
Mar06 051017 24.78 25.19 24.75 24.88 +0.42 1,076 12,395 -65
May06 051017 24.88 25.25 24.88 25.00 +0.42 933 12,666 -292
Jul06 051017 25.00 25.40 25.00 25.12 +0.42 1,452 14,419 -463
Aug06 051017 25.35 25.35 25.12 25.12 +0.47 187 1,336 +97
Sep06 051017 25.40 25.40 25.15 25.15 +0.45 99 1,809 +81
Oct06 051017 25.35 25.35 25.05 25.05 +0.43 0 946 +0
Total Volume and Open Interest 23,118 167,400 -1,267
Canola(WCE)
Nov05 051017 260.1 262.8 260.0 260.9 +0.9 6,502 24,751 +62
Jan06 051017 270.1 272.9 270.0 270.9 unch 5,339 34,557 -34
Mar06 051017 279.5 280.5 278.1 279.1 +0.8 617 5,397 +61
May06 051017 285.2 287.5 285.0 286.0 +0.8 187 1,492 +72
Jul06 051017 293.3 295.0 290.8 295.0 +1.6 88 1,314 +42
Total Volume and Open Interest 12,847 72,062 +181
Corn(CBOT)
Dec05 051017 202.50 204.50 201.25 203.75 +0.25 62,828 465,036 +1,199
Mar06 051017 215.00 217.25 214.00 216.50 +0.25 32,980 175,393 +9,595
May06 051017 223.50 225.00 222.25 224.50 +0.50 3,460 34,636 +191
Jul06 051017 229.75 231.75 228.75 231.25 +0.75 5,177 55,199 +577
Sep06 051017 237.00 239.25 236.75 239.00 +1.00 491 7,638 +313
Dec06 051017 246.75 249.00 246.25 248.50 +1.00 3,021 39,356 +397
Total Volume and Open Interest 108,131 784,870 +12,400
Wheat(CBOT)
Dec05 051017 335.00 339.00 334.50 336.25 -2.75 33,412 203,866 -3,778
Mar06 051017 351.50 353.00 349.50 351.25 -2.25 10,262 48,677 +46
May06 051017 358.50 359.00 357.00 358.00 -3.00 422 2,782 +44
Jul06 051017 364.50 365.75 362.00 364.25 -2.25 5,133 32,668 +141
Sep06 051017 369.50 371.00 369.00 370.50 -2.00 78 1,928 +55
Total Volume and Open Interest 50,002 295,738 -3,392
Wheat(KCBT)
Dec05 051017 380.00 381.00 378.00 380.00 -1.00 9,401 67,438 -2,448
Mar06 051017 383.00 385.00 382.00 384.50 -1.00 5,481 30,824 -344
May06 051017 381.00 381.00 379.00 379.00 -2.00 251 2,762 +77
Jul06 051017 371.00 373.00 370.50 372.75 -1.25 2,804 18,352 +172
Sep06 051017 375.00 377.00 374.50 376.50 -1.50 21 810 +4
Total Volume and Open Interest 18,001 120,650 -2,528
Wheat(MGE)
Dec05 051017 386.00 387.00 384.50 384.50 -2.75 3,028 17,668 +129
Mar06 051017 389.00 391.00 388.50 388.50 -4.00 1,680 12,160 +48
May06 051017 390.50 392.00 389.00 389.00 -4.00 186 1,907 +53
Jul06 051017 391.00 392.50 390.00 390.25 -4.75 410 3,323 +88
Sep06 051017 382.00 382.00 379.25 379.25 -3.75 51 324 +15
Total Volume and Open Interest 5,467 36,065 +373
Oats(CBOT)
Dec05 051017 167.75 167.75 164.25 165.75 -1.50 696 6,562 -2
Mar06 051017 175.50 175.50 171.50 172.50 -2.00 58 543 +24
May06 051017 177.00 177.00 177.00 177.00 -1.75 3 67 +2
Jul06 051017 181.00 181.00 181.00 181.00 +6.00 0 1 +0
Total Volume and Open Interest 757 7,180 +24
Rough Rice(CBOT)
Nov05 051017 7.27 7.43 7.24 7.42 +0.09 736 3,605 -291
Jan06 051017 7.52 7.66 7.50 7.66 +0.07 452 2,844 +292
Mar06 051017 7.75 7.88 7.71 7.88 +0.06 235 1,006 +160
May06 051017 8.00 8.07 8.00 8.07 +0.04 0 197 +0
Total Volume and Open Interest 1,423 7,663 +161
Live Cattle(CME)
Oct05 051017 89.400 89.450 88.100 88.350 -0.925 5,375 8,111 -2,377
Dec05 051017 89.750 89.950 88.800 88.950 -0.625 21,794 97,706 -2,663
Feb06 051017 92.000 92.050 91.300 91.450 -0.250 6,731 39,607 +850
Apr06 051017 89.050 89.100 88.450 88.600 -0.250 1,956 13,105 +278
Jun06 051017 84.300 84.325 84.000 84.125 -0.175 701 6,560 +80
Aug06 051017 83.450 83.450 83.250 83.450 -0.300 88 2,310 -10
Total Volume and Open Interest 36,658 167,685 -3,829
Feeder Cattle(CME)
Oct05 051017 117.800 118.000 117.150 117.475 -0.200 1,727 5,500 -297
Nov05 051017 115.800 116.200 115.100 115.175 -0.600 3,357 11,542 -321
Jan06 051017 113.000 113.300 112.100 112.450 -0.425 1,616 8,254 +145
Mar06 051017 108.900 108.950 108.200 108.575 -0.225 235 988 +38
Apr06 051017 106.900 107.000 106.825 106.925 +0.025 137 480 +74
May06 051017 106.600 106.850 106.600 106.775 +0.075 112 467 +30
Aug06 051017 106.600 106.775 106.500 106.775 +0.125 94 192 +60
Total Volume and Open Interest 7,278 27,426 -270
Lean Hogs(CME)
Dec05 051017 61.450 61.900 59.950 60.325 -1.175 10,443 69,547 -877
Feb06 051017 64.300 64.750 62.850 63.425 -1.225 3,423 25,009 +5
Apr06 051017 64.450 64.500 63.250 63.700 -1.000 949 8,752 +149
May06 051017 64.450 64.600 63.750 63.875 -0.625 73 1,724 +2
Jun06 051017 67.850 67.850 66.750 66.975 -1.200 287 3,222 +104
Jul06 051017 64.200 64.200 63.200 63.300 -0.650 75 1,248 +17
Aug06 051017 60.650 60.650 59.900 59.900 -1.100 24 617 +3
Oct06 051017 54.200 54.200 53.500 53.550 -0.850 24 356 -4
Total Volume and Open Interest 16,697 116,855 -1,468
Pork Bellies(CME)
Feb06 051017 87.500 88.750 86.500 86.775 -1.175 674 1,478 -267
Mar06 051017 88.375 88.400 87.000 87.000 -1.800 9 57 +3
May06 051017 90.100 90.100 90.100 90.100 -1.400 1 29 +0
Jul06 051017 95.000 95.000 95.000 95.000 -3.000 0 12 +0
Aug06 051017 92.000 92.000 92.000 92.000 -2.500 0 26 +0
Total Volume and Open Interest 684 1,602 -264
Class III Milk(CME)
Oct05 051017 14.33 14.37 14.33 14.37 +0.02 11 2,583 +0
Nov05 051017 13.80 13.86 13.78 13.80 +0.02 109 2,264 +13
Dec05 051017 13.50 13.54 13.45 13.49 -0.01 67 2,016 -4
Jan06 051017 12.95 12.95 12.92 12.92 -0.03 16 1,498 -8
Feb06 051017 12.56 12.59 12.56 12.58 -0.02 9 1,281 -2
Total Volume and Open Interest 286 19,441 +38
Cocoa(NYBOT)
Dec05 051017 1381 1388 1365 1367 -41 8,628 53,663 -427
Mar06 051017 1420 1424 1402 1405 -38 1,915 30,957 +31
May06 051017 1438 1439 1425 1425 -40 364 9,504 +596
Jul06 051017 1459 1465 1445 1445 -40 0 8,948 +0
Sep06 051017 1467 1467 1467 1467 -40 0 10,635 +0
Dec06 051017 1494 1494 1494 1494 -40 0 7,119 +0
Mar07 051017 1518 1518 1518 1518 -38 0 9,045 +0
Total Volume and Open Interest 10,907 130,627 +200
Coffee "C"(NYBOT)
Dec05 051017 101.00 104.50 101.00 104.10 +4.45 9,036 57,765 -444
Mar06 051017 105.00 106.95 104.80 106.70 +4.05 3,661 17,159 -202
May06 051017 106.75 108.60 106.00 108.20 +3.70 1,075 4,932 +411
Jul06 051017 108.50 110.00 107.90 109.55 +3.40 436 3,090 -71
Sep06 051017 110.00 111.50 110.00 110.70 +3.05 550 1,378 +126
Dec06 051017 111.40 114.00 111.40 112.95 +2.80 320 898 +80
Total Volume and Open Interest 15,273 86,136 -66
Orange Juice(NYBOT)
Nov05 051017 105.30 106.50 104.50 106.35 +2.85 1,439 14,110 +5
Jan06 051017 107.40 108.00 106.30 107.95 +3.30 974 8,073 +108
Mar06 051017 108.75 109.95 108.50 109.95 +2.65 22 4,235 +7
May06 051017 111.50 111.50 111.20 111.20 +1.90 0 643 +0
Jul06 051017 111.50 112.45 111.50 112.45 +1.95 0 192 +0
Total Volume and Open Interest 2,435 27,263 +120
Sugar #11(NYBOT)
Mar06 051017 11.63 11.67 11.45 11.46 -0.20 22,796 310,896 +1,842
May06 051017 11.54 11.57 11.36 11.37 -0.22 3,471 52,562 -890
Jul06 051017 11.23 11.32 11.06 11.09 -0.23 2,752 38,400 -380
Oct06 051017 11.25 11.30 11.06 11.10 -0.22 1,425 25,039 +44
Mar07 051017 11.26 11.30 11.12 11.12 -0.21 1,802 20,672 -276
Total Volume and Open Interest 32,813 463,324 +502
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051017 21.55 21.60 21.55 21.60 +0.10 81 2,159 +28
Mar06 051017 21.45 21.50 21.45 21.50 +0.05 102 2,328 +20
May06 051017 21.50 21.53 21.50 21.51 -0.02 262 2,519 +21
Jul06 051017 21.76 21.76 21.76 21.76 +0.08 190 2,433 +0
Total Volume and Open Interest 880 10,885 +90
London Cocoa(LCE)
Dec05 051017 843 843 820 821 -23 5,944 70,279 +423
Mar06 051017 861 861 840 840 -22 1,393 49,091 +620
May06 051017 869 869 852 852 -23 287 11,572 +86
Jul06 051017 880 880 865 865 -23 670 24,505 +248
Sep06 051017 893 893 878 878 -23 193 12,861 +169
Dec06 051017 897 897 890 890 -23 2 14,149 +2
Mar07 051017 904 904 903 903 -23 10 3,424 +10
Total Volume and Open Interest 8,499 186,008 +1,558
London Coffee(LCE)
Nov05 051017 924.00 984.00 924.00 969.00 +38.00 5,978 45,930 +583
Jan06 051017 955.00 1005.00 952.00 991.00 +38.00 3,337 68,819 +1,274
Mar06 051017 980.00 1021.00 973.00 1009.00 +39.00 2,064 35,404 +1,008
May06 051017 990.00 1024.00 990.00 1024.00 +38.00 50 9,512 -17
Jul06 051017 1037.00 1040.00 1035.00 1040.00 +38.00 2 4,388 +1
Sep06 051017 1029.00 1058.00 1029.00 1058.00 +38.00 3 1,838 +3
Total Volume and Open Interest 11,435 166,151 +2,853
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051017 298.50 299.20 291.00 293.50 -5.00 1,830 22,762 +114
Mar06 051017 307.20 308.20 300.10 302.00 -5.00 1,047 16,396 +502
May06 051017 307.50 311.90 306.50 306.50 -5.00 436 5,693 +98
Aug06 051017 317.00 317.00 312.80 313.50 -3.50 142 2,862 -8
Total Volume and Open Interest 3,822 56,851 +948
Cotton(NYBOT)
Dec05 051017 56.93 56.93 55.90 56.00 -0.93 11,038 86,685 +484
Mar06 051017 58.39 58.39 57.50 57.57 -0.82 2,943 28,719 +567
May06 051017 58.67 58.67 58.20 58.22 -0.78 743 2,932 +195
Jul06 051017 59.10 59.10 58.75 58.85 -0.65 151 2,921 +54
Oct06 051017 59.00 59.00 59.00 59.00 -0.75 0 64 +0
Dec06 051017 60.30 60.30 59.95 59.95 -0.90 4 1,358 +4
Total Volume and Open Interest 14,879 122,688 +1,304
Lumber(CME)
Nov05 051017 281.7 289.3 281.7 287.7 +6.0 290 2,321 -38
Jan06 051017 303.0 305.7 301.8 302.6 +1.9 105 1,256 +37
Mar06 051017 316.7 317.1 316.1 316.1 +2.3 15 257 -1
May06 051017 320.5 320.5 320.5 320.5 +4.2 1 75 +0
Total Volume and Open Interest 411 3,939 -2
Crude Oil(NYM)
Nov05 051017 63.78 64.40 63.25 64.36 +1.73 79,485 80,897 -6,893
Dec05 051017 63.25 63.65 62.60 63.61 +1.62 98,394 268,737 +12,251
Jan06 051017 63.10 63.45 62.50 63.42 +1.37 40,516 94,083 +1,849
Feb06 051017 63.35 63.39 62.50 63.39 +1.18 6,575 34,611 +532
Mar06 051017 63.40 63.41 62.75 63.41 +1.04 6,546 28,769 +1,737
Apr06 051017 63.40 63.46 62.98 63.46 +0.93 2,592 15,792 +779
May06 051017 63.20 63.50 62.80 63.50 +0.88 1,828 14,399 +511
Jun06 051017 63.61 63.75 62.80 63.51 +0.85 6,990 41,111 -3,306
Jul06 051017 63.45 63.45 63.45 63.45 +0.81 190 10,383 -368
Aug06 051017 63.15 63.36 63.15 63.36 +0.77 115 7,550 +45
Sep06 051017 63.26 63.26 63.26 63.26 +0.73 145 8,372 -162
Oct06 051017 63.16 63.16 63.16 63.16 +0.69 203 5,223 -78
Nov06 051017 62.60 63.02 62.60 63.02 +0.66 75 7,669 -22
Dec06 051017 63.30 63.40 62.35 62.87 +0.63 12,566 52,409 -1,986
Jan07 051017 62.62 62.62 62.62 62.62 +0.59 441 9,302 +271
Feb07 051017 62.44 62.44 62.44 62.44 +0.55 440 3,540 +310
Total Volume and Open Interest 270,192 875,679 +7,056
Heating Oil(NYM)
Nov05 051017 200.00 200.75 196.00 198.33 +3.33 21,987 35,965 -1,975
Dec05 051017 204.00 204.50 200.00 202.36 +3.32 15,300 54,413 +1,529
Jan06 051017 207.00 207.00 203.25 205.41 +2.97 6,323 28,642 +335
Feb06 051017 207.20 207.40 204.75 205.56 +2.72 1,670 15,909 +468
Mar06 051017 204.00 204.00 202.25 202.46 +2.27 1,087 13,684 +156
Apr06 051017 197.50 197.50 196.00 196.11 +2.02 182 6,304 +148
May06 051017 192.70 192.70 189.50 190.46 +1.77 73 4,287 -18
Jun06 051017 188.00 188.00 186.00 186.66 +1.52 987 5,396 +68
Jul06 051017 186.60 186.60 186.25 186.36 +1.42 591 3,985 +121
Aug06 051017 187.30 187.30 187.16 187.16 +1.32 121 1,198 +349
Sep06 051017 188.70 188.70 188.66 188.66 +1.27 128 1,473 +148
Oct06 051017 190.60 190.60 190.51 190.51 +1.22 6 240 +6
Total Volume and Open Interest 49,532 177,005 +1,766
Unleaded Gas(NYM)
Nov05 051017 179.50 182.00 175.50 181.53 +6.67 28,423 35,750 -2,408
Dec05 051017 180.50 182.50 176.50 181.99 +5.95 15,107 46,784 +1,770
Jan06 051017 181.50 182.20 178.00 182.20 +5.26 3,842 19,618 +508
Feb06 051017 178.50 182.05 178.50 182.05 +5.01 1,390 8,083 -162
Mar06 051017 179.50 181.90 179.50 181.90 +4.71 1,913 7,514 -127
Apr06 051017 190.00 190.90 190.00 190.90 +4.41 98 5,266 -4
May06 051017 187.70 191.00 187.70 191.00 +4.26 40 2,901 -5
Jun06 051017 190.50 190.50 190.50 190.50 +4.01 70 3,470 +50
Jul06 051017 189.55 189.55 189.55 189.55 +3.81 63 1,678 +43
Aug06 051017 187.90 187.90 187.90 187.90 +3.76 205 1,705 -131
Sep06 051017 185.30 185.30 185.30 185.30 +3.66 156 499 +129
Oct06 051017 175.70 175.70 175.70 175.70 +3.56 4 68 +3
Total Volume and Open Interest 51,192 133,492 -179
Natural Gas(NYM)
Nov05 051017 13.850 13.900 13.620 13.887 +0.668 22,203 47,559 -3,190
Dec05 051017 14.380 14.380 14.120 14.297 +0.548 10,628 70,727 +1,864
Jan06 051017 14.800 14.810 14.570 14.755 +0.551 7,118 70,273 -414
Feb06 051017 14.650 14.650 14.430 14.585 +0.526 1,599 27,560 -190
Mar06 051017 14.180 14.200 13.950 14.135 +0.496 2,699 50,534 +470
Apr06 051017 11.050 11.100 10.850 11.005 +0.166 1,750 30,331 +114
May06 051017 10.550 10.580 10.470 10.575 +0.141 961 25,072 -19
Jun06 051017 10.750 10.750 10.520 10.580 +0.141 306 10,595 -13
Jul06 051017 10.650 10.650 10.520 10.610 +0.141 268 13,552 -42
Aug06 051017 10.650 10.670 10.550 10.640 +0.136 250 17,178 +779
Sep06 051017 10.570 10.650 10.570 10.610 +0.131 340 11,485 +88
Oct06 051017 10.800 10.800 10.580 10.640 +0.131 693 22,486 -522
Nov06 051017 11.000 11.055 11.000 11.055 +0.131 207 9,745 +122
Dec06 051017 11.450 11.470 11.400 11.470 +0.131 664 10,928 -925
Jan07 051017 11.790 11.790 11.700 11.780 +0.131 333 10,447 -2,106
Feb07 051017 11.610 11.685 11.610 11.685 +0.126 16 5,164 +53
Total Volume and Open Interest 51,035 556,980 -3,707
Brent Crude Oil(ICE)
Dec05 051017 60.28 61.12 59.76 60.57 +1.09 71,975 95,198 +2,851
Jan06 051017 61.10 61.46 60.25 61.02 +1.09 26,302 87,537 +2,168
Feb06 051017 61.75 61.80 60.66 61.40 +1.05 7,587 22,538 -380
Mar06 051017 62.30 62.30 60.97 61.64 +0.91 2,324 10,573 +49
Apr06 051017 62.10 62.28 61.10 61.74 +0.77 1,576 6,400 +328
May06 051017 61.42 61.79 61.42 61.79 +0.67 1,297 6,188 +174
Jun06 051017 62.39 62.49 61.19 61.79 +0.64 3,409 26,825 +1,272
Jul06 051017 62.28 62.28 61.22 61.82 +0.64 0 2,885 +250
Aug06 051017 61.30 61.80 61.30 61.80 +0.59 0 814 +0
Sep06 051017 61.75 61.75 61.75 61.75 +0.58 1,000 4,522 +1,000
Oct06 051017 61.71 61.71 61.71 61.71 +0.57 0 2,177 +0
Nov06 051017 61.65 61.65 61.65 61.65 +0.55 0 216 +0
Dec06 051017 61.69 62.22 60.91 61.57 +0.54 5,794 28,426 +1,701
Jan07 051017 61.40 61.40 61.40 61.40 +0.51 0 4,280 +0
Total Volume and Open Interest 136,291 334,704 -8,741
Gas Oil(ICE)
Nov05 051017 582.50 612.75 582.50 601.75 +19.00 26,048 61,444 +4,556
Dec05 051017 590.25 616.00 590.25 605.25 +18.25 14,135 58,699 +3,434
Jan06 051017 606.75 616.50 602.50 607.25 +18.00 4,181 21,208 +1,309
Feb06 051017 604.25 612.75 600.25 604.50 +16.50 291 10,888 +256
Mar06 051017 608.00 608.00 598.00 599.75 +16.00 210 11,927 +125
Apr06 051017 596.50 597.00 593.25 594.50 +15.50 0 6,099 +0
May06 051017 590.25 590.25 587.75 589.25 +14.75 0 1,496 +20
Jun06 051017 594.50 594.50 580.50 585.25 +14.25 500 16,527 +360
Jul06 051017 585.25 585.25 585.25 585.25 +14.00 0 768 +0
Aug06 051017 585.50 585.50 585.50 585.50 +14.00 0 62 +0
Total Volume and Open Interest 45,954 217,400 +10,295
US Dollar Index(NYBOT)
Dec05 051017 89.36 89.75 88.96 89.63 +0.45 6,078 19,938 +542
Mar06 051017 89.47 89.47 89.38 89.38 +0.45 31 2,064 +0
Jun06 051017 89.14 89.14 89.14 89.14 +0.45 0 1 +0
Total Volume and Open Interest 6,109 22,004 +542
Australian Dollar(CME)
Dec05 051017 74.83 74.90 74.63 74.72 -0.24 3,073 62,986 +616
Mar06 051017 74.50 74.50 74.50 74.50 -0.24 0 17 -1
Jun06 051017 74.28 74.28 74.28 74.28 -0.24 0 17 +0
Total Volume and Open Interest 3,073 63,029 +615
British Pound(CME)
Dec05 051017 175.53 175.59 175.17 175.28 -1.59 11,558 75,741 -8,093
Mar06 051017 175.15 175.15 175.15 175.15 -1.59 50 219 +36
Jun06 051017 175.15 175.15 175.15 175.15 -1.59 0 5 +0
Total Volume and Open Interest 11,608 75,968 -8,057
Canadian Dollar(CME)
Dec05 051017 84.64 85.09 84.52 84.79 +0.35 8,209 105,523 -977
Mar06 051017 84.79 85.21 84.79 85.03 +0.35 28 1,454 -29
Jun06 051017 85.28 85.28 85.28 85.28 +0.35 193 390 +192
Sep06 051017 85.80 85.80 85.53 85.53 +0.35 2 44 +1
Total Volume and Open Interest 8,432 107,548 -811
Japanese Yen(CME)
Dec05 051017 87.78 87.81 87.61 87.68 -0.69 9,547 177,439 +2,848
Mar06 051017 88.56 88.56 88.56 88.56 -0.69 1 18,797 +6
Jun06 051017 89.56 89.56 89.56 89.56 -0.69 0 55 +0
Total Volume and Open Interest 9,548 196,294 +2,854
Swiss Franc(CME)
Dec05 051017 77.83 77.99 77.73 77.90 -0.53 5,645 80,674 +6,106
Mar06 051017 78.44 78.53 78.42 78.53 -0.53 0 109 +0
Jun06 051017 79.19 79.19 79.19 79.19 -0.53 0 17 +0
Total Volume and Open Interest 5,645 80,880 +6,106
EuroFX(CME)
Dec05 051017 120.65 121.05 120.50 120.74 -0.59 18,229 137,026 +464
Mar06 051017 121.24 121.60 121.23 121.33 -0.59 43 2,106 +34
Jun06 051017 122.04 122.04 122.04 122.04 -0.59 4 513 +2
Total Volume and Open Interest 18,276 139,842 +500
Mexican Peso(CME)
Dec05 051017 9105.0 9145.0 9105.0 9125.0 +43.0 8,247 63,858 -1,176
Mar06 051017 9027.0 9027.0 9027.0 9027.0 +42.0 0 594 +0
Total Volume and Open Interest 8,247 64,955 -2,448
30-Year T-Bonds(CBOT)
Dec05 051017 112~21 112~30 112~14 112~19 -0~01 423,281 574,557 -1,673
Mar06 051017 112~13 112~21 112~07 112~11 -0~01 356 5,066 +18
Jun06 051017 112~07 112~07 112~07 112~07 -0~01 8 18 +0
Total Volume and Open Interest 423,645 579,643 -1,655
10-Year T-Notes(CBOT)
Dec05 051017 108~295 109~035 108~260 108~285 -0~010 964,262 1,667,332 +43,451
Mar06 051017 108~290 108~290 108~225 108~240 -0~015 3,841 21,658 +1,182
Total Volume and Open Interest 968,103 1,689,286 +44,633
5-Year T-Notes(CBOT)
Dec05 051017 106~095 106~120 106~075 106~085 -0~005 505,468 0 +0
Mar06 051017 106~030 106~030 106~030 106~030 -0~005 36 0 -3,210
Jun06 051017 105~280 105~280 105~280 105~280 -0~005      
Total Volume and Open Interest 505,504    
2 Year T-Notes(CBOT)
Dec05 051017 102~100 102~104 102~097 102~100 unch 1,044 343,013 -6,220
Total Volume and Open Interest 1,044 343,013 -6,220
Eurodollars(CME)
Dec05 051017 95.575 95.590 95.570 95.575 unch 78,205 1,069,768 -120,792
Mar06 051017 95.395 95.415 95.385 95.395 unch 72,306 1,168,004 -7,497
Jun06 051017 95.310 95.335 95.300 95.315 +0.005 60,029 1,265,064 -2,177
Sep06 051017 95.290 95.310 95.270 95.285 unch 228,570 862,346 +8,187
Dec06 051017 95.285 95.300 95.275 95.280 unch 32,589 712,159 -52,245
Mar07 051017 95.300 95.315 95.285 95.290 -0.005 41,689 609,119 +6,184
Jun07 051017 95.295 95.310 95.275 95.280 -0.005 38,337 498,331 -13,246
Sep07 051017 95.275 95.280 95.250 95.260 -0.005 47,076 337,755 -9,252
Dec07 051017 95.245 95.250 95.220 95.230 -0.005 10,336 253,584 +3,251
Mar08 051017 95.230 95.240 95.210 95.215 -0.005 10,537 231,472 +2,482
Jun08 051017 95.210 95.215 95.185 95.190 -0.005 11,880 221,894 +3,029
Sep08 051017 95.180 95.180 95.160 95.165 unch 17,092 213,899 -2,823
Dec08 051017 95.140 95.140 95.115 95.125 unch 7,345 141,574 +1,226
Mar09 051017 95.125 95.125 95.110 95.110 unch 7,378 126,175 +1,094
Jun09 051017 95.095 95.100 95.070 95.085 +0.005 7,262 110,889 +546
Sep09 051017 95.065 95.075 95.040 95.055 +0.005 9,387 108,194 +392
Dec09 051017 95.045 95.045 95.005 95.015 +0.010 5,608 75,721 +140
Mar10 051017 95.015 95.030 95.000 95.000 +0.010 6,089 49,009 +10
Total Volume and Open Interest 542,168 8,333,375 -185,901
3-Mth Euro-Yen(CME)
Dec05 051017 99.89 99.89 99.89 99.89 unch 0 5,954 -222
Mar06 051017 99.82 99.82 99.82 99.82 unch 0 7,195 -802
Jun06 051017 99.71 99.71 99.70 99.70 -0.01 0 5,166 +0
Sep06 051017 99.59 99.59 99.59 99.59 -0.02 0 3,719 +0
Dec06 051017 99.48 99.48 99.48 99.48 -0.02 0 6,097 -6
Mar07 051017 99.36 99.36 99.36 99.36 -0.03 0 2,332 +0
Jun07 051017 99.27 99.27 99.27 99.27 -0.01 1,065 1,481 +1,064
Sep07 051017 99.22 99.22 99.22 99.22 unch 0 495 +0
Dec07 051017 99.05 99.05 99.05 99.05 -0.01 0 32 +0
Mar08 051017 98.94 98.94 98.94 98.94 -0.01 0 60 +0
Total Volume and Open Interest 1,065 32,781 +34
3-Mth Euro-Yen(SIMEX)
Dec05 051017 99.90 99.90 99.90 99.90 unch 909 82,216 -1,860
Mar06 051017 99.82 99.82 99.81 99.82 unch 2,852 60,874 -2,008
Jun06 051017 99.71 99.71 99.70 99.70 -0.01 3,382 52,317 -2,169
Sep06 051017 99.60 99.60 99.58 99.59 -0.02 2,416 35,898 -642
Dec06 051017 99.48 99.48 99.47 99.48 -0.01 9,674 48,489 +1,640
Mar07 051017 99.37 99.37 99.37 99.37 -0.01 947 24,714 -35
Jun07 051017 99.26 99.26 99.26 99.26 -0.01 493 14,004 -814
Sep07 051017 99.13 99.15 99.13 99.15 -0.01 13 1,729 -200
Total Volume and Open Interest 20,686 348,117 -6,088
German Euro-Bund(EUREX)
Dec05 051017 121.23 121.45 121.19 121.29 +0.16 1,244,884 1,392,941 +31,513
Mar06 051017 121.53 121.73 121.53 121.60 +0.18 2,451 33,541 +4,503
Jun06 051017 120.89 120.89 120.89 120.89 +0.16 0 1 +0
Total Volume and Open Interest 1,247,335 1,426,483 +36,016
German Euro-Bobl(EUREX)
Dec05 051017 113.29 113.40 113.23 113.32 +0.06 719,804 926,117 +9,090
Mar06 051017 113.59 113.68 113.59 113.61 +0.05 933 1,658 +81
Jun06 051017 113.02 113.02 113.02 113.02 +0.06      
Total Volume and Open Interest 720,737 927,775 +9,171
Long Gilt(LIFFE)
Dec05 051017 111~21 111~27 111~17 111~19 -0~02 113,435 217,390 +4,844
Mar06 051017 111~29 111~29 111~29 111~29 -0~02 0 5 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051017 95.47 95.49 95.45 95.46 -0.01 95,190 296,239 +1,854
Mar06 051017 95.53 95.56 95.51 95.52 -0.02 130,647 446,648 -4,476
Jun06 051017 95.56 95.60 95.53 95.54 -0.03 90,190 310,275 -842
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051017 97.715 97.725 97.690 97.695 -0.045 121,183 668,732 -7,541
Mar06 051017 97.590 97.600 97.560 97.565 -0.060 123,608 688,059 -7,592
Jun06 051017 97.455 97.470 97.425 97.435 -0.055 131,885 512,658 -3,085
Total Volume and Open Interest 693,958 3,306,080 -16,010
3-Mth Aus T-Bills(SFE)
Dec05 051017 94.31 94.33 94.31 94.33 +0.01 6,158 124,933 -16,732
Mar06 051017 94.24 94.26 94.23 94.26 +0.01 16,064 232,138 -29,694
Jun06 051017 94.24 94.26 94.23 94.26 +0.01 4,002 90,389 -3,363
Sep06 051017 94.24 94.26 94.22 94.25 unch 1,328 35,069 -2,477
Dec06 051017 94.19 94.23 94.19 94.23 unch 269 32,266 -1,182
Mar07 051017 94.15 94.20 94.15 94.20 unch 1,037 19,170 +500
Jun07 051017 94.12 94.16 94.11 94.16 unch 190 35,251 +241
Sep07 051017 94.10 94.14 94.10 94.14 +0.01 250 8,363 +297
Dec07 051017 94.12 94.12 94.12 94.12 unch 1 4,111 +0
Mar08 051017 94.12 94.12 94.12 94.12 unch 0 1,566 +0
Total Volume and Open Interest 29,299 585,333 -52,410
10-Year Aus T-Bonds(SFE)
Dec05 051017 94.53 94.54 94.50 94.53 -0.02 18,811 297,967 -6,251
Mar06 051017 94.53 94.53 94.53 94.53 -0.02      
Total Volume and Open Interest 18,811 297,967 -6,251
3-Year Aus T-Bonds(SFE)
Dec05 051017 94.58 94.60 94.55 94.60 unch 42,271 339,035 -35,815
Mar06 051017 94.60 94.60 94.60 94.60 unch      
Total Volume and Open Interest 42,271 339,035 -35,815
Gold(CMX)
Oct05 051017 473.0 475.0 473.0 474.1 +4.9 113 330 +24
Dec05 051017 473.6 478.0 473.5 476.6 +4.8 62,117 298,356 -6,382
Feb06 051017 478.0 482.0 477.4 480.4 +4.8 540 16,778 -6
Apr06 051017 484.0 486.0 483.0 484.1 +4.8 15 6,381 -103
Jun06 051017 486.0 489.0 485.0 487.9 +4.8 66 10,097 +32
Aug06 051017 491.8 491.8 491.8 491.8 +4.8 0 2,199 +0
Oct06 051017 497.0 497.0 495.7 495.7 +4.8 1 3,923 +0
Dec06 051017 499.5 499.6 499.0 499.6 +4.9 127 5,704 +102
Feb07 051017 503.5 503.5 503.5 503.5 +4.9 0 5,094 +0
Apr07 051017 507.4 507.4 507.4 507.4 +4.9 10 100 +0
Jun07 051017 511.2 511.2 511.2 511.2 +4.9 603 4,619 +385
Aug07 051017 515.0 515.0 515.0 515.0 +4.9      
Total Volume and Open Interest 63,605 360,435 -5,945
Silver(CMX)
Dec05 051017 787.0 792.5 784.5 787.5 +1.3 21,829 103,453 +447
Mar06 051017 793.0 799.0 790.5 794.0 +1.3 1,437 9,530 +158
May06 051017 796.3 796.3 796.3 796.3 +1.3 11 2,277 -4
Jul06 051017 796.0 798.5 796.0 798.5 +1.3 30 6,473 -18
Sep06 051017 800.5 800.5 800.5 800.5 +1.2 20 2,879 -10
Dec06 051017 796.0 810.0 796.0 803.0 +0.8 266 8,924 -122
Mar07 051017 804.7 804.7 804.7 804.7 +0.8 0 50 +0
Total Volume and Open Interest 23,712 137,153 +424
Platinum(NYM)
Oct05 051017 933.5 933.5 933.5 933.5 +9.2 6 94 +1
Jan06 051017 940.2 945.5 935.5 936.5 +9.2 1,269 12,708 -160
Apr06 051017 946.0 946.0 936.5 936.5 +9.2 0 189 +0
Total Volume and Open Interest 1,275 12,991 -159
Palladium(NYME)
Dec05 051017 212.50 219.00 212.50 217.30 +7.10 927 12,563 -70
Mar06 051017 219.00 219.30 219.00 219.30 +7.10 15 536 +66
Jun06 051017 225.25 225.25 221.30 221.30 +7.10 0 4 +0
Total Volume and Open Interest 942 13,103 -4
Copper(CMX)
Dec05 051017 179.20 183.20 178.70 182.10 +6.45 13,102 79,495 -1,815
Mar06 051017 172.30 176.00 171.60 174.65 +5.95 636 11,530 +158
May06 051017 166.40 170.50 166.00 168.75 +5.55 108 3,094 +34
Jul06 051017 163.25 163.25 163.25 163.25 +5.30 58 1,474 -2
Sep06 051017 157.75 157.75 157.75 157.75 +5.10 41 1,295 +23
Total Volume and Open Interest 15,410 107,575 -1,530
Aluminum(CMX)
Oct05 051017 91.40 91.40 91.40 91.40 +3.10 0 15 +0
Nov05 051017 91.60 91.60 91.60 91.60 +3.10 0 566 +0
Dec05 051017 92.10 92.10 92.10 92.10 +3.25 1 1,679 +0
Jan06 051017 92.75 92.75 92.00 92.75 +3.25 1 87 +1
Feb06 051017 92.40 92.40 92.40 92.40 +3.00 0 70 +0
Mar06 051017 92.15 92.15 92.15 92.15 +2.90 0 70 +0
Total Volume and Open Interest 2 2,682 +1
DJIA Index(CBOT)
Dec05 051017 10300 10380 10290 10370 +68 5,712 36,110 +525
Mar06 051017 10370 10412 10355 10412 +67 0 32 +0
Jun06 051017 10457 10457 10457 10457 +68      
Total Volume and Open Interest 5,712 36,144 +525
S & P 500(CME)
Dec05 051017 1190.80 1195.50 1187.80 1194.20 +4.30 34,992 635,788 +5,099
Mar06 051017 1197.00 1201.30 1197.00 1201.30 +4.50 21 5,501 +32
Jun06 051017 1209.10 1209.10 1209.10 1209.10 +4.50 5 778 +3
Sep06 051017 1216.90 1216.90 1216.90 1216.90 +4.30 0 556 +0
Total Volume and Open Interest 35,023 642,665 +5,139
S & P 500 E-Mini(Globex)
Dec05 051017 1189.75 1195.75 1186.25 1194.25 +4.25 1,050,869 1,019,795 -2,980
Mar06 051017 1198.00 1201.25 1195.00 1201.25 +4.50 928 1,600 +419
Total Volume and Open Interest 1,051,797 1,021,395 -2,561
NASDAQ 100(CME)
Dec05 051017 1552.00 1559.00 1542.00 1556.00 +6.00 12,481 62,476 +292
Mar06 051017 1571.00 1571.00 1571.00 1571.00 +6.00 0 33 +0
Jun06 051017 1586.00 1586.00 1586.00 1586.00 +6.00 0 17 +0
Total Volume and Open Interest 12,481 62,526 +292
NASDAQ 100 E-Mini(Globex)
Dec05 051017 1550.50 1559.00 1542.50 1556.00 +6.00 295,110 385,263 +7,795
Mar06 051017 1567.50 1571.00 1563.50 1571.00 +6.00 16 267 -2
Total Volume and Open Interest 295,126 385,530 +7,793
S & P Midcap 400(CME)
Dec05 051017 683.00 688.30 681.50 688.30 +4.90 245 12,815 +18
Mar06 051017 691.30 691.30 691.30 691.30 +4.90      
Jun06 051017 694.30 694.30 694.30 694.30 +4.90      
Total Volume and Open Interest 840 12,837 +22
Russell 2000(CME)
Dec05 051017 634.25 637.50 628.60 636.00 +1.60 2,454 34,883 +427
Mar06 051017 640.80 640.80 640.80 640.80 +1.80 5 18 +5
Jun06 051017 643.80 643.80 643.80 643.80 +1.80      
Total Volume and Open Interest 2,459 34,901 +432
Russell 2000 E-Mini(Globex)
Dec05 051017 634.40 638.70 627.70 636.00 +1.60 155,713 258,222 -1,383
Mar06 051017 640.60 642.40 632.70 640.80 +1.80 97 202 +9
Total Volume and Open Interest 155,810 258,424 -1,374
Value Line(KCBT)
Dec05 051017 1810.00 1810.00 1797.50 1809.00 +4.00 14 93 -10
Total Volume and Open Interest 14 93 -10
Nikkei 225(CME)
Dec05 051017 13535 13540 13340 13360 -30 52,323 233,679 -3,629
Mar06 051017 13470 13515 13340 13395 -20 0 79 +13
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051017 13535 13540 13340 13360 -30 52,323 233,679 -3,629
Mar06 051017 13470 13515 13340 13395 -20 0 79 +13
Jun06 051017 13330 13330 13330 13330 -20      
Total Volume and Open Interest 52,364 234,219 -3,608
CAC 40(MATIF)
Oct05 051017 4493.0 4509.0 4483.0 4489.0 +2.0 102,989 508,517 +18,417
Nov05 051017 4499.0 4514.0 4492.5 4495.5 +2.0 9,562 12,581 +8,657
Dec05 051017 4495.0 4508.0 4491.5 4492.5 +2.0 1,727 93,260 +367
Total Volume and Open Interest 114,278 618,420 +27,441
Hang Seng Index(HKFE)
Oct05 051017 14520 14548 14427 14506 +16 37,862 103,033 -347
Nov05 051017 14515 14523 14412 14489 +28 1,143 2,037 +122
Dec05 051017 14560 14560 14468 14543 +33 186 2,019 +92
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051017 5005.0 5018.0 4964.0 4974.0 -16.5 167,268 208,433 +7,122
Mar06 051017 5035.0 5044.0 4996.5 5003.0 -16.0 275 10,666 +81
Jun06 051017 5057.5 5075.0 5023.0 5033.0 -16.5 256 1,762 -5
Total Volume and Open Interest 167,799 220,861 +7,198
FT-SE 100(LIFFE)
Dec05 051017 5298.00 5305.50 5275.00 5295.50 +3.00 90,310 427,794 +439
Mar06 051017 5306.00 5310.50 5293.50 5302.50 +3.00 1,914 7,265 +1,767
Jun06 051017 5307.50 5307.50 5307.50 5307.50 +3.00 0 13,785 +0
Total Volume and Open Interest 92,224 448,844 +2,206
SPI 200(SFE)
Dec05 051017 4440.0 4461.0 4422.0 4426.0 +20.0 15,363 217,195 +1,474
Mar06 051017 4452.0 4454.0 4426.0 4426.0 +20.0 72 4,652 +30
Jun06 051017 4451.0 4451.0 4451.0 4451.0 +21.0 0 3,122 +0
Total Volume and Open Interest 15,435 227,295 +1,504
GSCI(CME)
Nov05 051017 455.00 456.30 450.70 455.20 +9.50 494 17,779 +307
Dec05 051017 459.00 459.00 459.00 459.00 +8.00 0 4 +0
Jan06 051017 464.00 464.00 464.00 464.00        
Reuters CRB Index(NYBOT)
Nov05 051017 337.00 337.75 336.75 336.75 +3.25 15 371 +0
Jan06 051017 336.50 336.60 335.00 336.25 +3.25 0 426 +0
Feb06 051017 334.25 334.25 334.25 334.25 +3.25 0 5 +0
Total Volume and Open Interest 21 1,009 -1
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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!