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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue October 18, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051018 586.00 587.50 582.25 584.50 -6.75 42,409 112,089 -2,240
Jan06 051018 598.00 599.00 594.00 596.75 -7.00 14,272 102,145 +4,044
Mar06 051018 605.00 607.00 601.50 604.00 -6.75 3,712 31,785 +588
May06 051018 610.00 610.50 606.00 608.75 -6.25 1,540 21,767 +218
Jul06 051018 613.50 615.50 611.00 613.75 -5.75 2,453 18,365 +375
Aug06 051018 615.00 615.00 612.00 612.00 -8.50 78 1,242 +33
Sep06 051018 611.50 611.50 611.50 611.50 -4.00 25 627 +23
Total Volume and Open Interest 65,739 300,530 +3,127
Soybean Meal(CBOT)
Dec05 051018 173.50 173.70 170.90 171.00 -4.20 11,249 62,105 -48
Jan06 051018 175.00 175.00 172.80 172.80 -4.20 2,129 15,948 -157
Mar06 051018 178.00 178.00 175.70 175.90 -3.90 988 15,699 -102
May06 051018 180.00 180.00 178.30 178.30 -3.60 1,610 15,490 +36
Jul06 051018 182.80 182.80 181.30 181.40 -3.10 963 12,989 +119
Aug06 051018 183.00 183.50 182.00 182.20 -2.80 94 3,315 +39
Sep06 051018 184.50 184.50 183.00 183.00 -2.00 61 3,192 +46
Oct06 051018 184.00 184.00 182.50 183.10 -1.90 44 1,837 +64
Total Volume and Open Interest 17,417 133,586 -75
Soybean Oil(CBOT)
Dec05 051018 24.23 24.48 24.11 24.44 +0.05 14,594 73,209 +1,612
Jan06 051018 24.45 24.72 24.35 24.71 +0.01 3,068 47,170 +723
Mar06 051018 24.65 24.94 24.52 24.94 +0.06 739 12,350 -45
May06 051018 24.80 24.98 24.67 24.98 -0.02 358 12,843 +177
Jul06 051018 24.90 25.12 24.80 25.12 unch 532 14,432 +13
Aug06 051018 25.00 25.05 24.85 25.05 -0.07 6 1,336 +0
Sep06 051018 24.93 25.05 24.93 25.05 -0.10 7 1,812 +3
Oct06 051018 24.95 25.05 24.95 25.05 unch 6 952 +6
Total Volume and Open Interest 19,499 169,905 +2,505
Canola(WCE)
Nov05 051018 259.6 260.0 257.1 257.4 -3.5 3,250 23,954 -797
Jan06 051018 269.9 269.9 267.6 267.6 -3.3 1,831 34,888 +331
Mar06 051018 279.0 279.0 275.8 275.9 -3.2 120 5,457 +60
May06 051018 283.6 284.2 282.5 284.2 -1.8 142 1,494 +2
Jul06 051018 293.0 293.0 288.6 292.6 -2.4 138 1,408 +94
Total Volume and Open Interest 5,496 71,767 -295
Corn(CBOT)
Dec05 051018 203.75 204.00 201.75 202.00 -1.75 42,807 466,002 +966
Mar06 051018 216.00 216.00 214.50 214.75 -1.75 11,242 176,618 +1,225
May06 051018 224.25 224.50 222.25 222.50 -2.00 2,015 34,890 +254
Jul06 051018 230.75 230.75 229.25 229.75 -1.50 2,719 55,677 +478
Sep06 051018 238.00 238.00 237.25 237.25 -1.75 384 7,637 -1
Dec06 051018 247.75 247.75 247.00 247.00 -1.50 2,248 40,014 +658
Total Volume and Open Interest 61,510 788,514 +3,644
Wheat(CBOT)
Dec05 051018 334.25 335.00 328.50 328.75 -7.50 16,744 203,364 -502
Mar06 051018 348.50 349.00 342.75 343.50 -7.75 4,355 49,087 +410
May06 051018 356.50 356.50 350.00 350.50 -7.50 43 2,780 -2
Jul06 051018 362.50 362.50 356.00 356.50 -7.75 1,366 32,780 +112
Sep06 051018 365.50 365.50 362.00 363.00 -7.50 19 1,947 +19
Total Volume and Open Interest 23,093 295,835 +97
Wheat(KCBT)
Dec05 051018 377.50 378.00 371.25 373.00 -7.00 4,631 67,233 -205
Mar06 051018 382.50 382.50 376.25 378.00 -6.50 2,392 31,032 +208
May06 051018 378.75 378.75 373.00 374.50 -4.50 98 2,804 +42
Jul06 051018 371.00 371.00 366.25 368.00 -4.75 938 18,321 -31
Sep06 051018 372.50 372.50 370.50 370.50 -6.00 50 821 +11
Total Volume and Open Interest 8,183 120,739 +89
Wheat(MGE)
Dec05 051018 381.50 381.50 373.00 374.50 -10.00 1,338 17,635 -33
Mar06 051018 385.50 385.50 379.00 380.25 -8.25 457 12,288 +128
May06 051018 387.50 387.50 381.00 383.00 -6.00 35 1,970 +63
Jul06 051018 388.00 388.00 381.00 383.50 -6.75 170 3,339 +16
Sep06 051018 378.00 378.00 375.00 377.75 -1.50 18 334 +10
Total Volume and Open Interest 2,098 36,303 +238
Oats(CBOT)
Dec05 051018 163.75 164.00 161.00 161.25 -4.50 705 6,496 -66
Mar06 051018 171.75 171.75 168.50 168.75 -3.75 97 571 +28
May06 051018 174.00 174.00 173.00 173.00 -4.00 0 67 +0
Jul06 051018 177.00 177.00 177.00 177.00 -4.00 0 1 +0
Total Volume and Open Interest 802 7,142 -38
Rough Rice(CBOT)
Nov05 051018 7.41 7.41 7.26 7.26 -0.16 670 3,268 -337
Jan06 051018 7.66 7.66 7.51 7.53 -0.13 371 2,981 +137
Mar06 051018 7.88 7.88 7.70 7.70 -0.18 214 1,074 +68
May06 051018 8.01 8.01 7.99 7.99 -0.08 10 197 +0
Total Volume and Open Interest 1,267 7,531 -132
Live Cattle(CME)
Oct05 051018 88.750 89.050 88.525 88.975 +0.625 2,511 7,106 -1,005
Dec05 051018 89.400 90.100 89.300 89.950 +1.000 12,347 94,891 -2,815
Feb06 051018 91.900 92.650 91.700 92.550 +1.100 4,127 40,171 +564
Apr06 051018 88.750 89.600 88.750 89.500 +0.900 1,417 13,507 +402
Jun06 051018 84.250 85.050 84.250 85.000 +0.875 503 6,621 +61
Aug06 051018 83.550 84.350 83.550 84.350 +0.900 35 2,324 +14
Total Volume and Open Interest 20,951 164,916 -2,769
Feeder Cattle(CME)
Oct05 051018 116.700 117.350 116.625 117.275 -0.200 883 5,044 -456
Nov05 051018 114.600 115.900 114.550 115.600 +0.425 1,657 11,060 -482
Jan06 051018 112.250 113.250 112.050 113.125 +0.675 1,129 8,650 +396
Mar06 051018 108.500 109.300 108.500 109.300 +0.725 159 1,012 +24
Apr06 051018 107.000 107.400 107.000 107.400 +0.475 85 522 +42
May06 051018 106.900 107.400 106.900 107.150 +0.375 87 528 +61
Aug06 051018 106.800 107.650 106.800 107.650 +0.875 20 210 +18
Total Volume and Open Interest 4,021 27,029 -397
Lean Hogs(CME)
Dec05 051018 60.050 60.900 59.850 60.350 +0.025 9,658 69,272 -275
Feb06 051018 63.000 63.650 62.725 63.225 -0.200 3,577 25,424 +415
Apr06 051018 63.500 64.200 63.500 64.150 +0.450 688 8,747 -5
May06 051018 63.550 64.350 63.550 64.325 +0.450 80 1,751 +27
Jun06 051018 66.600 67.425 66.600 67.375 +0.400 262 3,277 +55
Jul06 051018 63.300 63.800 63.300 63.700 +0.400 64 1,269 +21
Aug06 051018 59.900 60.400 59.900 60.150 +0.250 23 635 +18
Oct06 051018 53.500 54.400 53.500 54.150 +0.600 14 357 +1
Total Volume and Open Interest 14,370 110,733 -6,122
Pork Bellies(CME)
Feb06 051018 86.675 88.350 86.100 87.000 +0.225 572 1,350 -128
Mar06 051018 87.075 87.075 86.750 86.750 -0.250 5 59 +2
May06 051018 88.800 89.500 88.800 89.500 -0.600 1 29 +0
Jul06 051018 93.500 93.500 93.500 93.500 -1.500 0 12 +0
Aug06 051018 92.000 92.000 92.000 92.000 unch 0 26 +0
Total Volume and Open Interest 578 1,476 -126
Class III Milk(CME)
Oct05 051018 14.37 14.37 14.37 14.37 unch 25 2,586 +3
Nov05 051018 13.75 13.82 13.74 13.81 +0.01 166 2,277 +13
Dec05 051018 13.40 13.50 13.40 13.50 +0.01 25 2,034 +18
Jan06 051018 12.89 12.99 12.89 12.95 +0.03 38 1,517 +19
Feb06 051018 12.55 12.63 12.55 12.63 +0.05 26 1,296 +15
Total Volume and Open Interest 537 19,685 +244
Cocoa(NYBOT)
Dec05 051018 1370 1392 1370 1386 +19 6,413 54,612 +949
Mar06 051018 1410 1427 1409 1422 +17 1,935 31,196 +239
May06 051018 1430 1448 1430 1443 +18 357 9,936 +432
Jul06 051018 1450 1467 1449 1462 +17 197 9,097 +149
Sep06 051018 1486 1486 1486 1486 +19 0 10,635 +0
Dec06 051018 1512 1512 1512 1512 +18 13 7,119 +0
Mar07 051018 1535 1535 1535 1535 +17 160 9,103 +58
Total Volume and Open Interest 9,075 132,454 +1,827
Coffee "C"(NYBOT)
Dec05 051018 105.25 106.80 103.50 104.65 +0.55 12,497 57,077 -688
Mar06 051018 107.40 109.40 106.50 107.40 +0.70 4,113 17,697 +538
May06 051018 108.80 110.70 108.00 109.00 +0.80 709 5,188 +256
Jul06 051018 110.00 111.90 109.80 110.45 +0.90 410 3,125 +35
Sep06 051018 111.50 112.75 111.25 111.75 +1.05 133 1,427 +49
Dec06 051018 114.90 114.95 113.25 114.05 +1.10 52 897 -1
Total Volume and Open Interest 18,098 86,382 +246
Orange Juice(NYBOT)
Nov05 051018 107.50 108.95 106.50 108.90 +2.55 4,237 13,210 -900
Jan06 051018 109.00 110.60 108.90 110.55 +2.60 2,773 8,529 +456
Mar06 051018 110.50 112.20 110.50 112.20 +2.25 755 4,582 +347
May06 051018 112.00 113.45 112.00 113.45 +2.25 1 644 +1
Jul06 051018 114.00 114.70 114.00 114.70 +2.25 50 242 +50
Total Volume and Open Interest 7,816 27,217 -46
Sugar #11(NYBOT)
Mar06 051018 11.48 11.70 11.48 11.69 +0.23 28,530 313,889 +2,993
May06 051018 11.39 11.65 11.38 11.63 +0.26 6,177 55,271 +2,709
Jul06 051018 11.11 11.35 11.11 11.35 +0.26 5,215 39,539 +1,139
Oct06 051018 11.14 11.34 11.14 11.34 +0.24 1,978 24,322 -717
Mar07 051018 11.18 11.35 11.18 11.35 +0.23 2,755 22,477 +1,805
Total Volume and Open Interest 45,856 471,960 +8,636
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051018 21.58 21.81 21.58 21.81 +0.21 124 2,578 +419
Mar06 051018 21.50 21.71 21.50 21.71 +0.21 89 2,363 +35
May06 051018 21.61 21.65 21.61 21.65 +0.14 53 2,491 -28
Jul06 051018 21.77 21.79 21.76 21.77 +0.01 0 2,435 +2
Total Volume and Open Interest 266 11,313 +428
London Cocoa(LCE)
Dec05 051018 821 840 818 834 +13 3,969 67,976 -2,303
Mar06 051018 840 858 837 853 +13 2,360 49,696 +605
May06 051018 849 869 849 865 +13 564 11,483 -89
Jul06 051018 865 882 865 878 +13 708 24,666 +161
Sep06 051018 878 892 878 891 +13 60 12,514 -347
Dec06 051018 899 903 899 903 +13 7 14,156 +7
Mar07 051018 918 918 916 916 +13 1 3,405 -19
Total Volume and Open Interest 7,669 184,021 -1,987
London Coffee(LCE)
Nov05 051018 972.00 994.00 957.00 962.00 -7.00 4,917 42,260 -3,670
Jan06 051018 994.00 1017.00 980.00 985.00 -6.00 4,835 67,770 -1,049
Mar06 051018 1004.00 1035.00 998.00 1002.00 -7.00 2,585 34,620 -784
May06 051018 1019.00 1045.00 1017.00 1017.00 -7.00 14 9,404 -108
Jul06 051018 1060.00 1060.00 1033.00 1033.00 -7.00 275 4,309 -79
Sep06 051018 1074.00 1074.00 1053.00 1053.00 -5.00 2 1,835 -3
Total Volume and Open Interest 12,628 160,457 -5,694
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051018 293.50 299.00 292.00 298.60 +5.10 5,840 21,937 -825
Mar06 051018 302.10 307.00 301.00 306.60 +4.60 1,390 15,889 -507
May06 051018 306.00 310.80 306.00 310.80 +4.30 225 5,474 -219
Aug06 051018 313.50 317.50 313.50 317.50 +4.00 354 2,852 -10
Total Volume and Open Interest 8,756 55,303 -1,548
Cotton(NYBOT)
Dec05 051018 55.73 55.75 54.52 55.37 -0.63 7,369 85,562 -1,123
Mar06 051018 57.10 57.45 56.30 57.15 -0.42 2,064 28,911 +192
May06 051018 58.00 58.00 57.20 57.90 -0.32 68 2,970 +38
Jul06 051018 57.55 58.55 57.55 58.55 -0.30 15 2,934 +13
Oct06 051018 58.60 58.60 58.60 58.60 -0.40 0 64 +0
Dec06 051018 59.65 59.65 59.65 59.65 -0.30 5 1,363 +5
Total Volume and Open Interest 9,521 121,813 -875
Lumber(CME)
Nov05 051018 290.0 290.3 281.6 283.5 -4.2 536 2,301 -20
Jan06 051018 305.0 305.8 300.2 300.7 -1.9 220 1,322 +66
Mar06 051018 319.0 319.0 312.4 315.5 -0.6 24 265 +8
May06 051018 325.5 325.5 321.6 321.6 +1.1 5 74 -1
Total Volume and Open Interest 785 3,992 +53
Crude Oil(NYM)
Nov05 051018 63.70 64.15 62.70 63.20 -1.16 73,275 68,802 -12,095
Dec05 051018 62.95 63.20 62.10 62.44 -1.17 103,692 275,615 +6,878
Jan06 051018 62.75 62.80 62.00 62.18 -1.24 36,767 95,249 +1,166
Feb06 051018 62.60 62.80 61.90 62.04 -1.35 10,727 36,083 +1,472
Mar06 051018 62.55 62.65 61.97 61.97 -1.44 10,818 30,118 +1,349
Apr06 051018 62.00 62.00 61.98 61.98 -1.48 5,421 15,701 -91
May06 051018 61.99 61.99 61.99 61.99 -1.51 801 15,067 +668
Jun06 051018 62.50 62.60 61.85 61.97 -1.54 14,123 43,029 +1,918
Jul06 051018 61.90 61.90 61.90 61.90 -1.55 174 10,277 -106
Aug06 051018 61.70 61.80 61.70 61.80 -1.56 272 7,467 -83
Sep06 051018 61.50 61.69 61.50 61.69 -1.57 112 8,681 +309
Oct06 051018 61.58 61.58 61.58 61.58 -1.58 0 5,436 +213
Nov06 051018 61.43 61.43 61.43 61.43 -1.59 385 7,683 +14
Dec06 051018 61.90 62.05 61.00 61.27 -1.60 11,634 50,668 -1,741
Jan07 051018 61.01 61.01 61.01 61.01 -1.61 611 9,197 -105
Feb07 051018 60.82 60.82 60.82 60.82 -1.62 78 3,547 +7
Total Volume and Open Interest 279,038 876,253 +574
Heating Oil(NYM)
Nov05 051018 195.00 196.50 192.10 193.42 -4.91 18,288 33,492 -2,473
Dec05 051018 199.00 199.75 195.75 196.69 -5.67 14,327 56,631 +2,218
Jan06 051018 202.70 202.75 199.00 199.84 -5.57 3,482 28,338 -304
Feb06 051018 203.50 203.50 199.40 200.19 -5.37 1,695 16,304 +395
Mar06 051018 202.00 202.00 197.19 197.19 -5.27 987 13,965 +281
Apr06 051018 193.00 193.90 190.99 190.99 -5.12 253 6,398 +94
May06 051018 186.00 188.80 185.34 185.34 -5.12 33 4,320 +33
Jun06 051018 184.75 184.75 181.59 181.59 -5.07 658 5,620 +224
Jul06 051018 184.00 184.00 181.34 181.34 -5.02 83 3,974 -11
Aug06 051018 184.50 184.50 182.14 182.14 -5.02 109 973 -225
Sep06 051018 185.00 185.00 183.64 183.64 -5.02 2 1,409 -64
Oct06 051018 189.00 189.00 185.49 185.49 -5.02 74 295 +55
Total Volume and Open Interest 40,464 177,296 +291
Unleaded Gas(NYM)
Nov05 051018 176.80 177.20 171.25 173.52 -8.01 21,412 34,366 -1,384
Dec05 051018 178.00 178.50 172.50 174.36 -7.63 11,010 48,714 +1,930
Jan06 051018 178.25 178.50 174.00 175.16 -7.04 2,611 19,904 +286
Feb06 051018 178.25 178.25 175.36 175.36 -6.69 811 8,341 +258
Mar06 051018 177.00 177.00 175.51 175.51 -6.39 995 7,499 -15
Apr06 051018 184.61 184.61 184.61 184.61 -6.29 300 5,421 +155
May06 051018 184.86 184.86 184.86 184.86 -6.14 52 2,912 +11
Jun06 051018 185.50 185.50 184.56 184.56 -5.94 130 3,541 +71
Jul06 051018 183.76 183.76 183.76 183.76 -5.79 151 1,734 +56
Aug06 051018 183.50 183.50 182.21 182.21 -5.69 58 1,712 +7
Sep06 051018 179.71 179.71 179.71 179.71 -5.59 107 578 +79
Oct06 051018 172.00 172.00 170.21 170.21 -5.49 81 138 +70
Total Volume and Open Interest 37,672 135,010 +1,518
Natural Gas(NYM)
Nov05 051018 13.380 13.620 13.350 13.421 -0.466 25,352 42,447 -5,112
Dec05 051018 13.850 14.030 13.780 13.801 -0.496 11,760 74,904 +4,177
Jan06 051018 14.300 14.440 14.270 14.310 -0.445 6,649 71,039 +766
Feb06 051018 14.160 14.310 14.150 14.160 -0.425 1,087 28,240 +680
Mar06 051018 13.800 13.885 13.710 13.735 -0.400 2,253 50,558 +24
Apr06 051018 10.800 10.930 10.770 10.885 -0.120 2,335 30,102 -229
May06 051018 10.400 10.540 10.400 10.485 -0.090 1,149 24,537 -535
Jun06 051018 10.420 10.550 10.400 10.490 -0.090 631 10,627 +32
Jul06 051018 10.420 10.570 10.420 10.522 -0.088 685 13,590 +38
Aug06 051018 10.490 10.600 10.490 10.554 -0.086 153 16,298 -880
Sep06 051018 10.500 10.560 10.470 10.527 -0.083 335 11,445 -40
Oct06 051018 10.500 10.600 10.500 10.557 -0.083 344 23,065 +579
Nov06 051018 10.940 11.030 10.920 10.977 -0.078 78 9,689 -56
Dec06 051018 11.350 11.450 11.320 11.392 -0.078 391 11,759 +831
Jan07 051018 11.680 11.740 11.650 11.702 -0.078 111 12,491 +2,044
Feb07 051018 11.650 11.650 11.612 11.612 -0.073 47 5,131 -33
Total Volume and Open Interest 55,866 559,371 +2,391
Brent Crude Oil(ICE)
Dec05 051018 60.60 60.60 58.99 59.28 -1.29 72,416 87,376 -7,822
Jan06 051018 61.09 61.09 59.47 59.77 -1.25 25,505 88,944 +1,407
Feb06 051018 61.03 61.06 59.96 60.11 -1.29 11,727 24,541 +2,003
Mar06 051018 61.22 61.32 60.14 60.29 -1.35 6,795 12,152 +1,579
Apr06 051018 61.39 61.46 60.25 60.31 -1.43 452 6,519 +119
May06 051018 61.40 61.46 60.29 60.29 -1.50 100 5,750 -438
Jun06 051018 61.30 61.47 60.19 60.27 -1.52 7,144 28,114 +1,289
Jul06 051018 60.65 60.65 60.18 60.23 -1.59 339 3,232 +347
Aug06 051018 60.24 60.24 60.13 60.18 -1.62 100 814 +0
Sep06 051018 60.08 60.08 60.08 60.08 -1.67 0 4,522 +0
Oct06 051018 59.98 59.98 59.98 59.98 -1.73 0 2,177 +0
Nov06 051018 59.88 59.88 59.88 59.88 -1.77 0 216 +0
Dec06 051018 61.08 61.28 59.59 59.78 -1.79 7,035 27,393 -1,033
Jan07 051018 59.58 59.58 59.58 59.58 -1.82 0 4,380 +100
Total Volume and Open Interest 134,491 332,211 -2,493
Gas Oil(ICE)
Nov05 051018 597.00 600.00 587.00 590.25 -11.50 21,420 53,474 -7,970
Dec05 051018 600.50 603.00 590.00 594.25 -11.00 10,602 58,679 -20
Jan06 051018 603.00 603.00 593.00 596.25 -11.00 3,742 20,141 -1,067
Feb06 051018 598.25 598.25 591.75 594.50 -10.00 339 10,993 +105
Mar06 051018 592.00 593.75 588.50 590.50 -9.25 60 11,902 -25
Apr06 051018 583.75 588.50 583.75 585.00 -9.50 81 6,124 +25
May06 051018 579.00 579.75 579.00 579.75 -9.50 102 1,502 +6
Jun06 051018 578.25 579.50 574.00 576.00 -9.25 1,318 16,563 +36
Jul06 051018 576.00 576.00 576.00 576.00 -9.25 0 768 +0
Aug06 051018 576.50 576.50 576.50 576.50 -9.00 0 62 +0
Total Volume and Open Interest 39,859 208,465 -8,935
US Dollar Index(NYBOT)
Dec05 051018 89.79 90.44 89.78 90.10 +0.47 3,923 21,477 +1,539
Mar06 051018 89.71 90.07 89.71 89.85 +0.47 1 2,064 +0
Jun06 051018 89.61 89.61 89.61 89.61 +0.47 0 1 +0
Total Volume and Open Interest 3,925 23,542 +1,538
Australian Dollar(CME)
Dec05 051018 74.38 74.68 74.29 74.65 -0.07 1,954 63,186 +200
Mar06 051018 74.43 74.43 74.43 74.43 -0.07 0 17 +0
Jun06 051018 74.21 74.21 74.21 74.21 -0.07 0 17 +0
Total Volume and Open Interest 1,954 63,229 +200
British Pound(CME)
Dec05 051018 174.34 174.98 174.13 174.83 -0.45 6,877 78,864 +3,123
Mar06 051018 174.90 174.90 174.70 174.70 -0.45 0 220 +1
Jun06 051018 174.70 174.70 174.70 174.70 -0.45 0 5 +0
Total Volume and Open Interest 6,877 79,092 +3,124
Canadian Dollar(CME)
Dec05 051018 84.39 84.98 84.32 84.90 +0.11 7,069 107,528 +2,005
Mar06 051018 84.69 85.16 84.69 85.14 +0.11 32 1,454 +0
Jun06 051018 85.39 85.39 85.39 85.39 +0.11 0 390 +0
Sep06 051018 85.64 85.64 85.64 85.64 +0.11 2 45 +1
Total Volume and Open Interest 7,117 109,563 +2,015
Japanese Yen(CME)
Dec05 051018 86.90 87.12 86.86 87.05 -0.63 5,605 180,926 +3,487
Mar06 051018 87.85 87.93 87.85 87.93 -0.63 0 18,797 +0
Jun06 051018 88.93 88.93 88.93 88.93 -0.63 0 55 +0
Total Volume and Open Interest 5,605 199,781 +3,487
Swiss Franc(CME)
Dec05 051018 77.15 77.49 76.98 77.37 -0.53 2,960 84,240 +3,566
Mar06 051018 77.73 78.00 77.73 78.00 -0.53 13 113 +4
Jun06 051018 78.66 78.66 78.66 78.66 -0.53 0 17 +0
Total Volume and Open Interest 3,053 84,380 +3,500
EuroFX(CME)
Dec05 051018 119.79 120.10 119.55 119.93 -0.81 6,369 138,076 +1,050
Mar06 051018 120.36 120.60 120.36 120.52 -0.81 22 2,111 +5
Jun06 051018 121.23 121.23 121.23 121.23 -0.81 42 555 +42
Total Volume and Open Interest 6,433 140,939 +1,097
Mexican Peso(CME)
Dec05 051018 9130.0 9165.0 9125.0 9125.0 unch 6,695 62,498 -1,360
Mar06 051018 9027.0 9027.0 9027.0 9027.0 unch 0 594 +0
Total Volume and Open Interest 6,695 63,595 -1,360
30-Year T-Bonds(CBOT)
Dec05 051018 112~17 112~29 112~10 112~22 +0~03 209,077 583,564 +9,007
Mar06 051018 112~13 112~19 112~05 112~14 +0~03 250 5,152 +86
Jun06 051018 112~01 112~10 112~01 112~10 +0~03 0 18 +0
Total Volume and Open Interest 209,327 588,735 +9,092
10-Year T-Notes(CBOT)
Dec05 051018 108~265 109~020 108~235 108~315 +0~030 492,809 1,661,861 -5,471
Mar06 051018 108~230 108~285 108~200 108~270 +0~030 2,068 21,998 +340
Total Volume and Open Interest 494,877 1,684,155 -5,131
5-Year T-Notes(CBOT)
Dec05 051018 106~080 106~120 106~055 106~105 +0~020 255,935 0 +0
Mar06 051018 106~020 106~050 106~020 106~050 +0~020 225 3,394 +3,394
Jun06 051018 105~300 105~300 105~300 105~300 +0~020      
Total Volume and Open Interest 256,160 3,394 +3,394
2 Year T-Notes(CBOT)
Dec05 051018 102~100 102~105 102~097 102~104 +0~004 2,208 347,862 +4,849
Total Volume and Open Interest 2,208 347,862 +4,849
Eurodollars(CME)
Dec05 051018 95.575 95.590 95.570 95.575 unch 53,716 1,138,928 +69,160
Mar06 051018 95.400 95.430 95.385 95.400 +0.005 38,538 1,169,123 +1,119
Jun06 051018 95.315 95.350 95.305 95.320 +0.005 28,140 1,276,864 +11,800
Sep06 051018 95.280 95.325 95.270 95.300 +0.015 403,668 866,895 +4,549
Dec06 051018 95.280 95.315 95.270 95.300 +0.020 26,081 754,251 +42,092
Mar07 051018 95.290 95.325 95.280 95.315 +0.025 23,410 600,483 -8,636
Jun07 051018 95.280 95.310 95.275 95.305 +0.025 40,278 489,898 -8,433
Sep07 051018 95.260 95.295 95.260 95.285 +0.025 28,123 330,384 -7,371
Dec07 051018 95.225 95.265 95.220 95.255 +0.025 12,897 258,381 +4,797
Mar08 051018 95.210 95.245 95.210 95.240 +0.025 12,337 233,272 +1,800
Jun08 051018 95.185 95.220 95.185 95.215 +0.025 12,879 220,522 -1,372
Sep08 051018 95.160 95.195 95.160 95.190 +0.025 10,458 211,812 -2,087
Dec08 051018 95.120 95.155 95.120 95.150 +0.025 4,651 142,339 +765
Mar09 051018 95.105 95.140 95.105 95.135 +0.025 3,039 126,822 +647
Jun09 051018 95.080 95.120 95.080 95.110 +0.025 4,499 109,586 -1,303
Sep09 051018 95.050 95.085 95.050 95.080 +0.025 4,384 109,352 +1,158
Dec09 051018 95.010 95.050 95.010 95.040 +0.025 4,577 76,056 +335
Mar10 051018 94.995 95.035 94.995 95.025 +0.025 4,588 48,134 -875
Total Volume and Open Interest 345,947 8,376,473 +43,098
3-Mth Euro-Yen(CME)
Dec05 051018 99.89 99.89 99.89 99.89 unch 0 5,954 +0
Mar06 051018 99.82 99.82 99.82 99.82 unch 0 7,115 -80
Jun06 051018 99.72 99.72 99.72 99.72 +0.02 280 5,518 +352
Sep06 051018 99.62 99.62 99.62 99.62 +0.03 140 3,859 +140
Dec06 051018 99.50 99.50 99.50 99.50 +0.02 10 6,097 +0
Mar07 051018 99.38 99.38 99.38 99.38 +0.02 0 1,932 -400
Jun07 051018 99.27 99.27 99.27 99.27 unch 0 1,417 -64
Sep07 051018 99.22 99.22 99.22 99.22 unch 0 495 +0
Dec07 051018 99.07 99.07 99.07 99.07 +0.02 0 32 +0
Mar08 051018 98.98 98.98 98.98 98.98 +0.04 0 60 +0
Total Volume and Open Interest 430 32,729 -52
3-Mth Euro-Yen(SIMEX)
Dec05 051018 99.90 99.90 99.90 99.90 unch 1,186 82,526 +310
Mar06 051018 99.82 99.82 99.81 99.82 unch 1,667 58,879 -1,995
Jun06 051018 99.70 99.72 99.70 99.72 +0.02 5,597 52,918 +601
Sep06 051018 99.59 99.61 99.59 99.61 +0.02 2,971 34,987 -911
Dec06 051018 99.48 99.50 99.48 99.50 +0.02 1,944 49,258 +769
Mar07 051018 99.36 99.39 99.36 99.39 +0.02 802 24,594 -120
Jun07 051018 99.25 99.28 99.25 99.28 +0.02 0 13,992 -12
Sep07 051018 99.17 99.17 99.17 99.17 +0.02 50 1,779 +50
Total Volume and Open Interest 14,217 346,809 -1,308
German Euro-Bund(EUREX)
Dec05 051018 121.30 121.42 121.06 121.41 +0.12 821,386 1,510,272 +117,331
Mar06 051018 121.61 121.71 121.39 121.71 +0.11 1,946 35,680 +2,139
Jun06 051018 121.01 121.01 121.01 121.01 +0.12 0 1 +0
Total Volume and Open Interest 823,332 1,545,953 +119,470
German Euro-Bobl(EUREX)
Dec05 051018 113.30 113.42 113.19 113.40 +0.08 516,221 952,702 +26,585
Mar06 051018 113.63 113.70 113.58 113.70 +0.09 1,516 1,665 +7
Jun06 051018 113.10 113.10 113.10 113.10 +0.08 10 0 +0
Total Volume and Open Interest 517,747 954,367 +26,592
Long Gilt(LIFFE)
Dec05 051018 111~20 111~25 111~14 111~24 +0~05 78,826 226,191 +8,801
Mar06 051018 112~02 112~02 112~02 112~02 +0~05 0 5 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051018 95.48 95.51 95.46 95.49 +0.03 55,876 295,712 -527
Mar06 051018 95.52 95.58 95.51 95.55 +0.03 103,972 466,082 +19,434
Jun06 051018 95.53 95.60 95.53 95.57 +0.03 69,355 331,362 +21,087
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051018 97.700 97.715 97.680 97.700 +0.005 138,088 693,550 +24,818
Mar06 051018 97.580 97.590 97.540 97.575 +0.010 140,334 701,659 +13,600
Jun06 051018 97.450 97.465 97.410 97.450 +0.015 137,201 507,625 -5,033
Total Volume and Open Interest 693,258 3,360,868 +54,788
3-Mth Aus T-Bills(SFE)
Dec05 051018 94.32 94.33 94.32 94.33 unch 6,932 125,533 +600
Mar06 051018 94.23 94.27 94.23 94.26 unch 20,949 234,129 +1,991
Jun06 051018 94.24 94.26 94.24 94.26 unch 4,497 90,107 -282
Sep06 051018 94.24 94.27 94.24 94.26 +0.01 935 32,885 -2,184
Dec06 051018 94.22 94.24 94.21 94.24 +0.01 213 32,485 +219
Mar07 051018 94.19 94.21 94.17 94.20 unch 110 19,270 +100
Jun07 051018 94.15 94.17 94.15 94.17 +0.01 577 35,509 +258
Sep07 051018 94.12 94.15 94.12 94.15 +0.01 525 8,710 +347
Dec07 051018 94.11 94.13 94.11 94.13 +0.01 0 4,111 +0
Mar08 051018 94.13 94.13 94.12 94.12 unch 0 1,566 +0
Total Volume and Open Interest 34,738 586,382 +1,049
10-Year Aus T-Bonds(SFE)
Dec05 051018 94.50 94.56 94.50 94.54 +0.01 26,290 306,430 +8,463
Mar06 051018 94.54 94.54 94.54 94.54 +0.01      
Total Volume and Open Interest 26,290 306,430 +8,463
3-Year Aus T-Bonds(SFE)
Dec05 051018 94.57 94.62 94.56 94.61 +0.01 81,679 369,271 +30,236
Mar06 051018 94.61 94.61 94.61 94.61 +0.01      
Total Volume and Open Interest 81,679 369,271 +30,236
Gold(CMX)
Oct05 051018 472.0 472.5 472.0 472.1 -2.0 18 242 -88
Dec05 051018 474.2 475.9 472.8 474.6 -2.0 43,350 298,375 +19
Feb06 051018 478.0 479.5 477.0 478.4 -2.0 610 17,218 +440
Apr06 051018 482.0 483.0 481.9 482.1 -2.0 38 6,503 +122
Jun06 051018 484.8 487.3 484.8 485.9 -2.0 322 14,648 +4,551
Aug06 051018 491.8 491.8 489.8 489.8 -2.0 7 2,228 +29
Oct06 051018 495.0 495.0 493.7 493.7 -2.0 11 3,928 +5
Dec06 051018 496.8 499.5 496.8 497.6 -2.0 692 7,538 +1,834
Feb07 051018 501.5 501.5 501.5 501.5 -2.0 0 5,094 +0
Apr07 051018 505.4 505.4 505.4 505.4 -2.0 0 100 +0
Jun07 051018 509.2 509.2 509.2 509.2 -2.0 50 6,776 +2,157
Aug07 051018 513.0 513.0 513.0 513.0 -2.0      
Total Volume and Open Interest 46,400 371,324 +10,889
Silver(CMX)
Dec05 051018 781.5 787.0 778.5 783.5 -4.0 16,719 102,371 -1,082
Mar06 051018 788.0 793.5 786.0 790.3 -3.7 1,041 10,852 +1,322
May06 051018 792.0 792.7 792.0 792.7 -3.6 2 2,329 +52
Jul06 051018 795.0 797.0 794.0 795.0 -3.5 65 7,058 +585
Sep06 051018 797.5 797.5 797.5 797.5 -3.0 100 3,197 +318
Dec06 051018 796.0 800.4 796.0 800.4 -2.6 282 10,045 +1,121
Mar07 051018 802.7 802.7 802.7 802.7 -2.0 0 50 +0
Total Volume and Open Interest 18,525 140,709 +3,556
Platinum(NYM)
Oct05 051018 931.7 931.7 931.7 931.7 -1.8 16 82 -12
Jan06 051018 935.5 938.0 933.0 934.7 -1.8 1,637 12,348 -360
Apr06 051018 934.7 934.7 934.7 934.7 -1.8 2 188 -1
Total Volume and Open Interest 1,655 12,618 -373
Palladium(NYME)
Dec05 051018 216.00 216.50 212.00 212.25 -5.05 891 12,577 +14
Mar06 051018 220.00 220.00 214.25 214.25 -5.05 6 534 -2
Jun06 051018 221.00 221.00 216.25 216.25 -5.05 2 6 +2
Total Volume and Open Interest 901 13,119 +16
Copper(CMX)
Dec05 051018 182.10 182.80 180.90 182.55 +0.45 11,832 78,990 -505
Mar06 051018 174.90 175.50 173.90 175.40 +0.75 1,134 11,825 +295
May06 051018 169.20 169.60 168.40 169.50 +0.75 173 3,261 +167
Jul06 051018 163.80 164.00 163.80 164.00 +0.75 16 1,491 +17
Sep06 051018 158.50 158.50 158.50 158.50 +0.75 0 1,296 +1
Total Volume and Open Interest 14,138 107,459 -116
Aluminum(CMX)
Oct05 051018 90.95 90.95 90.95 90.95 -0.45 0 20 +5
Nov05 051018 91.35 91.35 91.35 91.35 -0.25 0 566 +0
Dec05 051018 91.85 91.85 91.85 91.85 -0.25 0 1,679 +0
Jan06 051018 92.50 92.50 92.50 92.50 -0.25 0 90 +3
Feb06 051018 92.15 92.15 92.15 92.15 -0.25 0 70 +0
Mar06 051018 91.90 91.90 91.90 91.90 -0.25 0 70 +0
Total Volume and Open Interest 0 2,690 +8
DJIA Index(CBOT)
Dec05 051018 10390 10392 10300 10306 -64 4,331 35,983 -127
Mar06 051018 10410 10410 10350 10350 -62 5 30 -2
Jun06 051018 10393 10393 10393 10393 -64      
Total Volume and Open Interest 4,336 36,015 -129
S & P 500(CME)
Dec05 051018 1192.50 1192.60 1181.00 1181.40 -12.80 27,191 634,948 -840
Mar06 051018 1189.00 1189.00 1188.40 1188.40 -12.90 36 5,516 +15
Jun06 051018 1196.20 1196.20 1196.20 1196.20 -12.90 2 779 +1
Sep06 051018 1204.00 1204.00 1204.00 1204.00 -12.90 0 556 +0
Total Volume and Open Interest 27,229 641,841 -824
S & P 500 E-Mini(Globex)
Dec05 051018 1194.25 1196.75 1180.75 1181.50 -12.75 758,747 1,010,574 -9,221
Mar06 051018 1202.50 1202.50 1188.25 1188.50 -12.75 400 1,728 +128
Total Volume and Open Interest 759,147 1,012,302 -9,093
NASDAQ 100(CME)
Dec05 051018 1556.00 1558.00 1544.00 1547.00 -9.00 4,841 62,588 +112
Mar06 051018 1566.50 1566.50 1562.00 1562.00 -9.00 0 33 +0
Jun06 051018 1577.00 1577.00 1577.00 1577.00 -9.00 2 17 +0
Total Volume and Open Interest 4,843 62,638 +112
NASDAQ 100 E-Mini(Globex)
Dec05 051018 1556.00 1561.50 1544.00 1547.00 -9.00 199,201 394,755 +9,492
Mar06 051018 1578.00 1578.00 1561.50 1562.00 -9.00 16 260 -7
Total Volume and Open Interest 199,217 395,015 +9,485
S & P Midcap 400(CME)
Dec05 051018 687.00 689.00 678.50 679.20 -9.10 840 12,837 +22
Mar06 051018 682.20 682.20 682.20 682.20 -9.10      
Jun06 051018 685.20 685.20 685.20 685.20 -9.10      
Total Volume and Open Interest 350 12,952 +115
Russell 2000(CME)
Dec05 051018 634.50 635.20 627.00 627.60 -8.40 612 34,758 -125
Mar06 051018 638.00 638.00 632.40 632.40 -8.40 0 19 +1
Jun06 051018 635.40 635.40 635.40 635.40 -8.40      
Total Volume and Open Interest 612 34,777 -124
Russell 2000 E-Mini(Globex)
Dec05 051018 635.90 637.90 626.40 627.60 -8.40 134,114 264,050 +5,828
Mar06 051018 640.30 640.70 632.40 632.40 -8.40 139 278 +76
Total Volume and Open Interest 134,253 264,328 +5,904
Value Line(KCBT)
Dec05 051018 1802.50 1802.50 1794.50 1794.50 -14.50 16 99 +6
Total Volume and Open Interest 16 99 +6
Nikkei 225(CME)
Dec05 051018 13400 13445 13315 13350 -10 43,047 232,272 -1,407
Mar06 051018 13345 13425 13315 13345 -50 3 79 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051018 13400 13445 13315 13350 -10 43,047 232,272 -1,407
Mar06 051018 13345 13425 13315 13345 -50 3 79 +0
Jun06 051018 13285 13285 13285 13285 -45      
Total Volume and Open Interest 43,052 232,851 -1,368
CAC 40(MATIF)
Oct05 051018 4495.0 4506.0 4454.0 4459.0 -30.0 90,720 515,596 +7,079
Nov05 051018 4502.0 4513.0 4460.5 4465.5 -30.0 743 11,593 -988
Dec05 051018 4499.5 4508.5 4458.5 4462.5 -30.0 4,639 95,172 +1,912
Total Volume and Open Interest 96,102 626,423 +8,003
Hang Seng Index(HKFE)
Oct05 051018 14556 14630 14535 14578 +72 28,906 103,001 -32
Nov05 051018 14545 14610 14527 14558 +69 741 2,428 +391
Dec05 051018 14583 14648 14570 14600 +57 110 2,077 +58
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051018 5004.0 5011.5 4941.5 4949.0 -25.0 120,743 211,454 +3,021
Mar06 051018 5028.0 5040.0 4973.0 4977.5 -25.5 300 10,474 -192
Jun06 051018 5060.0 5062.0 5004.0 5008.5 -24.5 165 1,825 +63
Total Volume and Open Interest 121,208 223,753 +2,892
FT-SE 100(LIFFE)
Dec05 051018 5306.00 5325.00 5268.50 5272.00 -23.50 61,011 426,268 -1,526
Mar06 051018 5315.50 5315.50 5279.00 5279.00 -23.50 149 7,402 +137
Jun06 051018 5314.00 5314.00 5283.50 5283.50 -24.00 0 13,785 +0
Total Volume and Open Interest 61,160 447,455 -1,389
SPI 200(SFE)
Dec05 051018 4449.0 4467.0 4444.0 4459.0 +33.0 16,536 198,421 -18,774
Mar06 051018 4455.0 4462.0 4455.0 4460.0 +34.0 115 4,719 +67
Jun06 051018 4481.0 4486.0 4481.0 4485.0 +34.0 108 3,230 +108
Total Volume and Open Interest 17,041 208,969 -18,326
GSCI(CME)
Nov05 051018 450.75 450.75 446.30 446.30 -8.90 690 17,634 -145
Dec05 051018 451.00 451.00 451.00 451.00 -8.00 0 4 +0
Jan06 051018 450.75 450.75 450.75 450.75 -13.25      
Total Volume and Open Interest 708 17,638  
Reuters CRB Index(NYBOT)
Nov05 051018 336.00 336.75 335.75 335.75 -1.00 51 382 +11
Jan06 051018 335.75 335.75 334.00 335.25 -1.00 51 444 +18
Feb06 051018 333.25 333.25 333.25 333.25 -1.00 0 5 +0
Total Volume and Open Interest 102 1,038 +29
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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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!