Moore Research Center, Inc.

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

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed October 19, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051019 583.00 590.50 583.00 589.25 +4.75 43,447 106,153 -5,936
Jan06 051019 595.50 602.50 595.00 601.75 +5.00 16,689 104,008 +1,863
Mar06 051019 604.00 610.50 603.50 609.50 +5.50 3,275 33,049 +1,264
May06 051019 609.00 615.50 608.50 614.75 +6.00 2,710 22,275 +508
Jul06 051019 613.50 620.00 613.50 619.50 +5.75 2,246 18,897 +532
Aug06 051019 615.50 618.50 615.50 618.50 +6.50 170 1,269 +27
Sep06 051019 614.00 618.00 614.00 616.00 +4.50 0 627 +0
Total Volume and Open Interest 69,910 299,070 -1,460
Soybean Meal(CBOT)
Dec05 051019 170.30 173.00 170.30 172.20 +1.20 15,807 62,914 +809
Jan06 051019 172.00 174.80 172.00 174.00 +1.20 3,356 16,336 +388
Mar06 051019 175.50 177.80 175.50 177.20 +1.30 1,778 15,946 +247
May06 051019 178.50 180.70 178.10 180.00 +1.70 1,602 15,520 +30
Jul06 051019 181.50 183.50 181.00 183.10 +1.70 1,173 13,215 +226
Aug06 051019 182.80 184.50 182.50 184.00 +1.80 119 3,394 +79
Sep06 051019 183.80 185.30 183.00 184.60 +1.60 420 3,290 +98
Oct06 051019 184.00 185.50 184.00 185.00 +1.90 16 1,751 -86
Total Volume and Open Interest 25,270 135,453 +1,867
Soybean Oil(CBOT)
Dec05 051019 24.35 24.56 24.23 24.31 -0.13 13,077 71,444 -1,765
Jan06 051019 24.63 24.78 24.48 24.58 -0.13 3,738 48,902 +1,732
Mar06 051019 24.88 25.00 24.70 24.78 -0.16 662 12,266 -84
May06 051019 24.91 25.06 24.90 24.92 -0.06 1,289 12,954 +111
Jul06 051019 25.18 25.25 24.95 25.06 -0.06 571 14,463 +31
Aug06 051019 25.13 25.13 25.07 25.07 +0.02 40 1,332 -4
Sep06 051019 25.15 25.15 25.08 25.08 +0.03 6 1,807 -5
Oct06 051019 25.05 25.05 25.05 25.05 unch 5 957 +5
Total Volume and Open Interest 20,372 170,525 +620
Canola(WCE)
Nov05 051019 257.0 259.0 255.9 256.6 -0.8 6,491 20,405 -3,549
Jan06 051019 266.7 268.6 265.8 266.2 -1.4 4,803 35,407 +519
Mar06 051019 275.5 275.5 274.1 274.9 -1.0 538 5,521 +64
May06 051019 284.0 284.0 282.0 282.0 -2.2 34 1,483 -11
Jul06 051019 290.0 290.1 290.0 290.1 -2.5 137 1,431 +23
Total Volume and Open Interest 12,018 68,828 -2,939
Corn(CBOT)
Dec05 051019 201.75 202.25 201.25 201.75 -0.25 36,135 470,681 +4,679
Mar06 051019 214.50 215.25 214.00 214.50 -0.25 10,819 178,919 +2,301
May06 051019 222.25 223.00 222.00 222.50 unch 1,800 35,242 +352
Jul06 051019 229.25 230.00 229.00 229.75 unch 4,379 56,218 +541
Sep06 051019 237.50 238.00 237.00 237.50 +0.25 260 7,753 +116
Dec06 051019 247.00 247.75 246.75 247.25 +0.25 1,746 40,501 +487
Total Volume and Open Interest 55,276 797,025 +8,511
Wheat(CBOT)
Dec05 051019 328.00 330.00 326.25 327.75 -1.00 28,664 200,564 -2,800
Mar06 051019 342.00 344.50 340.25 341.75 -1.75 5,613 49,001 -86
May06 051019 350.00 351.50 348.50 350.00 -0.50 204 2,821 +41
Jul06 051019 356.00 357.50 354.00 356.25 -0.25 5,651 33,395 +615
Sep06 051019 361.50 363.50 360.50 362.75 -0.25 89 1,975 +28
Total Volume and Open Interest 40,450 293,596 -2,239
Wheat(KCBT)
Dec05 051019 371.00 372.00 366.50 369.50 -3.50 10,138 66,677 -556
Mar06 051019 375.25 378.00 371.50 374.50 -3.50 4,406 31,126 +94
May06 051019 374.00 374.00 370.75 372.00 -2.50 312 3,012 +208
Jul06 051019 367.50 368.50 365.50 366.50 -1.50 1,714 18,635 +314
Sep06 051019 371.00 371.50 370.00 371.50 +1.00 36 843 +22
Total Volume and Open Interest 16,643 120,791 +52
Wheat(MGE)
Dec05 051019 372.75 374.00 365.50 370.50 -4.00 4,147 16,457 -1,178
Mar06 051019 379.75 380.00 372.50 377.25 -3.00 922 12,474 +186
May06 051019 381.00 381.00 378.00 378.00 -5.00 281 2,160 +190
Jul06 051019 382.00 382.00 376.00 380.25 -3.25 384 3,515 +176
Sep06 051019 376.00 377.00 375.00 376.00 -1.75 94 344 +10
Total Volume and Open Interest 5,891 35,673 -630
Oats(CBOT)
Dec05 051019 160.50 163.00 160.50 162.25 +1.00 1,065 6,285 -211
Mar06 051019 168.25 170.00 168.25 170.00 +1.25 145 534 -37
May06 051019 174.50 174.50 174.50 174.50 +1.50 6 69 +2
Jul06 051019 178.00 178.00 178.00 178.00 +1.00 0 1 +0
Total Volume and Open Interest 1,218 6,897 -245
Rough Rice(CBOT)
Nov05 051019 7.24 7.35 7.24 7.35 +0.09 154 3,227 -41
Jan06 051019 7.48 7.63 7.48 7.62 +0.10 105 2,965 -16
Mar06 051019 7.70 7.84 7.70 7.84 +0.14 18 1,072 -2
May06 051019 7.99 8.07 7.99 8.07 +0.08 5 199 +2
Total Volume and Open Interest 282 7,474 -57
Live Cattle(CME)
Oct05 051019 89.100 90.950 88.800 89.600 +0.625 2,237 6,448 -658
Dec05 051019 90.150 92.225 89.875 90.425 +0.475 8,872 95,588 +697
Feb06 051019 92.700 94.450 92.450 93.350 +0.800 4,339 40,244 +73
Apr06 051019 89.700 91.250 89.600 90.350 +0.850 768 13,646 +139
Jun06 051019 85.125 86.150 85.000 85.675 +0.675 979 6,478 -143
Aug06 051019 84.200 85.100 84.200 84.975 +0.625 217 2,407 +83
Total Volume and Open Interest 17,519 165,123 +207
Feeder Cattle(CME)
Oct05 051019 117.450 118.000 116.950 117.650 +0.375 884 4,777 -267
Nov05 051019 115.900 116.800 115.550 116.175 +0.575 1,596 11,259 +199
Jan06 051019 113.500 114.350 112.900 114.050 +0.925 1,386 9,094 +444
Mar06 051019 109.300 110.150 109.250 110.125 +0.825 77 1,048 +36
Apr06 051019 107.550 108.250 107.500 108.125 +0.725 75 520 -2
May06 051019 107.100 108.100 107.000 107.800 +0.650 136 561 +33
Aug06 051019 107.900 108.250 107.700 107.950 +0.300 46 217 +7
Total Volume and Open Interest 4,202 27,479 +450
Lean Hogs(CME)
Dec05 051019 60.500 61.500 60.050 61.075 +0.725 8,381 68,144 -1,128
Feb06 051019 63.000 64.400 62.600 63.975 +0.750 2,766 25,062 -362
Apr06 051019 63.950 64.750 63.550 64.675 +0.525 1,534 9,124 +377
May06 051019 64.000 65.200 64.000 65.125 +0.800 118 1,807 +56
Jun06 051019 67.100 68.250 66.850 68.150 +0.775 643 3,495 +218
Jul06 051019 63.500 64.700 63.450 64.650 +0.950 232 1,384 +115
Aug06 051019 60.900 60.900 60.800 60.800 +0.650 76 688 +53
Oct06 051019 54.300 55.100 54.300 54.925 +0.775 168 414 +57
Total Volume and Open Interest 13,928 110,126 -607
Pork Bellies(CME)
Feb06 051019 86.500 89.200 86.500 88.325 +1.325 404 1,306 -44
Mar06 051019 87.600 87.600 87.600 87.600 +0.850 3 59 +0
May06 051019 90.250 90.250 90.250 90.250 +0.750 2 30 +1
Jul06 051019 93.300 93.500 93.300 93.500 unch 0 12 +0
Aug06 051019 93.000 93.000 93.000 93.000 +1.000 0 26 +0
Total Volume and Open Interest 409 1,433 -43
Class III Milk(CME)
Oct05 051019 14.37 14.37 14.37 14.37 unch 2 2,586 +0
Nov05 051019 13.80 13.88 13.80 13.88 +0.07 69 2,284 +7
Dec05 051019 13.52 13.65 13.52 13.64 +0.14 51 2,037 +3
Jan06 051019 13.00 13.06 13.00 13.06 +0.11 15 1,521 +4
Feb06 051019 12.63 12.70 12.63 12.70 +0.07 6 1,301 +5
Total Volume and Open Interest 313 19,762 +77
Cocoa(NYBOT)
Dec05 051019 1395 1405 1386 1392 +6 5,852 54,960 +348
Mar06 051019 1435 1441 1422 1429 +7 2,111 31,856 +660
May06 051019 1455 1455 1450 1450 +7 873 10,097 +161
Jul06 051019 1475 1479 1469 1469 +7 112 9,126 +29
Sep06 051019 1489 1490 1489 1490 +4 130 10,536 -99
Dec06 051019 1517 1517 1517 1517 +5 0 7,119 +0
Mar07 051019 1541 1541 1541 1541 +6 0 9,403 +300
Total Volume and Open Interest 9,078 133,853 +1,399
Coffee "C"(NYBOT)
Dec05 051019 105.80 106.70 102.50 104.05 -0.60 12,504 56,037 -1,040
Mar06 051019 108.10 109.20 105.50 106.95 -0.45 3,863 18,211 +514
May06 051019 109.90 110.30 107.60 108.60 -0.40 748 5,253 +65
Jul06 051019 111.25 112.00 109.00 110.05 -0.40 472 3,098 -27
Sep06 051019 112.60 112.90 110.75 111.40 -0.35 311 1,366 -61
Dec06 051019 114.50 115.10 113.00 113.80 -0.25 71 927 +30
Total Volume and Open Interest 17,974 85,868 -514
Orange Juice(NYBOT)
Nov05 051019 113.90 114.50 110.00 111.80 +2.90 4,339 11,951 -1,259
Jan06 051019 115.00 115.50 111.50 113.50 +2.95 3,366 10,350 +1,821
Mar06 051019 117.00 117.00 113.50 115.00 +2.80 321 4,729 +147
May06 051019 117.50 117.50 114.50 116.25 +2.80 22 649 +5
Jul06 051019 117.50 117.50 117.50 117.50 +2.80 5 242 +0
Total Volume and Open Interest 8,103 27,981 +764
Sugar #11(NYBOT)
Mar06 051019 11.63 11.85 11.62 11.73 +0.04 23,267 314,547 +658
May06 051019 11.64 11.75 11.62 11.64 +0.01 5,383 56,699 +1,428
Jul06 051019 11.36 11.46 11.35 11.37 +0.02 3,561 40,198 +659
Oct06 051019 11.35 11.44 11.30 11.33 -0.01 1,566 24,566 +244
Mar07 051019 11.35 11.48 11.32 11.34 -0.01 1,348 22,998 +521
Total Volume and Open Interest 35,855 475,768 +3,808
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051019 21.83 22.05 21.83 22.04 +0.23 346 2,724 +146
Mar06 051019 21.81 21.90 21.81 21.86 +0.15 142 2,472 +109
May06 051019 21.70 21.74 21.70 21.71 +0.06 28 2,519 +28
Jul06 051019 21.79 21.82 21.79 21.81 +0.04 194 2,462 +27
Total Volume and Open Interest 729 11,642 +329
London Cocoa(LCE)
Dec05 051019 835 843 828 837 +3 3,309 67,291 -685
Mar06 051019 853 861 848 855 +2 1,265 49,957 +261
May06 051019 860 873 860 866 +1 368 11,160 -323
Jul06 051019 875 885 875 879 +1 555 24,514 -152
Sep06 051019 888 897 887 891 unch 196 12,633 +119
Dec06 051019 906 906 902 903 unch 365 14,090 -66
Mar07 051019 921 921 914 915 -1 82 3,405 +0
Total Volume and Open Interest 6,140 183,175 -846
London Coffee(LCE)
Nov05 051019 957.00 988.00 941.00 946.00 -16.00 4,740 41,748 -512
Jan06 051019 980.00 1011.00 965.00 970.00 -15.00 7,092 68,726 +956
Mar06 051019 1006.00 1030.00 987.00 987.00 -15.00 609 34,561 -59
May06 051019 1022.00 1038.00 1002.00 1002.00 -15.00 98 9,427 +23
Jul06 051019 1052.00 1052.00 1018.00 1018.00 -15.00 28 4,317 +8
Sep06 051019 1065.00 1065.00 1038.00 1038.00 -15.00 2 1,835 +0
Total Volume and Open Interest 12,569 160,873 +416
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051019 298.00 302.30 296.10 298.50 -0.10 1,877 21,739 -198
Mar06 051019 307.00 309.00 304.20 305.70 -0.90 1,603 16,407 +518
May06 051019 310.90 313.90 308.80 310.00 -0.80 317 5,447 -27
Aug06 051019 317.50 317.50 315.40 317.40 -0.10 6 2,854 +2
Total Volume and Open Interest 3,823 55,325 +22
Cotton(NYBOT)
Dec05 051019 54.75 54.90 53.57 54.29 -1.08 10,911 86,311 +749
Mar06 051019 56.45 56.45 55.30 56.14 -1.01 3,419 29,281 +370
May06 051019 57.05 57.05 55.90 56.85 -1.05 60 2,971 +1
Jul06 051019 57.55 57.55 56.75 57.55 -1.00 21 2,934 +0
Oct06 051019 57.75 57.75 57.75 57.75 -0.85 0 64 +0
Dec06 051019 58.70 58.70 58.70 58.70 -0.95 0 1,362 -1
Total Volume and Open Interest 14,411 122,932 +1,119
Lumber(CME)
Nov05 051019 293.5 293.5 293.5 293.5 +10.0 597 2,194 -107
Jan06 051019 310.7 310.7 310.7 310.7 +10.0 169 1,333 +11
Mar06 051019 319.1 325.5 319.1 322.3 +6.8 22 265 +0
May06 051019 325.6 331.6 325.6 331.6 +10.0 1 74 +0
Total Volume and Open Interest 789 3,896 -96
Crude Oil(NYM)
Nov05 051019 63.10 63.25 61.31 62.41 -0.79 65,958 50,325 -18,477
Dec05 051019 62.40 62.50 60.60 61.51 -0.93 123,463 274,753 -862
Jan06 051019 62.15 62.20 60.45 61.33 -0.85 32,285 93,604 -1,645
Feb06 051019 62.00 62.00 60.40 61.23 -0.81 12,962 37,805 +1,722
Mar06 051019 61.85 62.00 60.20 61.15 -0.82 7,686 29,122 -996
Apr06 051019 62.00 62.00 60.80 61.14 -0.84 3,138 15,892 +191
May06 051019 60.70 61.13 60.70 61.13 -0.86 1,620 15,234 +167
Jun06 051019 61.85 61.90 60.30 61.11 -0.86 7,931 45,877 +2,848
Jul06 051019 61.00 61.04 61.00 61.04 -0.86 722 9,997 -280
Aug06 051019 60.70 60.94 60.70 60.94 -0.86 5 7,466 -1
Sep06 051019 61.00 61.00 60.83 60.83 -0.86 152 8,535 -146
Oct06 051019 61.00 61.00 60.72 60.72 -0.86 70 5,301 -135
Nov06 051019 60.57 60.57 60.57 60.57 -0.86 298 7,870 +187
Dec06 051019 61.00 61.00 59.50 60.41 -0.86 14,850 51,678 +1,010
Jan07 051019 60.80 60.80 60.15 60.15 -0.86 0 9,182 -15
Feb07 051019 59.96 59.96 59.96 59.96 -0.86 397 3,784 +237
Total Volume and Open Interest 285,007 860,139 -16,114
Heating Oil(NYM)
Nov05 051019 193.90 194.50 187.50 191.34 -2.08 16,947 30,484 -3,008
Dec05 051019 197.50 197.50 191.00 194.51 -2.18 13,202 57,152 +521
Jan06 051019 200.25 201.00 194.00 197.46 -2.38 4,394 28,884 +546
Feb06 051019 199.90 201.50 195.00 197.76 -2.43 1,147 16,398 +94
Mar06 051019 197.70 198.25 192.25 194.86 -2.33 402 13,900 -65
Apr06 051019 191.70 192.00 187.25 188.86 -2.13 160 6,410 +12
May06 051019 186.50 186.50 182.00 183.21 -2.13 40 4,331 +11
Jun06 051019 180.50 180.50 179.46 179.46 -2.13 653 5,274 -346
Jul06 051019 181.90 181.90 178.85 179.16 -2.18 38 3,980 +6
Aug06 051019 182.50 182.50 179.91 179.91 -2.23 102 1,075 +102
Sep06 051019 182.50 182.50 181.36 181.36 -2.28 2 1,409 +0
Oct06 051019 184.00 184.60 183.16 183.16 -2.33 1 295 +0
Total Volume and Open Interest 37,432 175,228 -2,068
Unleaded Gas(NYM)
Nov05 051019 173.00 174.00 165.00 167.63 -5.89 22,244 32,512 -1,854
Dec05 051019 174.75 175.00 167.20 169.37 -4.99 10,756 48,348 -366
Jan06 051019 175.00 175.00 168.75 170.72 -4.44 2,956 20,069 +165
Feb06 051019 169.50 171.42 169.25 171.42 -3.94 1,114 9,029 +688
Mar06 051019 175.75 175.75 169.50 171.82 -3.69 833 7,606 +107
Apr06 051019 180.50 181.12 179.50 181.12 -3.49 65 5,401 -20
May06 051019 179.80 181.57 179.80 181.57 -3.29 42 2,887 -25
Jun06 051019 184.50 184.50 180.80 181.42 -3.14 72 3,532 -9
Jul06 051019 180.77 180.77 180.77 180.77 -2.99 0 1,734 +0
Aug06 051019 179.32 179.32 179.32 179.32 -2.89 150 1,812 +100
Sep06 051019 176.50 176.92 176.50 176.92 -2.79 25 603 +25
Oct06 051019 167.52 167.52 167.52 167.52 -2.69 25 163 +25
Total Volume and Open Interest 38,248 133,773 -1,237
Natural Gas(NYM)
Nov05 051019 13.560 13.620 13.380 13.549 +0.128 20,650 40,774 -1,673
Dec05 051019 13.950 13.960 13.740 13.860 +0.059 11,724 75,459 +555
Jan06 051019 14.390 14.430 14.160 14.243 -0.067 6,859 71,684 +645
Feb06 051019 14.260 14.280 14.060 14.113 -0.047 1,369 27,952 -288
Mar06 051019 13.780 13.820 13.630 13.703 -0.032 2,744 47,069 -3,489
Apr06 051019 10.950 10.950 10.850 10.893 +0.008 2,370 30,225 +123
May06 051019 10.500 10.520 10.480 10.503 +0.018 2,107 24,094 -443
Jun06 051019 10.500 10.550 10.490 10.510 +0.020 311 10,725 +98
Jul06 051019 10.550 10.560 10.490 10.544 +0.022 511 13,776 +186
Aug06 051019 10.550 10.590 10.540 10.578 +0.024 631 16,447 +149
Sep06 051019 10.550 10.580 10.550 10.553 +0.026 1,312 12,077 +632
Oct06 051019 10.580 10.620 10.550 10.583 +0.026 1,359 23,303 +238
Nov06 051019 11.000 11.030 10.980 11.003 +0.026 563 9,604 -85
Dec06 051019 11.400 11.423 11.400 11.423 +0.031 159 11,758 -1
Jan07 051019 11.670 11.733 11.670 11.733 +0.031 156 12,410 -81
Feb07 051019 11.580 11.643 11.580 11.643 +0.031 23 5,109 -22
Total Volume and Open Interest 53,575 556,100 -3,271
Brent Crude Oil(ICE)
Dec05 051019 58.93 59.65 57.67 58.60 -0.68 67,515 84,111 -3,265
Jan06 051019 59.27 60.12 58.12 59.06 -0.71 24,814 88,359 -585
Feb06 051019 59.90 60.41 58.45 59.37 -0.74 12,262 26,608 +2,067
Mar06 051019 60.05 60.61 58.62 59.54 -0.75 5,346 12,103 -49
Apr06 051019 60.19 60.20 58.71 59.58 -0.73 2,879 6,194 -325
May06 051019 59.50 59.59 58.78 59.59 -0.70 2,212 5,665 -85
Jun06 051019 60.02 60.66 58.68 59.58 -0.69 6,980 29,636 +1,522
Jul06 051019 60.41 60.41 59.58 59.58 -0.65 470 3,222 -10
Aug06 051019 59.57 59.57 59.57 59.57 -0.61 70 794 -20
Sep06 051019 60.24 60.24 59.47 59.47 -0.61 0 4,522 +0
Oct06 051019 59.37 59.37 59.37 59.37 -0.61 0 2,177 +0
Nov06 051019 58.57 59.27 58.57 59.27 -0.61 0 216 +0
Dec06 051019 59.94 60.20 58.34 59.18 -0.60 9,383 29,312 +1,919
Jan07 051019 58.16 58.98 58.16 58.98 -0.60 0 4,280 -100
Total Volume and Open Interest 136,118 334,870 +2,659
Gas Oil(ICE)
Nov05 051019 587.00 591.00 574.75 584.00 -6.25 18,396 51,199 -2,275
Dec05 051019 591.00 595.00 578.75 588.00 -6.25 8,307 57,867 -812
Jan06 051019 592.50 597.00 580.75 590.00 -6.25 3,282 19,907 -234
Feb06 051019 592.00 595.00 580.50 588.00 -6.50 357 10,359 -634
Mar06 051019 588.00 590.00 583.50 583.50 -7.00 173 11,921 +19
Apr06 051019 581.75 585.25 578.00 578.00 -7.00 73 6,124 +0
May06 051019 579.25 579.75 571.50 572.50 -7.25 5 1,502 +0
Jun06 051019 571.25 576.75 561.75 568.50 -7.50 817 15,982 -581
Jul06 051019 568.50 568.50 568.50 568.50 -7.50 0 768 +0
Aug06 051019 569.00 569.00 569.00 569.00 -7.50 0 62 +0
Total Volume and Open Interest 32,870 204,308 -4,157
US Dollar Index(NYBOT)
Dec05 051019 90.15 90.55 89.72 89.80 -0.30 2,552 22,178 +701
Mar06 051019 89.50 89.55 89.50 89.55 -0.30 8 2,060 -4
Jun06 051019 89.31 89.31 89.31 89.31 -0.30 0 1 +0
Total Volume and Open Interest 2,560 24,239 +697
Australian Dollar(CME)
Dec05 051019 74.70 74.90 74.60 74.74 +0.09 2,406 63,854 +668
Mar06 051019 74.52 74.52 74.52 74.52 +0.09 0 17 +0
Jun06 051019 74.30 74.30 74.30 74.30 +0.09 0 17 +0
Total Volume and Open Interest 2,406 63,897 +668
British Pound(CME)
Dec05 051019 175.55 176.26 175.29 176.21 +1.38 2,001 83,499 +4,635
Mar06 051019 176.09 176.09 176.09 176.09 +1.39 1 221 +1
Jun06 051019 176.14 176.14 176.14 176.14 +1.44 0 5 +0
Total Volume and Open Interest 2,003 83,729 +4,637
Canadian Dollar(CME)
Dec05 051019 85.12 85.35 84.93 85.23 +0.33 3,284 110,206 +2,678
Mar06 051019 85.40 85.47 85.31 85.47 +0.33 109 1,564 +110
Jun06 051019 85.70 85.72 85.70 85.72 +0.33 0 390 +0
Sep06 051019 85.97 85.97 85.97 85.97 +0.33 0 45 +0
Total Volume and Open Interest 3,396 112,354 +2,791
Japanese Yen(CME)
Dec05 051019 87.14 87.31 86.96 87.29 +0.24 6,096 180,820 -106
Mar06 051019 87.93 88.17 87.93 88.17 +0.24 2 18,800 +3
Jun06 051019 89.17 89.17 89.17 89.17 +0.24 0 55 +0
Total Volume and Open Interest 6,098 199,678 -103
Swiss Franc(CME)
Dec05 051019 77.43 77.75 77.31 77.60 +0.23 3,493 80,162 -4,078
Mar06 051019 78.23 78.23 78.23 78.23 +0.23 22 133 +20
Jun06 051019 78.89 78.89 78.89 78.89 +0.23 0 17 +0
Total Volume and Open Interest 3,515 80,322 -4,058
EuroFX(CME)
Dec05 051019 119.87 120.42 119.69 120.19 +0.26 4,742 141,541 +3,465
Mar06 051019 120.49 120.78 120.42 120.78 +0.26 17 2,128 +17
Jun06 051019 121.49 121.49 121.49 121.49 +0.26 0 555 +0
Total Volume and Open Interest 4,759 144,421 +3,482
Mexican Peso(CME)
Dec05 051019 9117.0 9137.0 9090.0 9135.0 +10.0 3,736 62,003 -495
Mar06 051019 9000.0 9037.0 9000.0 9037.0 +10.0 0 594 +0
Total Volume and Open Interest 3,766 63,100 -495
30-Year T-Bonds(CBOT)
Dec05 051019 112~25 113~09 112~24 112~26 +0~04 269,541 589,584 +6,020
Mar06 051019 112~21 112~31 112~18 112~18 +0~04 98 5,184 +32
Jun06 051019 112~26 112~26 112~14 112~14 +0~04 2 20 +2
Total Volume and Open Interest 269,641 594,789 +6,054
10-Year T-Notes(CBOT)
Dec05 051019 109~010 109~105 109~000 109~035 +0~040 631,496 1,661,271 -590
Mar06 051019 109~020 109~050 108~310 108~310 +0~040 3,665 22,337 +339
Total Volume and Open Interest 635,161 1,683,904 -251
5-Year T-Notes(CBOT)
Dec05 051019 106~155 106~170 106~120 106~125 +0~020 374,224 0 +0
Mar06 051019 106~095 106~095 106~070 106~070 +0~020 0 3,395 +1
Jun06 051019 106~000 106~000 106~000 106~000 +0~020      
Total Volume and Open Interest 374,224 3,395 +1
2 Year T-Notes(CBOT)
Dec05 051019 102~112 102~114 102~106 102~106 +0~002 6,667 355,274 +7,412
Total Volume and Open Interest 6,667 355,274 +7,412
Eurodollars(CME)
Dec05 051019 95.595 95.600 95.575 95.575 unch 30,028 1,167,327 +28,399
Mar06 051019 95.440 95.445 95.405 95.405 +0.005 25,214 1,170,459 +1,336
Jun06 051019 95.370 95.375 95.330 95.335 +0.015 27,721 1,263,162 -13,702
Sep06 051019 95.310 95.370 95.310 95.320 +0.020 188,514 878,285 +11,390
Dec06 051019 95.345 95.365 95.325 95.325 +0.025 27,699 778,618 +24,367
Mar07 051019 95.360 95.380 95.345 95.345 +0.030 30,236 610,035 +9,552
Jun07 051019 95.350 95.370 95.335 95.335 +0.030 24,698 490,751 +853
Sep07 051019 95.330 95.350 95.315 95.315 +0.030 28,278 328,033 -2,351
Dec07 051019 95.305 95.320 95.280 95.280 +0.025 10,753 257,298 -1,083
Mar08 051019 95.290 95.305 95.265 95.265 +0.025 10,347 233,217 -55
Jun08 051019 95.265 95.280 95.240 95.240 +0.025 12,826 223,740 +3,218
Sep08 051019 95.240 95.250 95.215 95.215 +0.025 11,598 210,153 -1,659
Dec08 051019 95.200 95.210 95.175 95.175 +0.025 4,629 141,822 -517
Mar09 051019 95.185 95.195 95.160 95.160 +0.025 6,943 129,633 +2,811
Jun09 051019 95.155 95.170 95.130 95.130 +0.020 8,343 108,617 -969
Sep09 051019 95.125 95.140 95.100 95.100 +0.020 11,244 105,305 -4,047
Dec09 051019 95.085 95.100 95.060 95.060 +0.020 4,071 76,213 +157
Mar10 051019 95.085 95.085 95.045 95.045 +0.020 4,725 49,304 +1,170
Total Volume and Open Interest 316,338 8,426,832 +50,359
3-Mth Euro-Yen(CME)
Dec05 051019 99.90 99.90 99.90 99.90 +0.01 0 6,054 +100
Mar06 051019 99.83 99.83 99.83 99.83 +0.01 0 7,811 +696
Jun06 051019 99.73 99.73 99.73 99.73 +0.01 73 5,669 +151
Sep06 051019 99.64 99.64 99.64 99.64 +0.02 169 3,915 +56
Dec06 051019 99.53 99.53 99.53 99.53 +0.03 7 6,199 +102
Mar07 051019 99.42 99.42 99.42 99.42 +0.04 0 1,932 +0
Jun07 051019 99.31 99.31 99.31 99.31 +0.04 0 1,448 +31
Sep07 051019 99.22 99.22 99.22 99.22 unch 0 495 +0
Dec07 051019 99.10 99.10 99.10 99.10 +0.03 0 35 +3
Mar08 051019 99.00 99.00 99.00 99.00 +0.02 0 60 +0
Total Volume and Open Interest 249 33,868 +1,139
3-Mth Euro-Yen(SIMEX)
Dec05 051019 99.90 99.90 99.90 99.90 unch 1,206 83,448 +922
Mar06 051019 99.82 99.83 99.82 99.83 +0.01 1,642 57,778 -1,101
Jun06 051019 99.72 99.74 99.72 99.74 +0.02 2,621 53,882 +964
Sep06 051019 99.62 99.64 99.62 99.64 +0.03 2,574 35,472 +485
Dec06 051019 99.51 99.54 99.51 99.53 +0.03 4,084 50,078 +820
Mar07 051019 99.41 99.43 99.41 99.42 +0.03 659 24,901 +307
Jun07 051019 99.32 99.33 99.32 99.32 +0.04 135 14,180 +188
Sep07 051019 99.21 99.21 99.21 99.21 +0.04 0 1,779 +0
Total Volume and Open Interest 12,921 349,394 +2,585
German Euro-Bund(EUREX)
Dec05 051019 121.54 121.67 121.46 121.58 +0.17 1,105,329 1,531,364 +21,092
Mar06 051019 121.85 121.96 121.77 121.89 +0.18 6,894 36,190 +510
Jun06 051019 121.26 121.26 121.20 121.20 +0.19 2,090 1 +0
Total Volume and Open Interest 1,114,313 1,567,555 +21,602
German Euro-Bobl(EUREX)
Dec05 051019 113.46 113.60 113.42 113.50 +0.10 610,341 953,432 +730
Mar06 051019 113.75 113.84 113.75 113.81 +0.11 59 2,904 +1,239
Jun06 051019 113.20 113.20 113.20 113.20 +0.10 102 0 +0
Total Volume and Open Interest 610,502 956,336 +1,969
Long Gilt(LIFFE)
Dec05 051019 111~26 112~01 111~26 111~31 +0~07 47,388 230,350 +4,159
Mar06 051019 112~09 112~09 112~09 112~09 +0~07 0 5 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051019 95.49 95.50 95.46 95.47 -0.02 47,630 302,733 +7,021
Mar06 051019 95.56 95.57 95.50 95.52 -0.03 81,093 447,848 -18,234
Jun06 051019 95.58 95.59 95.53 95.54 -0.03 79,638 422,733 +91,371
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051019 97.705 97.740 97.695 97.735 +0.035 192,187 697,326 +3,776
Mar06 051019 97.590 97.630 97.575 97.615 +0.040 156,242 710,201 +8,542
Jun06 051019 97.460 97.515 97.460 97.500 +0.050 135,642 513,305 +5,680
Total Volume and Open Interest 755,435 3,345,307 -15,561
3-Mth Aus T-Bills(SFE)
Dec05 051019 94.32 94.34 94.32 94.34 +0.01 7,876 125,177 -356
Mar06 051019 94.26 94.29 94.26 94.29 +0.03 24,726 235,295 +1,166
Jun06 051019 94.25 94.30 94.25 94.30 +0.04 9,179 93,254 +3,147
Sep06 051019 94.28 94.30 94.28 94.30 +0.04 1,564 34,221 +1,336
Dec06 051019 94.26 94.29 94.26 94.28 +0.04 583 32,698 +213
Mar07 051019 94.26 94.26 94.24 94.24 +0.04 450 19,301 +31
Jun07 051019 94.20 94.23 94.20 94.22 +0.05 25 35,105 -404
Sep07 051019 94.21 94.22 94.20 94.20 +0.05 52 8,330 -380
Dec07 051019 94.19 94.19 94.19 94.19 +0.06 9 4,111 +0
Mar08 051019 94.17 94.19 94.17 94.19 +0.07 5 1,571 +5
Total Volume and Open Interest 44,469 591,140 +4,758
10-Year Aus T-Bonds(SFE)
Dec05 051019 94.54 94.61 94.54 94.59 +0.05 29,488 296,678 -9,752
Mar06 051019 94.59 94.59 94.59 94.59 +0.05      
Total Volume and Open Interest 29,488 296,678 -9,752
3-Year Aus T-Bonds(SFE)
Dec05 051019 94.62 94.68 94.62 94.67 +0.06 66,437 339,824 -29,447
Mar06 051019 94.67 94.67 94.67 94.67 +0.06      
Total Volume and Open Interest 66,437 339,824 -29,447
Gold(CMX)
Oct05 051019 466.0 467.5 463.5 463.5 -8.6 13 223 -19
Dec05 051019 471.0 471.0 464.0 465.8 -8.8 31,493 295,460 -2,915
Feb06 051019 475.2 475.5 467.5 469.5 -8.9 1,362 17,357 +139
Apr06 051019 477.0 477.0 472.0 473.2 -8.9 87 6,389 -114
Jun06 051019 483.0 483.0 476.0 476.9 -9.0 114 10,062 -4,586
Aug06 051019 483.0 483.0 480.5 480.7 -9.1 0 2,197 -31
Oct06 051019 486.0 486.0 484.5 484.5 -9.2 5 3,933 +5
Dec06 051019 494.0 494.0 487.5 488.3 -9.3 181 7,400 -138
Feb07 051019 492.2 492.2 492.2 492.2 -9.3 0 5,094 +0
Apr07 051019 496.0 496.0 496.0 496.0 -9.4 0 100 +0
Jun07 051019 499.7 499.7 499.7 499.7 -9.5 105 6,720 -56
Aug07 051019 503.4 503.4 503.4 503.4 -9.6      
Total Volume and Open Interest 34,210 362,699 -8,625
Silver(CMX)
Dec05 051019 776.0 777.0 761.0 764.0 -19.5 13,742 103,511 +1,140
Mar06 051019 785.0 785.0 770.0 771.1 -19.2 1,691 11,825 +973
May06 051019 774.1 774.1 774.1 774.1 -18.6 261 2,185 -144
Jul06 051019 784.0 785.0 776.9 776.9 -18.1 242 7,103 +45
Sep06 051019 782.0 782.0 779.8 779.8 -17.7 200 3,210 +13
Dec06 051019 790.5 794.0 782.0 783.1 -17.3 134 9,962 -83
Mar07 051019 786.0 786.0 786.0 786.0 -16.7 0 50 +0
Total Volume and Open Interest 16,332 142,530 +1,821
Platinum(NYM)
Oct05 051019 926.3 926.3 926.3 926.3 -5.4 19 69 -13
Jan06 051019 935.0 937.5 928.5 929.3 -5.4 694 12,303 -45
Apr06 051019 929.3 929.3 929.3 929.3 -5.4 0 188 +0
Total Volume and Open Interest 713 12,560 -58
Palladium(NYME)
Dec05 051019 211.00 212.00 209.20 210.50 -1.75 574 12,733 +156
Mar06 051019 213.00 214.00 211.00 212.75 -1.50 67 512 -22
Jun06 051019 214.75 214.75 214.75 214.75 -1.50 2 8 +2
Total Volume and Open Interest 645 13,253 +134
Copper(CMX)
Dec05 051019 181.80 181.90 178.85 180.60 -1.95 7,472 78,601 -389
Mar06 051019 175.00 175.00 171.90 173.40 -2.00 1,486 12,246 +421
May06 051019 168.70 168.70 167.50 167.50 -2.00 67 3,245 -16
Jul06 051019 162.50 162.50 162.00 162.00 -2.00 11 1,486 -5
Sep06 051019 156.50 156.50 156.50 156.50 -2.00 1 1,296 +0
Total Volume and Open Interest 10,026 107,427 -32
Aluminum(CMX)
Oct05 051019 90.20 90.20 90.20 90.20 -0.75 2 20 +0
Nov05 051019 90.60 90.60 90.60 90.60 -0.75 2 566 +0
Dec05 051019 91.10 91.10 91.10 91.10 -0.75 0 1,679 +0
Jan06 051019 91.75 91.75 91.75 91.75 -0.75 2 92 +2
Feb06 051019 91.40 91.40 91.40 91.40 -0.75 0 70 +0
Mar06 051019 91.15 91.15 91.15 91.15 -0.75 0 70 +0
Total Volume and Open Interest 6 2,692 +2
DJIA Index(CBOT)
Dec05 051019 10265 10453 10250 10447 +141 3,977 36,227 +244
Mar06 051019 10491 10491 10491 10491 +141 11 38 +8
Jun06 051019 10534 10534 10534 10534 +141      
Total Volume and Open Interest 3,988 36,267 +252
S & P 500(CME)
Dec05 051019 1178.00 1200.80 1174.00 1200.40 +19.00 33,053 637,691 +2,743
Mar06 051019 1184.50 1207.40 1184.50 1207.40 +19.00 29 5,599 +83
Jun06 051019 1215.20 1215.20 1215.20 1215.20 +19.00 0 778 -1
Sep06 051019 1223.00 1223.00 1223.00 1223.00 +19.00 0 556 +0
Total Volume and Open Interest 33,082 644,666 +2,825
S & P 500 E-Mini(Globex)
Dec05 051019 1182.25 1201.00 1173.75 1200.50 +19.00 992,428 1,047,525 +36,951
Mar06 051019 1188.50 1207.50 1181.75 1207.50 +19.00 1,315 2,583 +855
Total Volume and Open Interest 993,743 1,050,108 +37,806
NASDAQ 100(CME)
Dec05 051019 1539.00 1582.00 1533.50 1581.00 +34.00 6,086 64,024 +1,436
Mar06 051019 1596.00 1596.00 1596.00 1596.00 +34.00 5 38 +5
Jun06 051019 1611.00 1611.00 1611.00 1611.00 +34.00 0 17 +0
Total Volume and Open Interest 6,091 64,079 +1,441
NASDAQ 100 E-Mini(Globex)
Dec05 051019 1547.50 1582.00 1533.50 1581.00 +34.00 262,741 412,264 +17,509
Mar06 051019 1551.50 1596.00 1549.00 1596.00 +34.00 59 323 +63
Total Volume and Open Interest 262,800 412,587 +17,572
S & P Midcap 400(CME)
Dec05 051019 677.00 688.40 672.00 688.20 +9.00 350 12,952 +115
Mar06 051019 691.20 691.20 691.20 691.20 +9.00      
Jun06 051019 694.20 694.20 694.20 694.20 +9.00      
Total Volume and Open Interest 144 12,943 -9
Russell 2000(CME)
Dec05 051019 624.25 640.50 619.25 640.10 +12.50 1,204 34,425 -333
Mar06 051019 628.00 644.90 628.00 644.90 +12.50 15 34 +15
Jun06 051019 647.90 647.90 647.90 647.90 +12.50      
Total Volume and Open Interest 1,219 34,459 -318
Russell 2000 E-Mini(Globex)
Dec05 051019 627.60 640.50 619.00 640.10 +12.50 137,284 265,642 +1,592
Mar06 051019 630.60 644.90 627.30 644.90 +12.50 143 356 +78
Total Volume and Open Interest 137,427 265,998 +1,670
Value Line(KCBT)
Dec05 051019 1770.00 1816.00 1770.00 1816.00 +21.50 17 91 -8
Total Volume and Open Interest 17 91 -8
Nikkei 225(CME)
Dec05 051019 13270 13305 13070 13155 -195 47,154 230,275 -1,997
Mar06 051019 13180 13180 13070 13125 -220 0 81 +2
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051019 13270 13305 13070 13155 -195 47,154 230,275 -1,997
Mar06 051019 13180 13180 13070 13125 -220 0 81 +2
Jun06 051019 13060 13060 13060 13060 -225      
Total Volume and Open Interest 47,154 230,855 -1,996
CAC 40(MATIF)
Oct05 051019 4429.5 4434.0 4368.0 4375.0 -84.0 78,210 520,438 +4,842
Nov05 051019 4436.5 4440.5 4375.0 4382.0 -83.5 24,323 23,936 +12,343
Dec05 051019 4433.5 4434.5 4376.0 4379.0 -83.5 2,920 96,642 +1,470
Total Volume and Open Interest 105,485 645,109 +18,686
Hang Seng Index(HKFE)
Oct05 051019 14404 14444 14315 14321 -257 32,232 102,519 -482
Nov05 051019 14390 14430 14302 14315 -243 1,502 2,889 +461
Dec05 051019 14448 14461 14355 14355 -245 212 2,106 +29
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051019 4894.0 4914.5 4841.5 4906.5 -42.5 142,765 198,442 -13,012
Mar06 051019 4928.0 4941.0 4880.0 4934.5 -43.0 801 10,261 -213
Jun06 051019 4960.0 4970.0 4907.0 4964.5 -44.0 1,284 2,451 +626
Total Volume and Open Interest 144,850 211,154 -12,599
FT-SE 100(LIFFE)
Dec05 051019 5252.00 5252.00 5166.00 5180.00 -92.00 73,541 426,940 +672
Mar06 051019 5239.00 5247.50 5186.00 5186.00 -93.00 89 7,387 -15
Jun06 051019 5190.50 5190.50 5190.50 5190.50 -93.00 4 13,781 -4
Total Volume and Open Interest 73,634 448,108 +653
SPI 200(SFE)
Dec05 051019 4420.0 4429.0 4359.0 4368.0 -91.0 15,769 202,972 +4,551
Mar06 051019 4417.0 4417.0 4368.0 4368.0 -92.0 120 4,795 +76
Jun06 051019 4392.0 4392.0 4392.0 4392.0 -93.0 7 3,230 +0
Total Volume and Open Interest 15,976 213,676 +4,707
GSCI(CME)
Nov05 051019 446.00 447.00 440.30 441.90 -4.40 85 17,643 +9
Dec05 051019 447.00 447.10 445.80 445.80 -5.20 0 4 +0
Jan06 051019 443.00 444.50 443.00 444.50 -6.25      
Total Volume and Open Interest 85 17,647 +9
Reuters CRB Index(NYBOT)
Nov05 051019 335.25 335.25 334.00 334.25 -1.50 6 382 +0
Jan06 051019 333.50 333.75 332.55 333.75 -1.50 4 442 -2
Feb06 051019 332.00 332.00 331.75 331.75 -1.50 0 5 +0
Total Volume and Open Interest 10 1,036 -2
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

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!