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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu October 20, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051020 584.50 586.50 582.50 585.00 -4.25 36,220 100,795 -5,358
Jan06 051020 596.00 598.50 595.00 598.00 -3.75 15,628 110,064 +6,056
Mar06 051020 606.00 607.00 603.00 606.25 -3.25 3,344 32,947 -102
May06 051020 610.00 612.00 608.00 611.00 -3.75 1,806 22,517 +242
Jul06 051020 614.00 617.00 613.00 616.25 -3.25 2,406 19,886 +989
Aug06 051020 616.50 617.50 614.50 614.50 -4.00 125 1,293 +24
Sep06 051020 615.00 615.00 615.00 615.00 -1.00 45 650 +23
Total Volume and Open Interest 60,081 301,094 +2,024
Soybean Meal(CBOT)
Dec05 051020 171.00 172.00 170.20 171.90 -0.30 10,828 62,892 -22
Jan06 051020 172.70 173.70 172.10 173.60 -0.40 1,305 16,223 -113
Mar06 051020 175.70 176.70 175.20 176.70 -0.50 2,122 16,090 +144
May06 051020 178.50 179.70 178.30 179.70 -0.30 1,202 15,605 +85
Jul06 051020 181.50 182.70 181.20 182.70 -0.40 1,373 13,208 -7
Aug06 051020 182.50 183.80 182.50 183.80 -0.20 184 3,512 +118
Sep06 051020 183.50 184.80 183.50 183.90 -0.70 85 3,325 +35
Oct06 051020 184.30 184.30 184.30 184.30 -0.70 30 1,761 +10
Total Volume and Open Interest 17,412 135,775 +322
Soybean Oil(CBOT)
Dec05 051020 24.20 24.22 23.85 23.98 -0.33 9,837 70,337 -1,107
Jan06 051020 24.40 24.40 24.12 24.26 -0.32 3,351 49,914 +1,012
Mar06 051020 24.62 24.62 24.35 24.45 -0.33 1,030 12,466 +200
May06 051020 24.62 24.72 24.55 24.60 -0.32 379 13,116 +162
Jul06 051020 24.81 24.85 24.60 24.70 -0.36 1,271 14,849 +386
Aug06 051020 25.00 25.00 24.75 24.75 -0.32 9 1,335 +3
Sep06 051020 24.85 24.85 24.80 24.81 -0.27 4 1,807 +0
Oct06 051020 24.85 24.85 24.75 24.75 -0.30 0 957 +0
Total Volume and Open Interest 16,383 171,092 +567
Canola(WCE)
Nov05 051020 256.0 256.2 254.5 255.0 -1.6 4,748 17,512 -2,893
Jan06 051020 265.0 266.1 264.5 265.3 -0.9 4,178 36,579 +1,172
Mar06 051020 274.1 275.0 273.5 274.0 -0.9 246 5,567 +46
May06 051020 282.0 282.0 281.5 281.8 -0.2 46 1,498 +15
Jul06 051020 289.0 290.7 288.1 290.3 +0.2 31 1,431 +0
Total Volume and Open Interest 9,260 67,179 -1,649
Corn(CBOT)
Dec05 051020 201.75 203.00 201.25 202.75 +1.00 30,206 466,584 -4,097
Mar06 051020 214.25 215.75 214.00 215.50 +1.00 10,605 180,959 +2,040
May06 051020 222.75 224.00 222.00 223.75 +1.25 1,945 35,696 +454
Jul06 051020 230.00 231.00 229.25 230.75 +1.00 6,078 58,925 +2,707
Sep06 051020 237.25 238.25 237.25 238.00 +0.50 340 7,772 +19
Dec06 051020 247.00 248.25 247.00 247.75 +0.50 1,768 41,103 +602
Total Volume and Open Interest 51,027 798,806 +1,781
Wheat(CBOT)
Dec05 051020 326.50 333.25 326.25 332.25 +4.50 19,158 200,826 +262
Mar06 051020 341.00 348.00 340.50 346.75 +5.00 6,439 49,514 +513
May06 051020 349.50 354.75 349.50 354.50 +4.50 238 2,909 +88
Jul06 051020 354.50 361.25 354.50 360.75 +4.50 4,130 33,453 +58
Sep06 051020 362.50 367.25 362.50 367.25 +4.50 154 2,058 +83
Total Volume and Open Interest 30,472 294,830 +1,234
Wheat(KCBT)
Dec05 051020 367.50 375.00 367.50 373.00 +3.50 12,128 67,343 +666
Mar06 051020 373.00 379.50 372.50 379.00 +4.50 4,759 31,321 +195
May06 051020 374.00 377.00 374.00 377.00 +5.00 625 3,411 +399
Jul06 051020 365.00 372.00 365.00 372.00 +5.50 1,993 18,956 +321
Sep06 051020 372.50 374.00 372.50 374.00 +2.50 17 847 +4
Total Volume and Open Interest 19,534 122,380 +1,589
Wheat(MGE)
Dec05 051020 370.00 374.50 370.00 374.00 +3.50 5,258 15,222 -1,235
Mar06 051020 377.25 381.25 377.25 380.75 +3.50 1,945 12,545 +71
May06 051020 380.50 382.00 380.00 382.00 +4.00 188 2,088 -72
Jul06 051020 380.50 383.50 380.00 383.00 +2.75 1,044 4,025 +510
Sep06 051020 377.50 378.25 376.00 378.25 +2.25 16 354 +10
Total Volume and Open Interest 8,554 35,020 -653
Oats(CBOT)
Dec05 051020 162.50 166.50 162.50 166.00 +3.75 500 6,193 -92
Mar06 051020 170.50 173.50 170.25 173.50 +3.50 51 540 +6
May06 051020 177.75 177.75 177.75 177.75 +3.25 0 69 +0
Jul06 051020 180.00 180.00 180.00 180.00 +2.00 0 1 +0
Total Volume and Open Interest 551 6,811 -86
Rough Rice(CBOT)
Nov05 051020 7.31 7.35 7.28 7.31 -0.04 232 3,171 -56
Jan06 051020 7.60 7.60 7.52 7.57 -0.05 125 2,953 -12
Mar06 051020 7.77 7.82 7.77 7.80 -0.04 252 1,020 -52
May06 051020 8.02 8.02 8.02 8.02 -0.05 0 199 +0
Total Volume and Open Interest 610 7,354 -120
Live Cattle(CME)
Oct05 051020 89.700 90.200 88.850 89.250 -0.350 2,280 5,818 -630
Dec05 051020 90.600 91.200 90.300 90.550 +0.125 16,573 95,383 -205
Feb06 051020 93.200 93.650 92.950 93.550 +0.200 8,458 41,406 +1,162
Apr06 051020 90.200 90.650 90.150 90.475 +0.125 2,422 14,332 +686
Jun06 051020 85.400 85.775 85.150 85.725 +0.050 1,094 6,657 +179
Aug06 051020 84.950 84.975 84.300 84.950 -0.025 201 2,564 +157
Total Volume and Open Interest 31,144 166,559 +1,436
Feeder Cattle(CME)
Oct05 051020 117.600 117.600 116.500 116.850 -0.800 980 4,095 -682
Nov05 051020 116.250 116.600 115.050 115.925 -0.250 2,461 10,963 -296
Jan06 051020 114.000 114.200 112.750 113.400 -0.650 1,764 9,531 +437
Mar06 051020 109.800 110.100 108.700 109.750 -0.375 259 1,158 +110
Apr06 051020 108.000 108.100 107.225 107.850 -0.275 56 536 +16
May06 051020 107.600 107.800 107.100 107.650 -0.150 118 577 +16
Aug06 051020 108.000 108.000 107.500 107.900 -0.050 64 224 +7
Total Volume and Open Interest 5,702 27,087 -392
Lean Hogs(CME)
Dec05 051020 60.700 60.850 59.825 60.225 -0.850 9,083 66,592 -1,552
Feb06 051020 63.600 63.700 62.825 63.600 -0.375 3,372 25,099 +37
Apr06 051020 64.300 64.300 63.400 64.000 -0.675 1,807 9,272 +148
May06 051020 64.650 64.750 64.300 64.725 -0.400 82 1,824 +17
Jun06 051020 67.875 67.875 67.000 67.675 -0.475 646 3,575 +80
Jul06 051020 64.300 64.500 64.000 64.500 -0.150 144 1,320 -64
Aug06 051020 60.600 60.700 60.500 60.500 -0.300 25 697 +9
Oct06 051020 54.800 54.800 54.500 54.500 -0.425 90 433 +19
Total Volume and Open Interest 15,302 108,862 -1,264
Pork Bellies(CME)
Feb06 051020 88.000 88.500 86.100 87.300 -1.025 316 1,315 +9
Mar06 051020 88.750 88.750 87.000 87.000 -0.600 0 59 +0
May06 051020 89.250 90.000 89.250 90.000 -0.250 0 30 +0
Jul06 051020 91.500 92.000 91.000 92.000 -1.500 4 16 +4
Aug06 051020 93.000 93.000 93.000 93.000 unch 0 26 +0
Total Volume and Open Interest 320 1,446 +13
Class III Milk(CME)
Oct05 051020 14.35 14.37 14.35 14.37 unch 0 2,588 +2
Nov05 051020 13.88 13.88 13.82 13.84 -0.04 54 2,291 +7
Dec05 051020 13.64 13.65 13.60 13.64 unch 48 2,058 +21
Jan06 051020 13.06 13.12 13.06 13.10 +0.04 36 1,536 +15
Feb06 051020 12.70 12.74 12.70 12.73 +0.03 19 1,306 +5
Total Volume and Open Interest 404 19,912 +150
Cocoa(NYBOT)
Dec05 051020 1385 1399 1364 1367 -25 4,590 54,603 -357
Mar06 051020 1427 1436 1403 1405 -24 1,450 32,040 +184
May06 051020 1453 1453 1426 1426 -24 150 10,026 -71
Jul06 051020 1446 1446 1446 1446 -23 140 9,173 +47
Sep06 051020 1466 1466 1466 1466 -24 163 10,427 -109
Dec06 051020 1492 1492 1492 1492 -25 33 7,114 -5
Mar07 051020 1516 1516 1516 1516 -25 283 9,378 -25
Total Volume and Open Interest 6,809 133,517 -336
Coffee "C"(NYBOT)
Dec05 051020 104.00 105.80 103.10 105.70 +1.65 9,091 55,208 -829
Mar06 051020 106.70 108.75 106.10 108.60 +1.65 2,746 18,968 +757
May06 051020 108.10 110.25 108.10 110.20 +1.60 313 5,151 -102
Jul06 051020 110.00 111.60 110.00 111.60 +1.55 247 3,138 +40
Sep06 051020 110.40 112.75 110.40 112.75 +1.35 137 1,348 -18
Dec06 051020 114.00 115.15 114.00 115.15 +1.35 88 949 +22
Total Volume and Open Interest 12,644 85,733 -135
Orange Juice(NYBOT)
Nov05 051020 110.50 110.80 108.50 110.80 -1.00 4,956 12,060 +109
Jan06 051020 112.00 112.45 109.80 112.45 -1.05 4,315 11,864 +1,514
Mar06 051020 113.00 113.90 111.50 113.90 -1.10 91 4,842 +113
May06 051020 113.00 115.15 113.00 115.15 -1.10 7 650 +1
Jul06 051020 116.40 116.40 116.40 116.40 -1.10 0 242 +0
Total Volume and Open Interest 9,380 29,725 +1,744
Sugar #11(NYBOT)
Mar06 051020 11.75 11.75 11.58 11.63 -0.10 21,801 317,783 +3,236
May06 051020 11.65 11.65 11.51 11.55 -0.09 3,960 56,831 +132
Jul06 051020 11.37 11.37 11.25 11.29 -0.08 4,275 38,619 -1,579
Oct06 051020 11.30 11.32 11.21 11.24 -0.09 3,180 24,463 -103
Mar07 051020 11.32 11.33 11.22 11.25 -0.09 2,733 23,762 +764
Total Volume and Open Interest 37,049 478,579 +2,811
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051020 22.00 22.03 22.00 22.03 -0.01 180 2,821 +97
Mar06 051020 21.85 21.85 21.82 21.82 -0.04 214 2,595 +123
May06 051020 21.70 21.70 21.70 21.70 -0.01 131 2,617 +98
Jul06 051020 21.80 21.82 21.80 21.81 unch 98 2,504 +42
Total Volume and Open Interest 689 12,068 +426
London Cocoa(LCE)
Dec05 051020 834 840 818 818 -19 2,512 66,843 -448
Mar06 051020 852 858 838 838 -17 4,568 52,937 +2,980
May06 051020 863 866 850 850 -16 3,865 13,402 +2,242
Jul06 051020 875 879 863 863 -16 407 24,576 +62
Sep06 051020 890 890 876 876 -15 136 12,649 +16
Dec06 051020 890 891 890 890 -13 6 14,085 -5
Mar07 051020 901 901 900 900 -15 251 3,544 +139
Total Volume and Open Interest 11,747 188,161 +4,986
London Coffee(LCE)
Nov05 051020 937.00 959.00 937.00 947.00 +1.00 5,593 39,863 -1,885
Jan06 051020 965.00 981.00 961.00 970.00 unch 5,952 70,668 +1,942
Mar06 051020 980.00 999.00 980.00 987.00 unch 646 34,711 +150
May06 051020 1006.00 1015.00 1002.00 1002.00 unch 282 9,674 +247
Jul06 051020 1019.00 1025.00 1018.00 1018.00 unch 12 4,326 +9
Sep06 051020 1039.00 1039.00 1036.00 1036.00 -2.00 12 1,842 +7
Total Volume and Open Interest 12,499 161,342 +469
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051020 299.50 300.00 296.70 297.90 -0.60 1,763 20,841 -898
Mar06 051020 306.60 306.90 302.40 304.00 -1.70 1,244 16,708 +301
May06 051020 311.30 311.30 308.30 309.00 -1.00 794 5,428 -19
Aug06 051020 318.30 318.80 315.00 316.00 -1.40 80 2,922 +68
Total Volume and Open Interest 3,974 54,827 -498
Cotton(NYBOT)
Dec05 051020 54.70 54.90 53.05 53.21 -1.08 10,934 85,963 -348
Mar06 051020 56.65 56.65 55.10 55.25 -0.89 2,558 29,158 -123
May06 051020 57.30 57.30 56.00 56.10 -0.75 872 3,382 +411
Jul06 051020 57.00 57.00 56.95 56.95 -0.60 94 2,979 +45
Oct06 051020 57.35 57.35 57.22 57.22 -0.53 0 64 +0
Dec06 051020 58.00 58.00 57.50 58.00 -0.70 0 1,362 +0
Total Volume and Open Interest 14,459 122,917 -15
Lumber(CME)
Nov05 051020 302.9 302.9 292.5 295.5 +2.0 197 2,218 +24
Jan06 051020 314.9 314.9 307.0 308.6 -2.1 130 1,346 +13
Mar06 051020 325.9 326.0 318.6 322.0 -0.3 66 296 +31
May06 051020 332.5 332.8 332.5 332.8 +1.2 3 73 -1
Total Volume and Open Interest 396 3,963 +67
Crude Oil(NYM)
Nov05 051020 61.85 62.05 59.85 61.03 -1.38 74,302 29,308 -21,017
Dec05 051020 61.00 61.20 59.32 60.02 -1.49 148,905 284,698 +9,945
Jan06 051020 60.95 61.10 59.50 60.07 -1.26 38,016 97,530 +3,926
Feb06 051020 60.90 60.95 59.65 60.11 -1.12 13,133 40,459 +2,654
Mar06 051020 61.00 61.00 60.00 60.14 -1.01 6,283 30,146 +1,024
Apr06 051020 60.40 60.60 59.85 60.15 -0.99 3,004 15,850 -42
May06 051020 60.50 60.50 60.00 60.16 -0.97 3,218 15,854 +620
Jun06 051020 60.10 60.35 59.70 60.16 -0.95 12,620 48,731 +2,854
Jul06 051020 60.00 60.12 60.00 60.12 -0.92 177 9,995 -2
Aug06 051020 60.05 60.05 60.05 60.05 -0.89 302 7,594 +128
Sep06 051020 59.97 59.97 59.97 59.97 -0.86 162 8,621 +86
Oct06 051020 59.89 59.89 59.89 59.89 -0.83 62 5,349 +48
Nov06 051020 59.76 59.76 59.76 59.76 -0.81 2 7,868 -2
Dec06 051020 59.80 59.90 59.30 59.62 -0.79 12,999 50,661 -1,017
Jan07 051020 59.37 59.37 59.37 59.37 -0.78 162 9,093 -89
Feb07 051020 59.19 59.19 59.19 59.19 -0.77 0 3,784 +0
Total Volume and Open Interest 332,870 858,237 -1,902
Heating Oil(NYM)
Nov05 051020 189.50 190.75 184.25 186.99 -4.35 22,337 29,222 -1,262
Dec05 051020 193.50 193.75 187.30 189.66 -4.85 15,519 58,781 +1,629
Jan06 051020 196.50 196.75 190.25 192.51 -4.95 5,294 30,247 +1,363
Feb06 051020 196.10 197.15 191.00 193.06 -4.70 1,583 16,476 +78
Mar06 051020 193.00 193.00 188.85 190.46 -4.40 1,135 14,141 +241
Apr06 051020 185.50 186.70 184.50 184.91 -3.95 504 6,665 +255
May06 051020 181.10 182.00 179.30 179.51 -3.70 355 4,343 +12
Jun06 051020 178.50 178.50 174.80 176.01 -3.45 1,839 5,333 +59
Jul06 051020 176.05 178.00 175.86 175.86 -3.30 4 3,980 +0
Aug06 051020 178.20 178.20 176.76 176.76 -3.15 229 1,229 +154
Sep06 051020 179.00 180.00 178.25 178.26 -3.10 8 1,410 +1
Oct06 051020 180.05 182.00 180.05 180.06 -3.10 4 297 +2
Total Volume and Open Interest 50,860 177,051 +1,823
Unleaded Gas(NYM)
Nov05 051020 166.50 167.10 160.00 161.31 -6.32 22,168 32,827 +315
Dec05 051020 168.50 169.10 162.00 163.58 -5.79 11,421 49,731 +1,383
Jan06 051020 169.75 170.50 164.50 165.28 -5.44 4,695 20,821 +752
Feb06 051020 170.50 170.50 166.23 166.23 -5.19 1,082 8,572 -457
Mar06 051020 166.00 166.93 166.00 166.93 -4.89 1,536 8,239 +633
Apr06 051020 177.00 177.00 176.38 176.38 -4.74 1,319 5,916 +515
May06 051020 176.88 176.88 176.88 176.88 -4.69 653 3,133 +246
Jun06 051020 177.00 177.00 176.83 176.83 -4.59 491 3,871 +339
Jul06 051020 176.75 176.75 176.23 176.23 -4.54 210 1,786 +52
Aug06 051020 174.50 174.88 174.50 174.88 -4.44 106 1,839 +27
Sep06 051020 175.00 175.00 172.63 172.63 -4.29 53 653 +50
Oct06 051020 164.70 164.70 163.33 163.33 -4.19 7 163 +0
Total Volume and Open Interest 43,738 137,400 +3,627
Natural Gas(NYM)
Nov05 051020 13.250 13.250 12.750 12.977 -0.572 26,264 39,010 -1,764
Dec05 051020 13.500 13.550 13.150 13.243 -0.617 18,564 77,048 +1,589
Jan06 051020 13.200 13.960 13.200 13.674 -0.569 9,462 71,084 -600
Feb06 051020 13.850 13.850 13.450 13.584 -0.529 3,198 27,378 -574
Mar06 051020 13.470 13.470 13.100 13.224 -0.479 3,798 47,544 +475
Apr06 051020 10.750 10.780 10.550 10.584 -0.309 1,714 30,329 +104
May06 051020 10.330 10.420 10.234 10.234 -0.269 1,472 23,848 -246
Jun06 051020 10.400 10.430 10.230 10.249 -0.261 104 10,689 -36
Jul06 051020 10.500 10.500 10.286 10.286 -0.258 249 13,843 +67
Aug06 051020 10.520 10.520 10.323 10.323 -0.255 451 16,386 -61
Sep06 051020 10.500 10.500 10.299 10.299 -0.254 5 12,020 -57
Oct06 051020 10.520 10.520 10.329 10.329 -0.254 709 23,370 +67
Nov06 051020 10.950 10.950 10.750 10.764 -0.239 402 9,790 +186
Dec06 051020 11.390 11.390 11.189 11.189 -0.234 351 11,837 +79
Jan07 051020 11.700 11.700 11.504 11.504 -0.229 76 12,424 +14
Feb07 051020 11.610 11.610 11.420 11.424 -0.219 118 5,109 +0
Total Volume and Open Interest 68,253 556,049 -51
Brent Crude Oil(ICE)
Dec05 051020 58.27 58.88 57.12 57.91 -0.69 74,793 86,954 +2,843
Jan06 051020 58.87 59.29 57.56 58.28 -0.78 26,915 90,820 +2,461
Feb06 051020 59.05 59.55 57.97 58.59 -0.78 7,820 27,109 +501
Mar06 051020 59.25 59.68 58.16 58.76 -0.78 4,211 12,136 +33
Apr06 051020 59.35 59.73 58.36 58.80 -0.78 915 6,464 +270
May06 051020 59.41 59.44 58.34 58.82 -0.77 306 5,049 -616
Jun06 051020 59.58 59.62 58.37 58.81 -0.77 1,663 29,114 -522
Jul06 051020 58.41 58.82 58.41 58.82 -0.76 550 3,222 +0
Aug06 051020 58.43 58.82 58.43 58.82 -0.75 0 794 +0
Sep06 051020 58.72 58.72 58.72 58.72 -0.75 550 5,072 +550
Oct06 051020 58.62 58.62 58.62 58.62 -0.75 0 2,177 +0
Nov06 051020 58.52 58.52 58.52 58.52 -0.75 300 516 +300
Dec06 051020 59.26 59.35 58.04 58.42 -0.76 5,053 29,654 +342
Jan07 051020 58.23 58.23 58.23 58.23 -0.75 350 4,380 +100
Total Volume and Open Interest 124,569 341,587 +6,717
Gas Oil(ICE)
Nov05 051020 582.00 584.75 566.00 567.00 -17.00 17,656 50,324 -875
Dec05 051020 586.50 588.00 570.25 571.00 -17.00 9,501 58,134 +267
Jan06 051020 587.75 589.25 572.75 573.25 -16.75 4,974 21,135 +1,228
Feb06 051020 586.00 587.00 571.75 571.75 -16.25 686 10,519 +160
Mar06 051020 579.75 580.25 567.75 567.75 -15.75 212 12,009 +88
Apr06 051020 575.00 575.00 562.75 562.75 -15.25 129 6,128 +4
May06 051020 572.50 572.50 558.00 558.00 -14.50 63 1,511 +9
Jun06 051020 567.50 567.50 555.00 555.00 -13.50 1,584 15,585 -397
Jul06 051020 554.75 554.75 554.75 554.75 -13.75 0 768 +0
Aug06 051020 555.00 555.00 555.00 555.00 -14.00 0 62 +0
Total Volume and Open Interest 36,830 204,437 +129
US Dollar Index(NYBOT)
Dec05 051020 89.91 90.03 89.70 89.76 -0.04 11,706 30,661 +8,483
Mar06 051020 89.55 89.58 89.51 89.51 -0.04 10 2,059 -1
Jun06 051020 89.27 89.27 89.27 89.27 -0.04 0 1 +0
Total Volume and Open Interest 11,716 32,721 +8,482
Australian Dollar(CME)
Dec05 051020 74.96 75.20 74.94 75.05 +0.31 2,489 63,917 +63
Mar06 051020 74.83 74.83 74.83 74.83 +0.31 0 18 +1
Jun06 051020 74.61 74.61 74.61 74.61 +0.31 0 17 +0
Total Volume and Open Interest 2,489 63,961 +64
British Pound(CME)
Dec05 051020 176.65 177.08 176.48 177.06 +0.85 2,897 78,354 -5,145
Mar06 051020 176.94 176.94 176.94 176.94 +0.85 0 222 +1
Jun06 051020 176.90 176.99 176.90 176.99 +0.85 0 5 +0
Total Volume and Open Interest 2,897 78,585 -5,144
Canadian Dollar(CME)
Dec05 051020 85.18 85.55 84.90 85.13 -0.10 4,298 112,145 +1,939
Mar06 051020 85.29 85.70 85.20 85.37 -0.10 58 1,584 +20
Jun06 051020 85.62 85.62 85.62 85.62 -0.10 1 391 +1
Sep06 051020 85.90 85.90 85.87 85.87 -0.10 0 45 +0
Total Volume and Open Interest 4,357 114,314 +1,960
Japanese Yen(CME)
Dec05 051020 87.14 87.24 87.06 87.18 -0.11 4,078 178,937 -1,883
Mar06 051020 88.06 88.06 88.06 88.06 -0.11 2 18,800 +0
Jun06 051020 89.06 89.06 89.06 89.06 -0.11 0 55 +0
Total Volume and Open Interest 4,080 197,795 -1,883
Swiss Franc(CME)
Dec05 051020 77.51 77.93 77.48 77.90 +0.30 6,999 80,769 +607
Mar06 051020 78.53 78.53 78.53 78.53 +0.30 0 126 -7
Jun06 051020 79.19 79.19 79.19 79.19 +0.30 0 17 +0
Total Volume and Open Interest 6,999 80,922 +600
EuroFX(CME)
Dec05 051020 119.98 120.35 119.87 120.29 +0.10 10,870 145,283 +3,742
Mar06 051020 120.54 120.88 120.54 120.88 +0.10 6 2,210 +82
Jun06 051020 121.59 121.59 121.59 121.59 +0.10 0 568 +13
Total Volume and Open Interest 10,876 148,261 +3,840
Mexican Peso(CME)
Dec05 051020 9140.0 9165.0 9117.0 9130.0 -5.0 7,678 62,313 +310
Mar06 051020 9032.0 9032.0 9032.0 9032.0 -5.0 2 592 -2
Total Volume and Open Interest 7,720 63,408 +308
30-Year T-Bonds(CBOT)
Dec05 051020 112~24 113~05 112~12 112~29 +0~03 272,797 582,322 -7,262
Mar06 051020 112~13 112~25 112~04 112~21 +0~03 1,054 5,832 +648
Jun06 051020 112~17 112~17 112~17 112~17 +0~03 4 20 +0
Total Volume and Open Interest 273,855 588,175 -6,614
10-Year T-Notes(CBOT)
Dec05 051020 109~030 109~090 108~260 109~040 +0~005 660,284 1,658,083 -3,188
Mar06 051020 109~010 109~010 108~225 108~310 unch 5,456 23,061 +724
Total Volume and Open Interest 665,742 1,681,442 -2,462
5-Year T-Notes(CBOT)
Dec05 051020 106~075 106~130 106~065 106~120 -0~005 357,347 0 +0
Mar06 051020 106~030 106~065 106~030 106~065 -0~005 2 3,779 +384
Jun06 051020 105~315 105~315 105~315 105~315 -0~005      
Total Volume and Open Interest 357,349 3,779 +384
2 Year T-Notes(CBOT)
Dec05 051020 102~100 102~105 102~098 102~104 -0~002 2,629 360,771 +5,497
Total Volume and Open Interest 2,629 360,771 +5,497
Eurodollars(CME)
Dec05 051020 95.565 95.580 95.565 95.575 unch 23,229 1,196,562 +29,235
Mar06 051020 95.380 95.395 95.370 95.390 -0.015 28,949 1,190,668 +20,209
Jun06 051020 95.300 95.330 95.295 95.315 -0.020 33,084 1,306,693 +43,531
Sep06 051020 95.320 95.335 95.275 95.300 -0.020 337,954 881,074 +2,789
Dec06 051020 95.285 95.310 95.280 95.305 -0.020 26,473 782,982 +4,364
Mar07 051020 95.300 95.330 95.300 95.325 -0.020 26,656 612,330 +2,295
Jun07 051020 95.295 95.330 95.295 95.320 -0.015 31,354 492,671 +1,920
Sep07 051020 95.270 95.315 95.270 95.305 -0.010 20,149 330,769 +2,736
Dec07 051020 95.240 95.280 95.235 95.275 -0.005 10,560 262,988 +5,690
Mar08 051020 95.225 95.265 95.220 95.260 -0.005 7,614 234,638 +1,421
Jun08 051020 95.200 95.245 95.195 95.240 unch 15,367 224,563 +823
Sep08 051020 95.175 95.220 95.175 95.215 unch 5,805 212,480 +2,327
Dec08 051020 95.135 95.180 95.135 95.175 unch 3,188 141,673 -149
Mar09 051020 95.115 95.165 95.115 95.160 unch 3,722 129,853 +220
Jun09 051020 95.085 95.135 95.085 95.130 unch 6,843 109,593 +976
Sep09 051020 95.055 95.105 95.055 95.100 unch 3,519 104,567 -738
Dec09 051020 95.015 95.070 95.015 95.060 unch 1,836 76,470 +257
Mar10 051020 95.000 95.055 95.000 95.045 unch 2,408 49,341 +37
Total Volume and Open Interest 281,739 8,515,265 +88,433
3-Mth Euro-Yen(CME)
Dec05 051020 99.90 99.90 99.90 99.90 unch 17 6,295 +241
Mar06 051020 99.82 99.82 99.82 99.82 -0.01 42 7,778 -33
Jun06 051020 99.73 99.73 99.73 99.73 unch 50 5,778 +109
Sep06 051020 99.62 99.62 99.62 99.62 -0.02 66 3,005 -910
Dec06 051020 99.51 99.51 99.51 99.51 -0.02 0 6,489 +290
Mar07 051020 99.40 99.40 99.40 99.40 -0.02 0 1,632 -300
Jun07 051020 99.31 99.31 99.31 99.31 unch 0 1,426 -22
Sep07 051020 99.22 99.22 99.22 99.22 unch 0 495 +0
Dec07 051020 99.08 99.08 99.08 99.08 -0.02 1 36 +1
Mar08 051020 98.97 98.97 98.97 98.97 -0.03 0 60 +0
Total Volume and Open Interest 176 33,244 -624
3-Mth Euro-Yen(SIMEX)
Dec05 051020 99.90 99.90 99.90 99.90 unch 2,064 83,324 -124
Mar06 051020 99.82 99.82 99.82 99.82 -0.01 1,964 57,998 +220
Jun06 051020 99.73 99.73 99.72 99.72 -0.02 1,555 53,737 -145
Sep06 051020 99.63 99.63 99.62 99.62 -0.02 2,468 35,343 -129
Dec06 051020 99.52 99.52 99.51 99.51 -0.02 1,989 47,880 -2,198
Mar07 051020 99.40 99.41 99.39 99.39 -0.03 2,579 26,011 +1,110
Jun07 051020 99.31 99.31 99.28 99.29 -0.03 350 13,865 -315
Sep07 051020 99.17 99.18 99.17 99.18 -0.03 0 1,779 +0
Total Volume and Open Interest 12,969 346,985 -2,409
German Euro-Bund(EUREX)
Dec05 051020 121.53 121.53 121.12 121.41 -0.17 881,803 1,413,733 -117,631
Mar06 051020 121.79 121.79 121.44 121.70 -0.19 1,155 38,707 +2,517
Jun06 051020 121.01 121.01 121.01 121.01 -0.19 47 1 +0
Total Volume and Open Interest 883,005 1,452,441 -115,114
German Euro-Bobl(EUREX)
Dec05 051020 113.46 113.47 113.29 113.34 -0.16 574,035 948,864 -4,568
Mar06 051020 113.75 113.75 113.63 113.63 -0.18 1,870 2,898 -6
Jun06 051020 113.04 113.04 113.04 113.04 -0.16      
Total Volume and Open Interest 575,905 951,762 -4,574
Long Gilt(LIFFE)
Dec05 051020 111~28 111~28 111~16 111~22 -0~09 69,515 232,854 +2,504
Mar06 051020 111~31 111~31 111~31 111~31 -0~10 0 5 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051020 95.46 95.47 95.40 95.43 -0.04 49,458 307,168 +4,435
Mar06 051020 95.50 95.51 95.43 95.47 -0.05 87,315 433,053 -14,795
Jun06 051020 95.52 95.52 95.43 95.47 -0.07 52,691 323,723 -99,010
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051020 97.720 97.725 97.700 97.710 -0.025 160,821 704,771 +7,445
Mar06 051020 97.595 97.600 97.560 97.575 -0.040 161,884 721,548 +11,347
Jun06 051020 97.475 97.485 97.425 97.445 -0.055 171,090 512,288 -1,017
Total Volume and Open Interest 808,926 3,389,111 +43,804
3-Mth Aus T-Bills(SFE)
Dec05 051020 94.33 94.34 94.33 94.34 unch 7,272 124,440 -737
Mar06 051020 94.27 94.31 94.27 94.30 +0.01 23,717 243,317 +8,022
Jun06 051020 94.28 94.31 94.28 94.31 +0.01 5,073 94,970 +1,716
Sep06 051020 94.29 94.31 94.29 94.31 +0.01 1,698 35,491 +1,270
Dec06 051020 94.29 94.30 94.29 94.29 +0.01 487 33,086 +388
Mar07 051020 94.26 94.26 94.26 94.26 +0.02 100 19,403 +102
Jun07 051020 94.21 94.23 94.21 94.23 +0.01 357 35,462 +357
Sep07 051020 94.21 94.21 94.21 94.21 +0.01 86 8,416 +86
Dec07 051020 94.20 94.20 94.20 94.20 +0.01 0 4,111 +0
Mar08 051020 94.20 94.20 94.20 94.20 +0.01 4 1,575 +4
Total Volume and Open Interest 38,794 602,348 +11,208
10-Year Aus T-Bonds(SFE)
Dec05 051020 94.56 94.58 94.56 94.57 -0.01 30,363 319,127 +22,449
Mar06 051020 94.57 94.57 94.57 94.57 -0.01      
Total Volume and Open Interest 30,363 319,127 +22,449
3-Year Aus T-Bonds(SFE)
Dec05 051020 94.64 94.67 94.63 94.66 -0.01 113,029 418,530 +78,706
Mar06 051020 94.66 94.66 94.66 94.66 -0.01      
Total Volume and Open Interest 113,029 418,530 +78,706
Gold(CMX)
Oct05 051020 465.0 465.0 460.5 461.0 -2.5 46 199 -24
Dec05 051020 466.3 467.3 462.0 463.2 -2.6 78,685 285,281 -10,179
Feb06 051020 470.3 471.0 465.5 466.9 -2.6 2,084 17,804 +447
Apr06 051020 474.5 474.5 470.0 470.6 -2.6 17 6,401 +12
Jun06 051020 478.0 478.5 473.0 474.3 -2.6 652 10,160 +98
Aug06 051020 478.1 478.1 478.1 478.1 -2.6 31 2,202 +5
Oct06 051020 481.9 481.9 481.9 481.9 -2.6 613 4,379 +446
Dec06 051020 489.5 490.0 484.5 485.7 -2.6 110 6,071 -1,329
Feb07 051020 489.6 489.6 489.6 489.6 -2.6 50 5,144 +50
Apr07 051020 493.4 493.4 493.4 493.4 -2.6 0 100 +0
Jun07 051020 497.1 497.1 497.1 497.1 -2.6 50 4,564 -2,156
Aug07 051020 500.8 500.8 500.8 500.8 -2.6      
Total Volume and Open Interest 83,034 350,670 -12,029
Silver(CMX)
Dec05 051020 766.5 770.5 753.0 765.5 +1.5 22,741 99,609 -3,902
Mar06 051020 774.5 778.0 761.0 772.8 +1.7 1,196 11,636 -189
May06 051020 777.0 777.0 776.2 776.2 +2.1 0 2,186 +1
Jul06 051020 780.0 780.0 774.0 779.1 +2.2 137 6,681 -422
Sep06 051020 782.0 782.0 782.0 782.0 +2.2 200 3,068 -142
Dec06 051020 788.0 789.5 776.0 785.3 +2.2 143 9,062 -900
Mar07 051020 788.2 788.2 788.2 788.2 +2.2 0 50 +0
Total Volume and Open Interest 24,754 136,493 -6,037
Platinum(NYM)
Oct05 051020 918.1 918.1 918.1 918.1 -8.2 4 61 -8
Jan06 051020 928.7 933.8 924.5 925.1 -4.2 630 12,388 +85
Apr06 051020 925.1 925.1 925.1 925.1 -4.2 0 188 +0
Total Volume and Open Interest 634 12,637 +77
Palladium(NYME)
Dec05 051020 209.50 214.00 209.00 212.05 +1.55 344 12,625 -108
Mar06 051020 215.50 215.50 212.05 214.30 +1.55 8 518 +6
Jun06 051020 214.50 216.30 214.50 216.30 +1.55 0 8 +0
Total Volume and Open Interest 352 13,151 -102
Copper(CMX)
Dec05 051020 184.00 185.80 179.00 179.30 -1.30 10,004 76,833 -1,768
Mar06 051020 176.40 177.60 172.50 172.50 -0.90 2,595 13,495 +1,249
May06 051020 171.50 171.50 166.20 166.60 -0.90 60 3,269 +24
Jul06 051020 165.70 165.70 161.10 161.10 -0.90 15 1,501 +15
Sep06 051020 155.60 155.60 155.60 155.60 -0.90 4 1,298 +2
Total Volume and Open Interest 13,995 106,599 -828
Aluminum(CMX)
Oct05 051020 89.55 89.55 89.55 89.55 -0.65 2 19 -1
Nov05 051020 89.95 89.95 89.95 89.95 -0.65 2 566 +0
Dec05 051020 90.35 90.35 90.35 90.35 -0.75 0 1,679 +0
Jan06 051020 91.00 91.00 91.00 91.00 -0.75 2 96 +4
Feb06 051020 90.65 90.65 90.65 90.65 -0.75 0 70 +0
Mar06 051020 90.40 90.40 90.40 90.40 -0.75 0 70 +0
Total Volume and Open Interest 6 2,695 +3
DJIA Index(CBOT)
Dec05 051020 10430 10451 10260 10288 -159 7,274 35,998 -229
Mar06 051020 10460 10470 10332 10332 -159 0 38 +0
Jun06 051020 10375 10375 10375 10375 -159      
Total Volume and Open Interest 7,274 36,038 -229
S & P 500(CME)
Dec05 051020 1197.80 1200.50 1175.70 1179.50 -20.90 42,958 641,312 +3,621
Mar06 051020 1205.00 1205.00 1186.50 1186.50 -20.90 191 5,675 +76
Jun06 051020 1194.30 1194.30 1194.30 1194.30 -20.90 4 781 +3
Sep06 051020 1202.10 1202.10 1202.10 1202.10 -20.90 0 556 +0
Total Volume and Open Interest 43,153 648,366 +3,700
S & P 500 E-Mini(Globex)
Dec05 051020 1199.00 1201.00 1175.25 1179.50 -21.00 1,505,185 1,071,997 +24,472
Mar06 051020 1206.75 1208.25 1184.00 1186.50 -21.00 537 2,434 -149
Total Volume and Open Interest 1,505,722 1,074,431 +24,323
NASDAQ 100(CME)
Dec05 051020 1576.00 1583.50 1554.00 1566.00 -15.00 11,626 63,024 -1,000
Mar06 051020 1581.00 1581.00 1581.00 1581.00 -15.00 0 38 +0
Jun06 051020 1596.00 1596.00 1596.00 1596.00 -15.00 0 17 +0
Total Volume and Open Interest 11,626 63,079 -1,000
NASDAQ 100 E-Mini(Globex)
Dec05 051020 1577.00 1584.00 1553.00 1566.00 -15.00 491,469 411,766 -498
Mar06 051020 1591.50 1598.00 1576.00 1581.00 -15.00 78 287 -36
Total Volume and Open Interest 491,547 412,053 -534
S & P Midcap 400(CME)
Dec05 051020 687.00 690.00 674.50 678.10 -10.10 144 12,943 -9
Mar06 051020 681.10 681.10 681.10 681.10 -10.10      
Jun06 051020 684.10 684.10 684.10 684.10 -10.10      
Total Volume and Open Interest 144 12,925 -18
Russell 2000(CME)
Dec05 051020 639.50 640.75 624.20 629.10 -11.00 1,262 34,553 +128
Mar06 051020 633.90 633.90 633.90 633.90 -11.00 3 37 +3
Jun06 051020 636.90 636.90 636.90 636.90 -11.00      
Total Volume and Open Interest 1,265 34,590 +131
Russell 2000 E-Mini(Globex)
Dec05 051020 639.70 641.30 623.90 629.10 -11.00 196,343 266,338 +696
Mar06 051020 641.90 643.30 632.70 633.90 -11.00 25 373 +17
Total Volume and Open Interest 196,368 266,711 +713
Value Line(KCBT)
Dec05 051020 1806.00 1806.50 1780.00 1785.00 -31.00 5 88 -3
Total Volume and Open Interest 5 88 -3
Nikkei 225(CME)
Dec05 051020 13220 13265 13170 13220 +65 74,281 228,491 -1,784
Mar06 051020 13205 13245 13170 13185 +60 17 81 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051020 13220 13265 13170 13220 +65 74,281 228,491 -1,784
Mar06 051020 13205 13245 13170 13185 +60 17 81 +0
Jun06 051020 13120 13120 13120 13120 +60      
Total Volume and Open Interest 74,328 229,071 -1,784
CAC 40(MATIF)
Oct05 051020 4437.0 4444.0 4383.0 4390.5 +15.5 207,413 559,541 +39,103
Nov05 051020 4410.0 4449.0 4390.0 4397.0 +15.0 145,739 105,542 +81,606
Dec05 051020 4410.0 4445.0 4388.0 4394.0 +15.0 2,451 96,237 -405
Total Volume and Open Interest 355,613 765,423 +120,314
Hang Seng Index(HKFE)
Oct05 051020 14441 14500 14350 14357 +36 39,838 100,857 -1,662
Nov05 051020 14438 14480 14331 14345 +30 1,403 2,839 -50
Dec05 051020 14451 14511 14382 14382 +27 134 2,206 +100
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051020 4937.0 4949.0 4862.0 4862.0 -44.5 247,351 200,460 +2,018
Mar06 051020 4965.5 4975.0 4890.0 4890.0 -44.5 1,147 10,470 +209
Jun06 051020 5002.0 5002.0 4920.0 4920.0 -44.5 1,518 1,567 -884
Total Volume and Open Interest 250,016 212,497 +1,343
FT-SE 100(LIFFE)
Dec05 051020 5223.00 5241.00 5154.50 5171.50 -8.50 127,236 432,619 +5,679
Mar06 051020 5223.50 5234.00 5178.00 5178.00 -8.00 166 7,334 -53
Jun06 051020 5183.00 5183.00 5183.00 5183.00 -7.50 0 13,781 +0
Total Volume and Open Interest 127,402 453,734 +5,626
SPI 200(SFE)
Dec05 051020 4395.0 4420.0 4366.0 4386.0 +18.0 24,669 218,832 +15,860
Mar06 051020 4400.0 4417.0 4375.0 4387.0 +19.0 25 4,762 -33
Jun06 051020 4410.0 4410.0 4410.0 4410.0 +18.0 8 3,222 -8
Total Volume and Open Interest 24,756 229,522 +15,846
GSCI(CME)
Nov05 051020 439.50 439.50 430.50 432.50 -9.40 136 17,575 -68
Dec05 051020 438.00 438.00 438.00 438.00 -7.80 8 1 -3
Jan06 051020 439.90 439.90 439.90 439.90 -4.60 1 1 +1
Total Volume and Open Interest 145 17,577 -70
Reuters CRB Index(NYBOT)
Nov05 051020 333.75 333.75 331.50 332.00 -2.25 16 380 -2
Jan06 051020 333.00 333.00 331.00 331.00 -2.75 16 436 -6
Feb06 051020 329.00 329.00 329.00 329.00 -2.75 1 6 +1
Total Volume and Open Interest 33 1,029 -7
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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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!