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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri October 21, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051021 576.00 578.00 571.00 572.25 -12.75 35,777 94,014 -6,781
Jan06 051021 589.00 591.00 583.00 584.50 -13.50 19,986 118,107 +8,043
Mar06 051021 597.00 598.50 591.25 592.00 -14.25 4,019 33,561 +614
May06 051021 602.00 603.00 596.25 597.25 -13.75 2,071 22,022 -495
Jul06 051021 609.00 609.00 601.50 601.75 -14.50 2,649 20,693 +807
Aug06 051021 608.00 608.00 601.00 601.00 -13.50 171 1,324 +31
Sep06 051021 607.00 607.00 602.00 602.25 -12.75 4 650 +0
Total Volume and Open Interest 65,294 303,368 +2,274
Soybean Meal(CBOT)
Dec05 051021 169.20 170.20 168.50 169.40 -2.50 9,675 62,304 -588
Jan06 051021 171.20 171.80 170.50 171.40 -2.20 2,034 16,383 +160
Mar06 051021 174.50 175.20 173.60 174.40 -2.30 1,642 16,120 +30
May06 051021 177.50 178.00 176.90 177.50 -2.20 1,874 15,873 +268
Jul06 051021 180.50 181.20 179.70 180.30 -2.40 1,573 12,842 -366
Aug06 051021 182.30 182.30 181.20 181.50 -2.30 189 3,520 +8
Sep06 051021 183.50 183.50 182.00 182.30 -1.60 47 3,329 +4
Oct06 051021 182.50 183.00 181.50 181.70 -2.60 53 1,753 -8
Total Volume and Open Interest 17,541 135,522 -253
Soybean Oil(CBOT)
Dec05 051021 23.56 23.62 23.35 23.48 -0.50 12,855 68,447 -1,890
Jan06 051021 23.82 23.83 23.60 23.70 -0.56 4,064 51,002 +1,088
Mar06 051021 24.08 24.08 23.78 23.90 -0.55 1,302 12,544 +78
May06 051021 24.25 24.25 24.00 24.08 -0.52 728 13,514 +398
Jul06 051021 24.40 24.40 24.05 24.16 -0.54 1,650 14,785 -64
Aug06 051021 24.40 24.40 24.25 24.25 -0.50 281 1,487 +152
Sep06 051021 24.31 24.43 24.31 24.31 -0.50 181 1,754 -53
Oct06 051021 24.45 24.50 24.30 24.30 -0.45 5 962 +5
Total Volume and Open Interest 22,097 171,094 +2
Canola(WCE)
Nov05 051021 253.0 253.4 248.5 251.1 -3.9 3,127 16,419 -1,093
Jan06 051021 263.2 263.5 259.3 261.1 -4.2 5,649 37,288 +709
Mar06 051021 273.0 273.0 268.5 269.0 -5.0 544 5,793 +226
May06 051021 281.0 281.0 276.5 279.0 -2.8 62 1,534 +36
Jul06 051021 284.3 287.1 283.1 287.0 -3.3 34 1,450 +19
Total Volume and Open Interest 9,428 67,076 -103
Corn(CBOT)
Dec05 051021 201.75 201.75 201.00 201.50 -1.25 27,658 467,605 +1,021
Mar06 051021 214.00 214.50 213.75 214.50 -1.00 8,308 184,636 +3,677
May06 051021 222.50 222.75 222.00 222.75 -1.00 1,245 36,114 +418
Jul06 051021 229.50 230.00 229.25 229.75 -1.00 2,794 59,611 +686
Sep06 051021 237.25 237.50 237.00 237.25 -0.75 228 7,773 +1
Dec06 051021 247.00 247.25 246.50 246.75 -1.00 937 41,287 +184
Total Volume and Open Interest 41,272 804,789 +5,983
Wheat(CBOT)
Dec05 051021 330.00 331.50 328.00 330.00 -2.25 19,947 202,040 +1,214
Mar06 051021 344.00 345.75 342.50 345.00 -1.75 2,973 49,585 +71
May06 051021 352.00 353.00 350.50 352.00 -2.50 124 2,912 +3
Jul06 051021 358.50 360.00 356.50 358.75 -2.00 1,975 33,861 +408
Sep06 051021 363.50 365.00 363.00 365.00 -2.25 20 2,058 +0
Total Volume and Open Interest 25,810 296,730 +1,900
Wheat(KCBT)
Dec05 051021 371.00 372.00 368.50 370.00 -3.00 7,833 68,056 +713
Mar06 051021 377.00 378.00 374.50 375.50 -3.50 3,883 31,859 +538
May06 051021 376.00 376.00 372.75 373.50 -3.50 175 3,468 +57
Jul06 051021 371.00 371.00 367.50 368.00 -4.00 1,434 19,445 +489
Sep06 051021 373.75 373.75 372.50 372.50 -1.50 2 847 +0
Total Volume and Open Interest 13,341 124,178 +1,798
Wheat(MGE)
Dec05 051021 374.00 374.00 369.50 371.50 -2.50 2,454 14,698 -524
Mar06 051021 380.50 380.50 376.50 378.25 -2.50 1,905 13,195 +650
May06 051021 380.00 380.25 379.00 380.25 -1.75 176 2,145 +57
Jul06 051021 380.00 382.50 379.00 381.50 -1.50 613 4,231 +206
Sep06 051021 376.00 379.00 376.00 378.00 -0.25 162 443 +89
Total Volume and Open Interest 5,450 35,537 +517
Oats(CBOT)
Dec05 051021 164.75 165.75 164.50 165.75 -0.25 560 6,381 +188
Mar06 051021 172.75 173.00 172.25 173.00 -0.50 75 555 +15
May06 051021 175.50 177.00 175.00 177.00 -0.75 0 69 +0
Jul06 051021 180.00 180.00 180.00 180.00 unch 0 1 +0
Total Volume and Open Interest 635 7,014 +203
Rough Rice(CBOT)
Nov05 051021 7.31 7.31 7.19 7.27 -0.04 412 3,050 -121
Jan06 051021 7.55 7.55 7.45 7.53 -0.05 412 3,092 +139
Mar06 051021 7.75 7.76 7.70 7.76 -0.04 160 1,099 +79
May06 051021 7.98 7.98 7.98 7.98 -0.04 6 205 +6
Total Volume and Open Interest 990 7,457 +103
Live Cattle(CME)
Oct05 051021 89.200 89.200 88.300 88.575 -0.675 1,572 5,184 -634
Dec05 051021 90.450 90.450 89.500 89.925 -0.625 11,240 96,704 +1,321
Feb06 051021 93.300 93.300 92.400 92.875 -0.675 3,605 41,597 +191
Apr06 051021 90.450 90.450 89.550 89.975 -0.500 1,339 14,417 +85
Jun06 051021 85.550 85.550 84.700 85.075 -0.650 836 6,903 +246
Aug06 051021 84.425 84.425 83.775 84.175 -0.775 191 2,617 +53
Total Volume and Open Interest 18,863 167,850 +1,291
Feeder Cattle(CME)
Oct05 051021 116.500 116.500 115.250 115.950 -0.900 714 3,907 -188
Nov05 051021 115.500 115.500 114.125 114.425 -1.500 3,739 10,029 -934
Jan06 051021 113.150 113.150 111.700 112.125 -1.275 2,849 10,685 +1,154
Mar06 051021 109.325 109.325 107.800 108.300 -1.450 164 1,244 +86
Apr06 051021 107.100 107.100 106.800 106.900 -0.950 103 562 +26
May06 051021 107.100 107.100 106.800 106.900 -0.750 149 636 +59
Aug06 051021 107.175 107.350 107.100 107.350 -0.550 35 245 +21
Total Volume and Open Interest 7,753 27,311 +224
Lean Hogs(CME)
Dec05 051021 61.100 61.100 60.400 60.775 +0.550 8,482 67,327 +735
Feb06 051021 63.900 64.300 63.600 64.150 +0.550 3,782 25,685 +586
Apr06 051021 64.400 65.100 64.400 65.025 +1.025 1,029 9,028 -244
May06 051021 65.200 65.400 65.075 65.350 +0.625 42 1,831 +7
Jun06 051021 67.700 68.750 67.700 68.675 +1.000 321 3,542 -33
Jul06 051021 64.750 65.400 64.500 65.300 +0.800 92 1,308 -12
Aug06 051021 61.300 61.500 61.050 61.300 +0.800 22 699 +2
Oct06 051021 54.400 55.400 54.400 55.400 +0.900 8 437 +4
Total Volume and Open Interest 13,781 109,907 +1,045
Pork Bellies(CME)
Feb06 051021 87.350 89.100 87.350 88.200 +0.900 469 1,204 -111
Mar06 051021 87.000 87.000 87.000 87.000 unch 1 61 +2
May06 051021 90.350 90.350 90.350 90.350 +0.350 2 31 +1
Jul06 051021 92.000 92.500 92.000 92.500 +0.500 2 16 +0
Aug06 051021 93.000 93.000 93.000 93.000 unch 0 26 +0
Total Volume and Open Interest 474 1,338 -108
Class III Milk(CME)
Oct05 051021 14.35 14.39 14.35 14.39 +0.02 22 2,606 +18
Nov05 051021 13.83 13.84 13.67 13.67 -0.17 54 2,325 +34
Dec05 051021 13.62 13.62 13.45 13.51 -0.13 28 2,063 +5
Jan06 051021 13.10 13.10 13.00 13.04 -0.06 54 1,539 +3
Feb06 051021 12.73 12.73 12.70 12.70 -0.03 20 1,300 -6
Total Volume and Open Interest 278 19,980 +68
Cocoa(NYBOT)
Dec05 051021 1366 1382 1356 1366 -1 5,967 54,862 +259
Mar06 051021 1407 1415 1397 1406 +1 1,369 32,207 +167
May06 051021 1426 1426 1426 1426 unch 334 10,246 +220
Jul06 051021 1453 1453 1439 1446 unch 37 9,173 +0
Sep06 051021 1460 1466 1460 1466 unch 0 10,427 +0
Dec06 051021 1490 1494 1490 1494 +2 50 7,164 +50
Mar07 051021 1514 1519 1514 1519 +3 67 9,378 +0
Total Volume and Open Interest 7,861 134,250 +733
Coffee "C"(NYBOT)
Dec05 051021 105.00 106.70 102.70 103.45 -2.25 9,031 54,833 -375
Mar06 051021 108.10 109.60 105.80 106.55 -2.05 2,384 19,555 +587
May06 051021 109.60 110.30 107.60 108.25 -1.95 436 5,180 +29
Jul06 051021 112.25 112.25 109.50 109.75 -1.85 137 3,161 +23
Sep06 051021 112.90 113.20 110.30 110.95 -1.80 179 1,438 +90
Dec06 051021 115.50 115.50 112.40 113.35 -1.80 66 997 +48
Total Volume and Open Interest 12,235 86,137 +404
Orange Juice(NYBOT)
Nov05 051021 109.25 109.80 108.00 108.10 -2.70 2,894 12,042 -18
Jan06 051021 111.00 111.75 109.90 110.25 -2.20 2,076 12,342 +478
Mar06 051021 112.00 112.75 111.75 111.75 -2.15 52 4,855 +13
May06 051021 113.00 114.00 113.00 113.00 -2.15 9 651 +1
Jul06 051021 114.25 114.25 114.25 114.25 -2.15 0 242 +0
Total Volume and Open Interest 5,032 30,211 +486
Sugar #11(NYBOT)
Mar06 051021 11.65 11.81 11.65 11.80 +0.17 22,187 318,312 +529
May06 051021 11.64 11.72 11.63 11.72 +0.17 4,891 57,107 +276
Jul06 051021 11.35 11.42 11.35 11.42 +0.13 5,261 38,717 +98
Oct06 051021 11.32 11.35 11.27 11.34 +0.10 1,298 24,347 -116
Mar07 051021 11.34 11.38 11.34 11.38 +0.13 591 23,874 +112
Total Volume and Open Interest 34,398 479,057 +478
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051021 21.98 21.98 21.80 21.88 -0.15 160 2,891 +70
Mar06 051021 21.83 21.83 21.70 21.70 -0.12 35 2,597 +2
May06 051021 21.70 21.70 21.60 21.61 -0.09 13 2,610 -7
Jul06 051021 21.82 21.82 21.71 21.76 -0.05 3 2,468 -36
Total Volume and Open Interest 221 12,107 +39
London Cocoa(LCE)
Dec05 051021 822 822 813 821 +3 3,431 66,447 -396
Mar06 051021 841 843 834 841 +3 2,760 53,981 +1,044
May06 051021 852 854 847 853 +3 1,609 14,670 +1,268
Jul06 051021 861 869 860 866 +3 563 24,645 +69
Sep06 051021 877 879 873 879 +3 77 12,634 -15
Dec06 051021 889 892 885 892 +2 57 14,085 +0
Mar07 051021 903 903 903 903 +3 7 3,551 +7
Total Volume and Open Interest 8,507 190,141 +1,980
London Coffee(LCE)
Nov05 051021 958.00 967.00 946.00 953.00 +6.00 3,827 38,683 -1,180
Jan06 051021 980.00 989.00 968.00 975.00 +5.00 3,544 71,082 +414
Mar06 051021 995.00 1006.00 987.00 993.00 +6.00 982 35,489 +778
May06 051021 1008.00 1008.00 1005.00 1006.00 +4.00 25 9,675 +1
Jul06 051021 1031.00 1031.00 1020.00 1021.00 +3.00 29 4,336 +10
Sep06 051021 1040.00 1040.00 1039.00 1040.00 +4.00 21 1,862 +20
Total Volume and Open Interest 8,430 161,385 +43
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051021 295.50 301.50 295.50 301.50 +3.60 1,483 20,751 -90
Mar06 051021 304.20 308.00 303.50 308.00 +4.00 1,328 17,479 +771
May06 051021 309.70 313.50 309.70 313.50 +4.50 217 5,395 -33
Aug06 051021 318.50 320.50 318.50 320.50 +4.50 442 3,277 +355
Total Volume and Open Interest 3,548 55,844 +1,017
Cotton(NYBOT)
Dec05 051021 53.50 54.60 53.07 54.49 +1.28 11,096 83,572 -2,391
Mar06 051021 55.50 56.45 55.05 56.42 +1.17 3,669 29,194 +36
May06 051021 56.10 57.10 55.75 57.10 +1.00 181 3,409 +27
Jul06 051021 56.80 57.95 56.80 57.95 +1.00 10 2,989 +10
Oct06 051021 58.30 58.30 58.30 58.30 +1.08 1 64 +0
Dec06 051021 57.70 59.15 57.70 59.15 +1.15 6 1,362 +0
Total Volume and Open Interest 14,963 120,599 -2,318
Lumber(CME)
Nov05 051021 294.2 294.2 290.3 293.5 -2.0 569 2,055 -163
Jan06 051021 308.6 308.6 302.2 303.6 -5.0 201 1,335 -11
Mar06 051021 322.9 323.0 318.0 319.0 -3.0 30 296 +0
May06 051021 332.7 332.7 329.0 329.0 -3.8 5 73 +0
Total Volume and Open Interest 805 3,789 -174
Crude Oil(NYM)
Dec05 051021 59.40 60.70 59.15 60.63 +0.61 124,319 286,900 +2,202
Jan06 051021 59.60 60.90 59.30 60.82 +0.75 31,937 98,851 +1,321
Feb06 051021 59.70 61.10 59.70 61.02 +0.91 14,046 40,514 +55
Mar06 051021 59.70 61.16 59.70 61.16 +1.02 5,929 29,587 -559
Apr06 051021 60.20 61.21 59.60 61.21 +1.06 1,464 15,843 -7
May06 051021 60.00 61.26 60.00 61.26 +1.10 505 15,127 -727
Jun06 051021 60.00 61.30 59.95 61.28 +1.12 5,166 47,774 -957
Jul06 051021 61.28 61.28 61.28 61.28 +1.16 260 10,008 +13
Aug06 051021 60.40 61.26 60.40 61.26 +1.21 319 7,669 +75
Sep06 051021 60.10 61.23 60.10 61.23 +1.26 710 8,954 +333
Oct06 051021 60.60 61.19 60.60 61.19 +1.30 19 5,358 +9
Nov06 051021 61.08 61.08 61.08 61.08 +1.32 122 7,938 +70
Dec06 051021 59.60 60.96 59.60 60.96 +1.34 9,929 51,482 +821
Jan07 051021 60.73 60.73 60.73 60.73 +1.36 100 9,093 +0
Feb07 051021 60.57 60.57 60.57 60.57 +1.38 88 3,845 +61
Mar07 051021 60.42 60.42 60.42 60.42 +1.39 44 5,587 +11
Total Volume and Open Interest 235,305 842,716 -15,521
Heating Oil(NYM)
Nov05 051021 185.00 187.25 183.25 186.65 -0.34 16,415 25,804 -3,418
Dec05 051021 188.00 190.30 186.00 189.97 +0.31 14,736 58,903 +122
Jan06 051021 190.50 193.50 189.00 193.02 +0.51 6,046 30,686 +439
Feb06 051021 191.00 194.50 189.50 193.77 +0.71 1,713 16,778 +302
Mar06 051021 188.50 192.00 188.00 191.37 +0.91 1,221 13,996 -145
Apr06 051021 185.10 187.00 183.80 186.07 +1.16 292 6,661 -4
May06 051021 180.00 181.50 178.00 180.77 +1.26 100 4,420 +77
Jun06 051021 175.50 178.00 175.50 177.47 +1.46 1,068 5,332 -1
Jul06 051021 176.00 177.42 175.85 177.42 +1.56 188 4,086 +106
Aug06 051021 176.75 178.37 176.70 178.37 +1.61 685 1,853 +624
Sep06 051021 177.50 179.87 177.50 179.87 +1.61 64 1,441 +31
Oct06 051021 180.05 181.72 180.05 181.72 +1.66 8 305 +8
Total Volume and Open Interest 43,973 175,491 -1,560
Unleaded Gas(NYM)
Nov05 051021 159.00 164.50 158.00 163.99 +2.68 18,020 31,282 -1,545
Dec05 051021 161.50 168.00 160.50 167.37 +3.79 12,282 50,303 +572
Jan06 051021 163.30 169.50 163.30 169.32 +4.04 4,430 21,913 +1,092
Feb06 051021 170.47 170.47 170.47 170.47 +4.24 1,305 8,969 +397
Mar06 051021 171.32 171.32 171.32 171.32 +4.39 655 8,260 +21
Apr06 051021 177.40 180.87 177.40 180.87 +4.49 515 5,851 -65
May06 051021 181.42 181.42 181.42 181.42 +4.54 421 3,151 +18
Jun06 051021 177.30 181.42 177.30 181.42 +4.59 445 3,859 -12
Jul06 051021 181.97 181.97 181.97 181.97 +5.74 75 1,811 +25
Aug06 051021 175.00 179.67 175.00 179.67 +4.79 63 1,788 -51
Sep06 051021 177.52 177.52 177.52 177.52 +4.89 100 553 -100
Oct06 051021 168.22 168.22 168.22 168.22 +4.89 0 163 +0
Total Volume and Open Interest 38,367 137,913 +513
Natural Gas(NYM)
Nov05 051021 12.750 12.990 12.680 12.872 -0.105 32,304 38,071 -939
Dec05 051021 13.050 13.250 12.970 13.167 -0.076 15,445 75,512 -1,536
Jan06 051021 13.450 13.600 13.400 13.554 -0.120 5,142 70,535 -549
Feb06 051021 13.370 13.520 13.330 13.484 -0.100 1,884 27,708 +330
Mar06 051021 13.100 13.120 12.970 13.119 -0.105 4,224 48,820 +1,276
Apr06 051021 10.550 10.619 10.480 10.619 +0.035 3,440 30,569 +240
May06 051021 10.200 10.304 10.170 10.304 +0.070 1,293 23,974 +126
Jun06 051021 10.200 10.320 10.200 10.319 +0.070 1,703 10,798 +109
Jul06 051021 10.250 10.359 10.250 10.359 +0.073 664 14,388 +545
Aug06 051021 10.270 10.399 10.270 10.399 +0.076 911 16,855 +469
Sep06 051021 10.250 10.375 10.250 10.375 +0.076 179 12,012 -8
Oct06 051021 10.300 10.405 10.290 10.405 +0.076 1,851 23,542 +172
Nov06 051021 10.750 10.845 10.750 10.845 +0.081 1,101 10,257 +467
Dec06 051021 11.200 11.280 11.140 11.280 +0.091 932 11,745 -92
Jan07 051021 11.500 11.600 11.500 11.600 +0.096 680 12,289 -135
Feb07 051021 11.430 11.520 11.380 11.520 +0.096 76 5,122 +13
Total Volume and Open Interest 75,781 556,974 +925
Brent Crude Oil(ICE)
Dec05 051021 57.70 58.55 57.05 58.48 +0.57 65,393 81,598 -5,356
Jan06 051021 58.08 58.95 57.53 58.91 +0.63 20,923 90,491 -329
Feb06 051021 58.67 59.32 57.91 59.29 +0.70 9,352 27,444 +335
Mar06 051021 58.77 59.54 58.32 59.54 +0.78 3,561 12,040 -96
Apr06 051021 58.70 59.61 58.48 59.61 +0.81 1,192 6,422 -42
May06 051021 58.62 59.63 58.62 59.63 +0.81 720 4,941 -108
Jun06 051021 58.70 59.65 58.43 59.65 +0.84 2,525 30,399 +1,285
Jul06 051021 59.68 59.68 59.68 59.68 +0.86 50 3,222 +0
Aug06 051021 59.71 59.71 59.71 59.71 +0.89 25 819 +25
Sep06 051021 59.66 59.66 59.66 59.66 +0.94 0 5,072 +0
Oct06 051021 59.61 59.61 59.61 59.61 +0.99 0 2,177 +0
Nov06 051021 58.63 59.56 58.48 59.56 +1.04 0 516 +0
Dec06 051021 58.60 59.51 58.32 59.51 +1.09 3,350 29,470 -184
Jan07 051021 59.35 59.35 59.35 59.35 +1.12 0 4,280 -100
Total Volume and Open Interest 107,649 336,767 -4,820
Gas Oil(ICE)
Nov05 051021 571.00 574.25 554.50 555.75 -11.25 21,601 51,888 +1,564
Dec05 051021 572.25 578.00 560.50 561.50 -9.50 14,220 57,227 -907
Jan06 051021 579.75 580.00 563.75 564.75 -8.50 5,224 21,373 +238
Feb06 051021 578.50 578.50 564.00 564.50 -7.25 665 10,677 +158
Mar06 051021 566.00 568.25 561.00 561.50 -6.25 210 11,995 -14
Apr06 051021 560.75 561.25 557.00 557.00 -5.75 109 6,128 +0
May06 051021 557.00 557.00 552.50 552.50 -5.50 56 1,473 -38
Jun06 051021 553.50 553.50 548.75 549.50 -5.50 100 15,364 -221
Jul06 051021 550.00 550.00 550.00 550.00 -4.75 0 768 +0
Aug06 051021 550.75 550.75 550.75 550.75 -4.25 0 62 +0
Total Volume and Open Interest 42,779 204,847 +410
US Dollar Index(NYBOT)
Dec05 051021 89.65 90.25 89.20 90.18 +0.42 2,832 29,964 -697
Mar06 051021 89.00 89.93 89.00 89.93 +0.42 69 2,096 +37
Jun06 051021 89.69 89.69 89.69 89.69 +0.42 0 1 +0
Total Volume and Open Interest 2,901 32,061 -660
Australian Dollar(CME)
Dec05 051021 74.86 74.98 74.55 74.68 -0.37 1,561 61,093 -2,824
Mar06 051021 74.46 74.46 74.46 74.46 -0.37 0 18 +0
Jun06 051021 74.24 74.24 74.24 74.24 -0.37 0 17 +0
Total Volume and Open Interest 1,561 61,137 -2,824
British Pound(CME)
Dec05 051021 177.27 177.68 176.30 176.46 -0.60 3,572 73,355 -4,999
Mar06 051021 176.65 176.65 176.35 176.35 -0.59 0 222 +0
Jun06 051021 176.40 176.40 176.40 176.40 -0.59 1 5 +0
Total Volume and Open Interest 3,573 73,586 -4,999
Canadian Dollar(CME)
Dec05 051021 84.95 85.02 84.32 84.40 -0.73 3,046 108,093 -4,052
Mar06 051021 85.00 85.03 84.64 84.64 -0.73 31 1,611 +27
Jun06 051021 85.05 85.05 84.89 84.89 -0.73 1 392 +1
Sep06 051021 85.25 85.25 85.14 85.14 -0.73 1 45 +0
Total Volume and Open Interest 3,079 110,290 -4,024
Japanese Yen(CME)
Dec05 051021 87.05 87.30 86.78 86.79 -0.39 2,168 171,898 -7,039
Mar06 051021 87.67 87.67 87.67 87.67 -0.39 0 18,802 +2
Jun06 051021 88.67 88.67 88.67 88.67 -0.39 0 55 +0
Total Volume and Open Interest 2,768 191,358 -6,437
Swiss Franc(CME)
Dec05 051021 78.10 78.35 77.57 77.77 -0.13 2,347 74,590 -6,179
Mar06 051021 78.78 78.78 78.29 78.40 -0.13 0 129 +3
Jun06 051021 79.06 79.06 79.06 79.06 -0.13 0 17 +0
Total Volume and Open Interest 2,947 75,346 -5,576
EuroFX(CME)
Dec05 051021 120.47 120.83 119.66 119.81 -0.48 2,666 150,722 +5,439
Mar06 051021 120.60 120.60 120.37 120.40 -0.48 15 2,223 +13
Jun06 051021 121.11 121.11 121.11 121.11 -0.48 471 763 +195
Total Volume and Open Interest 3,152 153,908 +5,647
Mexican Peso(CME)
Dec05 051021 9132.0 9132.0 9067.0 9115.0 -15.0 3,569 62,683 +370
Mar06 051021 9017.0 9017.0 9017.0 9017.0 -15.0 0 592 +0
Total Volume and Open Interest 3,637 63,798 +390
30-Year T-Bonds(CBOT)
Dec05 051021 113~02 113~29 112~30 113~23 +0~26 297,367 589,897 +7,575
Mar06 051021 112~29 113~20 112~27 113~15 +0~26 4,716 10,001 +4,169
Jun06 051021 113~11 113~11 113~11 113~11 +0~26 3 20 +0
Total Volume and Open Interest 302,086 599,919 +11,744
10-Year T-Notes(CBOT)
Dec05 051021 109~095 109~230 109~050 109~180 +0~140 723,696 1,674,404 +16,321
Mar06 051021 109~060 109~175 109~035 109~130 +0~140 4,622 24,485 +1,424
Total Volume and Open Interest 728,328 1,699,253 +17,811
5-Year T-Notes(CBOT)
Dec05 051021 106~135 106~240 106~135 106~205 +0~085 395,580 0 +0
Mar06 051021 106~095 106~155 106~095 106~150 +0~085 1,985 0 -3,779
Jun06 051021 106~080 106~080 106~080 106~080 +0~085      
Total Volume and Open Interest 397,565    
2 Year T-Notes(CBOT)
Dec05 051021 102~106 102~120 102~105 102~116 +0~012 1,718 362,323 +1,552
Total Volume and Open Interest 1,718 362,323 +1,552
Eurodollars(CME)
Dec05 051021 95.580 95.600 95.580 95.590 +0.015 15,488 1,196,745 +183
Mar06 051021 95.405 95.450 95.395 95.425 +0.035 36,479 1,193,727 +3,059
Jun06 051021 95.330 95.400 95.330 95.370 +0.055 15,899 1,326,631 +19,938
Sep06 051021 95.330 95.390 95.305 95.360 +0.060 305,962 854,659 -26,415
Dec06 051021 95.320 95.390 95.320 95.365 +0.060 19,829 798,811 +15,829
Mar07 051021 95.340 95.405 95.340 95.390 +0.065 22,816 623,543 +11,213
Jun07 051021 95.350 95.405 95.350 95.385 +0.065 33,484 505,658 +12,987
Sep07 051021 95.335 95.390 95.335 95.370 +0.065 13,790 333,031 +2,262
Dec07 051021 95.310 95.345 95.310 95.340 +0.065 9,746 268,290 +5,302
Mar08 051021 95.300 95.335 95.300 95.330 +0.070 14,463 235,027 +389
Jun08 051021 95.260 95.315 95.260 95.310 +0.070 10,781 222,489 -2,074
Sep08 051021 95.255 95.300 95.250 95.285 +0.070 10,557 213,409 +929
Dec08 051021 95.210 95.265 95.210 95.250 +0.075 1,457 142,194 +521
Mar09 051021 95.210 95.250 95.210 95.235 +0.075 3,711 128,991 -862
Jun09 051021 95.205 95.210 95.195 95.210 +0.080 2,564 109,212 -381
Sep09 051021 95.170 95.180 95.165 95.180 +0.080 1,259 104,446 -121
Dec09 051021 95.105 95.155 95.105 95.140 +0.080 3,122 76,988 +518
Mar10 051021 95.115 95.140 95.110 95.125 +0.080 1,663 49,484 +143
Total Volume and Open Interest 237,602 8,609,316 +94,051
3-Mth Euro-Yen(CME)
Dec05 051021 99.90 99.90 99.90 99.90 unch 0 6,278 -17
Mar06 051021 99.82 99.82 99.82 99.82 unch 475 7,827 +49
Jun06 051021 99.73 99.73 99.73 99.73 unch 100 5,715 -63
Sep06 051021 99.62 99.62 99.62 99.62 unch 40 3,006 +1
Dec06 051021 99.52 99.52 99.52 99.52 +0.01 10 6,101 -388
Mar07 051021 99.40 99.40 99.40 99.40 unch 0 1,632 +0
Jun07 051021 99.30 99.30 99.30 99.30 -0.01 0 1,726 +300
Sep07 051021 99.21 99.21 99.21 99.21 -0.01 0 510 +15
Dec07 051021 99.08 99.08 99.08 99.08 unch 0 36 +0
Mar08 051021 98.98 98.98 98.98 98.98 +0.01 0 63 +3
Total Volume and Open Interest 625 33,144 -100
3-Mth Euro-Yen(SIMEX)
Dec05 051021 99.90 99.90 99.90 99.90 unch 871 83,158 -166
Mar06 051021 99.82 99.83 99.82 99.83 +0.01 634 58,102 +104
Jun06 051021 99.73 99.74 99.72 99.73 +0.01 597 53,619 -118
Sep06 051021 99.63 99.64 99.62 99.62 unch 667 34,047 -1,296
Dec06 051021 99.52 99.53 99.51 99.51 unch 2,249 49,350 +1,470
Mar07 051021 99.42 99.42 99.39 99.40 +0.01 453 25,761 -250
Jun07 051021 99.30 99.30 99.30 99.30 +0.01 685 14,018 +153
Sep07 051021 99.19 99.19 99.19 99.19 +0.01 15 1,794 +15
Total Volume and Open Interest 6,181 347,728 +743
German Euro-Bund(EUREX)
Dec05 051021 121.50 121.95 121.46 121.87 +0.46 1,204,151 1,413,152 -581
Mar06 051021 121.76 122.25 121.76 122.18 +0.48 2,369 39,531 +824
Jun06 051021 121.47 121.47 121.47 121.47 +0.46 250 1 +0
Total Volume and Open Interest 1,206,770 1,452,684 +243
German Euro-Bobl(EUREX)
Dec05 051021 113.40 113.63 113.35 113.57 +0.23 682,642 957,438 +8,574
Mar06 051021 113.69 113.89 113.69 113.89 +0.26 693 4,671 +1,773
Jun06 051021 113.27 113.27 113.27 113.27 +0.23 948 0 +0
Total Volume and Open Interest 684,283 962,109 +10,347
Long Gilt(LIFFE)
Dec05 051021 111~29 112~04 111~24 112~00 +0~10 66,296 232,135 -719
Mar06 051021 112~10 112~10 112~10 112~10 +0~11 0 5 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051021 95.43 95.44 95.42 95.43 unch 50,188 315,318 +8,150
Mar06 051021 95.46 95.50 95.46 95.48 +0.01 76,459 430,071 -2,982
Jun06 051021 95.46 95.51 95.46 95.49 +0.02 52,738 316,645 -7,078
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051021 97.715 97.725 97.705 97.720 +0.010 219,285 722,073 +17,302
Mar06 051021 97.590 97.600 97.565 97.595 +0.020 196,681 745,891 +24,343
Jun06 051021 97.445 97.480 97.430 97.470 +0.025 171,823 532,902 +20,614
Total Volume and Open Interest 892,406 3,463,317 +74,206
3-Mth Aus T-Bills(SFE)
Dec05 051021 94.33 94.35 94.33 94.34 unch 4,772 118,536 -5,904
Mar06 051021 94.31 94.34 94.31 94.32 +0.02 17,950 240,116 -3,201
Jun06 051021 94.32 94.34 94.32 94.32 +0.01 2,328 92,242 -2,728
Sep06 051021 94.33 94.34 94.32 94.32 +0.01 1,022 34,766 -725
Dec06 051021 94.32 94.32 94.31 94.31 +0.02 388 33,083 -3
Mar07 051021 94.29 94.29 94.28 94.28 +0.02 0 19,364 -39
Jun07 051021 94.25 94.25 94.25 94.25 +0.02 1 35,428 -34
Sep07 051021 94.23 94.23 94.23 94.23 +0.02 0 8,416 +0
Dec07 051021 94.22 94.22 94.22 94.22 +0.02 0 4,111 +0
Mar08 051021 94.21 94.21 94.21 94.21 +0.01 0 1,575 +0
Total Volume and Open Interest 26,476 589,717 -12,631
10-Year Aus T-Bonds(SFE)
Dec05 051021 94.60 94.64 94.60 94.62 +0.05 15,743 291,561 -27,566
Mar06 051021 94.62 94.62 94.62 94.62 +0.05      
Total Volume and Open Interest 15,743 291,561 -27,566
3-Year Aus T-Bonds(SFE)
Dec05 051021 94.69 94.71 94.68 94.70 +0.04 49,635 345,652 -72,878
Mar06 051021 94.70 94.70 94.70 94.70 +0.04      
Total Volume and Open Interest 49,635 345,652 -72,878
Gold(CMX)
Oct05 051021 462.0 467.0 462.0 467.0 +6.0 9 201 +2
Dec05 051021 464.5 469.6 462.7 469.1 +5.9 59,338 275,951 -9,330
Feb06 051021 468.3 473.5 466.5 472.8 +5.9 1,725 17,547 -257
Apr06 051021 473.0 476.5 470.7 476.5 +5.9 94 6,401 +0
Jun06 051021 475.0 481.0 474.2 480.2 +5.9 119 10,483 +323
Aug06 051021 484.0 484.0 484.0 484.0 +5.9 8 2,195 -7
Oct06 051021 484.0 487.8 484.0 487.8 +5.9 45 4,424 +45
Dec06 051021 486.0 491.6 485.8 491.6 +5.9 63 6,111 +40
Feb07 051021 495.5 495.5 495.5 495.5 +5.9 0 5,144 +0
Apr07 051021 499.3 499.3 499.3 499.3 +5.9 0 100 +0
Jun07 051021 503.0 503.0 503.0 503.0 +5.9 5 4,569 +5
Aug07 051021 506.7 506.7 506.7 506.7 +5.9      
Total Volume and Open Interest 61,408 341,466 -9,204
Silver(CMX)
Dec05 051021 765.5 770.0 757.0 769.5 +4.0 19,301 97,940 -1,669
Mar06 051021 772.0 778.5 767.0 776.9 +4.1 1,591 11,289 -347
May06 051021 780.4 780.4 780.4 780.4 +4.2 120 2,265 +79
Jul06 051021 775.0 785.0 775.0 783.4 +4.3 42 6,717 +36
Sep06 051021 786.3 786.3 786.3 786.3 +4.3 160 3,198 +130
Dec06 051021 791.0 791.0 786.0 789.5 +4.2 515 8,777 -285
Mar07 051021 792.4 792.4 792.4 792.4 +4.2 0 50 +0
Total Volume and Open Interest 21,842 134,034 -2,459
Platinum(NYM)
Oct05 051021 927.0 929.8 927.0 929.8 +11.7 5 49 -12
Jan06 051021 926.0 934.0 926.0 932.8 +7.7 1,222 12,325 -63
Apr06 051021 932.8 932.8 932.8 932.8 +7.7 0 188 +0
Total Volume and Open Interest 1,227 12,562 -75
Palladium(NYME)
Dec05 051021 213.00 213.00 209.00 212.05 unch 522 12,677 +52
Mar06 051021 216.00 216.00 213.00 214.30 unch 47 501 -17
Jun06 051021 216.30 216.30 216.30 216.30 unch 1 8 +0
Total Volume and Open Interest 573 13,196 +45
Copper(CMX)
Dec05 051021 177.10 179.80 172.25 179.30 unch 14,808 74,987 -1,846
Mar06 051021 170.70 173.00 166.35 172.60 +0.10 2,175 13,362 -133
May06 051021 164.00 166.90 162.00 166.90 +0.30 787 3,728 +459
Jul06 051021 157.50 161.40 157.00 161.40 +0.30 74 1,492 -9
Sep06 051021 152.80 155.90 152.80 155.90 +0.30 31 1,295 -3
Total Volume and Open Interest 18,789 104,841 -1,758
Aluminum(CMX)
Oct05 051021 88.20 88.20 88.20 88.20 -1.35 0 19 +0
Nov05 051021 88.50 88.50 88.50 88.50 -1.45 2 566 +0
Dec05 051021 88.90 88.90 88.90 88.90 -1.45 0 1,679 +0
Jan06 051021 89.55 89.55 89.55 89.55 -1.45 2 96 +0
Feb06 051021 89.20 89.20 89.20 89.20 -1.45 0 70 +0
Mar06 051021 88.95 88.95 88.95 88.95 -1.45 0 70 +0
Total Volume and Open Interest 4 2,695 +0
DJIA Index(CBOT)
Dec05 051021 10315 10330 10212 10240 -48 6,327 36,073 +75
Mar06 051021 10285 10285 10285 10285 -47 12 46 +8
Jun06 051021 10327 10327 10327 10327 -48      
Total Volume and Open Interest 6,339 36,121 +83
S & P 500(CME)
Dec05 051021 1185.20 1190.00 1177.50 1183.80 +4.30 51,739 643,890 +2,578
Mar06 051021 1187.50 1195.80 1187.50 1190.70 +4.20 99 5,751 +76
Jun06 051021 1198.70 1198.70 1198.70 1198.70 +4.40 95 832 +51
Sep06 051021 1206.70 1206.70 1206.70 1206.70 +4.60 2 556 +0
Total Volume and Open Interest 51,935 651,069 +2,703
S & P 500 E-Mini(Globex)
Dec05 051021 1179.75 1190.00 1175.75 1183.75 +4.25 1,493,794 1,103,676 +31,679
Mar06 051021 1184.75 1195.50 1184.00 1190.75 +4.25 792 2,792 +358
Total Volume and Open Interest 1,494,586 1,106,468 +32,037
NASDAQ 100(CME)
Dec05 051021 1576.00 1580.00 1565.00 1575.50 +9.50 8,534 62,919 -105
Mar06 051021 1590.50 1590.50 1590.50 1590.50 +9.50 0 38 +0
Jun06 051021 1605.50 1605.50 1605.50 1605.50 +9.50 0 17 +0
Total Volume and Open Interest 8,534 62,974 -105
NASDAQ 100 E-Mini(Globex)
Dec05 051021 1566.00 1580.00 1562.00 1575.50 +9.50 406,770 422,652 +10,886
Mar06 051021 1591.00 1594.00 1584.00 1590.50 +9.50 44 279 -8
Total Volume and Open Interest 406,814 422,931 +10,878
S & P Midcap 400(CME)
Dec05 051021 681.00 688.50 678.00 685.50 +7.40 144 12,925 -18
Mar06 051021 688.50 688.50 688.50 688.50 +7.40      
Jun06 051021 691.50 691.50 691.50 691.50 +7.40      
Total Volume and Open Interest 109 12,916 -9
Russell 2000(CME)
Dec05 051021 631.75 638.90 631.25 635.20 +6.10 1,162 34,778 +225
Mar06 051021 639.70 639.70 639.70 639.70 +5.80 0 36 -1
Jun06 051021 642.70 642.70 642.70 642.70 +5.80      
Total Volume and Open Interest 1,162 34,814 +224
Russell 2000 E-Mini(Globex)
Dec05 051021 629.20 639.00 627.00 635.20 +6.10 202,646 273,398 +7,060
Mar06 051021 639.00 643.30 639.00 639.70 +5.80 884 944 +571
Total Volume and Open Interest 203,530 274,342 +7,631
Value Line(KCBT)
Dec05 051021 1790.50 1800.00 1787.00 1796.00 +11.00 19 99 +11
Total Volume and Open Interest 19 99 +11
Nikkei 225(CME)
Dec05 051021 13035 13245 12985 13210 -10 46,583 228,777 +286
Mar06 051021 13050 13225 12990 13195 +10 2 84 +3
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051021 13035 13245 12985 13210 -10 46,583 228,777 +286
Mar06 051021 13050 13225 12990 13195 +10 2 84 +3
Jun06 051021 13130 13130 13130 13130 +10      
Total Volume and Open Interest 46,585 229,378 +307
CAC 40(MATIF)
Oct05 051021 4366.0 4393.5 4350.5 4365.7 -24.8 292,334 561,303 +1,762
Nov05 051021 4366.5 4400.5 4357.0 4373.5 -23.5 177,260 189,403 +83,861
Dec05 051021 4370.0 4394.5 4360.0 4371.0 -23.0 11,397 101,478 +5,241
Total Volume and Open Interest 481,015 856,309 +90,886
Hang Seng Index(HKFE)
Oct05 051021 14250 14500 14247 14488 +131 32,873 100,670 -187
Nov05 051021 14209 14481 14209 14470 +125 1,752 3,328 +489
Dec05 051021 14284 14510 14284 14510 +128 167 2,229 +23
Total Volume and Open Interest      
DAX Index(EUREX)
Dec05 051021 4860.0 4887.0 4835.0 4875.0 +13.0 184,745 199,855 -605
Mar06 051021 4888.0 4910.0 4864.0 4903.0 +13.0 447 10,546 +76
Jun06 051021 4932.0 4940.0 4908.5 4933.0 +13.0 550 1,608 +41
Total Volume and Open Interest 185,742 212,009 -488
FT-SE 100(LIFFE)
Dec05 051021 5150.00 5175.00 5132.50 5142.00 -29.50 109,068 421,201 -11,418
Mar06 051021 5176.50 5176.50 5147.00 5147.50 -30.50 203 7,181 -153
Jun06 051021 5155.00 5155.00 5153.50 5153.50 -29.50 0 13,781 +0
Total Volume and Open Interest 109,271 442,163 -11,571
SPI 200(SFE)
Dec05 051021 4323.0 4381.0 4309.0 4360.0 -26.0 19,082 199,933 -18,899
Mar06 051021 4349.0 4374.0 4325.0 4360.0 -27.0 253 4,759 -3
Jun06 051021 4362.0 4383.0 4362.0 4383.0 -27.0 0 3,216 -6
Total Volume and Open Interest 19,335 210,614 -18,908
GSCI(CME)
Nov05 051021 427.50 435.20 427.20 434.50 +2.00 81 17,590 +15
Dec05 051021 440.00 440.00 440.00 440.00 +2.00 0 1 +0
Jan06 051021 435.00 438.50 435.00 438.50 -1.40 0 1 +0
Total Volume and Open Interest 81 17,592 +15
Reuters CRB Index(NYBOT)
Nov05 051021 330.75 332.00 329.20 332.00 unch 26 375 -5
Jan06 051021 329.75 331.00 329.00 331.00 unch 26 439 +3
Feb06 051021 329.00 329.00 329.00 329.00 unch 0 6 +0
Total Volume and Open Interest 53 1,028 -1
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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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!