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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 Mon October 24, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051024 571.00 575.50 566.50 575.00 +2.75 35,777 94,014 +0
Jan06 051024 583.25 588.00 578.00 587.50 +3.00 19,986 118,107 +0
Mar06 051024 590.00 596.75 586.00 596.25 +4.25 4,019 33,561 +0
May06 051024 599.50 602.50 591.00 602.00 +4.75 2,071 22,022 +0
Jul06 051024 600.00 607.50 596.50 607.25 +5.50 2,649 20,693 +0
Aug06 051024 598.50 606.00 598.50 605.00 +4.00 171 1,324 +0
Sep06 051024 601.50 606.50 601.50 606.50 +4.25 4 650 +0
Total Volume and Open Interest 70,177 303,368 +0
Soybean Meal(CBOT)
Dec05 051024 169.40 171.20 168.50 169.90 +0.50 9,675 62,304 +0
Jan06 051024 171.40 172.80 170.40 171.60 +0.20 2,034 16,383 +0
Mar06 051024 174.40 175.80 173.50 174.50 +0.10 1,642 16,120 +0
May06 051024 177.50 179.00 176.50 177.40 -0.10 1,874 15,873 +0
Jul06 051024 180.00 181.80 179.30 180.30 unch 1,573 12,842 +0
Aug06 051024 181.50 182.50 180.30 181.60 +0.10 189 3,520 +0
Sep06 051024 182.50 183.50 181.50 182.30 unch 47 3,329 +0
Oct06 051024 182.00 183.00 181.50 182.20 +0.50 53 1,753 +0
Total Volume and Open Interest 18,866 135,522 +0
Soybean Oil(CBOT)
Dec05 051024 23.55 23.78 23.05 23.76 +0.28 12,855 68,447 +0
Jan06 051024 23.48 24.02 23.30 24.01 +0.31 4,064 51,002 +0
Mar06 051024 23.60 24.20 23.50 24.20 +0.30 1,302 12,544 +0
May06 051024 23.85 24.35 23.68 24.35 +0.27 728 13,514 +0
Jul06 051024 24.00 24.55 23.85 24.55 +0.39 1,650 14,785 +0
Aug06 051024 24.10 24.58 23.95 24.58 +0.33 281 1,487 +0
Sep06 051024 24.15 24.60 24.00 24.60 +0.29 181 1,754 +0
Oct06 051024 24.30 24.50 24.05 24.50 +0.20 5 962 +0
Total Volume and Open Interest 23,115 171,094 +0
Canola(WCE)
Nov05 051024 249.2 250.8 248.1 249.9 -1.2 3,127 16,419 +0
Jan06 051024 260.0 262.0 259.1 261.3 +0.2 5,649 37,288 +0
Mar06 051024 268.9 270.4 266.0 269.6 +0.6 544 5,793 +0
May06 051024 275.0 277.3 272.5 276.7 -2.3 62 1,534 +0
Jul06 051024 279.1 285.6 279.1 284.2 -2.8 34 1,450 +0
Total Volume and Open Interest 9,428 67,076 +0
Corn(CBOT)
Dec05 051024 201.25 201.50 199.25 199.50 -2.00 27,658 467,605 +0
Mar06 051024 214.00 214.25 212.25 212.75 -1.75 8,308 184,636 +0
May06 051024 221.00 222.25 220.75 221.25 -1.50 1,245 36,114 +0
Jul06 051024 229.00 229.50 228.00 228.25 -1.50 2,794 59,611 +0
Sep06 051024 236.50 236.75 235.75 236.00 -1.25 205 7,772 -1
Dec06 051024 246.50 246.50 245.50 246.00 -0.75 937 41,287 +0
Total Volume and Open Interest 51,278 804,789 +0
Wheat(CBOT)
Dec05 051024 329.25 329.50 322.50 323.25 -6.75 19,947 202,040 +0
Mar06 051024 342.75 343.00 337.00 338.50 -6.50 2,973 49,585 +0
May06 051024 349.25 349.50 346.00 346.75 -5.25 124 2,912 +0
Jul06 051024 357.00 357.50 352.25 353.25 -5.50 1,975 33,861 +0
Sep06 051024 359.00 360.25 359.00 360.25 -4.75 20 2,058 +0
Total Volume and Open Interest 27,235 296,730 +0
Wheat(KCBT)
Dec05 051024 369.25 369.50 363.50 365.25 -4.75 7,833 68,056 +0
Mar06 051024 374.50 374.75 369.50 371.50 -4.00 3,883 31,859 +0
May06 051024 372.50 372.50 368.00 369.00 -4.50 175 3,468 +0
Jul06 051024 367.75 367.75 362.50 363.50 -4.50 1,434 19,445 +0
Sep06 051024 372.50 372.50 367.50 368.00 -4.50 2 847 +0
Total Volume and Open Interest 13,341 124,178 +0
Wheat(MGE)
Dec05 051024 370.50 370.50 365.00 366.50 -5.00 2,454 14,698 +0
Mar06 051024 376.00 376.75 372.00 373.25 -5.00 1,905 13,195 +0
May06 051024 377.00 379.50 375.00 375.75 -4.50 176 2,145 +0
Jul06 051024 379.00 379.50 375.50 375.75 -5.75 613 4,231 +0
Sep06 051024 376.00 377.75 374.00 375.50 -2.50 162 443 +0
Total Volume and Open Interest 5,450 35,537 +0
Oats(CBOT)
Dec05 051024 166.50 169.00 166.25 168.50 +2.75 560 6,381 +0
Mar06 051024 171.25 175.75 171.25 175.75 +2.75 75 555 +0
May06 051024 177.00 178.50 177.00 178.50 +1.50 0 69 +0
Jul06 051024 181.00 181.00 181.00 181.00 +1.00 0 1 +0
Total Volume and Open Interest 734 7,014 +0
Rough Rice(CBOT)
Nov05 051024 7.23 7.23 7.16 7.18 -0.09 1,794 2,868 -182
Jan06 051024 7.48 7.50 7.41 7.47 -0.06 412 3,092 +0
Mar06 051024 7.71 7.74 7.65 7.70 -0.06 160 1,099 +0
May06 051024 7.92 7.92 7.92 7.92 -0.06 6 205 +0
Total Volume and Open Interest 1,142 7,457 +0
Live Cattle(CME)
Oct05 051024 88.200 88.550 87.900 88.375 -0.200 2,476 0 -5,184
Dec05 051024 89.450 90.150 89.450 90.000 +0.075 11,531 0 -96,704
Feb06 051024 92.400 92.950 92.375 92.900 +0.025 4,826 0 -41,597
Apr06 051024 89.600 90.000 89.500 89.900 -0.075 1,150 0 -14,417
Jun06 051024 84.750 84.975 84.500 84.825 -0.250 370 0 -6,903
Aug06 051024 84.000 84.250 83.750 84.125 -0.050 94 0 -2,617
Total Volume and Open Interest 18,863 167,850 +0
Feeder Cattle(CME)
Oct05 051024 115.850 115.900 115.500 115.850 -0.100 1,260 0 -3,907
Nov05 051024 114.200 114.250 113.850 113.900 -0.525 2,915 0 -10,029
Jan06 051024 111.825 112.100 111.400 111.900 -0.225 1,280 0 -10,685
Mar06 051024 108.000 108.100 107.500 108.000 -0.300 188 0 -1,244
Apr06 051024 106.400 107.000 106.400 107.000 +0.100 72 0 -562
May06 051024 106.400 106.600 106.400 106.600 -0.300 128 0 -636
Aug06 051024 107.000 107.300 107.000 107.300 -0.050 12 0 -245
Total Volume and Open Interest 7,753 27,311 +0
Lean Hogs(CME)
Dec05 051024 60.775 61.150 60.100 60.950 +0.175 6,685 0 -67,327
Feb06 051024 64.350 64.450 63.400 64.275 +0.125 3,199 0 -25,685
Apr06 051024 65.025 65.375 64.300 64.950 -0.075 1,408 0 -9,028
May06 051024 65.250 65.600 64.900 65.600 +0.250 43 0 -1,831
Jun06 051024 68.350 68.875 67.900 68.800 +0.125 360 0 -3,542
Jul06 051024 65.075 65.375 65.000 65.375 +0.075 113 0 -1,308
Aug06 051024 61.300 61.700 61.250 61.700 +0.400 45 0 -699
Oct06 051024 55.000 55.450 55.000 55.450 +0.050 12 0 -437
Total Volume and Open Interest 13,781 109,907 +0
Pork Bellies(CME)
Feb06 051024 88.200 88.300 86.050 87.750 -0.450 338 0 -1,204
Mar06 051024 87.300 88.200 86.100 87.025 +0.025      
May06 051024 90.000 90.000 89.350 90.000 -0.350      
Jul06 051024 92.000 92.000 91.500 92.000 -0.500 1 0 -16
Aug06 051024 92.000 92.000 91.000 92.000 -1.000      
Total Volume and Open Interest 474 1,338 +0
Class III Milk(CME)
Oct05 051024 14.35 14.39 14.35 14.39 unch 15 0 -2,606
Nov05 051024 13.69 13.75 13.68 13.74 +0.07 54 0 -2,325
Dec05 051024 13.54 13.55 13.52 13.54 +0.03 25 0 -2,063
Jan06 051024 13.10 13.10 13.10 13.10 +0.06 28 0 -1,539
Feb06 051024 12.70 12.70 12.70 12.70 unch 18 0 -1,300
Total Volume and Open Interest 278 19,980 +0
Cocoa(NYBOT)
Dec05 051024 1370 1412 1369 1408 +42 5,967 54,862 +0
Mar06 051024 1408 1450 1408 1445 +39 1,369 32,207 +0
May06 051024 1444 1465 1444 1465 +39 334 10,246 +0
Jul06 051024 1465 1485 1465 1485 +39 37 9,173 +0
Sep06 051024 1505 1505 1505 1505 +39 0 10,427 +0
Dec06 051024 1533 1533 1533 1533 +39 50 7,164 +0
Mar07 051024 1555 1555 1555 1555 +36 67 9,378 +0
Total Volume and Open Interest 7,861 134,250 +0
Coffee "C"(NYBOT)
Dec05 051024 102.55 104.20 102.55 103.15 -0.30 9,031 54,833 +0
Mar06 051024 105.60 107.10 105.60 106.25 -0.30 2,384 19,555 +0
May06 051024 107.35 108.40 107.35 107.95 -0.30 436 5,180 +0
Jul06 051024 109.90 109.90 109.50 109.50 -0.25 137 3,161 +0
Sep06 051024 110.75 111.50 110.70 110.70 -0.25 179 1,438 +0
Dec06 051024 113.00 113.25 112.95 112.95 -0.40 66 997 +0
Total Volume and Open Interest 12,235 86,137 +0
Orange Juice(NYBOT)
Nov05 051024 110.00 113.50 109.25 111.85 +3.75 2,894 12,042 +0
Jan06 051024 112.50 115.25 111.30 114.40 +4.15 2,076 12,342 +0
Mar06 051024 114.25 116.75 112.75 116.00 +4.25 52 4,855 +0
May06 051024 115.00 118.00 115.00 116.75 +3.75 9 651 +0
Jul06 051024 115.25 117.50 115.25 117.50 +3.25 0 242 +0
Total Volume and Open Interest 5,032 30,211 +0
Sugar #11(NYBOT)
Mar06 051024 11.78 11.86 11.60 11.63 -0.17 22,187 318,312 +0
May06 051024 11.72 11.77 11.54 11.56 -0.16 4,891 57,107 +0
Jul06 051024 11.43 11.47 11.27 11.28 -0.14 5,261 38,717 +0
Oct06 051024 11.36 11.38 11.23 11.23 -0.11 1,298 24,347 +0
Mar07 051024 11.40 11.44 11.30 11.30 -0.08 591 23,874 +0
Total Volume and Open Interest 34,398 479,057 +0
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 051024 841 862 838 862 +21 1,810 0 -53,981
May06 051024 855 874 855 874 +21 1,166 0 -14,670
Jul06 051024 867 887 865 887 +21 350 0 -24,645
Sep06 051024 881 899 881 899 +20 196 0 -12,634
Dec06 051024 893 912 890 911 +19 305 0 -14,085
Mar07 051024 923 923 923 923 +20      
Total Volume and Open Interest 8,507 190,141 +0
London Coffee(LCE)
Nov05 051024 959.00 964.00 951.00 962.00 +9.00 3,428 0 -38,683
Jan06 051024 975.00 985.00 974.00 984.00 +9.00 4,357 0 -71,082
Mar06 051024 1002.00 1003.00 994.00 1002.00 +9.00 1,004 0 -35,489
May06 051024 1013.00 1016.00 1012.00 1016.00 +10.00 51 0 -9,675
Jul06 051024 1028.00 1032.00 1024.00 1030.00 +9.00 28 0 -4,336
Sep06 051024 1044.00 1049.00 1040.00 1046.00 +6.00 21 0 -1,862
Total Volume and Open Interest 8,430 161,385 +0
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051024 301.90 301.90 295.40 298.20 -3.30 916 0 -20,751
Mar06 051024 307.00 307.50 303.50 305.70 -2.30 1,507 0 -17,479
May06 051024 312.90 312.90 309.50 311.70 -1.80 599 0 -5,395
Aug06 051024 317.50 318.70 317.20 318.70 -1.80 40 0 -3,277
Total Volume and Open Interest 3,548 55,844 +0
Cotton(NYBOT)
Dec05 051024 54.35 54.65 53.75 54.03 -0.46 11,096 83,572 +0
Mar06 051024 56.30 56.65 55.70 56.16 -0.26 3,669 29,194 +0
May06 051024 57.00 57.10 57.00 57.03 -0.07 181 3,409 +0
Jul06 051024 57.80 57.80 57.80 57.80 -0.15 10 2,989 +0
Oct06 051024 58.00 58.00 58.00 58.00 -0.30 1 64 +0
Dec06 051024 58.50 58.80 58.50 58.80 -0.35 6 1,362 +0
Total Volume and Open Interest 14,963 120,599 +0
Lumber(CME)
Nov05 051024 294.0 294.0 288.8 289.9 -3.6 505 0 -2,055
Jan06 051024 304.8 304.8 299.7 300.6 -3.0 248 0 -1,335
Mar06 051024 315.7 316.0 314.0 314.7 -4.3 56 0 -296
May06 051024 328.5 328.5 323.0 323.0 -6.0 6 0 -73
Total Volume and Open Interest 805 3,789 +0
Crude Oil(NYM)
Dec05 051024 60.06 60.50 59.30 60.32 -0.31 124,319 286,900 +0
Jan06 051024 60.40 60.80 59.68 60.55 -0.27 31,937 98,851 +0
Feb06 051024 60.65 60.85 59.89 60.78 -0.24 14,046 40,514 +0
Mar06 051024 60.47 61.05 60.12 60.93 -0.23 5,929 29,587 +0
Apr06 051024 60.69 61.25 60.36 61.01 -0.20 1,464 15,843 +0
May06 051024 60.42 61.07 60.42 61.07 -0.19 505 15,127 +0
Jun06 051024 60.40 61.09 60.30 61.09 -0.19 5,166 47,774 +0
Jul06 051024 61.10 61.10 61.10 61.10 -0.18 260 10,008 +0
Aug06 051024 61.09 61.09 61.09 61.09 -0.17 319 7,669 +0
Sep06 051024 61.07 61.07 61.07 61.07 -0.16 710 8,954 +0
Oct06 051024 61.03 61.03 61.03 61.03 -0.16 19 5,358 +0
Nov06 051024 60.92 60.92 60.92 60.92 -0.16 122 7,938 +0
Dec06 051024 60.70 60.80 59.90 60.80 -0.16 9,929 51,482 +0
Jan07 051024 60.61 60.61 60.61 60.61 -0.12 100 9,093 +0
Feb07 051024 60.46 60.46 60.46 60.46 -0.11 88 3,845 +0
Mar07 051024 60.32 60.32 60.32 60.32 -0.10 44 5,587 +0
Total Volume and Open Interest 201,474 833,016 -9,700
Heating Oil(NYM)
Nov05 051024 185.00 185.00 179.00 179.73 -6.92 16,415 25,804 +0
Dec05 051024 188.10 188.50 184.00 184.71 -5.26 14,736 58,903 +0
Jan06 051024 191.25 191.25 187.50 188.11 -4.91 6,046 30,686 +0
Feb06 051024 193.50 193.50 189.00 189.11 -4.66 1,713 16,778 +0
Mar06 051024 191.00 191.00 187.11 187.11 -4.26 1,221 13,996 +0
Apr06 051024 183.80 185.00 182.21 182.21 -3.86 292 6,661 +0
May06 051024 177.55 180.50 177.11 177.11 -3.66 100 4,420 +0
Jun06 051024 175.50 176.00 173.96 173.96 -3.51 1,068 5,332 +0
Jul06 051024 173.96 173.96 173.96 173.96 -3.46 188 4,086 +0
Aug06 051024 175.75 175.75 174.91 174.91 -3.46 685 1,853 +0
Sep06 051024 178.00 178.00 176.41 176.41 -3.46 64 1,441 +0
Oct06 051024 178.26 178.26 178.26 178.26 -3.46 66 355 +50
Total Volume and Open Interest 43,973 175,491 +0
Unleaded Gas(NYM)
Nov05 051024 163.00 163.00 157.00 158.16 -5.83 18,020 31,282 +0
Dec05 051024 165.37 165.37 161.50 163.28 -4.09 12,282 50,303 +0
Jan06 051024 166.51 167.17 164.50 166.03 -3.29 4,430 21,913 +0
Feb06 051024 167.90 167.90 166.50 167.73 -2.74 1,305 8,969 +0
Mar06 051024 168.65 169.00 167.80 168.73 -2.59 655 8,260 +0
Apr06 051024 177.78 178.43 176.00 178.43 -2.44 515 5,851 +0
May06 051024 178.53 179.08 178.50 179.08 -2.34 421 3,151 +0
Jun06 051024 179.00 179.23 178.00 179.23 -2.19 445 3,859 +0
Jul06 051024 178.73 178.73 178.73 178.73 -3.24 75 1,811 +0
Aug06 051024 177.58 177.58 177.58 177.58 -2.09 18 1,803 +15
Sep06 051024 175.48 175.48 175.48 175.48 -2.04 133 552 -1
Oct06 051024 166.38 166.38 166.38 166.38 -1.84 68 159 -4
Total Volume and Open Interest 38,367 137,913 +0
Natural Gas(NYM)
Nov05 051024 12.660 13.090 12.593 13.004 +0.132 32,304 38,071 +0
Dec05 051024 12.950 13.300 12.868 13.177 +0.010 15,445 75,512 +0
Jan06 051024 13.450 13.580 13.247 13.535 -0.019 5,142 70,535 +0
Feb06 051024 13.294 13.480 13.222 13.460 -0.024 1,884 27,708 +0
Mar06 051024 12.960 13.100 12.823 13.090 -0.029 4,224 48,820 +0
Apr06 051024 10.510 10.620 10.500 10.620 +0.001 3,440 30,569 +0
May06 051024 10.180 10.320 10.173 10.320 +0.016 1,293 23,974 +0
Jun06 051024 10.250 10.337 10.200 10.337 +0.018 1,703 10,798 +0
Jul06 051024 10.250 10.380 10.250 10.377 +0.018 664 14,388 +0
Aug06 051024 10.283 10.417 10.283 10.417 +0.018 911 16,855 +0
Sep06 051024 10.270 10.395 10.270 10.395 +0.020 179 12,012 +0
Oct06 051024 10.335 10.427 10.335 10.427 +0.022 1,851 23,542 +0
Nov06 051024 10.790 10.872 10.790 10.872 +0.027 1,101 10,257 +0
Dec06 051024 11.205 11.307 11.205 11.307 +0.027 932 11,745 +0
Jan07 051024 11.520 11.627 11.520 11.627 +0.027 680 12,289 +0
Feb07 051024 11.500 11.547 11.500 11.547 +0.027 76 5,122 +0
Total Volume and Open Interest 75,781 556,974 +0
Brent Crude Oil(ICE)
Dec05 051024 57.93 58.47 57.36 58.24 -0.24 59,487 0 -81,598
Jan06 051024 58.42 58.83 57.70 58.61 -0.30 19,302 0 -90,491
Feb06 051024 58.58 59.24 58.11 59.02 -0.27 7,758 0 -27,444
Mar06 051024 59.00 59.50 58.42 59.31 -0.23 3,151 0 -12,040
Apr06 051024 59.14 59.64 58.57 59.44 -0.17 513 0 -6,422
May06 051024 58.95 59.50 58.90 59.47 -0.16 545 0 -4,941
Jun06 051024 58.87 59.53 58.73 59.49 -0.16 2,189 0 -30,399
Jul06 051024 59.53 59.53 59.53 59.53 -0.15      
Aug06 051024 59.57 59.57 59.57 59.57 -0.14      
Sep06 051024 59.54 59.54 59.54 59.54 -0.12      
Oct06 051024 59.51 59.51 59.51 59.51 -0.10      
Nov06 051024 59.46 59.46 59.46 59.46 -0.10 103 0 -516
Dec06 051024 58.86 59.41 58.61 59.41 -0.10 3,096 0 -29,470
Jan07 051024 59.25 59.25 59.25 59.25 -0.10      
Total Volume and Open Interest 96,956 336,767 +0
Gas Oil(ICE)
Nov05 051024 562.00 562.00 552.25 557.75 +2.00 16,901 51,320 -568
Dec05 051024 563.50 566.75 558.50 563.50 +2.00 18,079 56,354 -873
Jan06 051024 566.25 571.00 562.75 567.75 +3.00 7,912 23,723 +2,350
Feb06 051024 566.00 568.50 562.25 567.75 +3.25 1,033 11,094 +417
Mar06 051024 565.25 565.50 559.50 565.00 +3.50 293 12,020 +25
Apr06 051024 559.00 562.25 559.00 560.75 +3.75 15 6,129 +1
May06 051024 554.75 558.25 554.75 556.50 +4.00 9 1,480 +7
Jun06 051024 551.75 556.00 550.25 553.50 +4.00 202 15,414 +50
Jul06 051024 554.25 554.25 554.25 554.25 +4.25 0 768 +0
Aug06 051024 555.25 555.25 555.25 555.25 +4.50 0 62 +0
Total Volume and Open Interest 45,198 205,904 +1,057
US Dollar Index(NYBOT)
Dec05 051024 90.15 90.22 89.64 89.95 -0.23 2,832 29,964 +0
Mar06 051024 89.68 89.70 89.63 89.70 -0.23 69 2,096 +0
Jun06 051024 89.46 89.46 89.46 89.46 -0.23 0 1 +0
Total Volume and Open Interest 2,901 32,061 +0
Australian Dollar(CME)
Dec05 051024 74.70 75.02 74.50 74.81 +0.13 2,380 0 -61,093
Mar06 051024 74.65 74.69 74.46 74.59 +0.13      
Jun06 051024 74.37 74.44 74.37 74.37 +0.13      
Total Volume and Open Interest 17,523 61,137 +0
British Pound(CME)
Dec05 051024 176.55 177.22 176.36 176.58 +0.12 3,610 0 -73,355
Mar06 051024 176.65 177.00 176.47 176.47 +0.12 5 0 -222
Jun06 051024 176.60 176.96 176.57 176.57 +0.17      
Total Volume and Open Interest 38,763 73,586 +0
Canadian Dollar(CME)
Dec05 051024 84.39 84.55 84.00 84.36 -0.04 6,349 0 -108,093
Mar06 051024 84.67 84.70 84.17 84.58 -0.06 20 0 -1,611
Jun06 051024 84.75 84.81 84.50 84.81 -0.08 6 0 -392
Sep06 051024 85.04 85.04 84.71 85.04 -0.10 2 0 -45
Total Volume and Open Interest 33,684 110,290 +0
Japanese Yen(CME)
Dec05 051024 86.90 87.46 86.78 87.09 +0.30 5,047 0 -171,898
Mar06 051024 87.70 88.30 87.70 87.97 +0.30      
Jun06 051024 88.90 89.26 88.90 88.97 +0.30      
Total Volume and Open Interest 32,419 191,358 +0
Swiss Franc(CME)
Dec05 051024 77.75 78.33 77.61 78.03 +0.26 2,478 0 -74,590
Mar06 051024 78.29 78.93 78.24 78.66 +0.26 3 0 -129
Jun06 051024 79.32 79.55 79.06 79.32 +0.26      
Total Volume and Open Interest 32,074 75,346 +0
EuroFX(CME)
Dec05 051024 119.82 120.59 119.58 120.12 +0.31 2,626 0 -150,722
Mar06 051024 120.39 121.15 120.21 120.71 +0.31 35 0 -2,223
Jun06 051024 121.42 121.75 121.06 121.42 +0.31      
Total Volume and Open Interest 112,953 153,908 +0
Mexican Peso(CME)
Dec05 051024 9108.0 9150.0 9105.0 9138.0 +23.0 5,006 0 -62,683
Mar06 051024 9040.0 9040.0 9040.0 9040.0 +23.0      
Total Volume and Open Interest 8,049 63,798 +0
30-Year T-Bonds(CBOT)
Dec05 051024 113~24 113~27 112~26 113~03 -0~20 297,367 589,897 +0
Mar06 051024 113~12 113~14 112~19 112~27 -0~20 4,716 10,001 +0
Jun06 051024 112~23 112~23 112~23 112~23 -0~20 3 20 +0
Total Volume and Open Interest 318,912 599,919 +0
10-Year T-Notes(CBOT)
Dec05 051024 109~175 109~180 109~015 109~055 -0~125 723,696 1,674,404 +0
Mar06 051024 109~095 109~105 108~295 109~005 -0~125 4,622 24,485 +0
Total Volume and Open Interest 742,677 1,699,253 +0
5-Year T-Notes(CBOT)
Dec05 051024 106~175 106~180 106~105 106~135 -0~070 11,193 1,403,153 +1,403,153
Mar06 051024 106~130 106~130 106~080 106~080 -0~070 948 5,562 +5,562
Jun06 051024 106~010 106~010 106~010 106~010 -0~070      
Total Volume and Open Interest 426,662 1,408,715 +1,408,715
2 Year T-Notes(CBOT)
Dec05 051024 102~114 102~114 102~103 102~107 -0~009 1,718 362,323 +0
Total Volume and Open Interest 70,305 362,323 +0
Eurodollars(CME)
Dec05 051024 95.580 95.590 95.565 95.570 -0.020 6,968 0 -1,196,745
Mar06 051024 95.430 95.430 95.380 95.390 -0.035 35,936 0 -1,193,727
Jun06 051024 95.365 95.370 95.310 95.330 -0.040 55,007 0 -1,326,631
Sep06 051024 95.355 95.360 95.295 95.315 -0.045 238,489 880,132 +25,473
Dec06 051024 95.340 95.345 95.310 95.320 -0.045 34,212 821,311 +22,500
Mar07 051024 95.385 95.385 95.325 95.345 -0.045 41,283 0 -623,543
Jun07 051024 95.380 95.385 95.325 95.340 -0.045 46,416 0 -505,658
Sep07 051024 95.370 95.370 95.305 95.320 -0.050 33,410 0 -333,031
Dec07 051024 95.325 95.325 95.275 95.285 -0.055 14,721 0 -268,290
Mar08 051024 95.320 95.320 95.260 95.275 -0.055 22,501 0 -235,027
Jun08 051024 95.300 95.300 95.240 95.250 -0.060 23,824 0 -222,489
Sep08 051024 95.275 95.275 95.215 95.220 -0.065 23,510 0 -213,409
Dec08 051024 95.235 95.235 95.175 95.180 -0.070 4,644 0 -142,194
Mar09 051024 95.220 95.225 95.160 95.165 -0.070 8,359 0 -128,991
Jun09 051024 95.190 95.195 95.135 95.135 -0.075 4,964 0 -109,212
Sep09 051024 95.130 95.170 95.105 95.105 -0.075 3,849 0 -104,446
Dec09 051024 95.130 95.130 95.060 95.065 -0.075 5,312 0 -76,988
Mar10 051024 95.110 95.115 95.045 95.050 -0.075 6,904 0 -49,484
Total Volume and Open Interest 1,529,485 8,609,316 +0
3-Mth Euro-Yen(CME)
Dec05 051024 99.90 99.90 99.90 99.90 unch 30 0 -6,278
Mar06 051024 99.82 99.82 99.82 99.82 unch      
Jun06 051024 99.74 99.74 99.74 99.74 +0.01      
Sep06 051024 99.64 99.64 99.64 99.64 +0.02      
Dec06 051024 99.53 99.53 99.53 99.53 +0.01 9 0 -6,101
Mar07 051024 99.41 99.41 99.41 99.41 +0.01 1 0 -1,632
Jun07 051024 99.31 99.31 99.31 99.31 +0.01 500 0 -1,726
Sep07 051024 99.21 99.21 99.21 99.21 unch      
Dec07 051024 99.11 99.11 99.11 99.11 +0.03 2 0 -36
Mar08 051024 99.00 99.00 99.00 99.00 +0.02      
Total Volume and Open Interest 542    
3-Mth Euro-Yen(SIMEX)
Dec05 051024 99.90 99.90 99.90 99.90 unch 2,170 0 -83,158
Mar06 051024 99.83 99.83 99.82 99.83 unch 301 0 -58,102
Jun06 051024 99.73 99.74 99.73 99.74 +0.01 2,322 0 -53,619
Sep06 051024 99.63 99.64 99.63 99.64 +0.02 1,485 0 -34,047
Dec06 051024 99.52 99.53 99.52 99.53 +0.02 1,302 0 -49,350
Mar07 051024 99.41 99.42 99.41 99.42 +0.02 481 0 -25,761
Jun07 051024 99.32 99.32 99.32 99.32 +0.02 100 0 -14,018
Sep07 051024 99.21 99.22 99.21 99.21 +0.02 1 0 -1,794
Total Volume and Open Interest 8,162 347,728 +0
German Euro-Bund(EUREX)
Dec05 051024 121.79 122.00 121.68 121.70 -0.17 914,250 1,408,298 -4,854
Mar06 051024 122.14 122.32 122.02 122.03 -0.15 2,015 41,086 +1,555
Jun06 051024 121.30 121.30 121.30 121.30 -0.17 541 1 +0
Total Volume and Open Interest 916,806 1,449,385 -3,299
German Euro-Bobl(EUREX)
Dec05 051024 113.54 113.69 113.48 113.53 -0.04 515,118 981,996 +24,558
Mar06 051024 113.84 113.98 113.83 113.83 -0.06 559 5,362 +691
Jun06 051024 113.23 113.23 113.23 113.23 -0.04      
Total Volume and Open Interest 515,677 987,358 +25,249
Long Gilt(LIFFE)
Dec05 051024 111~28 112~05 111~28 112~03 +0~03 70,041 233,232 +1,097
Mar06 051024 112~12 112~12 112~12 112~12 +0~03 0 5 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051024 95.43 95.44 95.41 95.43 unch 79,723 305,474 -9,844
Mar06 051024 95.48 95.49 95.46 95.49 +0.01 128,694 429,684 -387
Jun06 051024 95.48 95.50 95.46 95.49 unch 113,932 306,163 -10,482
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051024 97.720 97.730 97.715 97.725 +0.005 146,081 724,150 +2,077
Mar06 051024 97.595 97.605 97.580 97.600 +0.005 146,124 736,146 -9,745
Jun06 051024 97.470 97.490 97.455 97.480 +0.010 143,808 525,100 -7,802
Total Volume and Open Interest 727,726 3,475,562 +12,245
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 051024 465.5 465.5 465.0 465.0 -2.0 9 201 +0
Dec05 051024 468.4 470.8 465.2 467.0 -2.1 59,338 275,951 +0
Feb06 051024 472.2 475.0 469.1 470.7 -2.1 1,725 17,547 +0
Apr06 051024 475.8 477.1 474.4 474.4 -2.1 94 6,401 +0
Jun06 051024 479.4 481.5 476.8 478.2 -2.0 119 10,483 +0
Aug06 051024 481.2 484.5 481.2 482.0 -2.0 8 2,195 +0
Oct06 051024 485.8 485.8 485.8 485.8 -2.0 45 4,424 +0
Dec06 051024 488.1 491.7 488.1 489.6 -2.0 63 6,111 +0
Feb07 051024 493.5 493.5 493.5 493.5 -2.0 0 5,144 +0
Apr07 051024 497.3 497.3 497.3 497.3 -2.0 10 100 +0
Jun07 051024 501.0 501.0 501.0 501.0 -2.0 0 4,569 +0
Aug07 051024 504.7 504.7 504.7 504.7 -2.0      
Total Volume and Open Interest 54,651 335,513 -5,953
Silver(CMX)
Dec05 051024 769.0 776.0 764.0 770.8 +1.3 19,301 97,940 +0
Mar06 051024 778.0 783.0 775.0 778.3 +1.4 1,591 11,289 +0
May06 051024 783.5 783.5 781.1 781.1 +0.7 120 2,265 +0
Jul06 051024 785.0 785.0 783.7 783.7 +0.3 42 6,717 +0
Sep06 051024 782.6 786.0 782.6 786.0 -0.3 160 3,198 +0
Dec06 051024 786.0 794.0 786.0 788.6 -0.9 515 8,777 +0
Mar07 051024 790.7 790.7 790.7 790.7 -1.7 0 50 +0
Total Volume and Open Interest 21,842 134,034 +0
Platinum(NYM)
Oct05 051024 931.0 931.0 930.3 930.3 +0.5 5 49 +0
Jan06 051024 932.8 936.0 927.3 932.8 unch 1,222 12,325 +0
Apr06 051024 932.8 932.8 932.8 932.8 unch 0 188 +0
Total Volume and Open Interest 1,227 12,562 +0
Palladium(NYME)
Dec05 051024 209.00 215.80 209.00 213.80 +1.75 522 12,677 +0
Mar06 051024 217.00 218.00 216.05 216.05 +1.75 47 501 +0
Jun06 051024 218.05 218.05 218.05 218.05 +1.75 1 8 +0
Total Volume and Open Interest 573 13,196 +0
Copper(CMX)
Dec05 051024 179.45 180.50 175.00 178.45 -0.85 14,808 74,987 +0
Mar06 051024 172.30 172.60 168.70 171.90 -0.70 2,175 13,362 +0
May06 051024 163.90 166.10 163.90 166.10 -0.80 787 3,728 +0
Jul06 051024 159.10 160.60 159.10 160.60 -0.80 74 1,492 +0
Sep06 051024 155.00 155.50 155.00 155.10 -0.80 31 1,295 +0
Total Volume and Open Interest 18,789 104,841 +0
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 051024 10246 10408 10240 10398 +158 6,327 36,073 +0
Mar06 051024 10370 10444 10365 10441 +156 12 46 +0
Jun06 051024 10485 10485 10485 10485 +158      
Total Volume and Open Interest 6,749 36,121 +0
S & P 500(CME)
Dec05 051024 1183.80 1203.30 1183.30 1202.40 +18.60 35,694 0 -643,890
Mar06 051024 1200.00 1210.20 1194.70 1209.50 +18.80 117 0 -5,751
Jun06 051024 1213.20 1218.20 1202.70 1217.50 +18.80 34 0 -832
Sep06 051024 1221.20 1226.20 1210.70 1225.50 +18.80 12 0 -556
Total Volume and Open Interest 58,869 651,069 +0
S & P 500 E-Mini(Globex)
Dec05 051024 1183.75 1203.25 1183.25 1202.50 +18.75 144,610 0 -1,103,676
Mar06 051024 1190.75 1210.00 1190.75 1209.50 +18.75 238 2,773 -19
Total Volume and Open Interest 1,498,586 1,106,468 +0
NASDAQ 100(CME)
Dec05 051024 1575.00 1599.00 1568.00 1598.00 +22.50 5,478 0 -62,919
Mar06 051024 1613.00 1613.00 1612.50 1613.00 +22.50      
Jun06 051024 1628.00 1628.00 1628.00 1628.00 +22.50 0 17 +0
Total Volume and Open Interest 9,609 62,974 +0
NASDAQ 100 E-Mini(Globex)
Dec05 051024 1575.00 1599.00 1568.00 1598.00 +22.50 289,196 0 -422,652
Mar06 051024 1592.00 1613.00 1588.00 1613.00 +22.50 52 299 +20
Total Volume and Open Interest 406,814 422,931 +0
S & P Midcap 400(CME)
Dec05 051024 686.50 698.75 686.50 698.30 +12.80 109 12,916 -9
Mar06 051024 701.30 701.30 701.00 701.30 +12.80      
Jun06 051024 704.30 704.30 704.00 704.30 +12.80      
Total Volume and Open Interest 109 12,916 +0
Russell 2000(CME)
Dec05 051024 636.70 648.75 635.00 648.60 +13.40 1,031 0 -34,778
Mar06 051024 653.10 653.25 653.10 653.10 +13.40 1 0 -36
Jun06 051024 656.10 656.25 656.10 656.10 +13.40      
Total Volume and Open Interest 1,164 34,814 +0
Russell 2000 E-Mini(Globex)
Dec05 051024 635.20 648.80 634.40 648.60 +13.40 163,505 0 -273,398
Mar06 051024 646.30 653.10 639.70 653.10 +13.40 138 0 -944
Total Volume and Open Interest 203,530 274,342 +0
Value Line(KCBT)
Dec05 051024 1800.00 1828.00 1800.00 1828.00 +32.00 19 99 +0
Total Volume and Open Interest 19 99 +0
Nikkei 225(CME)
Dec05 051024 13215 13250 13080 13085 -125 54,438 227,941 -836
Mar06 051024 13100 13230 13080 13100 -95 66 84 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051024 13215 13250 13080 13085 -125 54,438 227,941 -836
Mar06 051024 13100 13230 13080 13100 -95 66 84 +0
Jun06 051024 13035 13035 13035 13035 -95      
Total Volume and Open Interest 54,509 228,542 -836
CAC 40(MATIF)
Oct05 051021 4366.0 4393.5 4350.5 4365.7 -24.8 292,334 561,303 +1,762
Nov05 051024 4366.5 4434.0 4366.0 4426.5 +53.0 220,209 286,360 +96,957
Dec05 051024 4370.0 4431.0 4365.5 4423.5 +52.5 13,004 111,053 +9,575
Total Volume and Open Interest 550,617 873,509 +17,200
Hang Seng Index(HKFE)
Oct05 051024 14438 14482 14285 14379 -109 40,125 97,081 -3,589
Nov05 051024 14430 14465 14272 14365 -105 2,833 4,007 +679
Dec05 051024 14465 14493 14320 14403 -107 87 2,271 +42
Total Volume and Open Interest 43,121 103,791 +103,791
DAX Index(EUREX)
Dec05 051024 4858.5 4936.5 4856.5 4936.0 +61.0 184,745 199,855 +0
Mar06 051024 4894.5 4964.5 4894.5 4964.5 +61.5 447 10,546 +0
Jun06 051024 4935.5 4994.5 4935.5 4994.5 +61.5 550 1,608 +0
Total Volume and Open Interest 163,113 212,009 +0
FT-SE 100(LIFFE)
Dec05 051024 5145.00 5225.00 5142.00 5216.00 +74.00 115,127 0 -421,201
Mar06 051024 5158.00 5222.00 5158.00 5222.00 +74.50 140 0 -7,181
Jun06 051024 5205.00 5228.00 5205.00 5228.00 +74.50 2 0 -13,781
Total Volume and Open Interest 109,271 442,163 +0
SPI 200(SFE)
Dec05 051024 4364.0 4373.0 4330.0 4366.0 +6.0 21,857 0 -199,933
Mar06 051024 4352.0 4365.0 4333.0 4365.0 +5.0 194 0 -4,759
Jun06 051024 4382.0 4389.0 4382.0 4389.0 +6.0 37 0 -3,216
Total Volume and Open Interest 23,375 216,390 +5,776
GSCI(CME)
Nov05 051024 428.70 431.75 427.25 430.60 -3.90 426 0 -17,590
Dec05 051024 437.00 438.00 433.00 437.00 -3.00 1 0 -1
Jan06 051024 438.00 438.55 434.00 438.00 -0.50 1 0 -1
Total Volume and Open Interest 81 17,592 +0
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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