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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 Wed October 26, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051026 577.00 578.50 571.00 571.50 -6.50 40,418 63,846 -9,683
Jan06 051026 588.50 591.00 583.00 583.50 -6.75 43,038 127,069 +3,984
Mar06 051026 597.00 599.00 592.25 593.00 -6.00 4,793 32,979 -157
May06 051026 603.50 605.00 598.25 599.00 -5.50 1,372 22,154 -78
Jul06 051026 607.50 610.00 603.50 603.75 -6.50 2,721 21,635 -154
Aug06 051026 608.00 608.00 603.00 603.00 -6.00 208 1,486 +123
Sep06 051026 609.00 609.00 604.00 605.50 -3.50 285 858 +194
Total Volume and Open Interest 94,099 283,625 -5,384
Soybean Meal(CBOT)
Dec05 051026 170.20 171.30 169.00 169.30 -1.60 18,913 63,258 +6
Jan06 051026 171.90 172.80 170.50 170.80 -1.70 2,474 16,237 -243
Mar06 051026 175.00 176.00 173.80 173.90 -1.60 761 16,404 -10
May06 051026 177.50 178.70 176.20 176.20 -1.60 1,019 16,092 +89
Jul06 051026 180.50 181.30 179.20 179.40 -1.30 1,385 13,228 -83
Aug06 051026 181.90 182.70 180.50 180.50 -1.40 269 3,586 -15
Sep06 051026 182.80 183.70 181.00 181.10 -1.20 295 3,467 +64
Oct06 051026 183.50 183.50 181.50 181.70 -0.50 47 1,782 +27
Total Volume and Open Interest 25,377 138,085 -173
Soybean Oil(CBOT)
Dec05 051026 23.58 23.67 23.41 23.53 -0.25 18,119 61,605 -3,933
Jan06 051026 23.75 23.87 23.62 23.72 -0.28 3,180 51,985 -62
Mar06 051026 24.00 24.09 23.83 23.94 -0.28 742 12,517 -20
May06 051026 24.15 24.25 24.00 24.10 -0.30 1,191 13,259 -82
Jul06 051026 24.34 24.36 24.20 24.24 -0.31 1,643 15,192 -326
Aug06 051026 24.30 24.30 24.30 24.30 -0.29 123 1,512 +76
Sep06 051026 24.35 24.38 24.35 24.38 -0.26 320 1,876 +133
Oct06 051026 24.33 24.33 24.33 24.33 -0.27 5 996 +8
Total Volume and Open Interest 25,886 165,799 -4,061
Canola(WCE)
Nov05 051026 250.0 251.5 247.9 249.1 -1.1 3,427 12,766 -1,973
Jan06 051026 260.9 262.0 259.0 259.9 -1.3 3,806 39,960 +1,262
Mar06 051026 269.4 269.7 267.0 267.8 -1.8 756 6,175 -73
May06 051026 275.9 275.9 273.5 274.3 -3.3 280 1,563 +70
Jul06 051026 282.0 284.9 280.5 282.0 -2.6 517 1,670 +212
Total Volume and Open Interest 9,002 66,788 -438
Corn(CBOT)
Dec05 051026 198.50 199.25 198.00 198.25 -1.25 67,795 461,416 -4,508
Mar06 051026 212.00 212.75 211.50 211.75 -1.00 26,672 193,852 +3,397
May06 051026 220.75 221.25 220.25 220.50 -0.75 3,936 38,357 +935
Jul06 051026 227.75 228.50 227.50 228.00 -0.50 5,570 61,113 +677
Sep06 051026 235.50 235.50 235.00 235.25 -0.50 361 7,934 +29
Dec06 051026 245.00 245.25 244.50 244.75 -0.75 1,686 41,924 +201
Total Volume and Open Interest 106,520 812,556 +1,004
Wheat(CBOT)
Dec05 051026 324.00 329.00 322.75 323.50 -2.00 31,671 199,401 -1,884
Mar06 051026 338.50 343.50 337.50 338.75 -1.50 7,764 50,919 +350
May06 051026 348.50 351.50 346.50 346.50 -2.50 174 2,940 +4
Jul06 051026 353.50 359.00 353.00 353.75 -1.75 4,931 33,400 -697
Sep06 051026 363.50 364.00 361.00 361.50 -1.25 156 2,047 -18
Total Volume and Open Interest 45,478 295,030 -2,197
Wheat(KCBT)
Dec05 051026 370.00 375.00 369.50 372.75 +2.50 9,978 67,343 -395
Mar06 051026 376.00 380.00 375.50 377.75 +1.00 4,945 32,511 +501
May06 051026 376.50 376.50 372.50 374.00 +1.00 118 3,441 +82
Jul06 051026 367.25 371.00 365.00 367.00 -0.25 1,454 19,771 +315
Sep06 051026 374.00 374.00 370.00 370.00 unch 91 1,008 +44
Total Volume and Open Interest 16,792 124,765 +735
Wheat(MGE)
Dec05 051026 370.00 374.00 369.00 374.00 +4.75 2,660 14,666 -118
Mar06 051026 376.50 381.00 376.00 380.50 +4.50 971 13,496 +60
May06 051026 378.00 381.00 378.00 380.00 +2.50 155 2,238 +95
Jul06 051026 379.00 382.00 379.00 382.00 +3.50 559 4,598 +154
Sep06 051026 380.50 380.50 377.00 377.00 -0.50 30 472 +21
Total Volume and Open Interest 4,404 36,299 +216
Oats(CBOT)
Dec05 051026 167.00 168.25 163.00 163.25 -3.75 728 6,633 +92
Mar06 051026 174.00 174.50 171.00 171.00 -2.75 68 611 +25
May06 051026 175.50 175.50 175.50 175.50 -2.50 2 77 +2
Jul06 051026 181.00 181.00 181.00 181.00 unch 0 1 +0
Total Volume and Open Interest 799 7,330 +119
Rough Rice(CBOT)
Nov05 051026 7.23 7.23 7.05 7.06 -0.18 673 1,994 -174
Jan06 051026 7.50 7.55 7.32 7.33 -0.20 587 3,731 +63
Mar06 051026 7.74 7.75 7.57 7.57 -0.18 308 1,115 -97
May06 051026 7.79 7.79 7.79 7.79 -0.18 0 205 +0
Total Volume and Open Interest 1,581 7,230 -734
Live Cattle(CME)
Oct05 051026 88.850 88.850 87.800 88.075 -0.775 1,691 3,475 -810
Dec05 051026 90.600 91.050 90.300 90.525 -0.175 6,574 96,486 +151
Feb06 051026 93.400 93.900 93.100 93.575 -0.025 2,642 41,877 +449
Apr06 051026 90.550 90.875 90.300 90.475 -0.375 839 14,733 +182
Jun06 051026 85.350 85.425 85.000 85.325 -0.225 211 6,934 +70
Aug06 051026 84.400 84.675 84.300 84.625 -0.175 127 2,749 +35
Total Volume and Open Interest 12,135 166,729 +100
Feeder Cattle(CME)
Oct05 051026 115.800 115.900 115.450 115.800 +0.050 619 2,817 -164
Nov05 051026 114.200 114.600 113.600 114.000 -0.275 2,085 9,824 -345
Jan06 051026 112.775 113.050 112.075 112.525 -0.125 1,145 11,178 +524
Mar06 051026 108.700 109.025 108.250 108.950 -0.025 105 1,328 +26
Apr06 051026 107.250 107.750 107.250 107.750 unch 96 666 +36
May06 051026 107.400 107.475 107.000 107.400 unch 71 740 -9
Aug06 051026 107.700 107.800 107.600 107.800 -0.100 31 257 +6
Total Volume and Open Interest 4,152 26,814 +74
Lean Hogs(CME)
Dec05 051026 61.050 61.700 60.050 60.075 -1.125 4,889 67,615 +169
Feb06 051026 64.300 64.675 63.450 63.775 -0.875 2,350 26,546 +347
Apr06 051026 64.700 64.900 64.000 64.050 -0.850 876 9,560 +192
May06 051026 65.800 65.800 65.000 65.200 -0.425 178 1,868 +21
Jun06 051026 68.800 68.850 67.975 68.450 -0.425 343 3,776 +149
Jul06 051026 65.550 65.600 65.100 65.100 -0.350 13 1,320 -1
Aug06 051026 61.600 61.600 61.250 61.275 -0.325 7 706 +3
Oct06 051026 55.250 55.500 55.000 55.000 -0.200 16 452 +15
Total Volume and Open Interest 8,684 111,907 +905
Pork Bellies(CME)
Feb06 051026 89.000 89.350 86.100 86.250 -2.100 425 1,228 -13
Mar06 051026 86.400 86.400 86.150 86.150 -1.500 6 62 +1
May06 051026 90.100 90.100 90.100 90.100 -0.650 0 31 +0
Jul06 051026 91.000 91.000 91.000 91.000 -1.700 1 17 +1
Aug06 051026 91.700 91.700 91.700 91.700 -0.800 0 26 +0
Total Volume and Open Interest 432 1,364 -11
Class III Milk(CME)
Oct05 051026 14.39 14.39 14.39 14.39 unch 161 2,572 -36
Nov05 051026 13.68 13.76 13.68 13.74 +0.06 49 2,329 -1
Dec05 051026 13.52 13.55 13.51 13.55 +0.06 12 2,063 +6
Jan06 051026 13.05 13.10 13.05 13.10 +0.06 10 1,537 +10
Feb06 051026 12.70 12.70 12.65 12.70 unch 0 1,296 +0
Total Volume and Open Interest 244 19,951 -18
Cocoa(NYBOT)
Dec05 051026 1400 1423 1395 1418 +15 8,817 55,057 +166
Mar06 051026 1436 1462 1435 1457 +16 2,981 32,638 +199
May06 051026 1457 1477 1457 1477 +16 402 10,303 +12
Jul06 051026 1495 1497 1495 1497 +17 15 9,184 +8
Sep06 051026 1515 1517 1515 1517 +17 50 10,474 +50
Dec06 051026 1545 1545 1545 1545 +18 50 7,194 +30
Mar07 051026 1567 1567 1567 1567 +16 1,425 9,828 +800
Total Volume and Open Interest 13,740 135,471 +1,265
Coffee "C"(NYBOT)
Dec05 051026 104.50 105.00 101.00 101.70 -2.00 5,843 51,925 -1,969
Mar06 051026 107.50 107.95 104.25 104.95 -1.80 2,320 20,942 +291
May06 051026 109.00 109.30 106.50 106.75 -1.75 149 5,224 +2
Jul06 051026 110.50 110.60 108.30 108.30 -1.75 61 3,214 -6
Sep06 051026 110.00 110.00 109.55 109.55 -1.70 14 1,377 -11
Dec06 051026 114.25 114.25 111.75 111.95 -1.55 28 1,036 +11
Total Volume and Open Interest 8,424 84,691 -1,682
Orange Juice(NYBOT)
Nov05 051026 114.50 114.50 112.55 112.65 -2.60      
Jan06 051026 117.50 117.50 115.50 115.70 -2.15 4,487 17,201 +2,389
Mar06 051026 118.00 118.40 117.30 117.30 -2.05 380 5,062 +137
May06 051026 118.00 118.65 118.00 118.00 -1.75 21 748 +17
Jul06 051026 119.50 119.50 119.00 119.00 -1.50 156 398 +156
Total Volume and Open Interest 9,384 30,891 +930
Sugar #11(NYBOT)
Mar06 051026 11.78 11.86 11.72 11.78 -0.04 19,949 312,197 +1,220
May06 051026 11.72 11.77 11.67 11.71 -0.03 3,443 55,428 +1,316
Jul06 051026 11.42 11.50 11.38 11.45 -0.01 2,015 36,106 -206
Oct06 051026 11.32 11.43 11.31 11.38 unch 1,196 24,118 -49
Mar07 051026 11.36 11.45 11.35 11.42 unch 704 25,196 +334
Total Volume and Open Interest 27,590 469,305 +2,533
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051026 22.05 22.25 22.05 22.20 +0.32 160 2,891 +0
Mar06 051026 21.85 21.90 21.85 21.85 +0.15 35 2,597 +0
May06 051026 21.75 21.90 21.75 21.81 +0.20 13 2,610 +0
Jul06 051026 21.91 21.95 21.85 21.95 +0.19 3 2,468 +0
Total Volume and Open Interest 221 12,107 +0
London Cocoa(LCE)
Dec05 051026 837 844 827 843 +22 3,425 0 -66,447
Mar06 051026 854 864 849 863 +9 1,515 54,856 +423
May06 051026 867 875 860 874 +9 654 15,571 +217
Jul06 051026 881 888 874 888 +9 166 24,706 +14
Sep06 051026 894 900 887 900 +9 397 13,006 +297
Dec06 051026 904 911 897 911 +9 322 14,646 +261
Mar07 051026 914 924 914 924 +9 0 3,551 +0
Total Volume and Open Interest 6,929 192,797 +1,050
London Coffee(LCE)
Nov05 051026 978.00 985.00 940.00 944.00 -30.00 3,246 35,277 -1,614
Jan06 051026 1000.00 1007.00 960.00 964.00 -31.00 3,560 71,527 -62
Mar06 051026 1023.00 1023.00 982.00 982.00 -31.00 1,428 36,278 +117
May06 051026 1034.00 1034.00 997.00 997.00 -30.00 172 9,553 -172
Jul06 051026 1009.00 1012.00 1009.00 1012.00 -30.00 355 4,639 +295
Sep06 051026 1061.00 1061.00 1023.00 1026.00 -31.00 79 1,961 +78
Total Volume and Open Interest 8,847 159,500 -1,351
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051026 298.00 299.70 296.00 296.50 -1.70 3,356 20,523 -316
Mar06 051026 307.00 308.00 304.50 305.10 -1.90 1,892 18,462 +615
May06 051026 313.00 313.00 310.50 312.50 -0.40 170 5,306 +42
Aug06 051026 320.00 320.00 319.90 319.90 unch 98 3,359 +107
Total Volume and Open Interest 5,737 56,481 +571
Cotton(NYBOT)
Dec05 051026 55.00 55.00 54.25 54.76 -0.47 6,336 83,251 -497
Mar06 051026 57.10 57.10 56.30 56.90 -0.29 2,755 30,298 +961
May06 051026 57.80 57.80 57.69 57.69 -0.30 63 3,444 -18
Jul06 051026 58.30 58.45 57.75 58.45 -0.20 1 2,997 -4
Oct06 051026 58.05 58.05 58.05 58.05 -0.75 0 63 -1
Dec06 051026 59.10 59.10 58.80 58.90 -0.90 2 1,363 +0
Total Volume and Open Interest 9,157 121,425 +441
Lumber(CME)
Nov05 051026 295.4 297.0 293.5 294.4 +1.6 369 1,997 +14
Jan06 051026 306.0 306.8 303.2 305.2 +3.2 187 1,445 +22
Mar06 051026 317.9 317.9 316.2 316.7 +0.8 29 322 +14
May06 051026 322.1 322.1 322.1 322.1 +0.5 2 73 +2
Total Volume and Open Interest 590 3,869 +54
Crude Oil(NYM)
Dec05 051026 62.10 62.95 60.60 60.66 -1.78 78,770 272,805 -7,000
Jan06 051026 62.50 63.35 61.15 61.20 -1.62 29,923 102,365 +2,118
Feb06 051026 62.75 63.70 61.55 61.59 -1.51 10,394 44,101 +1,741
Mar06 051026 62.90 63.75 61.82 61.82 -1.46 3,358 30,863 +275
Apr06 051026 63.30 63.80 61.94 61.94 -1.43 2,927 15,286 -572
May06 051026 63.30 63.85 62.00 62.00 -1.42 3,702 13,530 -1,507
Jun06 051026 63.10 63.90 62.03 62.03 -1.40 3,397 47,039 -268
Jul06 051026 62.04 62.04 62.04 62.04 -1.39 480 10,428 -30
Aug06 051026 63.50 63.50 60.55 62.02 -1.38 400 7,237 -291
Sep06 051026 61.99 61.99 61.99 61.99 -1.37 0 8,952 +0
Oct06 051026 63.25 63.25 60.49 61.95 -1.36 0 5,388 +0
Nov06 051026 61.84 61.84 61.84 61.84 -1.35 0 7,938 +0
Dec06 051026 62.65 63.45 61.73 61.73 -1.34 7,187 51,095 -1,413
Jan07 051026 61.54 61.54 61.54 61.54 -1.34 250 9,343 +250
Feb07 051026 61.39 61.39 61.39 61.39 -1.34 0 4,095 +0
Mar07 051026 61.25 61.25 61.25 61.25 -1.34 0 5,587 +0
Total Volume and Open Interest 146,138 825,158 -8,020
Heating Oil(NYM)
Nov05 051026 188.00 194.50 185.00 185.61 -3.38 20,940 22,195 -1,732
Dec05 051026 193.00 198.50 189.00 189.86 -3.40 24,207 59,626 +3,108
Jan06 051026 196.00 201.00 192.00 193.16 -3.40 10,134 32,153 +1,754
Feb06 051026 196.00 201.50 193.25 194.06 -3.45 3,177 17,695 +318
Mar06 051026 195.00 199.90 191.76 191.76 -3.45 1,484 15,053 +429
Apr06 051026 189.00 194.00 186.36 186.36 -3.55 224 6,825 +16
May06 051026 184.50 188.50 181.01 181.01 -3.65 91 4,479 +58
Jun06 051026 181.00 184.25 177.76 177.76 -3.65 621 5,643 +154
Jul06 051026 182.70 183.50 177.61 177.61 -3.75 656 3,731 -250
Aug06 051026 183.60 183.60 178.46 178.46 -3.80 51 1,847 +7
Sep06 051026 185.00 185.00 179.81 179.81 -3.85 181 1,400 -9
Oct06 051026 186.85 186.85 181.61 181.61 -3.90 205 455 +89
Total Volume and Open Interest 62,472 176,642 +4,089
Unleaded Gas(NYM)
Nov05 051026 164.50 168.00 157.50 158.45 -6.93 21,820 26,748 -2,954
Dec05 051026 168.00 171.70 161.25 162.11 -7.86 15,704 52,950 +2,662
Jan06 051026 170.25 173.10 163.80 165.16 -7.04 3,849 22,490 +355
Feb06 051026 172.50 172.50 166.96 166.96 -6.79 936 9,589 +211
Mar06 051026 171.00 171.00 168.11 168.11 -6.54 295 8,592 +146
Apr06 051026 185.50 185.50 178.01 178.01 -6.29 925 6,114 +418
May06 051026 186.00 186.00 178.40 178.76 -6.14 574 3,213 +53
Jun06 051026 185.00 185.00 179.01 179.01 -5.99 613 4,103 +113
Jul06 051026 178.66 178.66 178.66 178.66 -5.84 50 1,828 +35
Aug06 051026 177.66 177.66 177.66 177.66 -5.74 0 1,819 +0
Sep06 051026 175.76 175.76 175.76 175.76 -5.54 0 577 +0
Oct06 051026 166.76 166.76 166.76 166.76 -5.44 0 159 +0
Total Volume and Open Interest 44,766 138,182 +1,039
Natural Gas(NYM)
Nov05 051026 14.180 14.490 13.750 14.040 -0.298 24,825 29,465 -5,329
Dec05 051026 14.300 14.540 13.850 14.060 -0.402 15,487 76,990 -779
Jan06 051026 14.550 14.800 14.200 14.370 -0.409 8,668 71,366 +677
Feb06 051026 14.300 14.600 14.220 14.220 -0.394 2,105 27,952 -90
Mar06 051026 13.800 14.090 13.600 13.770 -0.379 4,276 49,190 +1,865
Apr06 051026 11.000 11.060 10.880 10.890 -0.269 1,391 30,649 +4
May06 051026 10.700 10.700 10.500 10.580 -0.249 1,406 23,850 +546
Jun06 051026 10.700 10.750 10.520 10.590 -0.249 754 10,538 -31
Jul06 051026 10.750 10.750 10.600 10.630 -0.249 146 14,453 +77
Aug06 051026 10.760 10.800 10.670 10.670 -0.249 509 17,607 +829
Sep06 051026 10.770 10.770 10.645 10.645 -0.247 371 12,020 +37
Oct06 051026 10.750 10.820 10.680 10.680 -0.244 942 24,061 +454
Nov06 051026 11.200 11.230 11.125 11.125 -0.239 74 10,271 +8
Dec06 051026 11.785 11.785 11.560 11.560 -0.234 347 11,595 -124
Jan07 051026 12.020 12.030 11.880 11.880 -0.234 703 12,333 +16
Feb07 051026 11.850 11.930 11.700 11.790 -0.234 140 5,159 -66
Total Volume and Open Interest 65,727 553,432 -809
Brent Crude Oil(ICE)
Dec05 051026 59.92 60.78 58.80 58.87 -1.37 71,365 80,616 -4,329
Jan06 051026 60.30 61.16 59.23 59.33 -1.39 26,564 91,367 -753
Feb06 051026 60.76 61.61 59.76 59.82 -1.39 8,167 26,210 -1,035
Mar06 051026 61.09 61.98 60.18 60.18 -1.36 3,974 12,102 -65
Apr06 051026 61.50 61.90 60.37 60.41 -1.32 2,184 6,424 -155
May06 051026 61.40 62.10 60.46 60.51 -1.28 2,344 5,461 +431
Jun06 051026 61.45 62.10 60.56 60.56 -1.26 4,626 30,322 -1,040
Jul06 051026 61.55 61.55 60.59 60.59 -1.27 1,294 3,222 +0
Aug06 051026 61.83 61.83 60.61 60.61 -1.28 0 819 +0
Sep06 051026 61.77 61.81 60.59 60.59 -1.27 0 5,072 +0
Oct06 051026 61.48 61.74 60.57 60.57 -1.26 0 2,177 +0
Nov06 051026 61.45 61.70 60.55 60.55 -1.25 0 616 +0
Dec06 051026 61.45 62.30 60.44 60.51 -1.26 3,486 29,319 -155
Jan07 051026 60.35 60.35 60.35 60.35 -1.26 0 4,280 +0
Total Volume and Open Interest 124,815 335,421 -7,211
Gas Oil(ICE)
Nov05 051026 576.00 594.75 570.00 586.25 +16.00 18,150 47,217 -1,706
Dec05 051026 582.75 599.75 576.00 591.00 +14.75 13,905 58,038 +615
Jan06 051026 587.75 603.00 580.50 594.50 +13.75 6,712 26,440 +2,210
Feb06 051026 590.00 603.25 585.00 594.50 +13.50 1,896 11,758 +387
Mar06 051026 589.75 593.00 589.50 591.25 +12.75 558 11,945 +100
Apr06 051026 579.00 591.25 579.00 586.50 +12.25 165 6,214 +29
May06 051026 574.75 586.75 573.50 582.25 +12.25 1 1,384 +0
Jun06 051026 575.25 580.25 570.75 579.25 +11.75 869 15,706 +37
Jul06 051026 579.75 579.75 579.75 579.75 +11.50 0 768 +0
Aug06 051026 580.50 580.50 580.50 580.50 +11.25 0 62 +0
Total Volume and Open Interest 42,641 206,645 +1,437
US Dollar Index(NYBOT)
Dec05 051026 89.03 89.54 89.03 89.31 +0.27 1,405 33,365 -502
Mar06 051026 88.97 89.04 88.97 89.04 +0.27 3 2,108 +2
Jun06 051026 88.78 88.78 88.78 88.78 +0.27 0 1 +0
Total Volume and Open Interest 1,409 35,475 -499
Australian Dollar(CME)
Dec05 051026 75.33 75.40 75.17 75.34 -0.21 10,324 60,702 -362
Mar06 051026 75.12 75.12 75.12 75.12 -0.21 2 18 +2
Jun06 051026 74.90 74.90 74.90 74.90 -0.21 0 17 +0
Total Volume and Open Interest 10,326 60,746 -360
British Pound(CME)
Dec05 051026 177.31 177.77 177.10 177.43 -0.95 39,415 74,172 +325
Mar06 051026 177.30 177.32 177.30 177.32 -0.95 1 227 +0
Jun06 051026 177.42 177.42 177.42 177.42 -0.95 2 4 -1
Total Volume and Open Interest 39,418 74,407 +324
Canadian Dollar(CME)
Dec05 051026 85.09 85.72 85.07 85.62 +0.48 25,769 103,052 -865
Mar06 051026 85.50 85.84 85.50 85.84 +0.48 148 1,705 +72
Jun06 051026 86.15 86.15 86.07 86.07 +0.48 9 402 +6
Sep06 051026 86.30 86.30 86.30 86.30 +0.48 0 88 +0
Total Volume and Open Interest 25,926 105,396 -787
Japanese Yen(CME)
Dec05 051026 86.87 87.08 86.77 86.88 -0.68 39,648 175,398 +185
Mar06 051026 87.92 87.92 87.76 87.76 -0.68 9 18,805 +3
Jun06 051026 88.65 88.76 88.65 88.76 -0.68 1 55 +0
Total Volume and Open Interest 39,658 194,261 +188
Swiss Franc(CME)
Dec05 051026 78.32 78.58 78.30 78.43 -0.34 28,403 68,517 -7,146
Mar06 051026 79.06 79.06 79.06 79.06 -0.34 44 142 +12
Jun06 051026 79.72 79.72 79.72 79.72 -0.34 0 17 +0
Total Volume and Open Interest 28,447 68,686 -7,134
EuroFX(CME)
Dec05 051026 120.89 121.37 120.84 121.11 -0.31 100,502 149,876 +2,369
Mar06 051026 121.70 121.71 121.70 121.71 -0.31 106 2,252 +8
Jun06 051026 122.42 122.42 122.42 122.42 -0.31 0 763 +0
Total Volume and Open Interest 100,608 153,091 +2,377
Mexican Peso(CME)
Dec05 051026 9097.0 9115.0 9090.0 9100.0 -30.0 6,298 65,669 -2,727
Mar06 051026 9002.0 9002.0 9002.0 9002.0 -31.0 0 592 +0
Total Volume and Open Interest 6,298 66,784 -2,727
30-Year T-Bonds(CBOT)
Dec05 051026 112~06 112~10 111~10 111~15 -0~31 358,395 582,821 +89
Mar06 051026 111~25 111~26 111~03 111~06 -1~00 1,281 13,710 +696
Jun06 051026 110~31 110~31 110~31 110~31 -1~00 0 20 +0
Total Volume and Open Interest 359,680 596,552 +785
10-Year T-Notes(CBOT)
Dec05 051026 108~180 108~200 108~040 108~075 -0~160 740,097 1,676,511 +50,655
Mar06 051026 108~010 108~075 107~310 108~010 -0~175 1,874 26,826 +685
Total Volume and Open Interest 741,971 1,703,645 +51,327
5-Year T-Notes(CBOT)
Dec05 051026 105~270 105~310 105~250 105~265 -0~095      
Mar06 051026 105~220 105~220 105~195 105~195 -0~105 447 6,179 +200
Jun06 051026 105~115 105~115 105~115 105~115 -0~115      
Total Volume and Open Interest 367,963 1,387,882 +40,396
2 Year T-Notes(CBOT)
Dec05 051026 102~078 102~084 102~074 102~077 -0~016 54,838 365,965 -3,208
Total Volume and Open Interest 54,838 365,965 -3,208
Eurodollars(CME)
Dec05 051026 95.530 95.540 95.530 95.535 -0.020 107,933 1,198,604 -4,906
Mar06 051026 95.290 95.305 95.270 95.285 -0.060 230,416 1,177,451 -24,381
Jun06 051026 95.195 95.225 95.180 95.200 -0.070 268,107 1,285,816 -7,580
Sep06 051026 95.215 95.220 95.155 95.175 -0.075 250,269 883,662 -930
Dec06 051026 95.175 95.200 95.160 95.175 -0.080 24,905 843,222 +12,528
Mar07 051026 95.195 95.220 95.180 95.200 -0.080 96,588 650,974 +8,538
Jun07 051026 95.185 95.210 95.170 95.190 -0.085 65,649 521,327 -1,497
Sep07 051026 95.150 95.185 95.150 95.160 -0.090 41,142 337,808 -2,919
Dec07 051026 95.125 95.150 95.115 95.125 -0.090 18,826 263,029 -1,254
Mar08 051026 95.115 95.140 95.105 95.110 -0.095 17,103 237,886 -1,563
Jun08 051026 95.090 95.110 95.080 95.085 -0.095 12,284 225,560 +1,121
Sep08 051026 95.060 95.080 95.050 95.055 -0.095 8,181 218,590 +1,946
Dec08 051026 95.020 95.045 95.005 95.010 -0.100 6,176 143,021 +483
Mar09 051026 95.005 95.025 94.990 94.995 -0.100 4,136 129,510 -42
Jun09 051026 94.980 95.000 94.965 94.965 -0.105 5,525 108,191 +116
Sep09 051026 94.960 94.970 94.935 94.935 -0.105 5,700 105,017 +463
Dec09 051026 94.905 94.925 94.890 94.890 -0.105 4,037 77,861 +1,479
Mar10 051026 94.870 94.910 94.870 94.875 -0.105 4,020 48,075 +1,075
Total Volume and Open Interest 1,340,560 8,648,448 -17,242
3-Mth Euro-Yen(CME)
Dec05 051026 99.90 99.90 99.90 99.90 unch      
Mar06 051026 99.83 99.83 99.83 99.83 +0.01      
Jun06 051026 99.73 99.73 99.73 99.73 unch      
Sep06 051026 99.62 99.62 99.62 99.62 -0.01      
Dec06 051026 99.51 99.51 99.51 99.51 -0.02      
Mar07 051026 99.40 99.40 99.40 99.40 -0.01      
Jun07 051026 99.30 99.30 99.30 99.30 -0.01      
Sep07 051026 99.20 99.20 99.20 99.20 -0.01      
Dec07 051026 99.09 99.09 99.09 99.09 -0.02      
Mar08 051026 98.98 98.98 98.98 98.98 -0.02      
Total Volume and Open Interest      
3-Mth Euro-Yen(SIMEX)
Dec05 051026 99.90 99.90 99.90 99.90 unch 0 82,123 -1,397
Mar06 051026 99.82 99.82 99.82 99.82 unch 1,456 57,815 +11
Jun06 051026 99.73 99.73 99.72 99.73 unch 612 54,475 -234
Sep06 051026 99.62 99.62 99.62 99.62 -0.01 1,246 35,228 +1,000
Dec06 051026 99.52 99.52 99.51 99.52 -0.01 2,089 48,130 -267
Mar07 051026 99.39 99.40 99.39 99.40 -0.02 2,095 25,638 +18
Jun07 051026 99.30 99.30 99.29 99.30 -0.02 25 14,103 +35
Sep07 051026 99.19 99.19 99.19 99.19 -0.02 25 1,809 +15
Total Volume and Open Interest 7,548 347,200 -819
German Euro-Bund(EUREX)
Dec05 051026 120.79 120.87 120.44 120.62 -0.39 1,600,563 1,405,561 -16,858
Mar06 051026 121.06 121.10 120.70 120.87 -0.41 3,261 41,122 -283
Jun06 051026 120.22 120.22 120.22 120.22 -0.39 0 1 +0
Total Volume and Open Interest 1,603,824 1,446,684 -17,141
German Euro-Bobl(EUREX)
Dec05 051026 113.02 113.07 112.83 112.97 -0.15 914,869 974,569 +3,830
Mar06 051026 113.32 113.32 113.21 113.21 -0.19 1,072 9,667 +3,802
Jun06 051026 112.67 112.67 112.67 112.67 -0.15 1,320 0 +0
Total Volume and Open Interest 917,261 984,236 +7,632
Long Gilt(LIFFE)
Dec05 051026 111~10 111~20 111~06 111~17 -0~04 44,413 229,411 +184,998
Mar06 051026 111~26 111~26 111~26 111~26 -0~04 0 5 +5
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051026 95.41 95.43 95.39 95.42 unch 44,600 285,106 +240,506
Mar06 051026 95.43 95.48 95.41 95.47 +0.01 50,097 416,635 +366,538
Jun06 051026 95.40 95.47 95.37 95.45 unch 46,581 305,342 +258,761
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051026 97.670 97.680 97.630 97.660 -0.030 60,817 724,237 +663,420
Mar06 051026 97.505 97.520 97.475 97.505 -0.025 64,630 729,635 +665,005
Jun06 051026 97.365 97.385 97.335 97.365 -0.030 64,543 525,339 +460,796
Total Volume and Open Interest 367,397 3,487,037 -400
3-Mth Aus T-Bills(SFE)
Dec05 051026 94.30 94.35 94.28 94.34 unch 6,802 0 -118,536
Mar06 051026 94.21 94.28 94.18 94.27 -0.05 50,543 0 -240,116
Jun06 051026 94.21 94.28 94.18 94.26 -0.06 6,470 0 -92,242
Sep06 051026 94.21 94.27 94.19 94.25 -0.07 2,345 0 -34,766
Dec06 051026 94.19 94.25 94.19 94.23 -0.08 192 0 -33,083
Mar07 051026 94.17 94.22 94.16 94.19 -0.09 2 0 -19,364
Jun07 051026 94.14 94.18 94.13 94.16 -0.09 10 0 -35,428
Sep07 051026 94.16 94.16 94.13 94.13 -0.10      
Dec07 051026 94.11 94.11 94.11 94.11 -0.11      
Mar08 051026 94.11 94.11 94.11 94.11 -0.10      
Total Volume and Open Interest 66,364    
10-Year Aus T-Bonds(SFE)
Dec05 051026 94.50 94.54 94.49 94.50 -0.12 25,682 0 -291,561
Mar06 051026 94.50 94.50 94.50 94.50 -0.12      
Total Volume and Open Interest 25,682    
3-Year Aus T-Bonds(SFE)
Dec05 051026 94.56 94.62 94.55 94.60 -0.10 75,957 0 -345,652
Mar06 051026 94.60 94.60 94.60 94.60 -0.10      
Total Volume and Open Interest 75,957    
Gold(CMX)
Oct05 051026 472.5 473.5 471.2 471.2 -1.6 2 192 -3
Dec05 051026 473.9 475.5 472.7 473.0 -1.7 44,591 269,076 -156
Feb06 051026 478.0 479.2 476.0 476.8 -1.7 681 18,006 +76
Apr06 051026 483.0 483.0 480.7 480.7 -1.6 37 6,440 +18
Jun06 051026 484.5 486.8 484.5 484.6 -1.5 399 10,778 +270
Aug06 051026 488.5 488.5 488.5 488.5 -1.4 11 2,188 -7
Oct06 051026 492.4 492.4 492.4 492.4 -1.3 0 4,717 +0
Dec06 051026 497.9 497.9 496.3 496.3 -1.2 147 6,239 +78
Feb07 051026 500.3 500.3 500.3 500.3 -1.1 10 5,134 -10
Apr07 051026 504.3 504.3 504.3 504.3 -0.9 1,450 1,325 +1,225
Jun07 051026 508.3 508.3 508.3 508.3 -0.6 2,360 5,106 +537
Aug07 051026 512.2 512.2 512.2 512.2 -0.5      
Total Volume and Open Interest 65,789 339,388 +3,572
Silver(CMX)
Dec05 051026 785.5 792.5 785.0 786.3 +3.8 12,005 99,562 +1,804
Mar06 051026 794.5 800.0 793.5 793.9 +3.8 779 12,025 +363
May06 051026 798.5 798.5 796.7 796.7 +3.8 11 2,263 +6
Jul06 051026 800.0 804.0 799.3 799.3 +3.8 161 6,695 -43
Sep06 051026 801.6 801.6 801.6 801.6 +3.8 1 2,959 +1
Dec06 051026 804.0 804.0 804.0 804.0 +3.8 266 8,816 +106
Mar07 051026 805.3 805.3 805.3 805.3 +3.0 0 50 +0
Total Volume and Open Interest 13,306 136,161 +2,288
Platinum(NYM)
Oct05 051026 946.0 948.0 943.0 943.0 -0.6 2 47 -5
Jan06 051026 945.0 948.5 941.0 945.0 -0.6 534 12,632 +240
Apr06 051026 945.0 945.0 945.0 945.0 -0.6 0 188 +0
Total Volume and Open Interest 536 12,867 +235
Palladium(NYME)
Dec05 051026 222.00 231.00 220.50 230.70 +9.15 326 12,893 +155
Mar06 051026 227.00 234.00 227.00 233.05 +9.25 62 526 +24
Jun06 051026 235.05 235.05 235.05 235.05 +9.25 0 7 +0
Total Volume and Open Interest 388 13,429 +179
Copper(CMX)
Dec05 051026 183.00 184.50 178.20 181.80 -0.65 7,260 69,870 +356
Mar06 051026 176.50 177.40 172.10 175.10 -0.60 2,060 14,596 +418
May06 051026 170.70 170.70 168.00 169.10 -0.60 49 4,241 +354
Jul06 051026 165.00 165.00 163.00 163.40 -0.60 78 1,546 +37
Sep06 051026 160.00 160.00 157.70 157.70 -0.60 3 1,311 +1
Total Volume and Open Interest 10,474 101,410 +1,001
Aluminum(CMX)
Oct05 051026 90.10 90.10 90.10 90.10 +1.90 0 19 +0
Nov05 051026 90.10 90.10 90.10 90.10 +1.60 2 566 +0
Dec05 051026 90.50 90.50 90.50 90.50 +1.60 0 1,679 +0
Jan06 051026 91.15 91.15 91.15 91.15 +1.60 2 96 +0
Feb06 051026 90.80 90.80 90.80 90.80 +1.60 0 70 +0
Mar06 051026 90.55 90.55 90.55 90.55 +1.60 0 70 +0
Total Volume and Open Interest 4 2,695 +0
DJIA Index(CBOT)
Dec05 051026 10385 10449 10350 10374 -20 5,857 38,335 +410
Mar06 051026 10440 10475 10418 10418 -20 15 55 +9
Jun06 051026 10461 10461 10461 10461 -20      
Total Volume and Open Interest 5,873 38,393 +418
S & P 500(CME)
Dec05 051026 1196.80 1207.00 1193.90 1196.00 -2.90 31,661 641,260 +158
Mar06 051026 1202.70 1211.20 1202.00 1203.30 -2.80 373 6,396 +603
Jun06 051026 1211.70 1211.70 1211.70 1211.70 -2.70 85 913 +83
Sep06 051026 1219.70 1219.70 1219.70 1219.70 -2.70 0 546 +0
Total Volume and Open Interest 32,119 649,151 +844
S & P 500 E-Mini(Globex)
Dec05 051026 1198.75 1207.25 1193.75 1196.00 -3.00 968,810 1,105,108 +21,097
Mar06 051026 1210.00 1214.00 1201.75 1203.25 -2.75 1,762 2,991 -28
Total Volume and Open Interest 969,289 1,108,127 +21,343
NASDAQ 100(CME)
Dec05 051026 1588.50 1601.00 1579.00 1586.00 -4.00 10,762 62,694 -116
Mar06 051026 1601.00 1601.00 1601.00 1601.00 -4.00 0 38 +0
Jun06 051026 1616.00 1616.00 1616.00 1616.00 -4.00 0 17 +0
Total Volume and Open Interest 10,762 62,749 -116
NASDAQ 100 E-Mini(Globex)
Dec05 051026 1590.50 1601.50 1579.50 1586.00 -4.00 279,388 414,697 -5,481
Mar06 051026 1615.00 1615.50 1601.00 1601.00 -4.00 377 289 -39
Total Volume and Open Interest 279,489 415,025 -5,452
S & P Midcap 400(CME)
Dec05 051026 694.50 699.50 692.00 693.20 -2.90 121 12,907 -14
Mar06 051026 696.20 696.20 696.20 696.20 -2.90      
Jun06 051026 699.20 699.20 699.20 699.20 -2.90      
Total Volume and Open Interest 121 12,907 -14
Russell 2000(CME)
Dec05 051026 642.50 650.50 638.50 640.10 -4.60 1,794 35,126 +492
Mar06 051026 644.60 644.60 644.60 644.60 -4.60 0 37 +1
Jun06 051026 647.60 647.60 647.60 647.60 -4.60      
Total Volume and Open Interest 1,794 35,163 +493
Russell 2000 E-Mini(Globex)
Dec05 051026 644.30 650.70 638.20 640.10 -4.60 141,628 276,216 +2,976
Mar06 051026 648.20 655.30 644.60 644.60 -4.60 205 1,160 +110
Total Volume and Open Interest 141,833 277,376 +3,086
Value Line(KCBT)
Dec05 051026 1813.00 1829.00 1801.50 1807.50 -8.50 22 119 +16
Total Volume and Open Interest 22 119 +16
Nikkei 225(CME)
Dec05 051026 13285 13410 13270 13385 +80 45,088 216,543 -7,664
Mar06 051026 13350 13390 13265 13390 +115 1 123 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051026 13285 13410 13270 13385 +80 45,088 216,543 -7,664
Mar06 051026 13350 13390 13265 13390 +115 1 123 +0
Jun06 051026 13325 13325 13325 13325 +115      
Total Volume and Open Interest 45,130 217,182 -7,665
CAC 40(MATIF)
Oct05 051021 4366.0 4393.5 4350.5 4365.7 -24.8 292,334 561,303 +1,762
Nov05 051026 4398.5 4439.0 4396.0 4419.5 +15.5 55,287 324,734 +13,790
Dec05 051026 4405.5 4430.0 4397.0 4416.5 +15.5 1,866 108,938 -1,365
Total Volume and Open Interest 57,153 437,852 +12,425
Hang Seng Index(HKFE)
Oct05 051026 14431 14455 14339 14446 +57 52,805 96,925 -718
Nov05 051026 14411 14442 14324 14432 +56 21,909 7,018 +2,334
Dec05 051026 14457 14473 14372 14465 +51 101 2,592 +274
Total Volume and Open Interest 74,843 107,013 +1,936
DAX Index(EUREX)
Dec05 051026 4900.0 4932.0 4877.0 4896.0 +42.0 147,982 200,311 -9,674
Mar06 051026 4923.0 4957.5 4908.0 4924.5 +42.5 322 10,510 -43
Jun06 051026 4963.0 4989.0 4940.0 4956.0 +44.0 172 1,662 -71
Total Volume and Open Interest 148,476 212,483 -9,788
FT-SE 100(LIFFE)
Dec05 051026 5206.00 5242.50 5198.00 5240.00 +50.00 91,859 421,639 +329,780
Mar06 051026 5213.00 5246.50 5213.00 5246.50 +50.50 2,671 9,171 +6,500
Jun06 051026 5234.50 5253.00 5234.50 5253.00 +51.00 3 13,779 +13,776
Total Volume and Open Interest 94,533 444,589 -1,579
SPI 200(SFE)
Dec05 051026 4393.0 4460.0 4393.0 4455.0 +56.0 23,386 210,267 +7,579
Mar06 051026 4419.0 4455.0 4419.0 4455.0 +57.0 72 5,039 -24
Jun06 051026 4451.0 4478.0 4451.0 4478.0 +56.0 2 3,252 +0
Total Volume and Open Interest 23,464 221,218 +7,507
GSCI(CME)
Nov05 051026 446.40 451.30 437.40 438.60 -9.40 35 17,721 -1
Dec05 051026 445.00 445.00 445.00 445.00 -9.00      
Jan06 051026 447.00 447.00 447.00 447.00 -6.00      
Total Volume and Open Interest 35 17,721 -1
Reuters CRB Index(NYBOT)
Nov05 051026 338.90 339.00 335.75 335.75 +3.75 26 375 +0
Jan06 051026 337.50 337.50 335.00 335.00 +4.00 26 439 +0
Feb06 051026 333.00 333.00 333.00 333.00 +4.00 0 6 +0
Total Volume and Open Interest 0 3 -1,025
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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