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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 27, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051027 571.00 575.00 570.00 571.00 -0.50 21,882 46,026 -17,820
Jan06 051027 582.50 587.50 581.50 583.50 unch 38,164 140,080 +13,011
Mar06 051027 592.00 595.50 591.00 592.50 -0.50 5,134 34,582 +1,603
May06 051027 598.00 601.00 598.00 599.75 +0.75 1,240 21,993 -161
Jul06 051027 602.50 606.00 602.50 605.00 +1.25 2,951 24,001 +2,366
Aug06 051027 604.00 605.00 603.00 603.00 unch 37 1,588 +102
Sep06 051027 603.00 603.00 603.00 603.00 -2.50 51 909 +51
Total Volume and Open Interest 69,931 283,138 -487
Soybean Meal(CBOT)
Dec05 051027 169.70 171.00 169.60 170.50 +1.20 10,090 59,940 -3,318
Jan06 051027 171.20 172.60 171.00 172.10 +1.30 2,408 16,554 +317
Mar06 051027 174.60 175.50 174.30 175.40 +1.50 1,555 17,204 +800
May06 051027 177.30 177.80 176.70 177.80 +1.60 1,502 16,466 +374
Jul06 051027 180.30 180.50 179.50 180.50 +1.10 1,505 14,855 +1,627
Aug06 051027 181.50 181.70 180.80 181.20 +0.70 166 3,668 +82
Sep06 051027 182.50 183.00 181.90 182.00 +0.90 138 3,678 +211
Oct06 051027 182.00 183.00 182.00 182.00 +0.30 121 1,866 +84
Total Volume and Open Interest 17,897 138,021 -64
Soybean Oil(CBOT)
Dec05 051027 23.45 23.62 23.35 23.38 -0.15 10,633 62,484 +879
Jan06 051027 23.65 23.83 23.57 23.60 -0.12 4,243 52,319 +334
Mar06 051027 23.80 24.03 23.78 23.80 -0.14 993 13,193 +676
May06 051027 24.00 24.17 23.93 24.00 -0.10 1,769 13,704 +445
Jul06 051027 24.12 24.33 24.12 24.17 -0.07 2,328 16,089 +897
Aug06 051027 24.27 24.27 24.21 24.21 -0.09 23 1,586 +74
Sep06 051027 24.30 24.40 24.25 24.25 -0.13 133 1,882 +6
Oct06 051027 24.45 24.45 24.25 24.25 -0.08 0 995 -1
Total Volume and Open Interest 22,050 169,759 +3,960
Canola(WCE)
Nov05 051027 248.0 249.0 245.5 246.7 -2.4 6,083 5,866 -6,900
Jan06 051027 260.4 260.4 255.5 256.5 -3.4 7,153 43,129 +3,169
Mar06 051027 269.8 269.8 263.6 264.0 -3.8 745 6,290 +115
May06 051027 274.3 275.0 270.6 272.0 -2.3 241 1,583 +20
Jul06 051027 280.5 281.1 279.7 281.1 -0.9 224 1,707 +37
Total Volume and Open Interest 14,502 63,322 -3,466
Corn(CBOT)
Dec05 051027 198.25 198.25 197.50 197.75 -0.50 34,721 471,373 +9,957
Mar06 051027 211.25 211.75 211.00 211.25 -0.50 16,531 214,975 +21,123
May06 051027 220.00 220.25 219.75 220.00 -0.50 4,722 41,551 +3,194
Jul06 051027 227.75 228.00 227.50 227.75 -0.25 4,128 64,020 +2,907
Sep06 051027 235.00 235.75 234.50 235.00 -0.25 819 8,102 +168
Dec06 051027 244.25 245.25 244.25 244.50 -0.25 2,020 42,343 +419
Total Volume and Open Interest 63,154 850,520 +37,964
Wheat(CBOT)
Dec05 051027 324.50 326.50 322.00 324.50 +1.00 16,899 198,938 -463
Mar06 051027 339.00 341.50 337.00 339.75 +1.00 5,404 54,521 +3,602
May06 051027 349.00 349.25 345.25 348.00 +1.50 600 3,174 +234
Jul06 051027 353.00 356.00 352.25 354.75 +1.00 2,449 33,498 +98
Sep06 051027 362.00 363.00 360.50 362.00 +0.50 11 2,052 +5
Total Volume and Open Interest 25,789 299,126 +4,096
Wheat(KCBT)
Dec05 051027 374.00 379.00 373.00 378.25 +5.50 7,373 65,572 -1,771
Mar06 051027 379.00 382.00 377.00 381.25 +3.50 5,095 34,241 +1,730
May06 051027 374.00 376.50 373.75 376.00 +2.00 658 3,643 +202
Jul06 051027 368.00 369.50 365.00 368.50 +1.50 1,896 19,649 -122
Sep06 051027 370.00 373.00 369.75 370.00 unch 29 1,034 +26
Total Volume and Open Interest 15,160 124,914 +149
Wheat(MGE)
Dec05 051027 373.00 377.75 372.00 377.00 +3.00 2,700 13,898 -768
Mar06 051027 380.00 384.00 378.50 383.75 +3.25 1,549 13,450 -46
May06 051027 380.75 382.00 378.00 381.00 +1.00 13 2,240 +2
Jul06 051027 382.00 382.50 378.00 382.00 unch 651 5,017 +419
Sep06 051027 376.50 378.00 374.00 377.75 +0.75 45 490 +18
Total Volume and Open Interest 4,996 35,918 -381
Oats(CBOT)
Dec05 051027 162.50 164.00 159.25 163.00 -0.25 635 6,468 -165
Mar06 051027 170.50 172.00 168.00 171.00 unch 129 641 +30
May06 051027 175.00 176.00 174.50 174.75 -0.75 1 78 +1
Jul06 051027 181.00 181.00 181.00 181.00 unch 0 1 +0
Total Volume and Open Interest 765 7,196 -134
Rough Rice(CBOT)
Nov05 051027 7.07 7.14 7.06 7.14 +0.08 807 1,713 -281
Jan06 051027 7.34 7.42 7.34 7.42 +0.09 1,197 4,457 +726
Mar06 051027 7.59 7.66 7.59 7.66 +0.09 103 1,227 +112
May06 051027 7.88 7.88 7.88 7.88 +0.09 0 205 +0
Total Volume and Open Interest 2,107 7,613 +383
Live Cattle(CME)
Oct05 051027 88.000 88.250 87.150 88.250 +0.175 1,616 1,876 -1,599
Dec05 051027 90.325 90.525 89.150 90.350 -0.175 7,088 97,031 +545
Feb06 051027 93.400 93.500 92.175 93.475 -0.100 2,457 43,298 +1,421
Apr06 051027 90.075 90.500 89.300 90.400 -0.075 869 15,104 +371
Jun06 051027 85.150 85.300 84.150 85.250 -0.075 243 7,130 +196
Aug06 051027 84.350 84.575 83.400 84.525 -0.100 22 2,835 +86
Total Volume and Open Interest 12,310 167,806 +1,077
Feeder Cattle(CME)
Oct05 051027 115.800 115.800 115.600 115.700 -0.100 612 2,014 -803
Nov05 051027 113.850 114.500 113.500 114.250 +0.250 2,153 9,496 -328
Jan06 051027 112.500 112.750 111.850 112.375 -0.150 1,107 12,720 +1,542
Mar06 051027 109.100 109.100 108.100 109.050 +0.100 169 1,463 +135
Apr06 051027 107.250 107.600 107.000 107.600 -0.150 21 724 +58
May06 051027 107.100 107.200 106.800 107.200 -0.200 29 751 +11
Aug06 051027 107.500 107.850 107.500 107.850 +0.050 25 287 +30
Total Volume and Open Interest 4,117 27,458 +644
Lean Hogs(CME)
Dec05 051027 60.000 60.050 59.275 59.450 -0.625 7,382 67,495 -120
Feb06 051027 63.400 63.600 62.800 63.525 -0.250 3,422 27,429 +883
Apr06 051027 63.800 63.875 63.400 63.775 -0.275 1,137 9,959 +399
May06 051027 65.000 65.000 64.850 65.000 -0.200 102 1,939 +71
Jun06 051027 68.100 68.100 67.600 67.750 -0.700 340 3,892 +116
Jul06 051027 64.650 64.800 64.600 64.650 -0.450 70 1,377 +57
Aug06 051027 61.400 61.400 60.600 60.650 -0.625 15 713 +7
Oct06 051027 55.000 55.000 54.300 54.950 -0.050 20 460 +8
Total Volume and Open Interest 12,499 113,333 +1,426
Pork Bellies(CME)
Feb06 051027 85.675 87.400 85.450 87.150 +0.900 356 1,243 +15
Mar06 051027 86.100 86.900 85.950 86.900 +0.750 2 65 +3
May06 051027 89.500 90.000 89.475 90.000 -0.100 0 32 +1
Jul06 051027 90.625 91.000 90.625 91.000 unch 0 19 +2
Aug06 051027 91.700 91.700 91.700 91.700 unch 0 26 +0
Total Volume and Open Interest 358 1,385 +21
Class III Milk(CME)
Oct05 051027 14.39 14.39 14.39 14.39 unch 0 2,544 -28
Nov05 051027 13.72 13.72 13.61 13.67 -0.07 56 2,322 -7
Dec05 051027 13.54 13.55 13.41 13.46 -0.09 89 2,082 +19
Jan06 051027 13.12 13.12 13.04 13.07 -0.03 14 1,571 +34
Feb06 051027 12.72 12.72 12.70 12.70 unch 6 1,302 +6
Total Volume and Open Interest 240 20,045 +94
Cocoa(NYBOT)
Dec05 051027 1420 1428 1407 1415 -3 9,816 57,416 +2,359
Mar06 051027 1462 1467 1447 1453 -4 2,458 33,915 +1,277
May06 051027 1480 1482 1473 1473 -4 95 10,374 +71
Jul06 051027 1500 1500 1493 1493 -4 25 9,160 -24
Sep06 051027 1518 1519 1512 1512 -5 394 10,465 -9
Dec06 051027 1538 1538 1538 1538 -7 2,075 9,032 +1,838
Mar07 051027 1570 1570 1563 1563 -4 150 9,583 -245
Total Volume and Open Interest 15,013 140,738 +5,267
Coffee "C"(NYBOT)
Dec05 051027 101.00 101.70 99.90 100.15 -1.55 10,096 50,318 -1,607
Mar06 051027 104.25 104.90 103.20 103.40 -1.55 3,813 22,683 +1,741
May06 051027 106.25 106.55 105.10 105.25 -1.50 215 5,235 +11
Jul06 051027 107.50 108.00 106.80 106.80 -1.50 106 3,205 -9
Sep06 051027 108.80 108.90 108.05 108.05 -1.50 38 1,320 -57
Dec06 051027 111.00 111.00 110.45 110.45 -1.50 32 1,136 +100
Total Volume and Open Interest 14,323 84,884 +193
Orange Juice(NYBOT)
Nov05 051027 112.75 115.20 112.75 115.15 +2.50 2,624 4,470 +4,470
Jan06 051027 115.70 117.90 115.70 117.85 +2.15 4,432 20,468 +3,267
Mar06 051027 116.75 119.40 116.75 119.30 +2.00 343 5,434 +372
May06 051027 118.10 119.90 118.10 119.80 +1.80 227 1,047 +299
Jul06 051027 120.80 120.80 120.80 120.80 +1.80 35 457 +59
Total Volume and Open Interest 7,661 31,951 +1,060
Sugar #11(NYBOT)
Mar06 051027 11.73 11.80 11.61 11.78 unch 14,207 314,787 +2,590
May06 051027 11.65 11.71 11.55 11.69 -0.02 4,572 56,696 +1,268
Jul06 051027 11.37 11.45 11.30 11.43 -0.02 2,336 36,777 +671
Oct06 051027 11.30 11.39 11.25 11.36 -0.02 865 24,163 +45
Mar07 051027 11.36 11.45 11.31 11.43 +0.01 416 25,330 +134
Total Volume and Open Interest 22,602 473,967 +4,662
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051027 22.16 22.40 22.16 22.29 +0.09 848 3,085 +194
Mar06 051027 21.85 21.92 21.83 21.83 -0.02 220 2,836 +239
May06 051027 21.88 21.94 21.88 21.88 +0.07 135 2,644 +34
Jul06 051027 21.95 22.00 21.95 21.97 +0.02 185 2,749 +281
Total Volume and Open Interest 1,400 12,919 +812
London Cocoa(LCE)
Dec05 051027 842 844 830 837 -6 3,382 66,443 +66,443
Mar06 051027 863 864 850 856 -7 1,526 55,898 +1,042
May06 051027 874 874 860 867 -7 551 16,119 +548
Jul06 051027 887 889 875 881 -7 388 25,347 +641
Sep06 051027 895 898 883 893 -7 1,615 13,096 +90
Dec06 051027 892 906 892 904 -7 1,350 15,236 +590
Mar07 051027 908 915 908 915 -9 29 3,551 +0
Total Volume and Open Interest 8,844 195,818 +3,021
London Coffee(LCE)
Nov05 051027 944.00 950.00 940.00 943.00 -1.00 5,495 25,526 -9,751
Jan06 051027 964.00 971.00 960.00 964.00 unch 6,983 73,857 +2,330
Mar06 051027 990.00 990.00 978.00 982.00 unch 296 36,875 +597
May06 051027 1003.00 1003.00 996.00 996.00 -1.00 119 9,697 +144
Jul06 051027 1015.00 1015.00 1010.00 1011.00 -1.00 1 4,814 +175
Sep06 051027 1024.00 1029.00 1024.00 1025.00 -1.00 12 1,963 +2
Total Volume and Open Interest 12,907 153,003 -6,497
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051027 296.60 297.10 289.10 296.20 -0.30 2,274 19,192 -1,331
Mar06 051027 305.00 305.00 298.50 304.70 -0.40 2,910 19,804 +1,342
May06 051027 311.00 312.10 305.70 312.10 -0.40 852 4,900 -406
Aug06 051027 318.00 319.50 314.50 319.50 -0.40 21 3,396 +37
Total Volume and Open Interest 6,137 56,344 -137
Cotton(NYBOT)
Dec05 051027 54.00 54.10 52.10 52.13 -2.63 5,962 84,121 +870
Mar06 051027 56.00 56.00 54.35 54.36 -2.54 2,714 31,057 +759
May06 051027 56.00 56.00 55.10 55.11 -2.58 52 3,417 -27
Jul06 051027 56.50 56.50 55.65 55.65 -2.80 139 2,908 -89
Oct06 051027 56.20 56.20 56.20 56.20 -1.85 0 63 +0
Dec06 051027 57.90 57.90 56.75 57.25 -1.65 19 1,425 +62
Total Volume and Open Interest 8,886 123,000 +1,575
Lumber(CME)
Nov05 051027 295.0 304.4 292.6 304.4 +10.0 383 1,839 -158
Jan06 051027 307.0 315.2 303.3 313.7 +8.5 268 1,517 +72
Mar06 051027 319.8 325.6 316.3 324.1 +7.4 38 333 +11
May06 051027 323.0 327.5 323.0 327.5 +5.4 0 72 -1
Total Volume and Open Interest 692 3,796 -73
Crude Oil(NYM)
Dec05 051027 61.20 61.42 60.25 61.09 +0.43 109,993 258,950 -13,855
Jan06 051027 61.80 62.00 60.80 61.52 +0.32 46,745 104,463 +2,098
Feb06 051027 62.15 62.15 61.25 61.85 +0.26 12,882 44,186 +85
Mar06 051027 62.00 62.35 61.40 62.06 +0.24 6,110 32,152 +1,289
Apr06 051027 61.80 62.17 61.80 62.17 +0.23 3,045 15,650 +364
May06 051027 62.10 62.22 62.10 62.22 +0.22 898 13,088 -442
Jun06 051027 62.60 62.60 61.65 62.24 +0.21 3,347 46,591 -448
Jul06 051027 61.65 62.25 61.65 62.25 +0.21 962 10,838 +410
Aug06 051027 61.85 62.23 61.60 62.23 +0.21 3,332 8,840 +1,603
Sep06 051027 62.20 62.20 62.20 62.20 +0.21 550 9,501 +549
Oct06 051027 62.16 62.16 62.16 62.16 +0.21 610 5,057 -331
Nov06 051027 62.05 62.05 62.05 62.05 +0.21 0 7,938 +0
Dec06 051027 62.15 62.20 61.55 61.94 +0.21 8,356 50,397 -698
Jan07 051027 61.75 61.75 61.75 61.75 +0.21 400 10,034 +691
Feb07 051027 61.60 61.60 61.60 61.60 +0.21 0 4,139 +44
Mar07 051027 61.46 61.46 61.46 61.46 +0.21 0 5,609 +22
Total Volume and Open Interest 207,984 817,535 -7,623
Heating Oil(NYM)
Nov05 051027 186.00 187.50 184.00 185.39 -0.22 17,502 15,778 -6,417
Dec05 051027 191.25 192.50 188.25 190.13 +0.27 26,966 62,297 +2,671
Jan06 051027 194.70 195.00 191.50 193.48 +0.32 7,826 32,614 +461
Feb06 051027 195.50 195.75 192.75 194.48 +0.42 3,114 18,749 +1,054
Mar06 051027 193.70 193.70 191.25 192.13 +0.37 1,257 14,923 -130
Apr06 051027 186.00 188.30 185.00 186.63 +0.27 680 6,558 -267
May06 051027 182.50 182.90 181.00 181.18 +0.17 329 4,504 +25
Jun06 051027 179.70 179.90 177.75 177.93 +0.17 624 5,900 +257
Jul06 051027 177.75 179.90 177.75 177.78 +0.17 114 4,023 +292
Aug06 051027 180.50 180.50 178.58 178.58 +0.12 431 2,176 +329
Sep06 051027 181.50 181.50 179.88 179.88 +0.07 46 1,402 +2
Oct06 051027 183.50 183.50 181.63 181.63 +0.02 10 455 +0
Total Volume and Open Interest 60,123 175,953 -689
Unleaded Gas(NYM)
Nov05 051027 159.25 166.80 156.00 159.26 +0.81 26,037 18,310 -8,438
Dec05 051027 164.00 164.50 159.60 162.67 +0.56 22,137 59,165 +6,215
Jan06 051027 166.80 167.75 163.00 165.97 +0.81 6,725 23,920 +1,430
Feb06 051027 165.60 167.97 165.60 167.97 +1.01 1,451 10,026 +437
Mar06 051027 169.50 169.50 168.25 169.27 +1.16 876 8,610 +18
Apr06 051027 178.50 179.17 178.25 179.17 +1.16 502 6,382 +268
May06 051027 179.00 179.97 179.00 179.97 +1.21 591 3,711 +498
Jun06 051027 180.27 180.27 180.27 180.27 +1.26 468 4,484 +381
Jul06 051027 179.97 179.97 179.97 179.97 +1.31 164 1,944 +116
Aug06 051027 178.97 178.97 178.97 178.97 +1.31 61 1,854 +35
Sep06 051027 177.07 177.07 177.07 177.07 +1.31 235 751 +174
Oct06 051027 168.07 168.07 168.07 168.07 +1.31 0 159 +0
Total Volume and Open Interest 59,178 139,462 +1,280
Natural Gas(NYM)
Nov05 051027 13.700 13.950 13.300 13.832 -0.208 37,743 18,230 -11,235
Dec05 051027 13.790 13.900 13.440 13.684 -0.376 21,556 79,963 +2,973
Jan06 051027 14.080 14.180 13.750 14.004 -0.366 7,332 71,640 +274
Feb06 051027 13.950 14.050 13.650 13.884 -0.336 2,638 28,373 +421
Mar06 051027 13.500 13.550 13.310 13.504 -0.266 6,206 50,030 +840
Apr06 051027 10.720 10.880 10.650 10.854 -0.036 3,042 31,716 +1,067
May06 051027 10.500 10.559 10.420 10.559 -0.021 1,010 24,006 +156
Jun06 051027 10.520 10.577 10.500 10.577 -0.013 282 10,615 +77
Jul06 051027 10.550 10.620 10.500 10.619 -0.011 251 14,502 +49
Aug06 051027 10.600 10.664 10.550 10.664 -0.006 610 17,168 -439
Sep06 051027 10.550 10.639 10.540 10.639 -0.006 226 12,376 +356
Oct06 051027 10.580 10.674 10.540 10.674 -0.006 1,681 24,395 +334
Nov06 051027 11.020 11.124 11.010 11.124 -0.001 109 10,243 -28
Dec06 051027 11.460 11.559 11.460 11.559 -0.001 208 11,600 +5
Jan07 051027 11.780 11.884 11.750 11.884 +0.004 313 12,509 +176
Feb07 051027 11.700 11.794 11.700 11.794 +0.004 309 5,265 +106
Total Volume and Open Interest 84,851 551,703 -1,729
Brent Crude Oil(ICE)
Dec05 051027 58.88 59.62 58.50 59.14 +0.27 68,410 87,743 +7,127
Jan06 051027 59.40 60.01 58.92 59.45 +0.12 29,678 95,693 +4,326
Feb06 051027 60.11 60.47 59.40 59.88 +0.06 11,225 25,881 -329
Mar06 051027 60.51 60.77 59.81 60.23 +0.05 4,431 13,563 +1,461
Apr06 051027 60.75 60.96 60.07 60.47 +0.06 1,284 6,480 +56
May06 051027 60.84 61.03 60.14 60.57 +0.06 346 5,649 +188
Jun06 051027 60.99 61.14 60.22 60.63 +0.07 409 29,282 -1,040
Jul06 051027 60.51 60.69 60.51 60.69 +0.10 100 3,985 +763
Aug06 051027 60.74 60.74 60.74 60.74 +0.13 42 819 +0
Sep06 051027 61.16 61.16 60.40 60.72 +0.13 142 5,014 -58
Oct06 051027 60.70 60.70 60.70 60.70 +0.13 450 2,527 +350
Nov06 051027 60.68 60.68 60.68 60.68 +0.13 350 886 +270
Dec06 051027 60.94 61.18 60.19 60.64 +0.13 3,362 29,763 +444
Jan07 051027 60.49 60.49 60.49 60.49 +0.14 0 4,280 +0
Total Volume and Open Interest 120,888 349,721 +14,300
Gas Oil(ICE)
Nov05 051027 577.00 584.75 571.25 574.75 -11.50 20,416 44,898 -2,319
Dec05 051027 578.50 589.00 576.00 579.25 -11.75 22,012 62,771 +4,733
Jan06 051027 583.00 593.00 579.00 582.50 -12.00 10,052 27,370 +930
Feb06 051027 588.75 591.25 579.75 582.75 -11.75 1,471 12,154 +396
Mar06 051027 585.50 585.50 576.75 579.75 -11.50 357 12,170 +225
Apr06 051027 580.75 580.75 573.75 575.25 -11.25 47 6,233 +19
May06 051027 571.25 571.25 571.25 571.25 -11.00 41 1,385 +1
Jun06 051027 572.50 572.50 565.25 568.50 -10.75 1,555 16,382 +676
Jul06 051027 569.25 569.25 569.25 569.25 -10.50 0 768 +0
Aug06 051027 570.00 570.00 570.00 570.00 -10.50 0 62 +0
Total Volume and Open Interest 56,661 211,306 +4,661
US Dollar Index(NYBOT)
Dec05 051027 89.37 89.47 88.64 88.92 -0.39 2,230 31,693 -1,672
Mar06 051027 88.50 88.68 88.34 88.65 -0.39 23 2,125 +17
Jun06 051027 88.39 88.39 88.39 88.39 -0.39 0 1 +0
Total Volume and Open Interest 2,253 33,820 -1,655
Australian Dollar(CME)
Dec05 051027 75.70 75.88 75.55 75.62 +0.28 952 59,019 -1,683
Mar06 051027 75.49 75.49 75.40 75.40 +0.28 0 19 +1
Jun06 051027 75.18 75.18 75.18 75.18 +0.28 0 17 +0
Total Volume and Open Interest 952 59,064 -1,682
British Pound(CME)
Dec05 051027 178.49 178.94 178.11 178.30 +0.87 2,974 70,719 -3,453
Mar06 051027 178.19 178.19 178.19 178.19 +0.87 70 290 +63
Jun06 051027 178.29 178.29 178.29 178.29 +0.87 0 4 +0
Total Volume and Open Interest 3,044 71,017 -3,390
Canadian Dollar(CME)
Dec05 051027 85.78 86.04 85.53 85.57 -0.05 3,779 103,614 +562
Mar06 051027 85.78 85.89 85.78 85.79 -0.05 12 1,770 +65
Jun06 051027 86.02 86.02 86.02 86.02 -0.05 1 403 +1
Sep06 051027 86.25 86.25 86.25 86.25 -0.05 0 88 +0
Total Volume and Open Interest 3,792 106,024 +628
Japanese Yen(CME)
Dec05 051027 87.21 87.57 87.03 87.11 +0.23 5,034 179,244 +3,846
Mar06 051027 87.99 87.99 87.99 87.99 +0.23 4 18,806 +1
Jun06 051027 89.15 89.15 88.99 88.99 +0.23 1 55 +0
Total Volume and Open Interest 5,039 198,121 +3,860
Swiss Franc(CME)
Dec05 051027 78.81 79.11 78.74 78.90 +0.47 2,740 68,676 +159
Mar06 051027 79.58 79.58 79.53 79.53 +0.47 0 137 -5
Jun06 051027 80.19 80.19 80.19 80.19 +0.47 2 17 +0
Total Volume and Open Interest 2,742 68,840 +154
EuroFX(CME)
Dec05 051027 121.60 122.08 121.55 121.75 +0.64 2,688 146,595 -3,281
Mar06 051027 122.38 122.55 122.25 122.35 +0.64 1 2,671 +419
Jun06 051027 123.06 123.06 123.06 123.06 +0.64 0 763 +0
Total Volume and Open Interest 2,689 150,229 -2,862
Mexican Peso(CME)
Dec05 051027 9092.0 9110.0 9077.0 9107.0 +7.0 3,346 62,943 -2,726
Mar06 051027 9010.0 9010.0 9010.0 9010.0 +8.0 0 592 +0
Total Volume and Open Interest 3,371 64,038 -2,746
30-Year T-Bonds(CBOT)
Dec05 051027 111~14 112~00 111~14 111~26 +0~11 475,694 580,728 -2,093
Mar06 051027 111~07 111~22 111~07 111~17 +0~11 2,988 16,033 +2,323
Jun06 051027 110~30 111~11 110~30 111~11 +0~12 462 772 +752
Total Volume and Open Interest 479,144 597,534 +982
10-Year T-Notes(CBOT)
Dec05 051027 108~075 108~190 108~075 108~150 +0~075 1,158,725 1,682,221 +5,710
Mar06 051027 108~100 108~120 108~025 108~085 +0~075 11,978 34,311 +7,485
Total Volume and Open Interest 1,170,708 1,716,838 +13,193
5-Year T-Notes(CBOT)
Dec05 051027 105~310 106~020 105~275 105~300 +0~035 8,492 1,400,567 +1,400,567
Mar06 051027 105~230 105~235 105~230 105~235 +0~040 2,659 11,679 +5,500
Jun06 051027 105~155 105~155 105~155 105~155 +0~040      
Total Volume and Open Interest 11,151 1,412,246 +24,364
2 Year T-Notes(CBOT)
Dec05 051027 102~084 102~089 102~077 102~080 +0~003 530 357,685 -8,280
Total Volume and Open Interest 530 357,685 -8,280
Eurodollars(CME)
Dec05 051027 95.535 95.540 95.525 95.535 unch 30,146 1,168,091 -30,513
Mar06 051027 95.305 95.325 95.270 95.290 +0.005 86,633 1,137,288 -40,163
Jun06 051027 95.220 95.250 95.185 95.210 +0.010 48,633 1,285,883 +67
Sep06 051027 95.180 95.235 95.165 95.190 +0.015 313,601 902,473 +18,811
Dec06 051027 95.205 95.240 95.180 95.195 +0.020 31,958 858,133 +14,911
Mar07 051027 95.230 95.260 95.210 95.220 +0.020 45,807 720,768 +69,794
Jun07 051027 95.230 95.250 95.200 95.215 +0.025 39,683 547,240 +25,913
Sep07 051027 95.180 95.215 95.175 95.190 +0.030 25,018 339,487 +1,679
Dec07 051027 95.165 95.185 95.135 95.155 +0.030 16,027 270,979 +7,950
Mar08 051027 95.150 95.170 95.125 95.140 +0.030 10,567 238,012 +126
Jun08 051027 95.125 95.140 95.105 95.115 +0.030 18,912 233,482 +7,922
Sep08 051027 95.075 95.110 95.075 95.085 +0.030 13,667 218,756 +166
Dec08 051027 95.035 95.065 95.035 95.045 +0.035 5,898 145,300 +2,279
Mar09 051027 95.030 95.050 95.020 95.030 +0.035 3,755 129,997 +487
Jun09 051027 94.990 95.020 94.990 95.000 +0.035 7,162 109,589 +1,398
Sep09 051027 94.965 94.990 94.955 94.970 +0.035 8,166 107,300 +2,283
Dec09 051027 94.915 94.940 94.900 94.925 +0.035 4,050 77,004 -857
Mar10 051027 94.900 94.925 94.885 94.910 +0.035 5,338 48,335 +260
Total Volume and Open Interest 450,089 8,755,384 +106,936
3-Mth Euro-Yen(CME)
Dec05 051027 99.90 99.90 99.90 99.90 unch 0 6,692 +6,692
Mar06 051027 99.83 99.83 99.83 99.83 unch 0 7,893 +7,893
Jun06 051027 99.73 99.73 99.73 99.73 unch 0 5,829 +5,829
Sep06 051027 99.62 99.63 99.62 99.63 +0.01 8 3,876 +3,876
Dec06 051027 99.52 99.52 99.52 99.52 +0.01 5 6,846 +6,846
Mar07 051027 99.41 99.41 99.41 99.41 +0.01 10 1,646 +1,646
Jun07 051027 99.30 99.30 99.30 99.30 unch 0 2,034 +2,034
Sep07 051027 99.20 99.20 99.20 99.20 unch 0 510 +510
Dec07 051027 99.11 99.11 99.11 99.11 +0.02 0 38 +38
Mar08 051027 99.00 99.00 99.00 99.00 +0.02 0 53 +53
Total Volume and Open Interest 23 35,667 +35,667
3-Mth Euro-Yen(SIMEX)
Dec05 051027 99.90 99.91 99.90 99.90 unch 908 82,600 +477
Mar06 051027 99.82 99.83 99.82 99.82 unch 1,168 58,424 +609
Jun06 051027 99.72 99.73 99.72 99.73 unch 776 55,255 +780
Sep06 051027 99.62 99.63 99.61 99.62 unch 808 35,833 +605
Dec06 051027 99.51 99.52 99.51 99.52 unch 965 48,252 +122
Mar07 051027 99.39 99.41 99.39 99.40 unch 568 25,934 +296
Jun07 051027 99.30 99.31 99.29 99.31 +0.01 734 14,811 +708
Sep07 051027 99.22 99.22 99.21 99.21 +0.02 0 1,834 +25
Total Volume and Open Interest 5,927 350,822 +3,622
German Euro-Bund(EUREX)
Dec05 051027 120.66 120.77 120.22 120.31 -0.31 1,829,284 1,535,557 +129,996
Mar06 051027 120.90 121.01 120.49 120.56 -0.31 5,622 42,478 +1,356
Jun06 051027 119.91 119.91 119.91 119.91 -0.31 4,805 1 +0
Total Volume and Open Interest 1,839,711 1,578,036 +131,352
German Euro-Bobl(EUREX)
Dec05 051027 112.98 113.05 112.72 112.77 -0.20 1,005,099 1,033,451 +58,882
Mar06 051027 113.24 113.26 112.99 113.00 -0.21 318 10,418 +751
Jun06 051027 112.47 112.47 112.47 112.47 -0.20 1,442 0 +0
Total Volume and Open Interest 1,006,859 1,043,869 +59,633
Long Gilt(LIFFE)
Dec05 051027 111~12 111~28 111~12 111~23 +0~06 99,885 234,496 +5,085
Mar06 051027 112~02 112~02 112~02 112~02 +0~08 0 5 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051027 95.41 95.43 95.41 95.42 unch 34,863 284,608 -498
Mar06 051027 95.45 95.49 95.44 95.46 -0.01 67,324 418,892 +2,257
Jun06 051027 95.44 95.48 95.42 95.46 +0.01 61,519 315,832 +10,490
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051027 97.650 97.665 97.610 97.625 -0.035 225,977 741,937 +17,700
Mar06 051027 97.495 97.510 97.445 97.465 -0.040 248,766 734,966 +5,331
Jun06 051027 97.365 97.375 97.310 97.335 -0.030 219,831 534,440 +9,101
Total Volume and Open Interest 1,128,064 3,548,207 +61,170
3-Mth Aus T-Bills(SFE)
Dec05 051027 94.34 94.35 94.33 94.35 +0.01 29,321 129,825 +129,825
Mar06 051027 94.25 94.30 94.23 94.29 +0.02 84,389 277,358 +277,358
Jun06 051027 94.24 94.29 94.22 94.27 +0.01 19,883 102,678 +102,678
Sep06 051027 94.21 94.27 94.20 94.25 unch 5,317 38,362 +38,362
Dec06 051027 94.17 94.24 94.17 94.23 unch 2,009 33,996 +33,996
Mar07 051027 94.15 94.21 94.15 94.19 unch 1,074 19,525 +19,525
Jun07 051027 94.10 94.16 94.10 94.16 unch 852 35,771 +35,771
Sep07 051027 94.09 94.13 94.09 94.13 unch 414 8,962 +8,962
Dec07 051027 94.11 94.11 94.11 94.11 unch 0 4,131 +4,131
Mar08 051027 94.11 94.11 94.11 94.11 unch 0 1,575 +1,575
Total Volume and Open Interest 143,259 654,263 +654,263
10-Year Aus T-Bonds(SFE)
Dec05 051027 94.46 94.54 94.46 94.51 +0.01 34,295 323,556 +323,556
Mar06 051027 94.51 94.51 94.51 94.51 +0.01      
Total Volume and Open Interest 34,295 323,556 +323,556
3-Year Aus T-Bonds(SFE)
Dec05 051027 94.56 94.63 94.55 94.61 +0.01 144,022 412,428 +412,428
Mar06 051027 94.61 94.61 94.61 94.61 +0.01      
Total Volume and Open Interest 144,022 412,428 +412,428
Gold(CMX)
Oct05 051027 475.0 475.5 473.5 473.8 +2.6 159 153 -39
Dec05 051027 475.5 477.8 474.5 475.6 +2.6 40,262 273,126 +4,050
Feb06 051027 479.4 481.5 478.4 479.4 +2.6 2,088 19,345 +1,339
Apr06 051027 485.0 485.5 483.0 483.3 +2.6 187 6,314 -126
Jun06 051027 487.2 489.0 487.0 487.2 +2.6 468 10,779 +1
Aug06 051027 491.1 491.1 491.1 491.1 +2.6 133 2,164 -24
Oct06 051027 495.1 495.1 495.1 495.1 +2.7 0 4,678 -39
Dec06 051027 500.5 501.5 498.5 499.1 +2.8 416 6,489 +250
Feb07 051027 503.1 503.1 503.1 503.1 +2.8 150 5,284 +150
Apr07 051027 507.1 507.1 507.1 507.1 +2.8 60 1,325 +0
Jun07 051027 511.1 511.1 511.1 511.1 +2.8 559 5,431 +325
Aug07 051027 515.0 515.0 515.0 515.0 +2.8      
Total Volume and Open Interest 44,871 344,519 +5,131
Silver(CMX)
Dec05 051027 787.0 794.5 783.5 784.0 -2.3 15,047 103,771 +4,209
Mar06 051027 796.5 802.0 791.0 791.7 -2.2 1,009 12,176 +151
May06 051027 801.0 801.0 794.6 794.6 -2.1 7 2,258 -5
Jul06 051027 801.0 805.0 797.2 797.2 -2.1 24 6,683 -12
Sep06 051027 799.5 799.5 799.5 799.5 -2.1 24 2,949 -10
Dec06 051027 807.0 814.0 802.1 802.1 -1.9 27 8,848 +32
Mar07 051027 803.8 803.8 803.8 803.8 -1.5 0 50 +0
Total Volume and Open Interest 16,204 140,685 +4,524
Platinum(NYM)
Jan06 051027 946.5 953.5 941.0 943.9 -1.1 948 12,596 -36
Apr06 051027 950.0 950.0 943.9 943.9 -1.1 0 188 +0
Total Volume and Open Interest 963 12,822 -45
Palladium(NYME)
Dec05 051027 231.20 233.80 228.50 228.95 -1.75 2,122 13,122 +229
Mar06 051027 235.50 236.00 230.95 230.95 -2.10 1,054 1,222 +696
Jun06 051027 232.95 232.95 232.95 232.95 -2.10 0 7 +0
Total Volume and Open Interest 3,176 14,355 +926
Copper(CMX)
Dec05 051027 181.10 182.30 179.50 180.40 -1.40 12,447 71,046 +1,176
Mar06 051027 174.70 175.35 173.00 173.80 -1.30 2,492 15,724 +1,128
May06 051027 168.70 168.70 167.40 167.80 -1.30 431 4,492 +251
Jul06 051027 162.00 163.00 161.80 162.10 -1.30 271 1,816 +270
Sep06 051027 155.90 155.90 155.90 155.90 -1.80 260 1,559 +248
Total Volume and Open Interest 18,086 104,119 +2,709
Aluminum(CMX)
Oct05 051027 91.00 91.00 91.00 91.00 +0.90 2 11 -8
Nov05 051027 90.50 90.50 90.50 90.50 +0.40 70 501 -65
Dec05 051027 91.00 91.00 91.00 91.00 +0.50 68 1,694 +15
Jan06 051027 91.40 91.40 91.40 91.40 +0.25 0 96 +0
Feb06 051027 91.00 91.00 91.00 91.00 +0.20 0 70 +0
Mar06 051027 90.70 90.70 90.70 90.70 +0.15 0 70 +0
Total Volume and Open Interest 140 2,637 -58
DJIA Index(CBOT)
Dec05 051027 10335 10360 10238 10252 -122 4,951 37,660 -675
Mar06 051027 10340 10360 10296 10296 -122 9 58 +3
Jun06 051027 10339 10339 10339 10339 -122      
Total Volume and Open Interest 4,960 37,721 -672
S & P 500(CME)
Dec05 051027 1194.00 1195.30 1181.00 1182.50 -13.50 34,447 641,154 -106
Mar06 051027 1200.70 1200.70 1189.70 1189.70 -13.60 2,035 8,302 +1,906
Jun06 051027 1198.10 1198.10 1198.10 1198.10 -13.60 0 914 +1
Sep06 051027 1206.10 1206.10 1206.10 1206.10 -13.60 0 542 -4
Total Volume and Open Interest 36,482 650,952 +1,801
S & P 500 E-Mini(Globex)
Dec05 051027 1195.50 1196.00 1180.75 1182.50 -13.50 1,021,568 1,102,403 -2,705
Mar06 051027 1202.00 1202.50 1189.00 1189.75 -13.50 574 2,991 +0
Total Volume and Open Interest 1,022,142 1,105,394 -2,733
NASDAQ 100(CME)
Dec05 051027 1580.50 1581.50 1549.50 1555.00 -31.00 6,038 62,491 -203
Mar06 051027 1570.00 1570.00 1570.00 1570.00 -31.00 0 38 +0
Jun06 051027 1583.00 1583.00 1583.00 1583.00 -33.00 0 17 +0
Total Volume and Open Interest 6,038 62,546 -203
NASDAQ 100 E-Mini(Globex)
Dec05 051027 1585.00 1585.00 1549.50 1555.00 -31.00 313,821 394,436 -20,261
Mar06 051027 1590.00 1590.00 1570.00 1570.00 -31.00 598 378 +89
Total Volume and Open Interest 314,419 394,814 -20,211
S & P Midcap 400(CME)
Dec05 051027 691.00 691.50 679.75 682.00 -11.20 65 12,938 +31
Mar06 051027 685.00 685.00 685.00 685.00 -11.20      
Jun06 051027 688.00 688.00 688.00 688.00 -11.20      
Total Volume and Open Interest 89 13,068 +161
Russell 2000(CME)
Dec05 051027 637.50 638.00 624.80 627.20 -12.90 1,872 35,393 +267
Mar06 051027 631.70 631.70 631.70 631.70 -12.90 0 37 +0
Jun06 051027 634.70 634.70 634.70 634.70 -12.90      
Total Volume and Open Interest 1,872 35,430 +267
Russell 2000 E-Mini(Globex)
Dec05 051027 640.00 640.30 624.40 627.20 -12.90 153,876 284,830 +8,614
Mar06 051027 640.90 642.20 630.40 631.70 -12.90 436 1,308 +148
Total Volume and Open Interest 154,312 286,138 +8,762
Value Line(KCBT)
Dec05 051027 1797.50 1797.50 1772.00 1775.50 -32.00 77 113 -6
Total Volume and Open Interest 77 113 -6
Nikkei 225(CME)
Dec05 051027 13440 13500 13385 13415 +30 39,139 222,043 +5,500
Mar06 051027 13440 13480 13385 13410 +20 10 123 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051027 13440 13500 13385 13415 +30 39,139 222,043 +5,500
Mar06 051027 13440 13480 13385 13410 +20 10 123 +0
Jun06 051027 13345 13345 13345 13345 +20      
Total Volume and Open Interest 39,152 222,720 +5,538
CAC 40(MATIF)
Oct05 051021 4366.0 4393.5 4350.5 4365.7 -24.8 292,334 561,303 +1,762
Nov05 051027 4373.0 4390.5 4329.5 4340.5 -79.0 68,786 352,741 +28,007
Dec05 051027 4377.5 4387.0 4331.0 4337.5 -79.0 507 108,621 -317
Total Volume and Open Interest 69,308 465,542 +27,690
Hang Seng Index(HKFE)
Oct05 051027 14447 14454 14339 14372 -74 66,618 88,108 -8,817
Nov05 051027 14433 14436 14324 14342 -90 45,551 23,331 +16,313
Dec05 051027 14455 14455 14365 14374 -91 185 2,597 +5
Total Volume and Open Interest 112,589 114,513 +7,500
DAX Index(EUREX)
Dec05 051027 4880.0 4890.5 4806.0 4833.0 -63.0 172,228 205,037 +4,726
Mar06 051027 4900.0 4919.0 4837.0 4861.5 -63.0 1,419 10,927 +417
Jun06 051027 4938.0 4950.5 4868.5 4893.0 -63.0 1,062 1,942 +280
Total Volume and Open Interest 174,709 217,906 +5,423
FT-SE 100(LIFFE)
Dec05 051027 5206.00 5219.50 5171.50 5194.00 -46.00 79,244 446,160 +24,521
Mar06 051027 5210.50 5210.50 5191.50 5200.00 -46.50 2,505 23,657 +14,486
Jun06 051027 5218.50 5218.50 5206.50 5206.50 -46.50 1 13,780 +1
Total Volume and Open Interest 81,750 483,597 +39,008
SPI 200(SFE)
Dec05 051027 4449.0 4459.0 4424.0 4428.0 -27.0 17,382 198,303 -11,964
Mar06 051027 4441.0 4441.0 4427.0 4427.0 -28.0 180 5,139 +100
Jun06 051027 4459.0 4461.0 4450.0 4450.0 -28.0 2 3,254 +2
Total Volume and Open Interest 17,564 209,357 -11,861
GSCI(CME)
Nov05 051027 438.40 439.60 433.60 437.25 -1.35 164 17,721 +0
Dec05 051027 443.50 443.50 443.50 443.50 -1.50      
Jan06 051027 445.00 445.00 445.00 445.00 -2.00      
Total Volume and Open Interest 164 17,721 +0
Reuters CRB Index(NYBOT)
Nov05 051027 334.50 334.50 332.50 332.50 -3.25 52 365 -10
Jan06 051027 334.25 334.25 331.75 331.75 -3.25 13 456 +17
Feb06 051027 329.75 329.75 329.75 329.75 -3.25 0 6 +0
Total Volume and Open Interest 65 1,035 +1,032
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!