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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 28, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051028 569.00 569.50 563.25 565.00 -6.00 25,026 33,671 -12,355
Jan06 051028 581.50 582.00 575.50 577.50 -6.00 34,720 147,005 +6,925
Mar06 051028 591.00 591.00 584.50 586.00 -6.50 3,217 35,401 +819
May06 051028 598.50 598.50 591.00 592.50 -7.25 2,675 22,101 +108
Jul06 051028 603.75 603.75 597.00 598.50 -6.50 3,963 24,387 +386
Aug06 051028 605.00 605.00 598.00 598.00 -5.00 3 1,591 +3
Sep06 051028 600.00 600.00 598.00 598.00 -5.00 0 909 +0
Total Volume and Open Interest 70,161 279,203 -3,935
Soybean Meal(CBOT)
Dec05 051028 170.20 170.50 168.60 168.80 -1.70 8,575 60,336 +396
Jan06 051028 172.00 172.00 170.50 170.70 -1.40 2,053 16,605 +51
Mar06 051028 175.50 175.50 173.50 173.70 -1.70 1,813 17,369 +165
May06 051028 177.70 178.00 176.40 176.40 -1.40 1,098 16,461 -5
Jul06 051028 180.30 180.80 179.00 179.00 -1.50 1,443 14,787 -68
Aug06 051028 181.60 182.20 180.30 180.40 -0.80 129 3,787 +119
Sep06 051028 183.00 183.50 181.00 181.00 -1.00 107 3,765 +87
Oct06 051028 182.50 183.20 181.50 181.50 -0.50 84 1,901 +35
Total Volume and Open Interest 15,436 138,767 +746
Soybean Oil(CBOT)
Dec05 051028 23.25 23.35 23.14 23.33 -0.05 8,864 62,063 -421
Jan06 051028 23.55 23.57 23.36 23.54 -0.06 2,549 52,161 -158
Mar06 051028 23.73 23.75 23.57 23.73 -0.07 901 13,536 +343
May06 051028 23.77 23.90 23.71 23.89 -0.11 1,550 13,754 +50
Jul06 051028 24.00 24.05 23.90 24.05 -0.12 793 16,128 +39
Aug06 051028 24.02 24.10 24.02 24.10 -0.11 65 1,626 +40
Sep06 051028 24.11 24.14 24.11 24.14 -0.11 137 1,871 -11
Oct06 051028 24.15 24.15 24.15 24.15 -0.10 1 996 +1
Total Volume and Open Interest 16,103 169,643 -116
Canola(WCE)
Nov05 051028 246.6 247.4 245.0 247.2 +0.5 3,169 3,292 -2,574
Jan06 051028 256.4 257.0 255.2 256.2 -0.3 6,219 44,625 +1,496
Mar06 051028 265.5 265.5 264.0 264.3 +0.3 1,119 6,457 +167
May06 051028 271.2 272.9 271.2 271.3 -0.7 183 1,568 -15
Jul06 051028 277.3 280.6 276.9 280.0 -1.1 204 1,751 +44
Total Volume and Open Interest 11,118 62,564 -758
Corn(CBOT)
Dec05 051028 198.00 198.25 196.75 197.00 -0.75 28,609 470,314 -1,059
Mar06 051028 211.25 211.25 210.25 210.50 -0.75 11,681 220,186 +5,211
May06 051028 219.75 220.00 219.00 219.25 -0.75 3,774 42,843 +1,292
Jul06 051028 227.75 227.75 226.50 226.75 -1.00 3,984 65,215 +1,195
Sep06 051028 234.75 234.75 234.00 234.00 -1.00 697 8,216 +114
Dec06 051028 244.50 244.50 243.75 244.00 -0.50 2,297 42,901 +558
Total Volume and Open Interest 51,570 857,991 +7,471
Wheat(CBOT)
Dec05 051028 325.00 326.50 315.50 317.75 -6.75 15,495 198,329 -609
Mar06 051028 340.00 341.00 330.50 333.00 -6.75 6,348 55,669 +1,148
May06 051028 348.50 348.50 340.00 341.25 -6.75 632 3,305 +131
Jul06 051028 355.00 357.00 346.50 348.75 -6.00 1,804 33,810 +312
Sep06 051028 362.50 362.50 355.00 356.50 -5.50 112 2,089 +37
Total Volume and Open Interest 24,658 300,222 +1,096
Wheat(KCBT)
Dec05 051028 379.50 383.00 374.50 376.00 -2.25 7,095 64,784 -788
Mar06 051028 382.00 384.00 376.50 378.75 -2.50 5,296 34,460 +219
May06 051028 376.50 376.50 370.50 370.50 -5.50 1,219 3,782 +139
Jul06 051028 369.50 369.50 363.50 364.75 -3.75 2,594 19,903 +254
Sep06 051028 372.50 372.50 368.00 368.00 -2.00 66 1,075 +41
Total Volume and Open Interest 16,270 124,779 -135
Wheat(MGE)
Dec05 051028 377.50 383.00 375.00 375.25 -1.75 1,940 14,008 +110
Mar06 051028 383.75 387.00 379.50 380.50 -3.25 1,093 13,460 +10
May06 051028 382.00 386.00 378.00 378.25 -2.75 299 2,188 -52
Jul06 051028 381.00 384.00 378.00 379.00 -3.00 358 5,008 -9
Sep06 051028 380.00 380.00 374.00 374.00 -3.75 216 587 +97
Total Volume and Open Interest 3,954 36,090 +172
Oats(CBOT)
Dec05 051028 162.75 164.50 162.25 162.75 -0.25 1,676 6,098 -370
Mar06 051028 171.00 172.50 170.50 170.50 -0.50 262 732 +91
May06 051028 174.75 174.75 174.75 174.75 unch 1 78 +0
Jul06 051028 181.00 181.00 181.00 181.00 unch 0 1 +0
Total Volume and Open Interest 1,940 6,917 -279
Rough Rice(CBOT)
Nov05 051028 7.10 7.14 7.07 7.10 -0.04 750 1,272 -441
Jan06 051028 7.40 7.43 7.36 7.37 -0.05 651 4,536 +79
Mar06 051028 7.65 7.65 7.60 7.60 -0.06 446 1,557 +330
May06 051028 7.82 7.82 7.82 7.82 -0.06 0 205 +0
Total Volume and Open Interest 1,849 7,582 -31
Live Cattle(CME)
Oct05 051028 88.600 89.100 88.500 89.000 +0.750 1,065 1,200 -676
Dec05 051028 90.450 91.600 90.300 91.300 +0.950 12,502 95,262 -1,769
Feb06 051028 93.450 94.400 93.300 94.375 +0.900 4,919 43,365 +67
Apr06 051028 90.400 91.400 90.350 91.325 +0.925 1,073 15,081 -23
Jun06 051028 85.150 85.750 85.100 85.725 +0.475 279 7,252 +122
Aug06 051028 84.450 85.175 84.400 85.150 +0.625 210 2,794 -41
Total Volume and Open Interest 20,072 165,503 -2,303
Feeder Cattle(CME)
Nov05 051028 114.650 115.600 114.575 115.350 +1.100 2,566 9,349 -147
Jan06 051028 112.700 113.850 112.700 113.525 +1.150 2,153 13,762 +1,042
Mar06 051028 109.100 110.600 109.100 110.600 +1.550 258 1,527 +64
Apr06 051028 107.600 109.200 107.600 109.150 +1.550 28 721 -3
May06 051028 107.200 108.300 107.200 108.300 +1.100 20 755 +4
Aug06 051028 108.000 108.950 108.000 108.950 +1.100 7 294 +7
Sep06 051028 106.900 107.000 106.900 107.000 +0.500 0 3 +0
Total Volume and Open Interest 5,871 28,123 +665
Lean Hogs(CME)
Dec05 051028 59.800 61.100 59.700 60.950 +1.500 7,910 66,707 -788
Feb06 051028 63.450 65.000 63.300 64.850 +1.325 3,135 27,572 +143
Apr06 051028 64.100 65.050 63.800 64.925 +1.150 1,127 10,320 +361
May06 051028 65.150 66.100 65.150 66.000 +1.000 58 1,971 +32
Jun06 051028 67.925 68.900 67.800 68.875 +1.125 298 4,000 +108
Jul06 051028 64.800 65.500 64.750 65.500 +0.850 267 1,500 +123
Aug06 051028 61.200 62.100 61.200 61.600 +0.950 94 761 +48
Oct06 051028 55.050 56.250 55.050 55.700 +0.750 29 487 +27
Total Volume and Open Interest 12,937 113,400 +67
Pork Bellies(CME)
Feb06 051028 87.200 89.975 87.200 89.600 +2.450 428 1,240 -3
Mar06 051028 89.400 89.900 89.200 89.200 +2.300 32 97 +32
May06 051028 90.900 91.900 90.900 91.900 +1.900 17 34 +2
Jul06 051028 92.000 93.500 92.000 93.500 +2.500 7 19 +0
Aug06 051028 93.500 93.500 93.500 93.500 +1.800 0 26 +0
Total Volume and Open Interest 484 1,416 +31
Class III Milk(CME)
Oct05 051028 14.36 14.39 14.36 14.39 unch 0 2,547 +3
Nov05 051028 13.62 13.64 13.55 13.57 -0.10 116 2,294 -28
Dec05 051028 13.45 13.45 13.34 13.36 -0.10 107 2,099 +17
Jan06 051028 13.05 13.05 12.95 12.95 -0.12 64 1,575 +4
Feb06 051028 12.68 12.68 12.60 12.60 -0.10 59 1,316 +14
Total Volume and Open Interest 686 20,145 +100
Cocoa(NYBOT)
Dec05 051028 1400 1403 1371 1382 -33 4,469 57,132 -284
Mar06 051028 1437 1440 1410 1422 -31 1,672 34,398 +483
May06 051028 1441 1441 1440 1440 -33 12 10,385 +11
Jul06 051028 1460 1460 1460 1460 -33 10 9,209 +49
Sep06 051028 1500 1500 1470 1480 -32 673 10,385 -80
Dec06 051028 1506 1506 1506 1506 -32 100 9,102 +70
Mar07 051028 1530 1532 1530 1532 -31 24 9,603 +20
Total Volume and Open Interest 6,960 141,007 +269
Coffee "C"(NYBOT)
Dec05 051028 99.00 99.70 97.90 98.35 -1.80 8,136 49,265 -1,053
Mar06 051028 102.50 102.80 101.25 101.70 -1.70 3,484 23,489 +806
May06 051028 104.30 104.75 103.50 103.55 -1.70 527 5,406 +171
Jul06 051028 106.10 106.10 105.00 105.10 -1.70 193 3,277 +72
Sep06 051028 107.75 107.75 106.40 106.40 -1.65 102 1,350 +30
Dec06 051028 109.55 109.55 108.85 108.85 -1.60 92 1,173 +37
Total Volume and Open Interest 12,538 84,946 +62
Orange Juice(NYBOT)
Nov05 051028 115.00 116.90 114.40 116.40 +1.25 3,518 3,366 -1,104
Jan06 051028 117.90 119.40 117.30 118.80 +0.95 5,448 21,511 +1,043
Mar06 051028 119.40 120.60 119.00 120.50 +1.20 131 5,499 +65
May06 051028 121.50 121.50 120.00 121.00 +1.20 119 1,142 +95
Jul06 051028 121.50 121.70 121.00 121.70 +0.90 0 457 +0
Total Volume and Open Interest 9,216 32,050 +99
Sugar #11(NYBOT)
Mar06 051028 11.78 11.81 11.59 11.61 -0.17 21,838 313,087 -1,700
May06 051028 11.70 11.71 11.54 11.54 -0.15 5,719 57,326 +630
Jul06 051028 11.43 11.43 11.31 11.32 -0.11 2,852 36,678 -99
Oct06 051028 11.37 11.37 11.27 11.28 -0.08 865 24,178 +15
Mar07 051028 11.37 11.39 11.31 11.35 -0.08 505 25,344 +14
Total Volume and Open Interest 31,946 472,824 -1,143
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051028 22.31 22.34 22.25 22.25 -0.04 571 2,919 -166
Mar06 051028 21.80 21.85 21.80 21.80 -0.03 172 2,878 +42
May06 051028 21.85 21.86 21.85 21.85 -0.03 187 2,755 +111
Jul06 051028 21.91 21.91 21.91 21.91 -0.06 265 2,963 +214
Total Volume and Open Interest 1,464 13,241 +322
London Cocoa(LCE)
Dec05 051028 831 834 817 825 -12 1,916 66,291 -152
Mar06 051028 854 855 839 846 -10 1,177 55,849 -49
May06 051028 862 862 851 857 -10 218 16,198 +79
Jul06 051028 875 875 864 871 -10 157 25,350 +3
Sep06 051028 885 886 876 883 -10 45 13,052 -44
Dec06 051028 888 893 887 893 -11 50 15,245 +9
Mar07 051028 904 904 904 904 -11 1 3,551 +0
Total Volume and Open Interest 3,564 195,664 -154
London Coffee(LCE)
Nov05 051028 948.00 948.00 917.00 926.00 -17.00 11,801 15,483 -10,043
Jan06 051028 968.00 969.00 937.00 946.00 -18.00 11,830 78,765 +4,908
Mar06 051028 987.00 988.00 955.00 964.00 -18.00 2,237 36,358 -517
May06 051028 1003.00 1003.00 974.00 978.00 -18.00 62 9,734 +37
Jul06 051028 993.00 993.00 991.00 993.00 -18.00 14 4,816 +2
Sep06 051028 1001.00 1007.00 1001.00 1007.00 -18.00 3 1,965 +2
Total Volume and Open Interest 25,947 147,392 -5,611
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051028 296.30 297.10 287.10 287.50 -8.70 5,844 17,851 -1,341
Mar06 051028 305.50 305.50 296.50 297.00 -7.70 3,780 20,799 +995
May06 051028 312.10 312.80 306.10 307.00 -5.10 249 4,871 -29
Aug06 051028 319.50 320.50 315.60 316.50 -3.00 39 3,421 +25
Total Volume and Open Interest 10,137 56,121 -223
Cotton(NYBOT)
Dec05 051028 52.30 52.80 51.71 52.52 +0.39 20,032 79,078 -5,043
Mar06 051028 54.70 55.15 54.03 54.99 +0.63 6,014 31,849 +792
May06 051028 55.25 56.05 54.90 55.90 +0.79 274 3,430 +13
Jul06 051028 55.75 56.40 55.40 56.40 +0.75 351 2,958 +50
Oct06 051028 57.00 57.00 57.00 57.00 +0.80 0 63 +0
Dec06 051028 56.75 57.85 56.75 57.85 +0.60 71 1,397 -28
Total Volume and Open Interest 26,742 118,784 -4,216
Lumber(CME)
Nov05 051028 304.4 306.9 301.0 304.9 +0.5 734 1,749 -90
Jan06 051028 310.3 315.0 310.2 311.1 -2.6 520 1,663 +146
Mar06 051028 324.1 325.0 322.4 323.0 -1.1 62 345 +12
May06 051028 327.0 328.8 327.0 328.8 +1.3 21 77 +5
Total Volume and Open Interest 1,337 3,869 +73
Crude Oil(NYM)
Dec05 051028 61.09 61.40 60.55 61.22 +0.13 99,579 251,390 -7,560
Jan06 051028 61.40 61.80 61.00 61.53 +0.01 36,655 105,968 +1,505
Feb06 051028 61.60 61.95 61.35 61.82 -0.03 12,741 47,095 +2,909
Mar06 051028 62.10 62.10 61.50 62.01 -0.05 4,709 32,352 +200
Apr06 051028 62.25 62.25 62.00 62.12 -0.05 3,121 15,359 -291
May06 051028 62.10 62.16 62.10 62.16 -0.06 2,212 12,873 -215
Jun06 051028 62.15 62.17 61.70 62.17 -0.07 4,556 46,660 +69
Jul06 051028 62.18 62.18 62.18 62.18 -0.07 106 10,833 -5
Aug06 051028 62.16 62.16 62.16 62.16 -0.07 549 8,968 +128
Sep06 051028 61.95 62.13 61.95 62.13 -0.07 181 9,494 -7
Oct06 051028 62.09 62.09 62.09 62.09 -0.07 20 5,057 +0
Nov06 051028 61.60 61.98 61.60 61.98 -0.07 0 7,938 +0
Dec06 051028 61.70 62.00 61.55 61.87 -0.07 6,263 50,723 +326
Jan07 051028 61.68 61.68 61.68 61.68 -0.07 50 10,034 +0
Feb07 051028 61.53 61.53 61.53 61.53 -0.07 0 4,139 +0
Mar07 051028 61.39 61.39 61.39 61.39 -0.07 10 5,599 -10
Total Volume and Open Interest 175,160 815,121 -2,414
Heating Oil(NYM)
Nov05 051028 185.00 186.25 183.00 184.35 -1.04 12,411 12,760 -3,018
Dec05 051028 190.00 191.75 187.50 189.69 -0.44 20,024 62,156 -141
Jan06 051028 193.20 194.75 192.00 193.44 -0.04 6,382 33,236 +622
Feb06 051028 194.50 196.25 193.50 194.79 +0.31 1,556 18,984 +235
Mar06 051028 192.50 194.25 191.25 192.64 +0.51 675 15,022 +99
Apr06 051028 187.30 188.50 186.25 187.29 +0.66 376 6,614 +56
May06 051028 181.75 183.25 180.75 181.94 +0.76 145 4,497 -7
Jun06 051028 177.90 179.50 177.90 178.84 +0.91 398 5,916 +16
Jul06 051028 178.00 179.00 178.00 178.79 +1.01 73 4,034 +11
Aug06 051028 181.00 181.00 179.50 179.64 +1.06 32 2,198 +22
Sep06 051028 180.99 180.99 180.99 180.99 +1.11 27 1,402 +0
Oct06 051028 183.00 183.00 182.74 182.74 +1.11 1 456 +1
Total Volume and Open Interest 43,190 173,351 -2,602
Unleaded Gas(NYM)
Nov05 051028 159.00 162.70 158.50 162.42 +3.16 16,524 13,677 -4,633
Dec05 051028 162.50 167.00 162.30 166.56 +3.89 20,630 59,039 -126
Jan06 051028 166.50 170.00 166.05 169.46 +3.49 5,023 24,150 +230
Feb06 051028 169.00 171.21 168.70 171.21 +3.24 1,016 10,039 +13
Mar06 051028 171.25 172.26 171.25 172.26 +2.99 1,168 8,513 -97
Apr06 051028 179.10 182.11 179.10 182.11 +2.94 467 6,503 +121
May06 051028 179.90 182.86 179.90 182.86 +2.89 252 3,878 +167
Jun06 051028 180.25 183.11 180.25 183.11 +2.84 529 4,660 +176
Jul06 051028 181.30 182.76 181.30 182.76 +2.79 42 1,982 +38
Aug06 051028 181.71 181.71 181.71 181.71 +2.74 5 1,850 -4
Sep06 051028 179.76 179.76 179.76 179.76 +2.69 209 891 +140
Oct06 051028 170.66 170.66 170.66 170.66 +2.59 0 159 +0
Total Volume and Open Interest 45,677 135,361 -4,101
Natural Gas(NYM)
Dec05 051028 13.220 13.300 12.880 13.055 -0.629 25,371 80,747 +784
Jan06 051028 13.530 13.600 13.230 13.377 -0.627 8,459 68,707 -2,933
Feb06 051028 13.420 13.490 13.180 13.287 -0.597 1,564 28,308 -65
Mar06 051028 13.100 13.150 12.750 12.947 -0.557 4,888 48,931 -1,099
Apr06 051028 10.700 10.760 10.600 10.737 -0.117 5,930 31,282 -434
May06 051028 10.450 10.500 10.420 10.465 -0.094 1,514 23,885 -121
Jun06 051028 10.470 10.520 10.450 10.487 -0.090 692 10,433 -182
Jul06 051028 10.500 10.550 10.470 10.532 -0.087 605 14,708 +206
Aug06 051028 10.540 10.600 10.510 10.577 -0.087 379 17,052 -116
Sep06 051028 10.540 10.570 10.500 10.557 -0.082 65 12,439 +63
Oct06 051028 10.550 10.600 10.540 10.597 -0.077 2,032 23,431 -964
Nov06 051028 11.050 11.052 11.020 11.052 -0.072 601 10,425 +182
Dec06 051028 11.450 11.487 11.400 11.487 -0.072 127 11,526 -74
Jan07 051028 11.800 11.817 11.750 11.817 -0.067 583 12,324 -185
Feb07 051028 11.720 11.750 11.670 11.727 -0.067 47 5,259 -6
Mar07 051028 11.400 11.420 11.370 11.417 -0.067 376 11,640 +106
Total Volume and Open Interest 85,404 530,334 -21,369
Brent Crude Oil(ICE)
Dec05 051028 59.20 59.60 58.83 59.42 +0.28 62,495 92,400 +4,657
Jan06 051028 59.51 59.77 59.00 59.55 +0.10 28,342 95,448 -245
Feb06 051028 59.84 60.17 59.33 59.91 +0.03 9,189 25,603 -278
Mar06 051028 60.23 60.29 59.67 60.22 -0.01 3,709 13,929 +366
Apr06 051028 60.45 60.52 59.97 60.46 -0.01 2,618 7,105 +625
May06 051028 60.22 60.60 60.13 60.55 -0.02 1,486 6,122 +473
Jun06 051028 60.70 60.70 60.19 60.60 -0.03 1,720 29,511 +229
Jul06 051028 60.45 60.66 60.45 60.66 -0.03 200 3,985 +0
Aug06 051028 60.69 60.69 60.69 60.69 -0.05 0 819 +0
Sep06 051028 60.39 60.66 60.39 60.66 -0.06 1,000 6,014 +1,000
Oct06 051028 60.62 60.62 60.62 60.62 -0.08 0 2,527 +0
Nov06 051028 60.58 60.58 60.58 60.58 -0.10 0 772 -114
Dec06 051028 60.84 60.85 60.31 60.55 -0.09 2,929 30,428 +665
Jan07 051028 60.39 60.39 60.39 60.39 -0.10 0 4,280 +0
Total Volume and Open Interest 115,313 357,374 +7,653
Gas Oil(ICE)
Nov05 051028 576.00 580.00 567.75 568.50 -6.25 15,400 43,731 -1,167
Dec05 051028 580.25 584.25 573.25 574.00 -5.25 13,333 65,346 +2,575
Jan06 051028 584.75 587.50 577.00 577.50 -5.00 4,303 27,396 +26
Feb06 051028 587.25 587.25 577.50 578.00 -4.75 1,387 12,719 +565
Mar06 051028 581.00 581.00 574.50 575.25 -4.50 519 12,103 -67
Apr06 051028 571.00 571.00 571.00 571.00 -4.25 151 6,383 +150
May06 051028 567.00 567.00 567.00 567.00 -4.25 0 1,385 +0
Jun06 051028 569.25 569.25 564.00 564.25 -4.25 250 16,482 +100
Jul06 051028 565.00 565.25 565.00 565.25 -4.00 0 768 +0
Aug06 051028 566.00 566.00 566.00 566.00 -4.00 0 62 +0
Total Volume and Open Interest 36,033 213,702 +2,396
US Dollar Index(NYBOT)
Dec05 051028 88.96 89.55 88.82 89.46 +0.54 4,791 30,568 -1,125
Mar06 051028 88.75 89.19 88.75 89.19 +0.54 10 2,124 -1
Jun06 051028 88.80 88.93 88.80 88.93 +0.54 0 1 +0
Total Volume and Open Interest 4,801 32,694 -1,126
Australian Dollar(CME)
Dec05 051028 75.16 75.22 74.78 74.80 -0.82 2,188 60,261 +1,242
Mar06 051028 74.58 74.58 74.58 74.58 -0.82 1 20 +1
Jun06 051028 74.36 74.36 74.36 74.36 -0.82 0 17 +0
Total Volume and Open Interest 2,189 60,307 +1,243
British Pound(CME)
Dec05 051028 178.28 178.28 177.21 177.29 -1.01 2,823 69,924 -795
Mar06 051028 177.18 177.18 177.18 177.18 -1.01 0 293 +3
Jun06 051028 177.28 177.28 177.28 177.28 -1.01 0 4 +0
Total Volume and Open Interest 2,823 70,225 -792
Canadian Dollar(CME)
Dec05 051028 85.55 85.62 84.90 85.03 -0.54 5,094 103,394 -220
Mar06 051028 85.53 85.53 85.15 85.25 -0.54 21 1,779 +9
Jun06 051028 85.70 85.70 85.48 85.48 -0.54 17 410 +7
Sep06 051028 85.71 85.71 85.71 85.71 -0.54 0 88 +0
Total Volume and Open Interest 5,132 105,820 -204
Japanese Yen(CME)
Dec05 051028 87.17 87.36 86.95 86.96 -0.15 3,679 177,100 -2,144
Mar06 051028 88.15 88.15 87.84 87.84 -0.15 1 18,809 +3
Jun06 051028 88.98 88.98 88.84 88.84 -0.15 2 56 +1
Total Volume and Open Interest 3,682 195,990 -2,131
Swiss Franc(CME)
Dec05 051028 78.90 78.91 78.32 78.44 -0.46 2,699 64,347 -4,329
Mar06 051028 79.52 79.52 79.02 79.07 -0.46 6 138 +1
Jun06 051028 79.73 79.73 79.73 79.73 -0.46 0 17 +0
Total Volume and Open Interest 2,705 64,512 -4,328
EuroFX(CME)
Dec05 051028 121.73 121.79 120.82 120.95 -0.80 3,926 146,173 -422
Mar06 051028 122.26 122.30 121.52 121.55 -0.80 28 2,685 +14
Jun06 051028 122.26 122.26 122.26 122.26 -0.80 0 764 +1
Total Volume and Open Interest 3,954 149,822 -407
Mexican Peso(CME)
Dec05 051028 9115.0 9175.0 9112.0 9170.0 +63.0 3,039 61,731 -1,212
Mar06 051028 9045.0 9072.0 9045.0 9072.0 +62.0 0 592 +0
Total Volume and Open Interest 3,039 62,826 -1,212
30-Year T-Bonds(CBOT)
Dec05 051028 111~28 112~04 111~11 111~26 unch 293,715 580,268 -460
Mar06 051028 111~20 111~25 111~05 111~17 unch 1,885 16,962 +929
Jun06 051028 111~11 111~11 111~11 111~11 unch 16 773 +1
Total Volume and Open Interest 295,616 598,004 +470
10-Year T-Notes(CBOT)
Dec05 051028 108~160 108~220 108~055 108~135 -0~015 813,283 1,704,569 +22,348
Mar06 051028 108~135 108~135 108~005 108~070 -0~015 2,869 34,703 +392
Total Volume and Open Interest 816,157 1,739,578 +22,740
5-Year T-Notes(CBOT)
Dec05 051028 106~000 106~025 105~235 105~280 -0~020 7,598 1,398,134 -2,433
Mar06 051028 105~270 105~270 105~215 105~215 -0~020 2,004 12,306 +627
Jun06 051028 105~135 105~135 105~135 105~135 -0~020      
Total Volume and Open Interest 9,602 1,410,440 -1,806
2 Year T-Notes(CBOT)
Dec05 051028 102~084 102~085 102~072 102~077 -0~003 2,563 355,877 -1,808
Total Volume and Open Interest 2,563 355,877 -1,808
Eurodollars(CME)
Dec05 051028 95.530 95.540 95.515 95.520 -0.015 30,557 1,148,663 -19,428
Mar06 051028 95.295 95.305 95.250 95.270 -0.020 36,295 1,144,970 +7,682
Jun06 051028 95.225 95.240 95.160 95.185 -0.025 27,632 1,279,139 -6,744
Sep06 051028 95.190 95.225 95.145 95.170 -0.020 421,804 910,769 +8,296
Dec06 051028 95.210 95.220 95.155 95.175 -0.020 25,098 857,828 -305
Mar07 051028 95.240 95.255 95.180 95.200 -0.020 25,656 728,086 +7,318
Jun07 051028 95.230 95.240 95.170 95.190 -0.025 22,900 544,566 -2,674
Sep07 051028 95.205 95.220 95.145 95.165 -0.025 22,807 340,620 +1,133
Dec07 051028 95.175 95.180 95.110 95.135 -0.020 9,875 269,807 -1,172
Mar08 051028 95.160 95.160 95.095 95.120 -0.020 12,961 236,510 -1,502
Jun08 051028 95.135 95.135 95.070 95.095 -0.020 8,530 233,205 -277
Sep08 051028 95.105 95.105 95.040 95.070 -0.015 10,693 219,657 +901
Dec08 051028 95.070 95.070 95.000 95.030 -0.015 3,728 144,489 -811
Mar09 051028 95.055 95.055 94.985 95.015 -0.015 4,693 129,227 -770
Jun09 051028 95.025 95.025 94.955 94.985 -0.015 3,568 110,185 +596
Sep09 051028 94.995 94.995 94.925 94.960 -0.010 18,778 101,729 -5,571
Dec09 051028 94.930 94.930 94.875 94.915 -0.010 2,246 77,756 +752
Mar10 051028 94.875 94.900 94.865 94.900 -0.010 2,075 48,988 +653
Total Volume and Open Interest 308,925 8,718,353 -37,031
3-Mth Euro-Yen(CME)
Dec05 051028 99.90 99.90 99.90 99.90 unch 0 6,732 +40
Mar06 051028 99.83 99.83 99.83 99.83 unch 419 7,956 +63
Jun06 051028 99.73 99.73 99.73 99.73 unch 265 6,723 +894
Sep06 051028 99.63 99.63 99.63 99.63 unch 16 3,651 -225
Dec06 051028 99.52 99.52 99.52 99.52 unch 6 7,438 +592
Mar07 051028 99.41 99.41 99.41 99.41 unch 0 1,536 -110
Jun07 051028 99.30 99.30 99.30 99.30 unch 0 2,104 +70
Sep07 051028 99.20 99.20 99.20 99.20 unch 0 510 +0
Dec07 051028 99.11 99.11 99.11 99.11 unch 0 38 +0
Mar08 051028 99.01 99.01 99.01 99.01 +0.01 0 53 +0
Total Volume and Open Interest 706 36,991 +1,324
3-Mth Euro-Yen(SIMEX)
Dec05 051028 99.91 99.91 99.90 99.90 unch 2,329 82,895 +295
Mar06 051028 99.83 99.83 99.82 99.82 unch 599 57,569 -855
Jun06 051028 99.73 99.74 99.73 99.73 unch 854 55,467 +212
Sep06 051028 99.64 99.64 99.62 99.63 +0.01 1,171 35,865 +32
Dec06 051028 99.53 99.54 99.52 99.52 unch 1,138 48,241 -11
Mar07 051028 99.42 99.42 99.41 99.41 +0.01 216 25,299 -635
Jun07 051028 99.32 99.32 99.31 99.31 unch 561 14,910 +99
Sep07 051028 99.21 99.21 99.21 99.21 unch 170 1,698 -136
Total Volume and Open Interest 7,118 349,903 -919
German Euro-Bund(EUREX)
Dec05 051028 120.43 120.63 120.17 120.28 -0.03 1,469,620 1,468,329 -67,228
Mar06 051028 120.66 120.84 120.50 120.51 -0.05 1,372 45,766 +3,288
Jun06 051028 119.83 119.83 119.83 119.83 -0.08 1,176 1 +0
Total Volume and Open Interest 1,472,168 1,514,096 -63,940
German Euro-Bobl(EUREX)
Dec05 051028 112.83 112.93 112.68 112.70 -0.07 792,125 1,010,161 -23,290
Mar06 051028 113.07 113.13 112.92 112.92 -0.08 10,251 10,699 +281
Jun06 051028 112.40 112.40 112.40 112.40 -0.07      
Total Volume and Open Interest 802,376 1,020,860 -23,009
Long Gilt(LIFFE)
Dec05 051028 111~26 112~13 111~25 112~04 +0~13 79,413 238,803 +4,307
Mar06 051028 112~14 112~14 112~14 112~14 +0~12 0 5 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051028 95.42 95.43 95.41 95.42 unch 35,203 286,190 +1,582
Mar06 051028 95.45 95.49 95.44 95.45 -0.01 96,611 416,543 -2,349
Jun06 051028 95.44 95.49 95.42 95.44 -0.02 118,187 303,592 -12,240
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051028 97.625 97.640 97.605 97.630 +0.005 242,409 742,970 +1,033
Mar06 051028 97.460 97.485 97.430 97.460 -0.005 292,713 709,533 -25,433
Jun06 051028 97.320 97.350 97.290 97.320 -0.015 263,087 501,002 -33,438
Total Volume and Open Interest 1,208,248 3,493,867 -54,340
3-Mth Aus T-Bills(SFE)
Dec05 051028 94.35 94.36 94.35 94.36 +0.01 9,142 126,461 -3,364
Mar06 051028 94.32 94.34 94.31 94.34 +0.05 51,160 266,936 -10,422
Jun06 051028 94.30 94.33 94.30 94.33 +0.06 12,705 97,033 -5,645
Sep06 051028 94.28 94.31 94.28 94.31 +0.06 4,876 39,115 +753
Dec06 051028 94.27 94.28 94.27 94.28 +0.05 838 34,108 +112
Mar07 051028 94.23 94.24 94.23 94.24 +0.05 932 19,617 +92
Jun07 051028 94.19 94.20 94.19 94.20 +0.04 788 36,100 +329
Sep07 051028 94.16 94.17 94.16 94.17 +0.04 153 8,915 -47
Dec07 051028 94.15 94.15 94.14 94.14 +0.03 120 4,251 +120
Mar08 051028 94.15 94.16 94.15 94.16 +0.05 0 1,575 +0
Total Volume and Open Interest 80,714 636,191 -18,072
10-Year Aus T-Bonds(SFE)
Dec05 051028 94.56 94.56 94.54 94.56 +0.04 26,933 306,552 -17,004
Mar06 051028 94.56 94.56 94.56 94.56 +0.04      
Total Volume and Open Interest 26,933 306,552 -17,004
3-Year Aus T-Bonds(SFE)
Dec05 051028 94.66 94.66 94.63 94.66 +0.05 89,233 398,130 -14,298
Mar06 051028 94.66 94.66 94.66 94.66 +0.05      
Total Volume and Open Interest 89,233 398,130 -14,298
Gold(CMX)
Dec05 051028 474.5 475.4 471.2 474.8 -0.8 52,349 274,546 +1,420
Feb06 051028 478.0 479.2 475.0 478.6 -0.8 2,433 20,141 +796
Apr06 051028 480.3 482.7 480.3 482.5 -0.8 223 6,238 -76
Jun06 051028 486.0 486.4 483.5 486.4 -0.8 408 10,821 +42
Aug06 051028 490.3 490.3 490.3 490.3 -0.8 0 2,164 +0
Oct06 051028 494.3 494.3 494.3 494.3 -0.8 100 4,678 +0
Dec06 051028 498.5 499.1 498.0 498.3 -0.8 294 6,569 +80
Feb07 051028 502.3 502.3 502.3 502.3 -0.8 0 5,284 +0
Apr07 051028 506.3 506.3 506.3 506.3 -0.8 0 1,325 +0
Jun07 051028 510.3 510.3 510.3 510.3 -0.8 0 5,431 +0
Aug07 051028 514.2 514.2 514.2 514.2 -0.8      
Total Volume and Open Interest 55,872 346,741 +2,222
Silver(CMX)
Dec05 051028 782.5 786.0 772.0 782.0 -2.0 14,300 104,093 +322
Mar06 051028 789.0 791.0 781.0 789.8 -1.9 991 12,820 +644
May06 051028 786.5 792.8 786.5 792.8 -1.8 3 2,258 +0
Jul06 051028 790.0 795.5 786.0 795.5 -1.7 4 6,685 +2
Sep06 051028 797.9 797.9 797.9 797.9 -1.6 40 2,951 +2
Dec06 051028 803.0 803.0 791.0 800.5 -1.6 144 8,947 +99
Mar07 051028 802.4 802.4 802.4 802.4 -1.4 0 50 +0
Total Volume and Open Interest 15,511 141,760 +1,075
Platinum(NYM)
Jan06 051028 945.0 949.0 941.0 941.8 -2.1 998 12,870 +274
Apr06 051028 941.8 941.8 941.8 941.8 -2.1 3 187 -1
Total Volume and Open Interest 1,001 13,057 +235
Palladium(NYME)
Dec05 051028 228.00 231.50 225.50 230.30 +1.35 910 13,067 -55
Mar06 051028 230.00 234.00 229.50 232.55 +1.60 93 1,244 +22
Jun06 051028 234.55 234.55 234.55 234.55 +1.60 0 7 +0
Total Volume and Open Interest 1,003 14,322 -33
Copper(CMX)
Dec05 051028 177.50 182.00 177.20 182.00 +1.60 8,951 70,487 -559
Mar06 051028 171.40 175.50 171.00 175.50 +1.70 2,006 15,824 +100
May06 051028 167.80 169.80 167.80 169.75 +1.95 1,099 3,855 -637
Jul06 051028 163.60 164.05 163.60 164.05 +1.95 1,393 2,491 +675
Sep06 051028 153.90 157.85 153.90 157.85 +1.95 36 1,579 +20
Total Volume and Open Interest 15,436 103,832 -287
Aluminum(CMX)
Nov05 051028 90.00 90.00 90.00 90.00 -0.50 37 473 -28
Dec05 051028 90.50 90.50 90.50 90.50 -0.50 35 1,693 -1
Jan06 051028 90.60 90.60 90.60 90.60 -0.80 0 96 +0
Feb06 051028 90.20 90.20 90.20 90.20 -0.80 0 70 +0
Mar06 051028 89.90 89.90 89.90 89.90 -0.80 0 70 +0
Apr06 051028 89.50 89.50 89.50 89.50 -0.80 0 50 +0
Total Volume and Open Interest 74 2,609 -28
DJIA Index(CBOT)
Dec05 051028 10272 10415 10265 10405 +153 4,293 37,920 +260
Mar06 051028 10370 10450 10370 10449 +153 57 99 +41
Jun06 051028 10492 10492 10492 10492 +153      
Total Volume and Open Interest 4,350 38,022 +301
S & P 500(CME)
Dec05 051028 1186.00 1201.20 1183.20 1199.70 +17.20 28,659 644,375 +3,221
Mar06 051028 1195.80 1207.50 1195.80 1207.00 +17.30 95 8,283 -19
Jun06 051028 1215.50 1215.50 1215.50 1215.50 +17.40 40 934 +20
Sep06 051028 1224.00 1224.00 1224.00 1224.00 +17.90 0 542 +0
Total Volume and Open Interest 28,794 654,174 +3,222
S & P 500 E-Mini(Globex)
Dec05 051028 1181.50 1201.25 1179.50 1199.75 +17.25 955,560 1,144,591 +42,188
Mar06 051028 1188.00 1208.25 1187.50 1207.00 +17.25 507 3,134 +143
Total Volume and Open Interest 956,067 1,147,725 +42,331
NASDAQ 100(CME)
Dec05 051028 1556.00 1565.00 1545.00 1560.50 +5.50 6,613 63,185 +694
Mar06 051028 1575.50 1575.50 1575.50 1575.50 +5.50 0 38 +0
Jun06 051028 1588.50 1588.50 1588.50 1588.50 +5.50 0 17 +0
Total Volume and Open Interest 6,613 63,240 +694
NASDAQ 100 E-Mini(Globex)
Dec05 051028 1548.50 1565.00 1545.50 1560.50 +5.50 328,843 406,008 +11,572
Mar06 051028 1570.00 1579.00 1564.50 1575.50 +5.50 9 375 -3
Total Volume and Open Interest 328,852 406,383 +11,569
S & P Midcap 400(CME)
Dec05 051028 683.50 691.80 680.00 690.40 +8.40 89 13,068 +130
Mar06 051028 693.40 693.40 693.40 693.40 +8.40      
Jun06 051028 696.40 696.40 696.40 696.40 +8.40      
Total Volume and Open Interest 198 13,087 +19
Russell 2000(CME)
Dec05 051028 629.50 638.00 625.50 635.30 +8.10 910 35,702 +309
Mar06 051028 639.80 639.80 639.80 639.80 +8.10 0 37 +0
Jun06 051028 642.80 642.80 642.80 642.80 +8.10      
Total Volume and Open Interest 910 35,739 +309
Russell 2000 E-Mini(Globex)
Dec05 051028 626.40 637.70 625.10 635.30 +8.10 135,809 291,325 +6,495
Mar06 051028 633.80 640.80 630.20 639.80 +8.10 18 1,319 +11
Total Volume and Open Interest 135,827 292,644 +6,506
Value Line(KCBT)
Dec05 051028 1783.50 1801.00 1775.00 1798.00 +22.50 25 126 +13
Total Volume and Open Interest 25 126 +13
Nikkei 225(CME)
Dec05 051028 13270 13375 13250 13305 -110 53,154 218,225 -3,818
Mar06 051028 13345 13355 13250 13340 -70 41 133 +10
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051028 13270 13375 13250 13305 -110 53,154 218,225 -3,818
Mar06 051028 13345 13355 13250 13340 -70 41 133 +10
Jun06 051028 13275 13275 13275 13275 -70      
Total Volume and Open Interest 53,197 218,911 -3,809
CAC 40(MATIF)
Oct05 051021 4366.0 4393.5 4350.5 4365.7 -24.8 292,334 561,303 +1,762
Nov05 051028 4329.5 4358.0 4292.0 4331.5 -9.0 87,388 364,520 +11,779
Dec05 051028 4326.0 4350.0 4294.0 4329.0 -8.5 1,819 108,975 +354
Total Volume and Open Interest 89,217 477,675 +12,133
Hang Seng Index(HKFE)
Oct05 051028 14315 14318 14198 14225 -147 54,466 56,562 -31,546
Nov05 051028 14300 14300 14140 14143 -199 45,184 57,112 +33,781
Dec05 051028 14330 14330 14184 14185 -189 259 2,641 +44
Total Volume and Open Interest 99,987 116,902 +2,389
DAX Index(EUREX)
Dec05 051028 4814.5 4872.5 4777.0 4869.5 +36.5 188,670 211,504 +6,467
Mar06 051028 4845.0 4898.0 4807.0 4898.0 +36.5 685 11,157 +230
Jun06 051028 4870.0 4930.0 4838.5 4930.0 +37.0 403 2,086 +144
Total Volume and Open Interest 189,758 224,747 +6,841
FT-SE 100(LIFFE)
Dec05 051028 5180.50 5244.00 5161.50 5220.50 +26.50 86,135 450,830 +4,670
Mar06 051028 5196.50 5226.50 5196.50 5226.50 +26.50 5 23,657 +0
Jun06 051028 5233.00 5233.00 5233.00 5233.00 +26.50 500 14,029 +249
Total Volume and Open Interest 86,640 488,516 +4,919
SPI 200(SFE)
Dec05 051028 4392.0 4404.0 4376.0 4383.0 -45.0 14,935 196,820 -1,483
Mar06 051028 4392.0 4397.0 4382.0 4382.0 -45.0 16 5,151 +12
Jun06 051028 4415.0 4415.0 4405.0 4405.0 -45.0 11 3,251 -3
Total Volume and Open Interest 14,962 207,883 -1,474
GSCI(CME)
Nov05 051028 434.30 436.90 431.70 435.50 -1.75 186 17,795 +74
Dec05 051028 442.00 442.00 442.00 442.00 -1.50      
Jan06 051028 441.75 441.75 441.75 441.75 -3.25      
Total Volume and Open Interest 186 17,795 +74
Reuters CRB Index(NYBOT)
Nov05 051028 331.75 332.40 331.25 331.50 -1.00 11 364 -1
Jan06 051028 331.25 332.25 331.25 332.25 +0.50 6 457 +1
Feb06 051028 332.25 332.25 332.25 332.25 +2.50 0 6 +0
Total Volume and Open Interest 17 1,035 +0
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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