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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 31, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051031 563.00 566.00 562.50 564.75 -0.25 31,774 20,102 -13,569
Jan06 051031 575.00 577.25 573.00 576.00 -1.50 52,947 155,033 +8,028
Mar06 051031 582.00 585.25 582.00 584.25 -1.75 7,055 36,101 +700
May06 051031 591.00 592.00 589.00 589.50 -3.00 2,854 22,595 +494
Jul06 051031 595.00 597.00 594.50 595.50 -3.00 3,283 25,139 +752
Aug06 051031 597.50 597.50 595.50 595.50 -2.50 202 1,645 +54
Sep06 051031 598.00 598.00 596.75 596.75 -1.25 51 904 -5
Total Volume and Open Interest 98,950 275,726 -3,477
Soybean Meal(CBOT)
Dec05 051031 168.50 170.20 168.00 169.70 +0.90 10,814 60,768 +432
Jan06 051031 170.20 171.70 170.00 171.50 +0.80 4,356 17,695 +1,090
Mar06 051031 173.50 175.00 173.20 174.60 +0.90 2,224 17,930 +561
May06 051031 176.20 177.00 176.10 176.80 +0.40 1,179 17,010 +549
Jul06 051031 178.70 179.70 178.50 178.90 -0.10 2,097 15,020 +233
Aug06 051031 180.20 181.00 180.00 180.10 -0.30 150 3,870 +83
Sep06 051031 181.30 181.80 181.00 181.00 unch 118 3,822 +57
Oct06 051031 181.00 181.80 181.00 181.30 -0.20 55 1,942 +41
Total Volume and Open Interest 21,176 141,926 +3,159
Soybean Oil(CBOT)
Dec05 051031 23.18 23.20 22.85 22.86 -0.47 13,065 62,279 +216
Jan06 051031 23.42 23.42 23.11 23.13 -0.41 4,711 52,810 +649
Mar06 051031 23.58 23.62 23.30 23.36 -0.37 1,692 14,022 +486
May06 051031 23.75 23.77 23.53 23.53 -0.36 1,560 14,070 +316
Jul06 051031 23.92 23.92 23.61 23.66 -0.39 875 16,081 -47
Aug06 051031 24.02 24.02 23.70 23.70 -0.40 2 1,627 +1
Sep06 051031 24.11 24.11 23.72 23.72 -0.42 101 1,900 +29
Oct06 051031 23.73 23.73 23.73 23.73 -0.42 1 996 +0
Total Volume and Open Interest 23,008 171,420 +1,777
Canola(WCE)
Nov05 051031 248.0 248.0 244.1 245.1 -2.1 4,414 2,228 -1,064
Jan06 051031 255.5 256.0 254.1 254.6 -1.6 6,151 43,948 -677
Mar06 051031 265.4 265.4 263.0 263.6 -0.7 1,314 6,421 -36
May06 051031 270.0 270.8 269.2 269.2 -2.1 18 1,570 +2
Jul06 051031 279.1 279.1 275.2 278.9 -1.1 84 1,745 -6
Total Volume and Open Interest 12,040 60,810 -1,754
Corn(CBOT)
Dec05 051031 196.75 197.00 196.00 196.25 -0.75 28,621 452,924 -17,390
Mar06 051031 210.25 210.50 210.00 210.25 -0.25 13,566 224,314 +4,128
May06 051031 218.75 219.25 218.25 218.75 -0.50 2,125 43,313 +470
Jul06 051031 226.25 226.75 225.50 225.75 -1.00 5,425 67,002 +1,787
Sep06 051031 233.75 234.00 233.00 233.00 -1.00 554 8,289 +73
Dec06 051031 243.50 243.75 243.00 243.25 -0.75 1,878 43,460 +559
Total Volume and Open Interest 52,342 847,658 -10,333
Wheat(CBOT)
Dec05 051031 318.00 319.50 316.00 317.00 -0.75 33,619 199,235 +906
Mar06 051031 332.50 334.50 331.00 332.75 -0.25 12,975 57,574 +1,905
May06 051031 341.50 342.50 339.75 341.00 -0.25 246 3,338 +33
Jul06 051031 348.00 349.50 347.00 348.75 unch 3,412 34,509 +699
Sep06 051031 355.50 357.00 355.00 356.50 unch 65 2,134 +45
Total Volume and Open Interest 50,943 304,089 +3,867
Wheat(KCBT)
Dec05 051031 373.00 374.00 368.00 371.25 -4.75 11,482 63,621 -1,163
Mar06 051031 375.50 376.50 371.50 375.00 -3.75 6,571 34,737 +277
May06 051031 369.00 370.50 366.00 366.00 -4.50 507 3,838 +56
Jul06 051031 363.50 363.50 359.25 361.00 -3.75 3,749 20,857 +954
Sep06 051031 367.00 367.00 364.50 365.00 -3.00 219 1,087 +12
Total Volume and Open Interest 22,630 125,015 +236
Wheat(MGE)
Dec05 051031 374.50 374.50 369.00 372.50 -2.75 2,629 14,007 -1
Mar06 051031 379.50 379.50 373.50 377.50 -3.00 1,132 13,445 -15
May06 051031 380.00 380.00 373.00 374.00 -4.25 146 2,247 +59
Jul06 051031 377.00 378.00 373.00 375.50 -3.50 482 5,152 +144
Sep06 051031 375.00 375.00 371.00 371.75 -2.25 261 697 +110
Total Volume and Open Interest 4,704 36,359 +269
Oats(CBOT)
Dec05 051031 162.25 162.75 158.50 158.75 -4.00 412 6,046 -52
Mar06 051031 170.75 171.00 167.00 167.50 -3.00 197 809 +77
May06 051031 174.00 174.00 171.00 171.00 -3.75 0 78 +0
Jul06 051031 176.50 176.50 176.50 176.50 -4.50 0 1 +0
Total Volume and Open Interest 609 6,942 +25
Rough Rice(CBOT)
Nov05 051031 7.11 7.15 7.08 7.12 +0.02 1,163 962 -310
Jan06 051031 7.37 7.45 7.36 7.39 +0.03 1,247 5,123 +587
Mar06 051031 7.63 7.64 7.59 7.63 +0.03 155 1,626 +69
May06 051031 7.85 7.85 7.85 7.85 +0.03 0 205 +0
Total Volume and Open Interest 2,575 7,937 +355
Live Cattle(CME)
Oct05 051031 89.400 89.900 88.000 88.500 -0.500 1,016 541 -659
Dec05 051031 91.600 92.450 90.850 90.925 -0.375 10,081 95,477 +215
Feb06 051031 94.475 95.100 93.825 94.350 -0.025 6,308 44,953 +1,588
Apr06 051031 91.500 91.850 90.900 91.075 -0.250 1,601 15,683 +602
Jun06 051031 85.600 85.850 85.300 85.650 -0.075 672 7,678 +426
Aug06 051031 85.000 85.200 84.675 84.875 -0.275 134 2,876 +82
Total Volume and Open Interest 19,860 167,806 +2,303
Feeder Cattle(CME)
Nov05 051031 115.600 116.350 115.600 115.850 +0.500 1,476 9,023 -326
Jan06 051031 113.900 114.750 113.500 113.875 +0.350 1,408 14,163 +401
Mar06 051031 110.850 111.450 110.300 110.600 unch 539 1,744 +217
Apr06 051031 109.250 109.750 109.050 109.050 -0.100 100 801 +80
May06 051031 108.350 109.000 108.200 108.400 +0.100 84 780 +25
Aug06 051031 108.950 109.250 108.950 109.050 +0.100 29 318 +24
Sep06 051031 108.000 108.000 108.000 108.000 +1.000 5 8 +5
Total Volume and Open Interest 3,641 26,837 -1,286
Lean Hogs(CME)
Dec05 051031 60.950 62.200 60.950 61.675 +0.725 8,037 66,916 +209
Feb06 051031 64.800 66.000 64.750 65.900 +1.050 4,618 27,818 +246
Apr06 051031 65.200 65.800 65.100 65.675 +0.750 986 10,183 -137
May06 051031 66.400 67.500 66.350 67.125 +1.125 93 1,951 -20
Jun06 051031 68.900 69.700 68.775 69.600 +0.725 617 4,032 +32
Jul06 051031 65.750 66.250 65.750 66.150 +0.650 222 1,596 +96
Aug06 051031 62.150 62.500 62.150 62.300 +0.700 101 789 +28
Oct06 051031 56.000 56.200 56.000 56.150 +0.450 141 510 +23
Total Volume and Open Interest 14,843 113,898 +498
Pork Bellies(CME)
Feb06 051031 90.600 90.600 88.550 89.025 -0.575 288 1,222 -18
Mar06 051031 89.900 89.900 88.500 88.500 -0.700 6 99 +2
May06 051031 92.300 92.300 91.000 91.000 -0.900 4 35 +1
Jul06 051031 93.500 93.500 93.500 93.500 unch 3 22 +3
Aug06 051031 93.500 93.500 93.500 93.500 unch 0 26 +0
Total Volume and Open Interest 301 1,404 -12
Class III Milk(CME)
Oct05 051031 14.39 14.39 14.39 14.39 unch 61 2,548 +1
Nov05 051031 13.50 13.55 13.45 13.52 -0.05 166 2,264 -30
Dec05 051031 13.30 13.34 13.26 13.26 -0.10 105 2,147 +48
Jan06 051031 12.95 12.95 12.90 12.92 -0.03 85 1,624 +49
Feb06 051031 12.59 12.60 12.56 12.56 -0.04 48 1,326 +10
Total Volume and Open Interest 937 20,541 +396
Cocoa(NYBOT)
Dec05 051031 1367 1372 1349 1351 -31 8,801 57,993 +861
Mar06 051031 1410 1410 1390 1392 -30 3,470 35,811 +1,413
May06 051031 1422 1422 1412 1412 -28 947 11,075 +690
Jul06 051031 1446 1446 1432 1432 -28 22 9,209 +0
Sep06 051031 1470 1470 1452 1452 -28 628 10,689 +304
Dec06 051031 1500 1500 1478 1479 -27 0 9,102 +0
Mar07 051031 1505 1505 1505 1505 -27 481 9,320 -283
Total Volume and Open Interest 14,349 143,992 +2,985
Coffee "C"(NYBOT)
Dec05 051031 98.00 98.00 96.40 96.65 -1.70 8,719 48,813 -452
Mar06 051031 101.00 101.00 99.90 100.20 -1.50 4,036 24,518 +1,029
May06 051031 102.75 102.75 102.00 102.10 -1.45 521 5,456 +50
Jul06 051031 104.50 105.00 103.70 103.70 -1.40 65 3,300 +23
Sep06 051031 106.00 106.00 105.00 105.00 -1.40 174 1,356 +6
Dec06 051031 108.00 108.00 106.90 107.50 -1.35 7 1,173 +0
Total Volume and Open Interest 13,553 85,590 +644
Orange Juice(NYBOT)
Nov05 051031 116.80 117.00 115.70 116.70 +0.30 981 2,480 -886
Jan06 051031 119.25 119.90 118.20 119.50 +0.70 2,720 22,751 +1,240
Mar06 051031 120.55 121.40 119.95 121.40 +0.90 399 5,842 +343
May06 051031 120.50 122.30 120.50 122.30 +1.30 258 1,330 +188
Jul06 051031 123.30 123.30 123.30 123.30 +1.60 6 453 -4
Total Volume and Open Interest 4,364 32,931 +881
Sugar #11(NYBOT)
Mar06 051031 11.52 11.53 11.31 11.33 -0.28 24,035 312,749 -338
May06 051031 11.47 11.48 11.31 11.31 -0.23 9,178 57,064 -262
Jul06 051031 11.26 11.28 11.13 11.13 -0.19 6,284 38,176 +1,498
Oct06 051031 11.21 11.22 11.11 11.11 -0.17 1,094 24,456 +278
Mar07 051031 11.28 11.28 11.16 11.16 -0.19 213 25,419 +75
Total Volume and Open Interest 41,082 474,225 +1,401
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051031 22.25 22.25 22.20 22.20 -0.05 266 3,156 +237
Mar06 051031 21.77 21.77 21.76 21.76 -0.04 202 3,142 +264
May06 051031 21.80 21.80 21.80 21.80 -0.05 27 2,780 +25
Jul06 051031 21.85 21.86 21.85 21.86 -0.05 26 2,989 +26
Total Volume and Open Interest 541 13,804 +563
London Cocoa(LCE)
Dec05 051031 825 825 807 808 -17 3,944 65,369 -922
Mar06 051031 844 844 829 830 -16 3,301 56,386 +537
May06 051031 855 855 841 841 -16 374 16,498 +300
Jul06 051031 862 862 855 855 -16 1,260 26,456 +1,106
Sep06 051031 882 882 867 867 -16 406 13,141 +89
Dec06 051031 886 886 878 878 -15 64 15,309 +64
Mar07 051031 898 898 890 890 -14 0 3,551 +0
Total Volume and Open Interest 9,349 196,838 +1,174
London Coffee(LCE)
Nov05 051031 920.00 927.00 903.00 907.00 -19.00 9,523 9,175 -6,308
Jan06 051031 940.00 946.00 919.00 925.00 -21.00 8,441 78,738 -27
Mar06 051031 964.00 964.00 940.00 942.00 -22.00 1,555 36,760 +402
May06 051031 965.00 965.00 955.00 956.00 -22.00 177 9,819 +85
Jul06 051031 970.00 977.00 970.00 971.00 -22.00 17 4,829 +13
Sep06 051031 991.00 991.00 985.00 985.00 -22.00 2 1,966 +1
Total Volume and Open Interest 19,716 141,559 -5,833
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 051031 287.50 287.50 279.20 282.50 -5.00 6,816 16,851 -1,000
Mar06 051031 297.30 297.30 288.00 290.50 -6.50 8,083 24,958 +4,159
May06 051031 304.00 306.00 299.60 302.00 -5.00 1,806 5,338 +467
Aug06 051031 315.00 315.50 310.50 312.90 -3.60 1,925 4,964 +1,543
Total Volume and Open Interest 19,667 61,780 +5,659
Cotton(NYBOT)
Dec05 051031 52.50 52.75 51.57 51.87 -0.65 13,751 76,721 -2,357
Mar06 051031 55.00 55.10 54.00 54.49 -0.50 6,324 32,676 +827
May06 051031 55.00 55.35 55.00 55.35 -0.55 618 3,619 +189
Jul06 051031 55.75 55.90 55.75 55.90 -0.50 212 2,948 -10
Oct06 051031 56.40 56.40 56.40 56.40 -0.60 0 63 +0
Dec06 051031 57.50 57.50 57.00 57.37 -0.48 65 1,429 +32
Total Volume and Open Interest 20,970 117,465 -1,319
Lumber(CME)
Nov05 051031 304.0 311.0 304.0 310.5 +5.6 567 1,729 -20
Jan06 051031 311.1 317.8 309.6 311.3 +0.2 311 1,708 +45
Mar06 051031 323.0 327.0 323.0 323.5 +0.5 20 342 -3
May06 051031 329.0 329.4 329.0 329.4 +0.6 3 77 +0
Total Volume and Open Interest 907 3,893 +24
Crude Oil(NYM)
Dec05 051031 60.45 60.50 59.27 59.76 -1.46 89,726 245,466 -5,924
Jan06 051031 60.80 60.90 59.90 60.39 -1.14 54,946 108,540 +2,572
Feb06 051031 61.10 61.10 60.40 60.77 -1.05 25,808 50,259 +3,164
Mar06 051031 61.30 61.32 60.75 61.00 -1.01 4,170 32,336 -16
Apr06 051031 61.35 61.40 61.04 61.16 -0.96 1,959 15,305 -54
May06 051031 61.22 61.22 61.22 61.22 -0.94 2,101 13,457 +584
Jun06 051031 61.35 61.40 60.90 61.25 -0.92 4,052 47,142 +482
Jul06 051031 61.35 61.35 61.27 61.27 -0.91 223 10,928 +95
Aug06 051031 60.90 61.27 60.90 61.27 -0.89 24 8,949 -19
Sep06 051031 61.50 61.50 61.10 61.26 -0.87 235 9,579 +85
Oct06 051031 61.40 61.40 61.24 61.24 -0.85 0 5,057 +0
Nov06 051031 61.16 61.16 61.16 61.16 -0.82 50 7,913 -25
Dec06 051031 61.20 61.40 60.55 61.07 -0.80 3,560 49,907 -816
Jan07 051031 60.90 60.90 60.90 60.90 -0.78 150 10,134 +100
Feb07 051031 60.77 60.77 60.77 60.77 -0.76 0 4,139 +0
Mar07 051031 60.65 60.65 60.65 60.65 -0.74 0 5,599 +0
Total Volume and Open Interest 188,904 815,018 -103
Heating Oil(NYM)
Nov05 051031 180.25 181.00 175.50 176.98 -7.37 16,443 7,099 -5,661
Dec05 051031 186.00 186.00 181.50 182.39 -7.30 21,744 62,583 +427
Jan06 051031 189.50 189.75 186.00 186.99 -6.45 4,990 34,060 +824
Feb06 051031 191.00 191.00 188.00 188.89 -5.90 2,150 19,105 +121
Mar06 051031 189.80 189.80 186.75 187.09 -5.55 746 15,118 +96
Apr06 051031 183.40 184.50 182.00 182.29 -5.00 767 6,931 +317
May06 051031 179.00 179.00 177.25 177.39 -4.55 389 4,493 -4
Jun06 051031 174.80 176.25 174.59 174.59 -4.25 869 5,721 -195
Jul06 051031 174.10 176.25 174.10 174.64 -4.15 201 4,053 +19
Aug06 051031 176.25 177.20 175.54 175.54 -4.10 207 2,172 -26
Sep06 051031 177.75 178.00 176.89 176.89 -4.10 0 1,402 +0
Oct06 051031 179.50 180.25 178.64 178.64 -4.10 311 730 +274
Total Volume and Open Interest 50,402 170,340 -3,011
Unleaded Gas(NYM)
Nov05 051031 160.50 160.50 150.50 152.61 -9.81 18,214 6,523 -7,154
Dec05 051031 164.25 164.50 158.00 159.01 -7.55 19,216 59,839 +800
Jan06 051031 167.00 167.00 162.00 162.61 -6.85 4,395 24,374 +224
Feb06 051031 167.50 167.50 164.66 164.66 -6.55 689 10,036 -3
Mar06 051031 169.30 169.50 165.96 165.96 -6.30 489 8,742 +229
Apr06 051031 177.00 177.00 175.96 175.96 -6.15 317 6,499 -4
May06 051031 179.00 179.00 176.80 176.81 -6.05 161 3,884 +6
Jun06 051031 180.50 180.50 177.16 177.16 -5.95 150 4,628 -32
Jul06 051031 180.50 180.50 176.91 176.91 -5.85 1 1,983 +1
Aug06 051031 176.01 176.01 176.01 176.01 -5.70 46 1,895 +45
Sep06 051031 174.16 174.16 174.16 174.16 -5.60 1 890 -1
Oct06 051031 165.16 165.16 165.16 165.16 -5.50 0 159 +0
Total Volume and Open Interest 43,680 129,473 -5,888
Natural Gas(NYM)
Dec05 051031 12.450 12.470 12.140 12.205 -0.850 27,025 76,803 -3,944
Jan06 051031 12.850 12.850 12.550 12.641 -0.736 10,469 68,526 -181
Feb06 051031 12.800 12.800 12.560 12.611 -0.676 1,847 28,309 +1
Mar06 051031 12.520 12.520 12.280 12.336 -0.611 8,887 47,755 -1,176
Apr06 051031 10.530 10.550 10.400 10.466 -0.271 5,455 31,375 +93
May06 051031 10.280 10.280 10.200 10.226 -0.239 1,766 24,094 +209
Jun06 051031 10.250 10.320 10.240 10.256 -0.231 256 10,495 +62
Jul06 051031 10.350 10.360 10.300 10.304 -0.228 966 14,826 +118
Aug06 051031 10.320 10.380 10.320 10.349 -0.228 1,226 17,340 +288
Sep06 051031 10.370 10.380 10.320 10.331 -0.226 1,066 12,852 +413
Oct06 051031 10.500 10.500 10.350 10.376 -0.221 2,113 23,450 +19
Nov06 051031 10.920 10.920 10.790 10.836 -0.216 128 10,410 -15
Dec06 051031 11.200 11.400 11.200 11.276 -0.211 371 11,590 +64
Jan07 051031 11.700 11.700 11.600 11.616 -0.201 20 12,424 +100
Feb07 051031 11.610 11.610 11.531 11.531 -0.196 274 5,394 +135
Mar07 051031 11.310 11.310 11.200 11.221 -0.196 1,132 11,425 -215
Total Volume and Open Interest 65,348 525,526 -4,808
Brent Crude Oil(ICE)
Dec05 051031 59.24 59.45 57.69 58.10 -1.32 50,565 71,279 -21,121
Jan06 051031 59.30 59.35 57.97 58.39 -1.16 32,717 96,932 +1,484
Feb06 051031 59.51 59.60 58.39 58.81 -1.10 16,764 25,582 -21
Mar06 051031 59.86 59.86 58.83 59.15 -1.07 5,647 14,577 +648
Apr06 051031 60.18 60.18 59.01 59.41 -1.05 2,730 7,253 +148
May06 051031 59.96 59.97 59.15 59.53 -1.02 1,324 5,712 -410
Jun06 051031 59.88 60.18 59.29 59.59 -1.01 2,328 28,923 -588
Jul06 051031 60.19 60.19 59.42 59.66 -1.00 300 3,985 +0
Aug06 051031 59.70 59.70 59.70 59.70 -0.99 0 819 +0
Sep06 051031 60.06 60.06 59.74 59.74 -0.92 193 6,207 +193
Oct06 051031 59.71 59.71 59.71 59.71 -0.91 0 2,527 +0
Nov06 051031 59.68 59.68 59.68 59.68 -0.90 0 772 +0
Dec06 051031 60.11 60.27 59.37 59.65 -0.90 4,405 31,315 +887
Jan07 051031 59.51 59.51 59.51 59.51 -0.88 0 4,280 +0
Total Volume and Open Interest 117,073 338,544 -18,830
Gas Oil(ICE)
Nov05 051031 569.00 569.00 550.00 552.00 -16.50 14,582 43,174 -557
Dec05 051031 576.00 576.00 556.50 558.25 -15.75 15,058 64,285 -1,061
Jan06 051031 578.75 578.75 562.00 563.50 -14.00 4,516 27,753 +357
Feb06 051031 578.00 578.00 565.25 565.75 -12.25 1,318 13,432 +713
Mar06 051031 570.25 572.75 563.00 563.50 -11.75 617 12,359 +256
Apr06 051031 568.75 568.75 560.00 560.00 -11.00 0 6,383 +0
May06 051031 561.25 561.25 556.50 556.50 -10.50 0 1,385 +0
Jun06 051031 562.50 562.50 553.00 554.50 -9.75 850 17,132 +650
Jul06 051031 555.50 555.50 555.50 555.50 -9.75 100 868 +100
Aug06 051031 556.50 556.50 556.50 556.50 -9.50 100 157 +95
Total Volume and Open Interest 37,641 214,468 +766
US Dollar Index(NYBOT)
Dec05 051031 89.42 90.05 89.26 89.93 +0.47 6,590 30,403 -165
Mar06 051031 89.20 89.78 89.20 89.66 +0.47 36 2,109 -15
Jun06 051031 89.40 89.40 89.40 89.40 +0.47 1 2 +1
Total Volume and Open Interest 6,627 32,515 -179
Australian Dollar(CME)
Dec05 051031 74.81 74.83 74.50 74.67 -0.13 3,551 60,303 +42
Mar06 051031 74.45 74.45 74.45 74.45 -0.13 0 20 +0
Jun06 051031 74.23 74.23 74.23 74.23 -0.13 0 17 +0
Total Volume and Open Interest 3,551 60,349 +42
British Pound(CME)
Dec05 051031 177.60 177.61 176.64 176.93 -0.36 2,227 67,850 -2,074
Mar06 051031 177.60 177.60 176.83 176.83 -0.35 0 290 -3
Jun06 051031 176.93 176.93 176.93 176.93 -0.35 0 4 +0
Total Volume and Open Interest 2,227 68,148 -2,077
Canadian Dollar(CME)
Dec05 051031 85.04 85.23 84.60 84.69 -0.34 3,285 102,194 -1,200
Mar06 051031 85.40 85.40 84.89 84.91 -0.34 68 1,821 +42
Jun06 051031 85.32 85.32 85.14 85.14 -0.34 5 416 +6
Sep06 051031 85.37 85.37 85.37 85.37 -0.34 0 88 +0
Total Volume and Open Interest 3,358 104,668 -1,152
Japanese Yen(CME)
Dec05 051031 86.57 86.62 86.35 86.42 -0.54 2,834 178,089 +989
Mar06 051031 87.55 87.55 87.30 87.30 -0.54 3 18,814 +5
Jun06 051031 88.30 88.30 88.30 88.30 -0.54 1 57 +1
Total Volume and Open Interest 2,838 196,985 +995
Swiss Franc(CME)
Dec05 051031 78.09 78.10 77.70 77.96 -0.48 1,371 65,975 +1,628
Mar06 051031 78.51 78.59 78.51 78.59 -0.48 5 139 +1
Jun06 051031 79.25 79.25 79.25 79.25 -0.48 0 17 +0
Total Volume and Open Interest 1,376 66,141 +1,629
EuroFX(CME)
Dec05 051031 120.52 120.52 120.00 120.23 -0.72 3,437 138,599 -7,574
Mar06 051031 121.07 121.07 120.73 120.82 -0.73 28 2,677 -8
Jun06 051031 121.52 121.52 121.52 121.52 -0.74 0 764 +0
Total Volume and Open Interest 3,465 142,240 -7,582
Mexican Peso(CME)
Dec05 051031 9177.0 9225.0 9170.0 9202.0 +32.0 21,333 64,060 +2,329
Mar06 051031 9110.0 9112.0 9105.0 9105.0 +33.0 50 542 -50
Total Volume and Open Interest 21,413 65,115 +2,289
30-Year T-Bonds(CBOT)
Dec05 051031 111~22 112~08 111~17 111~31 +0~05 308,268 588,148 +7,880
Mar06 051031 111~10 111~30 111~10 111~22 +0~05 906 17,218 +256
Jun06 051031 111~16 111~16 111~16 111~16 +0~05 0 773 +0
Total Volume and Open Interest 309,174 606,140 +8,136
10-Year T-Notes(CBOT)
Dec05 051031 108~100 108~210 108~060 108~145 +0~010 743,481 1,684,040 -20,529
Mar06 051031 108~060 108~135 108~000 108~075 +0~005 2,154 35,020 +317
Total Volume and Open Interest 745,635 1,719,366 -20,212
5-Year T-Notes(CBOT)
Dec05 051031 105~250 105~315 105~240 105~285 +0~005 395,801 0 -1,398,134
Mar06 051031 105~195 105~220 105~195 105~220 +0~005 469 0 -12,306
Jun06 051031 105~140 105~140 105~140 105~140 +0~005      
Total Volume and Open Interest 396,270    
2 Year T-Notes(CBOT)
Dec05 051031 102~072 102~080 102~072 102~076 -0~001 803 356,628 +751
Total Volume and Open Interest 803 356,628 +751
Eurodollars(CME)
Dec05 051031 95.510 95.525 95.510 95.520 unch 31,602 1,129,658 -19,005
Mar06 051031 95.260 95.280 95.250 95.265 -0.005 21,937 1,140,958 -4,012
Jun06 051031 95.160 95.200 95.155 95.175 -0.010 22,773 1,245,813 -33,326
Sep06 051031 95.170 95.185 95.135 95.155 -0.015 325,478 894,551 -16,218
Dec06 051031 95.150 95.190 95.150 95.160 -0.015 27,012 863,870 +6,042
Mar07 051031 95.170 95.210 95.170 95.185 -0.015 20,868 745,360 +17,274
Jun07 051031 95.160 95.200 95.160 95.175 -0.015 18,157 547,017 +2,451
Sep07 051031 95.135 95.180 95.130 95.155 -0.010 23,437 338,425 -2,195
Dec07 051031 95.115 95.145 95.115 95.125 -0.010 10,099 272,098 +2,291
Mar08 051031 95.110 95.125 95.105 95.110 -0.010 12,790 241,840 +5,330
Jun08 051031 95.095 95.105 95.085 95.085 -0.010 12,882 232,509 -696
Sep08 051031 95.050 95.070 95.050 95.060 -0.010 12,997 218,343 -1,314
Dec08 051031 95.005 95.040 95.005 95.025 -0.005 6,048 147,920 +3,431
Mar09 051031 95.020 95.020 95.005 95.010 -0.005 8,403 129,685 +458
Jun09 051031 94.990 95.000 94.980 94.985 unch 8,962 110,851 +666
Sep09 051031 94.935 94.975 94.935 94.955 -0.005 5,890 101,331 -398
Dec09 051031 94.925 94.940 94.915 94.915 unch 2,442 77,461 -295
Mar10 051031 94.910 94.925 94.900 94.900 unch 2,389 48,791 -197
Total Volume and Open Interest 274,850 8,693,072 -25,281
3-Mth Euro-Yen(CME)
Dec05 051031 99.90 99.90 99.90 99.90 unch 0 6,733 +1
Mar06 051031 99.83 99.83 99.83 99.83 unch 0 8,349 +393
Jun06 051031 99.72 99.72 99.72 99.72 -0.01 0 6,875 +152
Sep06 051031 99.62 99.62 99.62 99.62 -0.01 90 3,677 +26
Dec06 051031 99.51 99.51 99.51 99.51 -0.01 2 7,445 +7
Mar07 051031 99.40 99.40 99.40 99.40 -0.01 0 1,536 +0
Jun07 051031 99.30 99.30 99.30 99.30 unch 0 2,296 +192
Sep07 051031 99.20 99.20 99.20 99.20 unch 0 510 +0
Dec07 051031 99.10 99.10 99.10 99.10 -0.01 0 38 +0
Mar08 051031 99.00 99.00 99.00 99.00 -0.01 0 53 +0
Total Volume and Open Interest 92 37,762 +771
3-Mth Euro-Yen(SIMEX)
Dec05 051031 99.90 99.91 99.90 99.90 unch 204 82,858 -37
Mar06 051031 99.82 99.83 99.82 99.82 unch 134 57,839 +270
Jun06 051031 99.72 99.73 99.72 99.72 -0.01 744 55,461 -6
Sep06 051031 99.63 99.63 99.62 99.62 -0.01 1,243 36,321 +456
Dec06 051031 99.52 99.52 99.51 99.52 unch 938 48,283 +42
Mar07 051031 99.40 99.40 99.40 99.40 -0.01 9 25,001 -298
Jun07 051031 99.30 99.30 99.30 99.30 -0.01 303 14,880 -30
Sep07 051031 99.20 99.20 99.20 99.20 -0.01 0 1,698 +0
Total Volume and Open Interest 3,575 350,300 +397
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 051031 120.46 120.82 120.46 120.66 +0.15 3,591 46,711 +945
Jun06 051031 119.97 119.97 119.97 119.97 +0.14 607 801 +800
Total Volume and Open Interest 1,351,434 1,536,372 +22,276
German Euro-Bobl(EUREX)
Dec05 051031 112.68 112.82 112.63 112.73 +0.03 743,499 999,663 -10,498
Mar06 051031 112.93 113.00 112.93 112.95 +0.03 5,016 18,960 +8,261
Jun06 051031 112.43 112.43 112.43 112.43 +0.03 500 0 +0
Total Volume and Open Interest 749,015 1,018,623 -2,237
Long Gilt(LIFFE)
Dec05 051031 111~30 112~12 111~30 112~09 +0~05 70,993 236,714 -2,089
Mar06 051031 112~20 112~20 112~20 112~20 +0~06 0 5 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec05 051031 95.41 95.45 95.41 95.42 unch 18,361 285,345 -845
Mar06 051031 95.44 95.48 95.43 95.46 +0.01 58,860 414,547 -1,996
Jun06 051031 95.43 95.48 95.42 95.46 +0.02 43,915 302,193 -1,399
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec05 051031 97.615 97.630 97.605 97.620 -0.010 220,686 752,832 +9,862
Mar06 051031 97.435 97.460 97.425 97.450 -0.010 206,679 715,558 +6,025
Jun06 051031 97.295 97.320 97.285 97.315 -0.005 157,577 508,701 +7,699
Total Volume and Open Interest 891,182 3,525,391 +31,524
3-Mth Aus T-Bills(SFE)
Dec05 051031 94.36 94.36 94.35 94.36 unch 8,932 115,706 -10,755
Mar06 051031 94.33 94.33 94.31 94.32 -0.02 62,145 250,256 -16,680
Jun06 051031 94.31 94.32 94.27 94.30 -0.03 10,198 96,464 -569
Sep06 051031 94.27 94.27 94.26 94.27 -0.04 686 35,030 -4,085
Dec06 051031 94.24 94.25 94.24 94.25 -0.03 910 34,103 -5
Mar07 051031 94.21 94.21 94.20 94.21 -0.03 1,230 19,577 -40
Jun07 051031 94.16 94.17 94.16 94.17 -0.03 1,110 36,281 +181
Sep07 051031 94.15 94.15 94.13 94.13 -0.04 100 9,016 +101
Dec07 051031 94.12 94.12 94.12 94.12 -0.02 20 4,251 +0
Mar08 051031 94.12 94.12 94.12 94.12 -0.04 20 1,575 +0
Total Volume and Open Interest 85,351 604,339 -31,852
10-Year Aus T-Bonds(SFE)
Dec05 051031 94.50 94.53 94.50 94.51 -0.04 13,287 311,572 +5,020
Mar06 051031 94.51 94.51 94.51 94.51 -0.04      
Total Volume and Open Interest 13,287 311,572 +5,020
3-Year Aus T-Bonds(SFE)
Dec05 051031 94.61 94.64 94.61 94.62 -0.04 55,991 391,623 -6,507
Mar06 051031 94.62 94.62 94.62 94.62 -0.04      
Total Volume and Open Interest 55,991 391,623 -6,507
Gold(CMX)
Dec05 051031 474.0 474.3 466.5 466.9 -7.9 43,015 273,827 -719
Feb06 051031 478.2 478.2 470.1 470.7 -7.9 690 20,676 +535
Apr06 051031 481.0 481.0 474.5 474.6 -7.9 309 6,167 -71
Jun06 051031 485.3 485.3 478.4 478.4 -8.0 116 10,831 +10
Aug06 051031 482.3 482.3 482.3 482.3 -8.0 0 2,164 +0
Oct06 051031 486.3 486.3 486.3 486.3 -8.0 0 4,678 +0
Dec06 051031 490.0 492.0 490.0 490.2 -8.1 312 6,488 -81
Feb07 051031 494.2 494.2 494.2 494.2 -8.1 0 5,284 +0
Apr07 051031 506.0 506.0 498.2 498.2 -8.1 0 1,325 +0
Jun07 051031 502.2 502.2 502.2 502.2 -8.1 0 5,431 +0
Aug07 051031 506.1 506.1 506.1 506.1 -8.1      
Total Volume and Open Interest 44,450 346,308 -433
Silver(CMX)
Dec05 051031 783.0 783.5 757.5 758.0 -24.0 18,849 104,497 +404
Mar06 051031 791.0 791.0 764.5 766.1 -23.7 951 13,343 +523
May06 051031 769.2 769.2 769.2 769.2 -23.6 92 2,259 +1
Jul06 051031 795.0 795.0 772.0 772.0 -23.5 27 6,688 +3
Sep06 051031 774.7 774.7 774.7 774.7 -23.2 0 2,951 +0
Dec06 051031 797.0 797.0 777.6 777.6 -22.9 399 9,024 +77
Mar07 051031 779.5 779.5 779.5 779.5 -22.9 0 50 +0
Total Volume and Open Interest 20,337 142,778 +1,018
Platinum(NYM)
Jan06 051031 946.0 948.9 940.0 943.2 +1.4 1,112 13,096 +226
Apr06 051031 943.2 943.2 943.2 943.2 +1.4 0 187 +0
Total Volume and Open Interest 1,112 13,283 +226
Palladium(NYME)
Dec05 051031 230.00 233.75 226.50 227.15 -3.15 515 13,175 +108
Mar06 051031 232.50 236.00 228.00 229.90 -2.65 59 1,255 +11
Jun06 051031 237.00 237.00 231.90 231.90 -2.65 0 7 +0
Total Volume and Open Interest 574 14,441 +119
Copper(CMX)
Dec05 051031 182.20 182.80 180.05 181.10 -0.90 7,820 70,448 -39
Mar06 051031 176.00 176.30 173.40 174.65 -0.85 1,270 16,305 +481
May06 051031 168.60 169.10 167.60 168.75 -1.00 90 3,911 +56
Jul06 051031 162.50 163.05 162.50 163.05 -1.00 20 2,480 -11
Sep06 051031 156.85 156.85 156.85 156.85 -1.00 2 1,578 -1
Total Volume and Open Interest 10,561 104,396 +564
Aluminum(CMX)
Nov05 051031 91.85 91.85 91.85 91.85 +1.85 0 469 -4
Dec05 051031 92.05 92.05 92.05 92.05 +1.55 2 1,695 +2
Jan06 051031 92.00 92.25 92.00 92.25 +1.65 0 96 +0
Feb06 051031 91.75 91.75 91.75 91.75 +1.55 0 70 +0
Mar06 051031 91.40 91.40 91.40 91.40 +1.50 0 70 +0
Apr06 051031 90.95 90.95 90.95 90.95 +1.45 0 50 +0
Total Volume and Open Interest 2 2,595 -14
DJIA Index(CBOT)
Dec05 051031 10433 10500 10406 10410 +5 5,767 37,644 -276
Mar06 051031 10480 10525 10452 10452 +3 28 80 -19
Jun06 051031 10497 10497 10497 10497 +5      
Total Volume and Open Interest 5,796 37,728 -294
S & P 500(CME)
Dec05 051031 1204.50 1214.50 1203.00 1209.80 +10.10 32,285 640,381 -3,994
Mar06 051031 1212.00 1219.50 1212.00 1217.20 +10.20 1,495 9,535 +1,252
Jun06 051031 1225.90 1225.90 1225.90 1225.90 +10.40 525 978 +44
Sep06 051031 1234.40 1234.40 1234.40 1234.40 +10.40 0 542 +0
Total Volume and Open Interest 34,305 651,476 -2,698
S & P 500 E-Mini(Globex)
Dec05 051031 1199.75 1214.50 1199.50 1209.75 +10.00 1,034,230 1,093,342 -51,249
Mar06 051031 1208.50 1221.50 1207.00 1217.25 +10.25 234 3,067 -67
Total Volume and Open Interest 1,034,464 1,096,409 -51,316
NASDAQ 100(CME)
Dec05 051031 1566.00 1592.00 1565.50 1586.50 +26.00 5,400 63,360 +175
Mar06 051031 1601.50 1601.50 1601.50 1601.50 +26.00 0 38 +0
Jun06 051031 1614.50 1614.50 1614.50 1614.50 +26.00 0 17 +0
Total Volume and Open Interest 5,400 63,415 +175
NASDAQ 100 E-Mini(Globex)
Dec05 051031 1560.50 1591.50 1560.50 1586.50 +26.00 290,316 387,663 -18,345
Mar06 051031 1600.50 1604.50 1590.50 1601.50 +26.00 9 378 +3
Total Volume and Open Interest 290,325 388,041 -18,342
S & P Midcap 400(CME)
Dec05 051031 694.50 703.80 694.50 703.00 +12.60 198 13,087 +19
Mar06 051031 706.00 706.00 706.00 706.00 +12.60      
Jun06 051031 709.00 709.00 709.00 709.00 +12.60      
Total Volume and Open Interest 158 13,073 -14
Russell 2000(CME)
Dec05 051031 639.00 650.50 639.00 649.20 +13.90 1,735 36,141 +439
Mar06 051031 651.00 653.55 651.00 653.55 +13.75 0 37 +0
Jun06 051031 656.70 656.70 656.70 656.70 +13.90      
Total Volume and Open Interest 1,735 36,178 +439
Russell 2000 E-Mini(Globex)
Dec05 051031 635.50 650.80 635.50 649.20 +13.90 137,253 289,174 -2,151
Mar06 051031 640.80 654.50 640.70 653.60 +13.80 23 1,314 -5
Total Volume and Open Interest 137,276 290,488 -2,156
Value Line(KCBT)
Dec05 051031 1811.00 1831.00 1811.00 1816.50 +18.50 47 135 +9
Total Volume and Open Interest 47 135 +9
Nikkei 225(CME)
Dec05 051031 13425 13645 13425 13640 +335 47,528 221,253 +3,028
Mar06 051031 13510 13610 13510 13600 +260 10 133 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051031 13425 13645 13425 13640 +335 47,528 221,253 +3,028
Mar06 051031 13510 13610 13510 13600 +260 10 133 +0
Jun06 051031 13535 13535 13535 13535 +260      
Total Volume and Open Interest 47,542 221,937 +3,026
CAC 40(MATIF)
Oct05 051021 4366.0 4393.5 4350.5 4365.7 -24.8 292,334 561,303 +1,762
Nov05 051031 4362.5 4442.0 4362.5 4439.5 +108.0 92,911 377,058 +12,538
Dec05 051031 4368.0 4439.0 4367.0 4437.5 +108.5 4,844 109,278 +303
Total Volume and Open Interest 97,755 490,516 +12,841
Hang Seng Index(HKFE)
Oct05 051028 14315 14318 14198 14225 -147 54,466 56,562 -31,546
Nov05 051031 14325 14393 14213 14384 +241 38,470 83,442 +26,330
Dec05 051031 14379 14430 14248 14425 +240 438 2,719 +78
Total Volume and Open Interest 49,386 121,126 +4,224
DAX Index(EUREX)
Dec05 051031 4899.0 4945.0 4895.0 4927.0 +57.5 184,924 207,587 -3,917
Mar06 051031 4926.5 4973.5 4926.5 4956.5 +58.5 861 11,504 +347
Jun06 051031 4963.0 5006.0 4959.0 4988.5 +58.5 815 2,135 +49
Total Volume and Open Interest 186,600 221,226 -3,521
FT-SE 100(LIFFE)
Dec05 051031 5257.00 5324.50 5254.00 5322.50 +102.00 81,072 452,285 +1,455
Mar06 051031 5279.00 5330.00 5279.00 5330.00 +103.50 10 23,652 -5
Jun06 051031 5301.50 5339.00 5301.50 5337.50 +104.50 0 14,029 +0
Total Volume and Open Interest 81,082 489,966 +1,450
SPI 200(SFE)
Dec05 051031 4430.0 4468.0 4428.0 4458.0 +75.0 14,197 200,923 +4,103
Mar06 051031 4429.0 4460.0 4429.0 4456.0 +74.0 60 5,110 -41
Jun06 051031 4454.0 4483.0 4454.0 4480.0 +75.0 1 3,251 +0
Total Volume and Open Interest 14,300 211,987 +4,104
GSCI(CME)
Nov05 051031 429.00 429.10 421.80 422.55 -12.95 193 17,781 -14
Dec05 051031 430.00 430.00 430.00 430.00 -12.00 1 1 +1
Jan06 051031 432.00 432.00 432.00 432.00 -9.75      
Total Volume and Open Interest 194 17,782 -13
Reuters CRB Index(NYBOT)
Nov05 051031 330.05 330.05 327.25 327.25 -4.25 24 366 +2
Jan06 051031 330.80 330.80 327.50 328.00 -4.25 11 460 +3
Feb06 051031 328.00 328.00 328.00 328.00 -4.25 0 6 +0
Total Volume and Open Interest 35 1,040 +5
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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