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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 Tue November 01, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051101 568.00 578.50 567.00 574.50 +9.75 15,571 14,543 -5,559
Jan06 051101 578.50 589.50 578.25 586.50 +10.50 36,310 156,958 +1,925
Mar06 051101 586.50 597.00 586.00 594.25 +10.00 4,919 37,154 +1,053
May06 051101 592.00 602.50 592.00 600.25 +10.75 2,579 22,652 +57
Jul06 051101 599.00 608.00 597.50 605.50 +10.00 2,886 25,507 +368
Aug06 051101 601.50 607.50 600.50 605.75 +10.25 167 1,684 +39
Sep06 051101 601.00 606.00 599.50 604.00 +7.25 16 911 +7
Total Volume and Open Interest 63,298 273,866 -1,860
Soybean Meal(CBOT)
Dec05 051101 170.80 175.50 170.30 173.50 +3.80 9,670 59,775 -993
Jan06 051101 172.50 176.50 172.10 174.70 +3.20 3,790 18,117 +422
Mar06 051101 175.50 179.50 175.20 177.70 +3.10 1,339 18,035 +105
May06 051101 177.50 181.30 177.30 180.20 +3.40 871 17,267 +257
Jul06 051101 179.50 183.50 179.50 182.70 +3.80 1,043 15,103 +83
Aug06 051101 181.50 185.00 181.50 184.20 +4.10 82 3,929 +59
Sep06 051101 182.50 186.50 182.50 184.20 +3.20 74 3,804 -18
Oct06 051101 184.20 184.20 184.20 184.20 +2.90 13 1,957 +15
Total Volume and Open Interest 17,096 141,861 -65
Soybean Oil(CBOT)
Dec05 051101 23.04 23.24 22.85 23.02 +0.16 19,324 59,636 -2,643
Jan06 051101 23.25 23.45 23.08 23.25 +0.12 7,625 55,384 +2,574
Mar06 051101 23.40 23.64 23.40 23.47 +0.11 2,192 13,949 -73
May06 051101 23.60 23.78 23.50 23.66 +0.13 993 14,637 +567
Jul06 051101 23.76 23.97 23.65 23.83 +0.17 588 16,202 +121
Aug06 051101 23.80 24.02 23.77 23.86 +0.16 81 1,677 +50
Sep06 051101 23.85 24.10 23.85 23.93 +0.21 71 1,957 +57
Oct06 051101 23.90 24.20 23.90 23.92 +0.19 0 996 +0
Total Volume and Open Interest 31,449 172,298 +878
Canola(WCE)
Nov05 051101 247.5 249.1 245.6 248.4 +3.3 1,040 1,316 -912
Jan06 051101 255.5 259.4 255.3 257.6 +3.0 4,621 44,902 +954
Mar06 051101 265.5 267.5 264.3 266.5 +2.9 176 6,512 +91
May06 051101 270.3 272.9 270.3 272.9 +3.7 33 1,580 +10
Jul06 051101 277.0 282.4 277.0 281.8 +2.9 121 1,824 +79
Total Volume and Open Interest 6,029 61,065 +255
Corn(CBOT)
Dec05 051101 196.50 198.50 196.25 196.75 +0.50 59,282 442,451 -10,473
Mar06 051101 210.50 212.25 210.00 210.75 +0.50 34,560 239,669 +15,355
May06 051101 218.75 220.25 218.25 219.25 +0.50 3,617 44,452 +1,139
Jul06 051101 225.75 227.25 225.50 226.00 +0.25 6,069 69,577 +2,575
Sep06 051101 233.25 234.50 233.00 233.50 +0.50 533 8,442 +153
Dec06 051101 243.25 244.75 243.00 243.25 unch 2,068 43,618 +158
Total Volume and Open Interest 106,468 856,707 +9,049
Wheat(CBOT)
Dec05 051101 317.50 320.50 314.50 317.00 unch 38,266 189,378 -9,857
Mar06 051101 332.50 335.50 330.00 332.75 unch 27,730 67,339 +9,765
May06 051101 341.50 343.75 340.00 341.25 +0.25 1,051 3,629 +291
Jul06 051101 348.50 351.00 346.00 348.25 -0.50 2,430 35,241 +732
Sep06 051101 354.50 358.50 353.50 355.50 -1.00 32 2,130 -4
Total Volume and Open Interest 69,757 304,963 +874
Wheat(KCBT)
Dec05 051101 369.50 373.00 367.50 368.75 -2.50 9,751 62,652 -969
Mar06 051101 373.00 375.00 370.50 373.00 -2.00 4,314 34,721 -16
May06 051101 366.00 367.50 364.00 364.25 -1.75 761 4,124 +286
Jul06 051101 360.25 362.00 357.75 359.50 -1.50 3,024 21,720 +863
Sep06 051101 365.50 366.50 363.00 363.00 -2.00 259 1,131 +44
Total Volume and Open Interest 18,162 125,273 +258
Wheat(MGE)
Dec05 051101 372.50 374.00 366.50 368.50 -4.00 1,824 14,019 +12
Mar06 051101 377.75 378.50 373.00 374.25 -3.25 809 13,441 -4
May06 051101 376.00 376.00 374.00 374.00 unch 75 2,232 -15
Jul06 051101 377.00 377.00 374.00 374.25 -1.25 590 5,386 +234
Sep06 051101 374.00 374.50 371.00 371.00 -0.75 185 759 +62
Total Volume and Open Interest 3,525 36,681 +322
Oats(CBOT)
Dec05 051101 158.75 160.75 158.50 160.75 +2.00 3,056 4,144 -1,902
Mar06 051101 167.50 169.25 167.50 168.25 +0.75 2,074 2,427 +1,618
May06 051101 172.50 172.50 172.50 172.50 +1.50 12 83 +5
Jul06 051101 177.00 177.00 177.00 177.00 +0.50 0 1 +0
Total Volume and Open Interest 5,142 6,663 -279
Rough Rice(CBOT)
Nov05 051101 7.12 7.30 7.12 7.29 +0.17 371 382 -580
Jan06 051101 7.38 7.59 7.38 7.57 +0.18 668 5,277 +154
Mar06 051101 7.63 7.80 7.63 7.80 +0.17 15 1,619 -7
May06 051101 8.01 8.01 8.01 8.01 +0.16 0 205 +0
Total Volume and Open Interest 1,054 7,504 -433
Live Cattle(CME)
Dec05 051101 90.900 90.925 89.900 89.925 -1.000 13,725 94,922 -555
Feb06 051101 94.000 94.000 93.000 93.050 -1.300 7,807 47,677 +2,724
Apr06 051101 90.925 91.000 90.250 90.350 -0.725 2,141 16,314 +631
Jun06 051101 85.400 85.425 85.000 85.275 -0.375 419 7,818 +140
Aug06 051101 84.400 84.600 84.200 84.550 -0.325 235 2,842 -34
Oct06 051101 85.600 85.600 85.300 85.400 -0.600 87 644 +46
Total Volume and Open Interest 25,010 170,217 +2,411
Feeder Cattle(CME)
Nov05 051101 115.900 116.000 115.100 115.475 -0.375 2,107 8,682 -341
Jan06 051101 114.150 114.150 113.300 113.500 -0.375 2,288 14,337 +174
Mar06 051101 110.400 110.400 110.025 110.250 -0.350 524 1,971 +227
Apr06 051101 109.250 109.250 108.500 108.600 -0.450 106 802 +1
May06 051101 108.300 108.300 108.000 108.050 -0.350 165 843 +63
Aug06 051101 108.500 108.950 108.500 108.700 -0.350 64 349 +31
Sep06 051101 107.500 107.500 107.500 107.500 -0.500 4 12 +4
Total Volume and Open Interest 5,258 26,996 +159
Lean Hogs(CME)
Dec05 051101 61.100 61.475 60.750 60.850 -0.825 9,511 65,414 -1,502
Feb06 051101 65.200 65.500 64.725 65.150 -0.750 5,766 28,171 +353
Apr06 051101 65.300 65.750 65.200 65.625 -0.050 844 10,229 +46
May06 051101 66.400 67.000 66.400 67.000 -0.125 192 2,030 +79
Jun06 051101 69.200 69.450 69.000 69.375 -0.225 256 4,098 +66
Jul06 051101 65.600 66.250 65.600 66.250 +0.100 200 1,550 -46
Aug06 051101 62.300 62.500 62.300 62.300 unch 19 796 +7
Oct06 051101 56.150 56.150 55.900 55.900 -0.250 21 514 +4
Total Volume and Open Interest 16,830 112,912 -986
Pork Bellies(CME)
Feb06 051101 88.800 89.500 86.700 87.850 -1.175 425 1,230 +8
Mar06 051101 89.100 89.200 87.150 87.150 -1.350 11 108 +9
May06 051101 90.300 90.300 89.375 89.400 -1.600 1 35 +0
Jul06 051101 92.000 92.000 92.000 92.000 -1.500 1 22 +0
Aug06 051101 93.500 93.500 93.500 93.500 unch 0 26 +0
Total Volume and Open Interest 438 1,421 +17
Class III Milk(CME)
Nov05 051101 13.49 13.57 13.45 13.56 +0.04 117 2,244 -20
Dec05 051101 13.29 13.37 13.27 13.35 +0.09 127 2,146 -1
Jan06 051101 12.91 13.05 12.91 13.00 +0.08 83 1,665 +41
Feb06 051101 12.57 12.63 12.56 12.63 +0.07 72 1,369 +43
Mar06 051101 12.57 12.60 12.57 12.60 +0.03 59 1,337 +32
Total Volume and Open Interest 729 18,178 -2,363
Cocoa(NYBOT)
Dec05 051101 1360 1371 1352 1368 +17 9,071 58,082 +89
Mar06 051101 1401 1410 1393 1407 +15 4,845 37,995 +2,184
May06 051101 1416 1428 1415 1428 +16 411 11,023 -52
Jul06 051101 1447 1451 1437 1448 +16 106 9,179 -30
Sep06 051101 1467 1473 1454 1468 +16 547 10,985 +296
Dec06 051101 1495 1495 1495 1495 +16 98 9,152 +50
Mar07 051101 1519 1519 1519 1519 +14 150 9,370 +50
Total Volume and Open Interest 15,291 146,636 +2,644
Coffee "C"(NYBOT)
Dec05 051101 97.40 97.75 96.00 97.10 +0.45 10,703 47,509 -1,304
Mar06 051101 100.50 101.20 99.50 100.65 +0.45 5,702 25,531 +1,013
May06 051101 102.00 102.60 101.50 102.55 +0.45 366 5,479 +23
Jul06 051101 104.00 104.60 104.00 104.20 +0.50 83 3,301 +1
Sep06 051101 105.50 105.70 104.50 105.70 +0.70 55 1,358 +2
Dec06 051101 108.00 108.20 107.50 108.20 +0.70 30 1,163 -10
Total Volume and Open Interest 16,939 85,315 -275
Orange Juice(NYBOT)
Nov05 051101 116.35 117.00 115.20 115.70 -1.00 1,470 1,254 -1,226
Jan06 051101 119.30 119.85 117.00 117.70 -1.80 4,745 23,333 +582
Mar06 051101 120.70 121.00 118.90 119.65 -1.75 209 5,936 +94
May06 051101 122.00 122.00 119.10 121.15 -1.15 78 1,374 +44
Jul06 051101 122.50 122.50 120.50 122.40 -0.90 0 453 +0
Total Volume and Open Interest 6,502 32,425 -506
Sugar #11(NYBOT)
Mar06 051101 11.35 11.37 11.16 11.25 -0.08 44,133 303,673 -9,076
May06 051101 11.30 11.34 11.15 11.23 -0.08 10,697 59,762 +2,698
Jul06 051101 11.10 11.12 10.95 11.02 -0.11 5,109 37,480 -696
Oct06 051101 11.07 11.09 10.94 11.01 -0.10 1,679 24,456 +0
Mar07 051101 11.10 11.14 11.01 11.08 -0.08 1,185 25,346 -73
Total Volume and Open Interest 63,381 467,342 -6,883
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051101 22.20 22.20 22.05 22.05 -0.15 124 3,220 +64
Mar06 051101 21.74 21.74 21.59 21.59 -0.17 25 3,010 -132
May06 051101 21.80 21.80 21.64 21.64 -0.16 8 2,779 -1
Jul06 051101 21.85 21.85 21.75 21.75 -0.11 10 2,994 +5
Total Volume and Open Interest 179 13,751 -53
London Cocoa(LCE)
Dec05 051101 808 820 808 819 +11 3,386 65,568 +199
Mar06 051101 828 841 828 840 +10 2,617 56,907 +521
May06 051101 843 852 843 851 +10 826 16,664 +166
Jul06 051101 855 865 855 865 +10 430 26,756 +300
Sep06 051101 868 877 868 877 +10 736 13,599 +458
Dec06 051101 883 888 882 888 +10 391 15,383 +74
Mar07 051101 899 899 899 899 +9 65 3,581 +30
Total Volume and Open Interest 8,451 198,586 +1,748
London Coffee(LCE)
Nov05 051101 909.00 923.00 905.00 905.00 -2.00 13,356 3,160 -6,015
Jan06 051101 925.00 939.00 920.00 920.00 -5.00 15,458 76,138 -2,600
Mar06 051101 942.00 955.00 935.00 936.00 -6.00 1,173 37,038 +278
May06 051101 967.00 967.00 950.00 950.00 -6.00 61 9,846 +27
Jul06 051101 966.00 980.00 965.00 965.00 -6.00 224 5,001 +172
Sep06 051101 980.00 980.00 979.00 979.00 -6.00 1 1,967 +1
Total Volume and Open Interest 30,274 133,423 -8,136
London Sugar(LCE)
Dec05 051101 282.00 282.00 275.50 279.00 -3.50 7,406 13,995 -2,856
Mar06 051101 290.60 291.00 284.00 287.50 -3.00 4,454 24,435 -523
May06 051101 303.50 303.50 296.80 300.00 -2.00 923 5,671 +333
Aug06 051101 310.90 311.50 307.90 311.40 -1.50 164 5,022 +58
Oct06 051101 311.00 313.00 309.00 313.00 -1.90 334 5,096 +208
Total Volume and Open Interest 13,372 59,029 -2,751
Cotton(NYBOT)
Dec05 051101 52.00 52.70 51.90 52.11 +0.24 13,809 73,067 -3,654
Mar06 051101 54.50 55.10 54.40 54.78 +0.29 8,153 34,843 +2,167
May06 051101 55.30 55.90 55.30 55.80 +0.45 383 3,773 +154
Jul06 051101 55.90 56.50 55.90 56.30 +0.40 176 2,977 +29
Oct06 051101 56.55 56.55 56.55 56.55 +0.15 0 63 +0
Dec06 051101 57.52 57.60 57.52 57.60 +0.23 26 1,423 -6
Total Volume and Open Interest 22,547 116,155 -1,310
Lumber(CME)
Nov05 051101 306.0 311.0 301.3 302.9 -7.6 528 1,461 -268
Jan06 051101 307.0 316.0 307.0 312.0 +0.7 533 1,864 +156
Mar06 051101 323.0 323.5 320.7 322.6 -0.9 32 356 +14
May06 051101 326.0 326.9 326.0 326.9 -2.5 0 77 +0
Total Volume and Open Interest 1,100 3,798 -95
Crude Oil(NYM)
Dec05 051101 59.50 60.30 59.05 59.85 +0.09 103,815 236,428 -9,038
Jan06 051101 59.95 60.90 59.70 60.54 +0.15 55,384 116,575 +8,035
Feb06 051101 60.30 61.25 60.25 60.96 +0.19 13,947 51,220 +961
Mar06 051101 60.50 61.40 60.50 61.21 +0.21 4,245 33,200 +864
Apr06 051101 60.60 61.39 60.60 61.39 +0.23 2,751 15,375 +70
May06 051101 61.30 61.47 60.85 61.47 +0.25 1,293 13,103 -354
Jun06 051101 60.90 61.51 60.90 61.51 +0.26 4,380 47,458 +316
Jul06 051101 61.54 61.54 61.54 61.54 +0.27 105 10,933 +5
Aug06 051101 61.25 61.54 61.25 61.54 +0.27 101 8,990 +41
Sep06 051101 61.25 61.54 61.25 61.54 +0.28 71 9,592 +13
Oct06 051101 61.15 61.53 61.15 61.53 +0.29 133 5,054 -3
Nov06 051101 61.10 61.46 61.05 61.46 +0.30 13 7,913 +0
Dec06 051101 61.10 61.60 61.00 61.38 +0.31 5,636 49,779 -128
Jan07 051101 61.22 61.22 61.22 61.22 +0.32 107 10,134 +0
Feb07 051101 61.10 61.10 61.10 61.10 +0.33 154 4,139 +0
Mar07 051101 60.99 60.99 60.99 60.99 +0.34 180 5,452 -147
Total Volume and Open Interest 194,738 815,525 +507
Heating Oil(NYM)
Dec05 051101 179.50 182.00 178.50 180.50 -1.89 31,497 61,818 -765
Jan06 051101 184.50 186.50 183.50 185.60 -1.39 8,921 35,157 +1,097
Feb06 051101 186.75 188.75 186.25 187.75 -1.14 3,562 19,007 -98
Mar06 051101 185.50 187.00 185.00 186.10 -0.99 1,749 15,970 +852
Apr06 051101 180.50 182.85 180.50 181.80 -0.49 592 7,170 +239
May06 051101 176.40 178.25 176.00 177.30 -0.09 494 4,720 +227
Jun06 051101 173.80 174.60 173.70 174.60 +0.01 392 5,952 +231
Jul06 051101 175.00 175.00 174.00 174.70 +0.06 80 4,108 +55
Aug06 051101 174.40 176.50 174.40 175.60 +0.06 57 2,223 +51
Sep06 051101 176.95 176.95 176.95 176.95 +0.06 6 1,405 +3
Oct06 051101 178.50 178.75 178.50 178.70 +0.06 381 580 -150
Nov06 051101 181.00 181.00 181.00 181.00 +0.16 461 544 +77
Total Volume and Open Interest 61,477 166,287 -4,053
Unleaded Gas(NYM)
Dec05 051101 157.80 161.00 157.30 160.36 +1.35 28,023 61,994 +2,155
Jan06 051101 161.60 164.60 161.50 164.10 +1.49 6,837 24,245 -129
Feb06 051101 164.00 166.25 164.00 166.25 +1.59 1,554 10,467 +431
Mar06 051101 164.50 168.00 164.50 167.60 +1.64 1,238 8,883 +141
Apr06 051101 177.50 177.70 177.50 177.70 +1.74 542 6,535 +36
May06 051101 178.60 178.60 178.60 178.60 +1.79 295 4,050 +166
Jun06 051101 178.20 179.05 178.20 179.05 +1.89 210 4,771 +143
Jul06 051101 178.85 178.85 178.85 178.85 +1.94 6 1,986 +3
Aug06 051101 178.00 178.00 178.00 178.00 +1.99 0 1,895 +0
Sep06 051101 175.50 176.20 175.50 176.20 +2.04 0 890 +0
Oct06 051101 167.25 167.25 167.25 167.25 +2.09 0 159 +0
Nov06 051101 164.15 164.15 164.15 164.15 +2.09 0 10 +0
Total Volume and Open Interest 56,584 127,114 -2,359
Natural Gas(NYM)
Dec05 051101 11.800 12.070 11.680 11.860 -0.345 31,597 76,169 -634
Jan06 051101 12.220 12.560 12.200 12.382 -0.259 11,254 68,696 +170
Feb06 051101 12.260 12.480 12.170 12.332 -0.279 2,913 28,592 +283
Mar06 051101 11.940 12.220 11.900 12.052 -0.284 7,663 47,803 +48
Apr06 051101 10.200 10.380 10.200 10.302 -0.164 5,074 31,040 -335
May06 051101 10.050 10.100 10.000 10.059 -0.167 4,933 24,441 +347
Jun06 051101 10.100 10.100 10.020 10.089 -0.167 2,593 10,918 +423
Jul06 051101 10.140 10.210 10.090 10.137 -0.167 1,591 14,836 +10
Aug06 051101 10.200 10.200 10.140 10.182 -0.167 1,775 16,342 -998
Sep06 051101 10.130 10.167 10.130 10.167 -0.164 1,033 13,061 +209
Oct06 051101 10.210 10.260 10.180 10.212 -0.164 1,815 23,275 -175
Nov06 051101 10.650 10.700 10.650 10.672 -0.164 505 10,478 +68
Dec06 051101 11.000 11.180 11.000 11.112 -0.164 123 11,592 +2
Jan07 051101 11.530 11.530 11.457 11.457 -0.159 156 12,417 -7
Feb07 051101 11.380 11.450 11.372 11.372 -0.159 93 5,429 +35
Mar07 051101 11.060 11.080 11.050 11.062 -0.159 1,201 11,219 -206
Total Volume and Open Interest 77,470 525,282 -244
Brent Crude Oil(IPE)
Dec05 051101 58.07 58.81 57.58 58.37 +0.27 56,145 64,797 -6,482
Jan06 051101 58.47 59.20 58.03 58.79 +0.40 30,900 98,891 +1,959
Feb06 051101 58.50 59.63 58.47 59.26 +0.45 7,961 27,163 +1,581
Mar06 051101 58.93 59.93 58.83 59.60 +0.45 2,049 14,408 -169
Apr06 051101 59.47 59.89 59.29 59.85 +0.44 759 7,110 -143
May06 051101 59.58 60.05 59.35 59.95 +0.42 521 5,575 -137
Jun06 051101 59.65 60.13 59.37 60.03 +0.44 1,233 28,994 +71
Jul06 051101 59.87 60.14 59.71 60.14 +0.48 54 4,039 +54
Aug06 051101 60.22 60.22 60.22 60.22 +0.52 0 819 +0
Sep06 051101 59.75 60.28 59.72 60.28 +0.54 150 6,207 +0
Oct06 051101 60.24 60.24 60.24 60.24 +0.53 0 2,527 +0
Nov06 051101 60.20 60.20 60.20 60.20 +0.52 0 772 +0
Dec06 051101 59.60 60.24 59.44 60.15 +0.50 3,447 32,084 +769
Jan07 051101 60.01 60.01 60.01 60.01 +0.50 0 4,280 +0
Total Volume and Open Interest 104,005 336,205 -2,339
Gas Oil(IPE)
Nov05 051101 555.00 555.00 540.50 545.75 -6.25 22,662 36,857 -6,317
Dec05 051101 560.50 560.75 547.25 553.00 -5.25 23,281 62,496 -1,789
Jan06 051101 563.75 565.50 554.00 559.75 -3.75 8,916 27,018 -735
Feb06 051101 565.00 567.50 556.50 562.50 -3.25 1,831 13,403 -29
Mar06 051101 564.25 564.75 555.00 561.00 -2.50 703 12,409 +50
Apr06 051101 553.75 561.00 551.25 558.25 -1.75 183 6,445 +62
May06 051101 548.50 555.25 548.50 555.25 -1.25 2 1,387 +2
Jun06 051101 555.25 556.75 546.00 553.25 -1.25 535 17,457 +325
Jul06 051101 554.25 554.25 554.25 554.25 -1.25 0 868 +0
Aug06 051101 555.25 555.25 555.25 555.25 -1.25 0 157 +0
Total Volume and Open Interest 59,833 205,657 -8,811
US Dollar Index(NYBOT)
Dec05 051101 89.94 90.17 89.78 89.92 -0.01 4,572 30,704 +301
Mar06 051101 89.80 89.80 89.58 89.65 -0.01 14 2,119 +10
Jun06 051101 89.39 89.39 89.39 89.39 -0.01 0 2 +0
Total Volume and Open Interest 4,586 32,826 +311
Australian Dollar(CME)
Dec05 051101 74.51 74.51 74.25 74.34 -0.33 2,252 60,829 +526
Mar06 051101 74.12 74.12 74.12 74.12 -0.33 0 21 +1
Jun06 051101 73.90 73.90 73.90 73.90 -0.33 0 17 +0
Total Volume and Open Interest 2,252 60,876 +527
British Pound(CME)
Dec05 051101 176.84 176.89 176.00 176.33 -0.60 4,424 68,048 +198
Mar06 051101 176.23 176.23 176.23 176.23 -0.60 6 291 +1
Jun06 051101 176.33 176.33 176.33 176.33 -0.60 0 4 +0
Total Volume and Open Interest 4,430 68,347 +199
Canadian Dollar(CME)
Dec05 051101 84.67 85.34 84.52 85.20 +0.51 4,233 102,907 +713
Mar06 051101 84.84 85.44 84.84 85.42 +0.51 19 1,906 +85
Jun06 051101 85.15 85.65 85.15 85.65 +0.51 6 420 +4
Sep06 051101 85.88 85.88 85.88 85.88 +0.51 0 88 +0
Total Volume and Open Interest 4,258 105,470 +802
Japanese Yen(CME)
Dec05 051101 86.25 86.29 86.09 86.17 -0.25 3,321 176,432 -1,657
Mar06 051101 87.05 87.20 87.05 87.05 -0.25 2 18,819 +5
Jun06 051101 88.05 88.05 88.05 88.05 -0.25 0 57 +0
Total Volume and Open Interest 3,323 195,333 -1,652
Swiss Franc(CME)
Dec05 051101 77.99 78.03 77.70 77.88 -0.08 5,530 67,036 +1,061
Mar06 051101 78.51 78.51 78.51 78.51 -0.08 0 167 +28
Jun06 051101 79.17 79.17 79.17 79.17 -0.08 0 17 +0
Total Volume and Open Interest 5,530 67,230 +1,089
EuroFX(CME)
Dec05 051101 120.44 120.50 120.05 120.33 +0.10 7,299 139,784 +1,185
Mar06 051101 120.70 120.94 120.70 120.92 +0.10 28 2,611 -66
Jun06 051101 121.62 121.62 121.62 121.62 +0.10 2 765 +1
Total Volume and Open Interest 7,329 143,361 +1,121
Mexican Peso(CME)
Dec05 051101 9225.0 9250.0 9210.0 9222.0 +20.0 14,994 66,403 +2,343
Mar06 051101 9135.0 9140.0 9125.0 9125.0 +20.0 9 540 -2
Total Volume and Open Interest 15,013 67,456 +2,341
30-Year T-Bonds(CBOT)
Dec05 051101 111~31 112~11 111~20 111~25 -0~06 233,393 576,120 -12,028
Mar06 051101 112~00 112~00 111~12 111~16 -0~06 3,011 18,744 +1,526
Jun06 051101 111~19 111~19 111~10 111~10 -0~06 0 773 +0
Total Volume and Open Interest 236,404 595,638 -10,502
Municipal Bonds(CBOT)
Dec05 051101 103~28 104~09 103~28 104~09 +0~03 2 448 +1
Total Volume and Open Interest 2 448 +1
10-Year T-Notes(CBOT)
Dec05 051101 108~155 108~220 108~090 108~115 -0~030 589,741 1,688,294 +4,254
Mar06 051101 108~080 108~130 108~035 108~045 -0~030 10,320 35,502 +482
Total Volume and Open Interest 600,061 1,724,102 +4,736
5-Year T-Notes(CBOT)
Dec05 051101 105~310 106~010 105~250 105~260 -0~025 301,116 0 +0
Mar06 051101 105~230 105~230 105~195 105~195 -0~025 2,824 0 +0
Jun06 051101 105~115 105~115 105~115 105~115 -0~025      
Total Volume and Open Interest 303,940    
2 Year T-Notes(CBOT)
Dec05 051101 102~080 102~082 102~068 102~069 -0~007 4,035 356,592 -36
Total Volume and Open Interest 4,035 356,592 -36
Eurodollars(CME)
Dec05 051101 95.525 95.525 95.510 95.515 -0.005 30,160 1,145,602 +15,944
Mar06 051101 95.270 95.270 95.220 95.230 -0.035 30,304 1,141,390 +432
Jun06 051101 95.185 95.185 95.120 95.130 -0.045 39,071 1,254,333 +8,520
Sep06 051101 95.170 95.170 95.110 95.120 -0.040 19,376 895,541 +3,976
Dec06 051101 95.170 95.170 95.115 95.125 -0.035 31,697 879,886 +16,016
Mar07 051101 95.195 95.195 95.145 95.150 -0.035 26,848 766,408 +21,048
Jun07 051101 95.175 95.180 95.135 95.145 -0.030 26,016 554,754 +7,737
Sep07 051101 95.165 95.165 95.115 95.125 -0.030 22,912 343,725 +5,300
Dec07 051101 95.130 95.130 95.090 95.095 -0.030 10,256 274,697 +2,599
Mar08 051101 95.115 95.115 95.080 95.085 -0.025 13,278 238,933 -2,907
Jun08 051101 95.090 95.090 95.055 95.060 -0.025 8,264 234,519 +2,010
Sep08 051101 95.065 95.065 95.030 95.035 -0.025 6,245 219,797 +1,454
Total Volume and Open Interest 296,211 8,770,587 +77,515
3-Mth Euro-Yen(CME)
Dec05 051101 99.90 99.90 99.90 99.90 unch 0 6,732 -1
Mar06 051101 99.82 99.82 99.82 99.82 -0.01 0 8,349 +0
Jun06 051101 99.72 99.72 99.72 99.72 unch 5 6,627 -248
Sep06 051101 99.61 99.61 99.61 99.61 -0.01 7 3,729 +52
Dec06 051101 99.50 99.50 99.50 99.50 -0.01 1 7,636 +191
Mar07 051101 99.39 99.39 99.39 99.39 -0.01 0 1,536 +0
Jun07 051101 99.29 99.29 99.29 99.29 -0.01 0 2,296 +0
Sep07 051101 99.19 99.19 99.19 99.19 -0.01 0 510 +0
Dec07 051101 99.08 99.08 99.08 99.08 -0.02 0 38 +0
Mar08 051101 98.97 98.97 98.97 98.97 -0.03 0 53 +0
Total Volume and Open Interest 13 37,756 -6
3-Mth Euro-Yen(SIMEX)
Dec05 051101 99.91 99.91 99.90 99.90 unch 346 82,635 -223
Mar06 051101 99.82 99.82 99.82 99.82 unch 466 58,069 +230
Jun06 051101 99.72 99.72 99.71 99.72 unch 2,604 56,527 +1,066
Sep06 051101 99.62 99.62 99.60 99.61 -0.01 1,274 36,587 +266
Dec06 051101 99.51 99.51 99.49 99.49 -0.03 600 48,294 +11
Mar07 051101 99.39 99.39 99.38 99.38 -0.02 55 24,949 -52
Jun07 051101 99.30 99.30 99.28 99.28 -0.02 170 14,880 +0
Sep07 051101 99.18 99.18 99.18 99.18 -0.02 0 1,698 +0
Total Volume and Open Interest 5,515 351,598 +1,298
German Euro-Bund(EUREX)
Dec05 051101 120.44 120.68 120.13 120.35 +0.07 1,347,236 1,488,860 +20,531
Mar06 051101 120.66 120.88 120.44 120.59 -0.07 8,738 49,162 +2,451
Jun06 051101 119.90 119.90 119.90 119.90 -0.07 1,169 1 -800
Total Volume and Open Interest 950,148 1,547,658 +11,286
German Euro-Bobl(EUREX)
Dec05 050908 114.76 114.94 114.73 114.88 +0.12 642,061 620,500 +251,913
Mar06 051101 112.96 112.97 112.87 112.90 -0.05 587 21,198 +2,238
Jun06 051101 112.37 112.37 112.37 112.37 -0.06      
Total Volume and Open Interest 556,972 1,027,927 +9,304
Long Gilt(LIFFE)
Dec05 051101 112~09 112~23 112~05 112~07 -0~02 56,688 240,827 +6,437
Mar06 051101 112~18 112~18 112~18 112~18 -0~02 0 5 +0
Total Volume and Open Interest 56,688 240,832 +6,437
3-Mth Short Sterling(LIFFE)
Dec05 051101 95.41 95.41 95.41 95.41 -0.01 23,227 292,774 +3,634
Mar06 051101 95.42 95.42 95.42 95.42 -0.04 33,541 416,564 -1,969
Jun06 051101 95.40 95.40 95.40 95.40 -0.06 30,826 303,364 +403
Total Volume and Open Interest 165,661 1,849,581 -1,921
3-Mth Euribor(LIFFE)
Dec05 050309 97.555 97.565 97.500 97.510 unch 207,935 0  
Mar06 050309 97.415 97.435 97.360 97.370 unch 159,720 0  
Jun06 050309 97.270 97.285 97.205 97.220 unch 77,371 0  
Total Volume and Open Interest 920,994    
3-Mth Aus T-Bills(SFE)
Dec05 051101 94.36 94.36 94.35 94.36 unch 5,439 113,550 -2,156
Mar06 051101 94.32 94.33 94.31 94.33 +0.01 35,629 239,081 -11,175
Jun06 051101 94.28 94.30 94.28 94.30 unch 11,847 94,679 -1,785
Sep06 051101 94.26 94.28 94.26 94.27 unch 1,734 34,694 -336
Dec06 051101 94.23 94.25 94.23 94.25 unch 299 34,210 +107
Mar07 051101 94.18 94.20 94.18 94.20 -0.01 1,854 20,286 +709
Jun07 051101 94.16 94.17 94.15 94.17 unch 486 35,946 -335
Sep07 051101 94.13 94.13 94.12 94.13 unch 310 8,383 -633
Dec07 051101 94.12 94.12 94.12 94.12 unch 136 4,190 -61
Mar08 051101 94.11 94.11 94.11 94.11 -0.01 305 1,633 +58
Total Volume and Open Interest 58,039 588,706 -15,633
10-Year Aus T-Bonds(SFE)
Dec05 051101 94.50 94.53 94.50 94.53 +0.02 16,530 308,412 -3,160
Mar06 051101 94.53 94.53 94.53 94.53 +0.02      
Total Volume and Open Interest 16,530 308,412 -3,160
3-Year Aus T-Bonds(SFE)
Dec05 051101 94.62 94.62 94.60 94.62 unch 34,143 372,936 -18,687
Mar06 051101 94.62 94.62 94.62 94.62 unch      
Total Volume and Open Interest 34,143 372,936 -18,687
Gold(CMX)
Dec05 051101 467.8 468.0 460.1 460.6 -6.3 64,712 269,633 -4,194
Feb06 051101 471.5 472.3 463.6 464.4 -6.3 2,563 21,474 +798
Apr06 051101 472.0 472.0 467.5 468.3 -6.3 32 6,168 +1
Jun06 051101 479.0 479.0 471.0 472.1 -6.3 865 11,340 +509
Aug06 051101 477.5 477.5 476.0 476.0 -6.3 10 2,159 -5
Oct06 051101 481.0 481.0 480.0 480.0 -6.3 87 4,763 +85
Dec06 051101 491.2 492.2 483.0 483.9 -6.3 208 6,326 -162
Feb07 051101 489.0 489.0 487.9 487.9 -6.3 0 5,284 +0
Apr07 051101 491.9 491.9 491.9 491.9 -6.3 2 1,327 +2
Jun07 051101 495.9 495.9 495.9 495.9 -6.3 0 5,431 +0
Aug07 051101 499.8 499.8 499.8 499.8 -6.3      
Total Volume and Open Interest 68,486 343,341 -2,967
Silver(CMX)
Dec05 051101 760.0 761.0 741.0 747.0 -11.0 26,460 97,904 -6,593
Mar06 051101 770.0 770.0 750.0 755.1 -11.0 3,702 15,253 +1,910
May06 051101 764.0 764.0 759.0 759.0 -10.2 6 2,259 +0
Jul06 051101 770.0 770.0 760.0 762.6 -9.4 141 6,726 +38
Sep06 051101 766.0 766.2 766.0 766.2 -8.5 0 2,951 +0
Dec06 051101 775.0 779.0 767.0 770.0 -7.6 55 9,037 +13
Mar07 051101 116.3 116.3 116.3 116.3 -7.8 0 50 +0
Total Volume and Open Interest 30,392 138,138 -4,640
Platinum(NYM)
Jan06 051101 937.5 937.5 916.0 928.4 -14.8 1,147 13,118 +22
Apr06 051101 928.0 930.0 926.0 928.4 -14.8 0 187 +0
Total Volume and Open Interest 1,147 13,305 +22
Palladium(NYME)
Dec05 051101 225.00 225.00 220.00 223.40 -3.75 1,293 13,051 -124
Mar06 051101 228.00 228.00 223.00 226.10 -3.80 438 1,551 +296
Jun06 051101 228.10 228.10 228.10 228.10 -3.80 1 8 +1
Total Volume and Open Interest 1,742 14,624 +183
Copper(CMX)
Dec05 051101 180.70 183.50 178.30 181.60 +0.50 11,211 68,324 -2,124
Mar06 051101 174.30 175.70 172.10 175.40 +0.75 4,731 18,407 +2,102
May06 051101 168.50 169.70 168.50 169.50 +0.75 78 3,926 +15
Jul06 051101 163.90 163.90 162.70 163.80 +0.75 10 2,485 +5
Sep06 051101 157.80 157.80 157.80 157.80 +0.95 0 1,578 +0
Total Volume and Open Interest 17,357 104,644 +248
Aluminum(CMX)
Nov05 051101 91.35 91.35 91.35 91.35 -0.50 160 202 -267
Dec05 051101 91.50 91.70 91.50 91.55 -0.50 12 1,685 -10
Jan06 051101 91.75 91.75 91.75 91.75 -0.50 2 97 +1
Feb06 051101 91.25 91.25 91.25 91.25 -0.50 0 70 +0
Mar06 051101 90.90 90.90 90.90 90.90 -0.50 0 70 +0
Apr06 051101 90.45 90.45 90.45 90.45 -0.50 0 50 +0
Total Volume and Open Interest 174 2,319 -276
DJIA Index(CBOT)
Dec05 051101 10445 10465 10415 10431 +21 4,914 37,443 -201
Mar06 051101 10500 10500 10476 10476 +24 17 82 +2
Jun06 051101 10518 10518 10518 10518 +21      
Total Volume and Open Interest 4,933 37,529 -199
S & P 500(CME)
Dec05 051101 1207.50 1210.50 1204.00 1206.30 -3.50 49,965 634,365 -6,016
Mar06 051101 1215.00 1216.00 1211.50 1213.70 -3.50 1,337 9,701 +166
Jun06 051101 1222.40 1222.40 1222.40 1222.40 -3.50 1,162 1,641 +663
Sep06 051101 1230.90 1230.90 1230.90 1230.90 -3.50 0 542 +0
Total Volume and Open Interest 52,464 646,289 -5,187
S & P 500 E-Mini(Globex)
Dec05 051101 1204.00 1210.50 1203.00 1206.25 -3.50 1,034,913 1,091,630 -1,712
Mar06 051101 556.89 560.64 556.39 558.39 -3.50 1,430 3,058 -9
Total Volume and Open Interest 1,036,343 1,094,688 -1,721
NASDAQ 100(CME)
Dec05 051101 1579.50 1590.00 1577.00 1585.50 -1.00 6,758 62,440 -920
Mar06 051101 1600.50 1600.50 1600.50 1600.50 -1.00 0 38 +0
Jun06 051101 302.78 302.78 302.78 302.78 -1.00 0 17 +0
Total Volume and Open Interest 6,758 62,495 -920
NASDAQ 100 E-Mini(GLOBEX)
S & P Midcap 400(CME)
Dec05 051101 700.00 704.20 697.50 704.20 +1.20 370 13,115 +42
Mar06 051101 707.20 707.20 707.20 707.20 +1.20      
Jun06 051101 710.20 710.20 710.20 710.20 +1.20      
Total Volume and Open Interest 370 13,115 +42
Russell 2000(CME)
Dec05 051101 645.00 647.95 641.50 646.60 -2.60 1,251 35,995 -146
Mar06 051101 650.95 650.95 650.95 650.95 -2.60 3 37 +0
Jun06 051101 654.10 654.10 654.10 654.10 -2.60      
Total Volume and Open Interest 1,254 36,032 -146
Russell 2000 E-Mini(Globex)
Dec05 051101 642.20 648.60 641.10 646.60 -2.60 145,426 282,730 -6,444
Mar06 051101 648.50 652.50 644.60 651.00 -2.60 149 1,309 -5
Total Volume and Open Interest 145,575 284,039 -6,449
Value Line(KCBT)
Dec05 051101 1820.00 1826.00 1818.00 1825.00 +8.50 60 137 +2
Total Volume and Open Interest 60 137 +2
Nikkei 225(CME)
Dec05 051101 13890 13910 13845 13905 +220      
Mar06 051101 13905 13910 13905 13905 +220      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051101 13665 13875 13650 13870 +230 52,359 220,325 -928
Mar06 051101 13715 13865 13715 13860 +260 10 143 +10
Jun06 051101 13800 13800 13800 13800 +265      
Total Volume and Open Interest 52,391 221,022 -915
CAC 40(MATIF)
Nov05 051101 4424.5 4452.5 4421.0 4435.5 -4.0 75,333 390,273 +13,215
Dec05 051101 4414.0 4449.5 4414.0 4433.0 -4.5 4,674 111,855 +2,577
Jan06 051101 4441.0 4441.0 4441.0 4441.0 -3.5      
Total Volume and Open Interest 80,032 506,308 +15,792
Hang Seng Index(HKFE)
Nov05 051101 14468 14554 14435 14542 +158 36,706 91,750 +8,308
Dec05 051101 14507 14595 14503 14585 +160 1,214 2,753 +34
Total Volume and Open Interest 37,943 95,145 -25,981
DAX Index(EUREX)
Dec05 051101 4939.0 4951.0 4919.0 4928.5 +1.5 126,541 205,704 -1,883
Mar06 051101 4969.5 4978.0 4953.5 4958.0 +1.5 367 11,667 +163
Jun06 051101 5002.0 5010.0 4987.5 4990.0 +1.5 119 2,127 -8
Total Volume and Open Interest 127,027 219,498 -1,728
FT-SE 100(LIFFE)
Dec05 051101 5316.00 5353.50 5305.00 5347.50 +25.00 95,448 450,511 -1,774
Mar06 051101 5317.00 5355.50 5317.00 5355.50 +25.50 158 23,631 -21
Jun06 051101 5363.00 5363.00 5363.00 5363.00 +25.50 2 14,028 -1
Total Volume and Open Interest 95,608 488,170 -1,796
SPI 200(SFE)
Dec05 051101 4465.0 4485.0 4458.0 4467.0 +9.0 15,257 199,959 -964
Mar06 051101 4462.0 4473.0 4462.0 4467.0 +11.0 20 5,088 -22
Jun06 051101 4487.0 4498.0 4487.0 4491.0 +11.0 3 3,098 -153
Total Volume and Open Interest 15,282 210,834 -1,153
GSCI(CME)
Nov05 051101 417.20 422.30 417.15 420.70 -1.85 123 17,768 -13
Dec05 051101 426.50 430.60 426.50 429.60 -0.40 0 1 +0
Jan06 051101 432.50 432.50 432.50 432.50 +0.50      
Total Volume and Open Interest 123 17,769 -13
Reuters CRB Index(NYBOT)
Nov05 051101 325.00 327.25 325.00 327.25 unch 35 371 +5
Jan06 051101 327.00 328.25 327.00 328.25 +0.25 41 467 +7
Feb06 051101 328.25 328.25 328.25 328.25 +0.25 0 6 +0
Total Volume and Open Interest 76 1,052 +12
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.
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