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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed November 02, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051102 572.00 576.00 571.00 573.50 -1.00 11,986 11,257 -3,286
Jan06 051102 583.50 587.50 581.50 585.00 -1.50 49,309 159,439 +2,481
Mar06 051102 591.50 595.25 590.00 593.00 -1.25 4,157 37,887 +733
May06 051102 597.00 601.00 596.00 598.75 -1.50 1,500 22,547 -105
Jul06 051102 601.50 606.00 601.00 603.75 -1.75 1,642 25,884 +377
Aug06 051102 605.00 605.00 603.00 603.00 -2.75 33 1,701 +17
Sep06 051102 604.00 607.00 604.00 604.00 unch 142 1,010 +99
Total Volume and Open Interest 69,576 274,243 +377
Soybean Meal(CBOT)
Dec05 051102 172.80 174.60 172.10 173.90 +0.40 18,303 58,015 -1,760
Jan06 051102 174.00 176.00 173.70 175.50 +0.80 4,029 18,356 +239
Mar06 051102 177.00 178.70 176.80 178.20 +0.50 2,304 18,243 +208
May06 051102 179.20 180.80 179.00 180.50 +0.30 1,012 17,422 +155
Jul06 051102 182.30 182.90 182.00 182.80 +0.10 942 15,324 +221
Aug06 051102 183.50 184.00 183.30 184.00 -0.20 55 3,958 +29
Sep06 051102 184.20 185.00 183.50 184.00 -0.20 89 3,760 -44
Oct06 051102 185.00 185.00 183.50 183.80 -0.40 6 1,957 +0
Total Volume and Open Interest 26,821 140,899 -962
Soybean Oil(CBOT)
Dec05 051102 22.88 23.01 22.77 22.84 -0.18 16,003 56,749 -2,887
Jan06 051102 23.18 23.22 23.01 23.07 -0.18 4,761 55,753 +369
Mar06 051102 23.42 23.45 23.22 23.27 -0.20 2,201 14,686 +737
May06 051102 23.60 23.60 23.39 23.45 -0.21 1,185 15,047 +410
Jul06 051102 23.80 23.80 23.59 23.63 -0.20 1,085 16,648 +446
Aug06 051102 23.90 23.90 23.67 23.67 -0.19 57 1,694 +17
Sep06 051102 23.95 23.95 23.76 23.76 -0.17 102 2,023 +66
Oct06 051102 24.00 24.00 23.77 23.77 -0.15 18 1,013 +17
Total Volume and Open Interest 25,513 171,539 -759
Canola(WCE)
Nov05 051102 249.2 249.2 247.7 247.7 -0.7 206 1,057 -259
Jan06 051102 257.1 261.6 256.0 256.4 -1.2 5,483 44,655 -247
Mar06 051102 266.0 269.9 265.0 265.0 -1.5 1,493 6,310 -202
May06 051102 273.6 275.8 271.0 271.5 -1.4 4 1,580 +0
Jul06 051102 277.7 282.0 277.5 280.5 -1.3 143 1,898 +74
Total Volume and Open Interest 7,338 60,439 -626
Corn(CBOT)
Dec05 051102 196.00 196.75 195.75 196.00 -0.75 59,707 436,448 -6,003
Mar06 051102 210.00 210.50 209.75 210.00 -0.75 26,598 245,756 +6,087
May06 051102 218.00 218.75 217.75 218.00 -1.25 2,994 45,176 +724
Jul06 051102 225.00 226.00 225.00 225.25 -0.75 6,571 71,142 +1,565
Sep06 051102 233.75 233.75 233.00 233.00 -0.50 482 8,613 +171
Dec06 051102 243.00 243.75 242.75 243.25 unch 2,386 44,155 +537
Total Volume and Open Interest 98,867 859,858 +3,151
Wheat(CBOT)
Dec05 051102 316.50 317.25 312.00 313.00 -4.00 26,284 185,028 -4,350
Mar06 051102 332.00 332.25 327.25 328.50 -4.25 13,269 71,758 +4,419
May06 051102 340.00 340.25 336.00 337.25 -4.00 1,427 4,200 +571
Jul06 051102 347.50 348.00 343.50 344.75 -3.50 4,255 35,122 -119
Sep06 051102 356.00 356.00 351.00 352.50 -3.00 284 2,053 -77
Total Volume and Open Interest 46,155 305,362 +399
Wheat(KCBT)
Dec05 051102 366.50 367.00 360.00 360.50 -8.25 7,219 61,474 -1,178
Mar06 051102 370.00 370.50 365.00 366.00 -7.00 4,442 35,569 +848
May06 051102 363.00 364.00 359.00 359.25 -5.00 412 4,400 +276
Jul06 051102 358.00 358.00 352.50 355.00 -4.50 3,019 22,628 +908
Sep06 051102 362.50 362.50 358.50 359.00 -4.00 292 1,193 +62
Total Volume and Open Interest 15,733 126,404 +1,131
Wheat(MGE)
Dec05 051102 368.00 369.00 365.25 365.50 -3.00 2,460 13,108 -911
Mar06 051102 373.00 373.50 371.00 371.50 -2.75 1,021 13,608 +167
May06 051102 374.00 374.00 371.00 372.50 -1.50 43 2,262 +30
Jul06 051102 373.00 373.00 371.00 372.00 -2.25 574 5,634 +248
Sep06 051102 371.00 372.00 370.00 370.00 -1.00 78 795 +36
Total Volume and Open Interest 4,194 36,263 -418
Oats(CBOT)
Dec05 051102 160.50 162.50 159.50 162.00 +1.25 845 3,984 -160
Mar06 051102 167.50 169.75 167.25 169.50 +1.25 273 2,452 +25
May06 051102 174.00 174.00 174.00 174.00 +1.50 0 83 +0
Jul06 051102 178.00 178.00 178.00 178.00 +1.00 0 1 +0
Total Volume and Open Interest 1,118 6,528 -135
Rough Rice(CBOT)
Nov05 051102 7.32 7.37 7.32 7.37 +0.08 331 317 -65
Jan06 051102 7.58 7.65 7.57 7.64 +0.07 819 5,346 +69
Mar06 051102 7.81 7.87 7.80 7.86 +0.06 71 1,628 +9
May06 051102 8.05 8.06 8.05 8.06 +0.05 0 205 +0
Total Volume and Open Interest 1,226 7,522 +18
Live Cattle(CME)
Dec05 051102 89.975 90.500 89.850 90.300 +0.375 11,668 92,966 -1,956
Feb06 051102 93.000 93.475 92.925 93.300 +0.250 6,438 47,461 -216
Apr06 051102 90.200 90.700 90.075 90.625 +0.275 1,467 16,253 -61
Jun06 051102 85.050 85.500 85.050 85.425 +0.150 416 7,858 +40
Aug06 051102 84.500 84.800 84.500 84.750 +0.200 142 2,871 +29
Oct06 051102 85.600 85.850 85.600 85.850 +0.450 7 649 +5
Total Volume and Open Interest 20,138 168,058 -2,159
Feeder Cattle(CME)
Nov05 051102 115.100 115.700 115.050 115.525 +0.050 2,494 8,280 -402
Jan06 051102 113.450 114.200 113.400 113.900 +0.400 2,611 15,224 +887
Mar06 051102 110.200 110.950 110.050 110.925 +0.675 126 2,010 +39
Apr06 051102 108.625 109.250 108.625 109.150 +0.550 46 799 -3
May06 051102 108.000 108.700 108.000 108.700 +0.650 53 854 +11
Aug06 051102 108.700 109.300 108.700 109.250 +0.550 6 353 +4
Sep06 051102 107.600 108.400 107.600 108.400 +0.900 0 12 +0
Total Volume and Open Interest 5,336 27,532 +536
Lean Hogs(CME)
Dec05 051102 61.400 62.175 61.200 61.800 +0.950 9,251 64,816 -598
Feb06 051102 65.450 66.000 65.300 65.925 +0.775 5,009 28,814 +643
Apr06 051102 65.850 66.750 65.850 66.650 +1.025 945 10,537 +308
May06 051102 66.900 67.875 66.900 67.875 +0.875 122 2,064 +34
Jun06 051102 69.400 69.975 69.400 69.800 +0.425 460 4,147 +49
Jul06 051102 66.350 66.800 66.350 66.700 +0.450 64 1,560 +10
Aug06 051102 62.750 63.100 62.750 62.950 +0.650 11 795 -1
Oct06 051102 56.000 56.300 56.000 56.275 +0.375 70 511 -3
Total Volume and Open Interest 15,942 113,354 +442
Pork Bellies(CME)
Feb06 051102 87.850 89.250 87.750 88.475 +0.625 650 1,172 -58
Mar06 051102 88.500 88.500 88.000 88.000 +0.850 3 107 -1
May06 051102 89.700 90.500 89.700 89.800 +0.400 51 84 +49
Jul06 051102 92.000 92.000 92.000 92.000 unch 0 22 +0
Aug06 051102 92.000 92.000 92.000 92.000 -1.500 0 26 +0
Total Volume and Open Interest 704 1,411 -10
Class III Milk(CME)
Nov05 051102 13.55 13.55 13.44 13.45 -0.11 90 2,234 -10
Dec05 051102 13.37 13.37 13.26 13.26 -0.09 83 2,141 -5
Jan06 051102 13.00 13.00 12.95 12.99 -0.01 69 1,693 +28
Feb06 051102 12.63 12.63 12.61 12.61 -0.02 13 1,372 +3
Mar06 051102 12.58 12.60 12.58 12.60 unch 18 1,344 +7
Total Volume and Open Interest 388 18,231 +53
Cocoa(NYBOT)
Dec05 051102 1365 1378 1357 1369 +1 4,817 57,433 -649
Mar06 051102 1407 1415 1398 1409 +2 1,917 38,041 +46
May06 051102 1425 1430 1421 1430 +2 122 11,052 +29
Jul06 051102 1443 1453 1443 1450 +2 66 9,208 +29
Sep06 051102 1473 1473 1468 1470 +2 97 11,033 +48
Dec06 051102 1497 1497 1497 1497 +2 0 9,152 +0
Mar07 051102 1521 1521 1521 1521 +2 60 9,360 -10
Total Volume and Open Interest 14,605 146,129 -507
Coffee "C"(NYBOT)
Dec05 051102 98.00 101.25 97.75 101.05 +3.95 8,275 45,687 -1,822
Mar06 051102 101.50 104.70 101.25 104.65 +4.00 3,915 25,910 +379
May06 051102 103.40 106.70 103.30 106.45 +3.90 530 5,354 -125
Jul06 051102 105.20 108.00 104.90 108.00 +3.80 263 3,245 -56
Sep06 051102 108.25 109.40 107.50 109.40 +3.70 93 1,423 +65
Dec06 051102 109.80 111.60 109.80 111.60 +3.40 8 1,162 -1
Total Volume and Open Interest 42,111 83,960 -1,355
Orange Juice(NYBOT)
Nov05 051102 115.50 119.00 114.90 119.00 +3.30 789 562 -692
Jan06 051102 117.50 119.90 116.60 119.85 +2.15 3,060 23,618 +285
Mar06 051102 119.15 121.90 118.50 121.70 +2.05 603 6,214 +278
May06 051102 120.50 122.40 120.50 122.40 +1.25 32 1,393 +19
Jul06 051102 123.40 123.40 123.40 123.40 +1.00 15 464 +11
Total Volume and Open Interest 10,130 32,344 -81
Sugar #11(NYBOT)
Mar06 051102 11.35 11.51 11.34 11.47 +0.22 47,317 296,051 -7,622
May06 051102 11.34 11.45 11.33 11.42 +0.19 9,330 60,520 +758
Jul06 051102 11.11 11.24 11.10 11.19 +0.17 4,635 37,272 -208
Oct06 051102 11.11 11.19 11.11 11.16 +0.15 2,673 24,576 +120
Mar07 051102 11.18 11.25 11.17 11.20 +0.12 1,605 25,432 +86
Total Volume and Open Interest 116,148 460,599 -6,743
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051102 22.05 22.05 21.97 22.00 -0.05 730 2,618 -602
Mar06 051102 21.55 21.60 21.55 21.60 +0.01 110 3,015 +5
May06 051102 21.65 21.65 21.65 21.65 +0.01 219 2,756 -23
Jul06 051102 21.75 21.80 21.71 21.80 +0.05 223 3,043 +49
Total Volume and Open Interest 2,031 13,209 -542
London Cocoa(LCE)
Dec05 051102 817 818 811 814 -5 3,018 65,535 -33
Mar06 051102 839 840 832 836 -4 1,525 57,539 +632
May06 051102 845 850 845 847 -4 90 16,653 -11
Jul06 051102 861 861 859 861 -4 14 26,769 +13
Sep06 051102 875 875 870 873 -4 169 13,686 +87
Dec06 051102 884 886 880 884 -4 63 15,436 +53
Mar07 051102 895 895 894 894 -5 0 3,581 +0
Total Volume and Open Interest 4,879 199,327 +741
London Coffee(LCE)
Nov05 051102 905.00 937.00 905.00 928.00 +23.00 509 3,007 -153
Jan06 051102 920.00 954.00 920.00 942.00 +22.00 6,517 75,529 -609
Mar06 051102 935.00 961.00 935.00 956.00 +20.00 1,229 37,287 +249
May06 051102 962.00 976.00 961.00 968.00 +18.00 58 9,896 +50
Jul06 051102 977.00 993.00 977.00 982.00 +17.00 76 5,001 +0
Sep06 051102 996.00 999.00 994.00 994.00 +15.00 37 1,980 +13
Total Volume and Open Interest 8,463 133,009 -414
London Sugar(LCE)
Dec05 051102 279.60 283.50 278.00 283.40 +4.40 3,901 12,373 -1,622
Mar06 051102 287.60 293.50 286.20 293.00 +5.50 3,951 24,381 -54
May06 051102 300.00 304.50 300.00 304.50 +4.50 359 5,861 +190
Aug06 051102 312.90 317.40 311.90 314.50 +3.10 478 5,255 +233
Oct06 051102 313.00 317.40 313.00 316.50 +3.50 516 5,201 +105
Total Volume and Open Interest 9,455 57,973 -1,056
Cotton(NYBOT)
Dec05 051102 52.00 52.35 51.65 52.29 +0.18 8,439 71,718 -1,349
Mar06 051102 54.50 54.85 54.23 54.76 -0.02 5,038 36,098 +1,255
May06 051102 55.70 55.80 55.10 55.80 unch 539 4,035 +262
Jul06 051102 56.50 56.50 56.00 56.40 +0.10 137 3,039 +62
Oct06 051102 56.70 56.70 56.70 56.70 +0.15 0 63 +0
Dec06 051102 57.40 57.65 57.10 57.65 +0.05 2 1,425 +2
Total Volume and Open Interest 34,040 116,387 +232
Lumber(CME)
Nov05 051102 299.0 300.5 297.2 299.3 -3.6 571 1,212 -249
Jan06 051102 310.0 315.1 310.0 315.0 +3.0 565 1,990 +126
Mar06 051102 320.6 323.4 320.5 323.4 +0.8 43 359 +3
May06 051102 327.7 327.7 327.7 327.7 +0.8 2 77 +0
Total Volume and Open Interest 1,183 3,679 -119
Crude Oil(NYM)
Dec05 051102 59.65 60.40 58.75 59.75 -0.10 95,972 231,880 -4,548
Jan06 051102 60.30 61.15 59.50 60.49 -0.05 50,836 122,320 +5,745
Feb06 051102 60.80 61.20 60.05 60.92 -0.04 18,695 52,344 +1,124
Mar06 051102 61.00 61.35 60.55 61.20 -0.01 8,119 33,570 +370
Apr06 051102 61.00 61.40 61.00 61.40 +0.01 4,223 16,123 +748
May06 051102 61.55 61.55 61.30 61.52 +0.05 1,424 13,115 +12
Jun06 051102 61.25 62.05 61.00 61.58 +0.07 3,887 48,718 +1,260
Jul06 051102 61.45 61.63 61.45 61.63 +0.09 160 10,946 +13
Aug06 051102 61.50 61.65 61.50 61.65 +0.11 210 8,993 +3
Sep06 051102 61.66 61.66 61.66 61.66 +0.12 337 9,536 -56
Oct06 051102 61.67 61.67 61.67 61.67 +0.14 25 5,079 +25
Nov06 051102 61.63 61.63 61.63 61.63 +0.17 50 7,922 +9
Dec06 051102 61.20 61.85 61.00 61.58 +0.20 7,549 50,134 +355
Jan07 051102 61.44 61.44 61.44 61.44 +0.22 200 10,184 +50
Feb07 051102 61.34 61.34 61.34 61.34 +0.24 0 4,139 +0
Mar07 051102 61.25 61.25 61.25 61.25 +0.26 50 5,433 -19
Total Volume and Open Interest 201,209 821,833 +6,308
Heating Oil(NYM)
Dec05 051102 179.00 181.80 175.00 178.29 -2.21 22,039 60,130 -1,688
Jan06 051102 184.50 186.00 179.70 182.79 -2.81 11,593 35,765 +608
Feb06 051102 187.25 188.25 183.00 184.99 -2.76 4,403 19,870 +863
Mar06 051102 185.00 186.00 180.75 183.69 -2.41 1,823 15,958 -12
Apr06 051102 181.10 182.80 178.25 180.19 -1.61 1,253 7,483 +313
May06 051102 177.00 177.50 174.00 176.19 -1.11 393 4,676 -44
Jun06 051102 174.50 174.50 172.50 173.69 -0.91 1,367 6,545 +593
Jul06 051102 173.00 173.89 172.50 173.89 -0.81 154 3,993 -115
Aug06 051102 175.00 175.00 173.10 174.89 -0.71 224 2,130 -93
Sep06 051102 176.90 177.15 176.00 176.29 -0.66 3 1,405 +0
Oct06 051102 178.70 178.70 176.00 178.04 -0.66 110 527 -53
Nov06 051102 181.00 181.00 180.39 180.39 -0.61 290 434 -110
Total Volume and Open Interest 43,939 165,464 -823
Unleaded Gas(NYM)
Dec05 051102 159.70 162.20 155.25 156.91 -3.45 21,614 62,529 +535
Jan06 051102 164.10 165.60 159.80 161.60 -2.50 9,244 25,329 +1,084
Feb06 051102 165.75 165.75 162.80 163.70 -2.55 2,258 10,783 +316
Mar06 051102 167.50 167.50 162.00 164.95 -2.65 1,453 8,748 -135
Apr06 051102 173.50 175.15 173.00 175.15 -2.55 1,699 7,232 +697
May06 051102 174.50 176.25 174.50 176.25 -2.35 361 4,157 +107
Jun06 051102 175.25 176.90 175.25 176.90 -2.15 808 5,409 +638
Jul06 051102 176.80 176.80 176.80 176.80 -2.05 5 1,986 +0
Aug06 051102 177.75 177.75 176.05 176.05 -1.95 100 1,895 +0
Sep06 051102 174.35 174.35 174.35 174.35 -1.85 47 900 +10
Oct06 051102 165.55 165.55 165.55 165.55 -1.70 0 159 +0
Nov06 051102 162.65 162.65 162.65 162.65 -1.50 0 10 +0
Total Volume and Open Interest 37,589 129,182 +2,068
Natural Gas(NYM)
Dec05 051102 11.820 11.980 11.490 11.604 -0.256 27,336 73,439 -2,730
Jan06 051102 12.340 12.460 12.080 12.161 -0.221 10,976 69,065 +369
Feb06 051102 12.300 12.400 12.050 12.111 -0.221 2,787 29,203 +611
Mar06 051102 12.010 12.100 11.780 11.826 -0.226 7,584 49,224 +1,421
Apr06 051102 10.280 10.280 10.080 10.116 -0.186 6,605 31,034 -6
May06 051102 9.990 10.000 9.850 9.881 -0.178 3,692 25,069 +628
Jun06 051102 10.060 10.060 9.911 9.911 -0.178 319 10,922 +4
Jul06 051102 10.130 10.140 9.950 9.961 -0.176 429 14,950 +114
Aug06 051102 10.130 10.130 10.000 10.006 -0.176 1,119 15,971 -371
Sep06 051102 10.160 10.160 9.991 9.991 -0.176 345 13,132 +71
Oct06 051102 10.170 10.170 10.041 10.041 -0.171 2,086 23,163 -112
Nov06 051102 10.600 10.620 10.506 10.506 -0.166 3,880 10,653 +175
Dec06 051102 11.100 11.100 10.956 10.956 -0.156 695 11,986 +394
Jan07 051102 11.420 11.420 11.310 11.311 -0.146 238 12,543 +126
Feb07 051102 11.350 11.350 11.231 11.231 -0.141 79 5,348 -81
Mar07 051102 10.990 10.990 10.926 10.926 -0.136 4,026 11,060 -159
Total Volume and Open Interest 78,684 527,674 +2,392
Brent Crude Oil(IPE)
Dec05 051102 58.22 58.82 57.44 58.38 +0.01 52,997 61,763 -3,034
Jan06 051102 58.76 59.35 58.00 58.88 +0.09 28,440 97,294 -1,597
Feb06 051102 59.18 59.87 58.51 59.37 +0.11 9,695 26,321 -842
Mar06 051102 59.55 60.25 58.85 59.72 +0.12 3,212 14,469 +61
Apr06 051102 59.76 60.33 59.33 59.97 +0.12 916 7,093 -17
May06 051102 59.81 60.22 59.50 60.10 +0.15 825 5,879 +304
Jun06 051102 60.12 60.42 59.59 60.17 +0.14 1,229 29,319 +325
Jul06 051102 60.19 60.34 59.89 60.25 +0.11 92 4,091 +52
Aug06 051102 59.97 60.77 59.96 60.32 +0.10 0 819 +0
Sep06 051102 60.14 60.76 60.00 60.36 +0.08 150 6,357 +150
Oct06 051102 60.22 60.35 60.22 60.35 +0.11 0 2,527 +0
Nov06 051102 60.34 60.34 60.34 60.34 +0.14 0 772 +0
Dec06 051102 60.00 60.40 59.65 60.32 +0.17 5,036 31,657 -427
Jan07 051102 60.22 60.22 60.22 60.22 +0.21 0 4,280 +0
Total Volume and Open Interest 105,969 331,149 -5,056
Gas Oil(IPE)
Nov05 051102 549.75 550.50 528.00 530.25 -15.50 23,968 31,501 -5,356
Dec05 051102 556.25 557.75 537.25 539.75 -13.25 26,934 59,402 -3,094
Jan06 051102 562.25 563.25 546.75 548.50 -11.25 11,010 26,893 -125
Feb06 051102 565.50 565.50 550.75 552.75 -9.75 6,691 14,920 +1,517
Mar06 051102 557.75 562.75 551.00 553.25 -7.75 2,688 11,324 -1,085
Apr06 051102 556.00 560.75 549.75 551.00 -7.25 318 6,610 +165
May06 051102 555.00 555.00 548.50 548.50 -6.75 25 1,390 +3
Jun06 051102 550.75 554.25 545.75 547.50 -5.75 2,311 17,791 +334
Jul06 051102 553.50 553.50 548.50 548.50 -5.75 0 868 +0
Aug06 051102 550.00 550.00 550.00 550.00 -5.25 0 157 +0
Total Volume and Open Interest 76,795 198,741 -6,916
US Dollar Index(NYBOT)
Dec05 051102 89.88 90.06 89.45 89.57 -0.35 1,480 31,068 +364
Mar06 051102 89.30 89.30 89.25 89.30 -0.35 16 2,131 +12
Jun06 051102 89.04 89.04 89.04 89.04 -0.35 0 2 +0
Total Volume and Open Interest 3,887 33,202 +376
Australian Dollar(CME)
Dec05 051102 73.93 74.18 73.90 74.16 -0.18 2,832 61,188 +359
Mar06 051102 73.78 73.94 73.78 73.94 -0.18 0 29 +8
Jun06 051102 73.72 73.72 73.72 73.72 -0.18 0 17 +0
Total Volume and Open Interest 2,832 61,243 +367
British Pound(CME)
Dec05 051102 176.56 177.60 176.56 177.55 +1.22 3,303 69,284 +1,236
Mar06 051102 177.46 177.46 177.46 177.46 +1.23 0 291 +0
Jun06 051102 177.56 177.56 177.56 177.56 +1.23 0 4 +0
Total Volume and Open Interest 3,303 69,583 +1,236
Canadian Dollar(CME)
Dec05 051102 84.80 85.08 84.67 84.96 -0.24 4,114 105,618 +2,711
Mar06 051102 85.00 85.19 84.96 85.18 -0.24 19 1,952 +46
Jun06 051102 85.41 85.41 85.41 85.41 -0.24 1 421 +1
Sep06 051102 85.40 85.64 85.40 85.64 -0.24 0 88 +0
Total Volume and Open Interest 4,134 108,226 +2,756
Japanese Yen(CME)
Dec05 051102 85.95 86.23 85.94 86.02 -0.15 3,801 176,906 +474
Mar06 051102 86.87 86.90 86.87 86.90 -0.15 3 18,815 -4
Jun06 051102 87.82 87.90 87.82 87.90 -0.15 0 57 +0
Total Volume and Open Interest 3,804 195,803 +470
Swiss Franc(CME)
Dec05 051102 78.17 78.71 78.17 78.53 +0.65 1,955 69,394 +2,358
Mar06 051102 78.99 79.16 78.96 79.16 +0.65 20 153 -14
Jun06 051102 79.82 79.82 79.82 79.82 +0.65 0 17 +0
Total Volume and Open Interest 1,976 69,574 +2,344
EuroFX(CME)
Dec05 051102 120.27 121.14 120.27 121.00 +0.67 7,333 140,694 +910
Mar06 051102 120.88 121.62 120.88 121.59 +0.67 27 2,646 +35
Jun06 051102 122.29 122.29 122.29 122.29 +0.67 0 767 +2
Total Volume and Open Interest 7,364 144,306 +945
Mexican Peso(CME)
Dec05 051102 9225.0 9265.0 9215.0 9252.0 +30.0 5,566 68,825 +2,422
Mar06 051102 9145.0 9155.0 9145.0 9155.0 +30.0 11 540 +0
Total Volume and Open Interest 5,589 69,890 +2,434
30-Year T-Bonds(CBOT)
Dec05 051102 111~27 111~31 111~07 111~12 -0~13 298,871 581,365 +5,245
Mar06 051102 111~09 111~19 110~30 111~03 -0~13 1,526 19,234 +490
Jun06 051102 111~10 111~10 110~29 110~29 -0~13 1 773 +0
Total Volume and Open Interest 300,398 601,373 +5,735
Municipal Bonds(CBOT)
Dec05 051102 104~00 104~07 103~27 104~02 -0~07 9 440 -8
Total Volume and Open Interest 9 440 -8
10-Year T-Notes(CBOT)
Dec05 051102 108~130 108~150 108~010 108~040 -0~075 774,184 1,704,764 +16,470
Mar06 051102 108~020 108~055 107~285 107~290 -0~075 7,948 37,702 +2,200
Total Volume and Open Interest 782,132 1,742,772 +18,670
5-Year T-Notes(CBOT)
Dec05 051102 105~205 105~280 105~205 105~225 -0~035 440,386 0 +0
Mar06 051102 105~160 105~160 105~160 105~160 -0~035 1,210 0 +0
Jun06 051102 105~080 105~080 105~080 105~080 -0~035      
Total Volume and Open Interest 441,596    
2 Year T-Notes(CBOT)
Dec05 051102 102~061 102~072 102~060 102~068 -0~001 1,362 355,793 -799
Total Volume and Open Interest 1,362 355,793 -799
Eurodollars(CME)
Dec05 051102 95.505 95.520 95.505 95.510 -0.005 41,238 1,171,240 +25,638
Mar06 051102 95.195 95.235 95.195 95.210 -0.020 44,820 1,150,968 +9,578
Jun06 051102 95.090 95.140 95.085 95.110 -0.020 42,453 1,266,951 +12,618
Sep06 051102 95.070 95.130 95.070 95.100 -0.020 33,566 907,660 +12,119
Dec06 051102 95.085 95.140 95.080 95.110 -0.015 26,525 893,080 +13,194
Mar07 051102 95.105 95.165 95.105 95.130 -0.020 28,855 782,262 +15,854
Jun07 051102 95.100 95.155 95.100 95.125 -0.020 18,833 570,858 +16,104
Sep07 051102 95.080 95.130 95.080 95.105 -0.020 17,722 351,780 +8,055
Dec07 051102 95.070 95.105 95.065 95.070 -0.025 13,745 280,331 +5,634
Mar08 051102 95.045 95.085 95.045 95.055 -0.030 14,692 241,063 +2,130
Jun08 051102 95.040 95.060 95.020 95.030 -0.030 13,485 234,772 +253
Sep08 051102 94.995 95.035 94.990 95.000 -0.035 17,383 220,654 +857
Total Volume and Open Interest 374,058 8,897,347 +126,760
3-Mth Euro-Yen(CME)
Dec05 051102 99.90 99.90 99.90 99.90 unch 0 6,482 -250
Mar06 051102 99.82 99.82 99.82 99.82 unch 0 8,312 -37
Jun06 051102 99.71 99.71 99.71 99.71 -0.01 0 6,524 -103
Sep06 051102 99.60 99.60 99.60 99.60 -0.01 155 3,700 -29
Dec06 051102 99.48 99.48 99.48 99.48 -0.02 270 7,807 +171
Mar07 051102 99.36 99.36 99.36 99.36 -0.03 150 1,632 +96
Jun07 051102 99.26 99.26 99.26 99.26 -0.03 125 2,176 -120
Sep07 051102 99.19 99.19 99.19 99.19 unch 0 510 +0
Dec07 051102 99.06 99.06 99.06 99.06 -0.02 0 38 +0
Mar08 051102 98.95 98.95 98.95 98.95 -0.02 0 53 +0
Total Volume and Open Interest 700 37,484 -272
3-Mth Euro-Yen(SIMEX)
Dec05 051102 99.90 99.90 99.90 99.90 unch 204 82,699 +64
Mar06 051102 99.82 99.82 99.82 99.82 unch 196 58,178 +109
Jun06 051102 99.71 99.72 99.71 99.71 -0.01 4,952 61,026 +4,499
Sep06 051102 99.61 99.61 99.60 99.60 -0.01 5,431 41,289 +4,702
Dec06 051102 99.50 99.50 99.48 99.48 -0.01 303 48,289 -5
Mar07 051102 99.38 99.38 99.37 99.37 -0.01 57 24,989 +40
Jun07 051102 99.28 99.28 99.26 99.26 -0.02 275 15,008 +128
Sep07 051102 99.16 99.16 99.16 99.16 -0.02 0 1,698 +0
Total Volume and Open Interest 11,418 361,135 +9,537
German Euro-Bund(EUREX)
Dec05 051102 120.33 120.40 119.77 119.91 -0.44 1,178,075 1,546,696 +57,836
Mar06 051102 120.51 120.61 119.99 120.12 -0.47 1,504 53,222 +4,060
Jun06 051102 119.43 119.43 119.43 119.43 -0.47 40 1 +0
Total Volume and Open Interest 1,179,619 1,599,919 +52,261
German Euro-Bobl(EUREX)
Dec05 050908 114.76 114.94 114.73 114.88 +0.12 642,061 620,500 +251,913
Mar06 051102 112.88 112.88 112.62 112.62 -0.28 9,140 21,780 +582
Jun06 051102 112.12 112.12 112.12 112.12 -0.25 500 0 +0
Total Volume and Open Interest 621,550 1,110,012 +82,085
Long Gilt(LIFFE)
Dec05 051102 112~10 112~11 111~19 111~22 -0~17 81,200 236,341 -4,486
Mar06 051102 112~01 112~01 112~01 112~01 -0~18 0 5 +0
Total Volume and Open Interest 81,200 236,346 -4,486
3-Mth Short Sterling(LIFFE)
Dec05 051102 95.39 95.39 95.39 95.39 -0.02 28,896 295,379 +2,605
Mar06 051102 95.38 95.38 95.38 95.38 -0.04 58,948 420,350 +3,786
Jun06 051102 95.36 95.36 95.36 95.36 -0.04 76,136 308,675 +5,311
Total Volume and Open Interest 308,111 1,869,362 +19,781
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 051102 94.35 94.36 94.34 94.36 unch 3,155 112,822 -728
Mar06 051102 94.31 94.35 94.30 94.35 +0.02 18,104 213,606 -25,475
Jun06 051102 94.29 94.33 94.28 94.33 +0.03 5,255 94,027 -652
Sep06 051102 94.26 94.30 94.26 94.30 +0.03 1,149 34,135 -559
Dec06 051102 94.24 94.27 94.24 94.27 +0.02 433 34,139 -71
Mar07 051102 94.19 94.22 94.19 94.22 +0.02 78 20,189 -97
Jun07 051102 94.14 94.18 94.14 94.18 +0.01 512 36,388 +442
Sep07 051102 94.13 94.15 94.13 94.15 +0.02 75 8,385 +2
Dec07 051102 94.13 94.14 94.13 94.14 +0.02 0 4,190 +0
Mar08 051102 94.13 94.13 94.13 94.13 +0.02 0 1,633 +0
Total Volume and Open Interest 28,761 561,568 -27,138
10-Year Aus T-Bonds(SFE)
Dec05 051102 94.49 94.56 94.49 94.54 +0.01 7,779 308,814 +402
Mar06 051102 94.54 94.54 94.54 94.54 +0.01      
Total Volume and Open Interest 7,779 308,814 +402
3-Year Aus T-Bonds(SFE)
Dec05 051102 94.59 94.65 94.58 94.64 +0.02 11,553 365,022 -7,914
Mar06 051102 94.64 94.64 94.64 94.64 +0.02      
Total Volume and Open Interest 11,553 365,022 -7,914
Gold(CMX)
Dec05 051102 461.2 465.5 461.0 464.6 +4.0 96,592 259,195 -10,438
Feb06 051102 465.2 468.9 464.0 468.4 +4.0 3,844 22,718 +1,244
Apr06 051102 468.5 472.3 468.5 472.3 +4.0 962 6,475 +307
Jun06 051102 473.5 476.5 473.0 476.1 +4.0 233 11,306 -34
Aug06 051102 477.0 480.0 477.0 480.0 +4.0 21 2,156 -3
Oct06 051102 484.0 484.0 484.0 484.0 +4.0 4 4,767 +4
Dec06 051102 486.5 489.0 485.8 487.9 +4.0 286 6,349 +23
Feb07 051102 491.9 491.9 491.9 491.9 +4.0 9 5,281 -3
Apr07 051102 495.9 495.9 495.9 495.9 +4.0 0 1,327 +0
Jun07 051102 499.9 499.9 499.9 499.9 +4.0 0 5,431 +0
Aug07 051102 503.8 503.8 503.8 503.8 +4.0      
Total Volume and Open Interest 102,010 334,470 -8,871
Silver(CMX)
Dec05 051102 746.0 758.0 743.0 756.0 +9.0 27,989 96,604 -1,300
Mar06 051102 753.0 765.0 752.0 764.1 +9.0 2,014 16,131 +878
May06 051102 763.0 767.8 763.0 767.8 +8.8 72 2,259 +0
Jul06 051102 774.0 774.0 770.5 771.2 +8.6 29 6,744 +18
Sep06 051102 774.4 774.4 774.4 774.4 +8.2 2 2,951 +0
Dec06 051102 775.0 782.0 775.0 777.8 +7.8 295 9,164 +127
Mar07 051102 124.7 124.7 124.7 124.7 +8.4 0 50 +0
Total Volume and Open Interest 30,546 137,967 -171
Platinum(NYM)
Jan06 051102 930.0 941.5 930.0 941.1 +12.7 5,107 10,871 -2,247
Apr06 051102 933.7 941.1 933.7 941.1 +12.7 24 204 +17
Total Volume and Open Interest 5,131 11,075 -2,230
Palladium(NYME)
Dec05 051102 223.00 229.00 223.00 228.65 +5.25 1,309 12,581 -470
Mar06 051102 225.00 233.00 225.00 231.20 +5.10 136 1,576 +25
Jun06 051102 233.20 233.20 233.20 233.20 +5.10 0 8 +0
Total Volume and Open Interest 1,446 14,180 -444
Copper(CMX)
Dec05 051102 181.80 183.30 181.70 183.05 +1.45 14,039 67,332 -992
Mar06 051102 175.50 177.00 175.50 176.95 +1.55 3,646 20,003 +1,596
May06 051102 170.70 171.30 170.70 171.05 +1.55 86 3,967 +41
Jul06 051102 165.20 165.50 165.20 165.35 +1.55 67 2,509 +24
Sep06 051102 158.80 159.35 158.80 159.35 +1.55 6 1,583 +5
Total Volume and Open Interest 18,973 105,650 +1,006
Aluminum(CMX)
Nov05 051102 92.40 92.40 92.40 92.40 +1.05 0 202 +0
Dec05 051102 92.60 92.60 92.60 92.60 +1.05 3 1,685 +0
Jan06 051102 92.80 92.80 92.80 92.80 +1.05 0 97 +0
Feb06 051102 92.30 92.30 92.30 92.30 +1.05 0 70 +0
Mar06 051102 91.95 91.95 91.95 91.95 +1.05 0 70 +0
Apr06 051102 91.50 91.50 91.50 91.50 +1.05 0 50 +0
Total Volume and Open Interest 3 2,319 +0
DJIA Index(CBOT)
Dec05 051102 10405 10501 10388 10486 +55 2,992 37,474 +31
Mar06 051102 10531 10531 10531 10531 +55 2 83 +1
Jun06 051102 10573 10573 10573 10573 +55      
Total Volume and Open Interest 2,998 37,561 +32
S & P 500(CME)
Dec05 051102 1202.80 1218.50 1202.50 1218.10 +11.80 31,052 638,074 +3,709
Mar06 051102 1215.20 1225.60 1215.20 1225.60 +11.90 1,720 10,628 +927
Jun06 051102 1234.50 1234.50 1234.50 1234.50 +12.10 1,716 2,704 +1,063
Sep06 051102 1233.00 1243.00 1233.00 1243.00 +12.10 0 542 +0
Total Volume and Open Interest 34,488 651,988 +5,699
S & P 500 E-Mini(Globex)
Dec05 051102 1206.25 1218.50 1202.50 1218.00 +11.75 795,867 1,105,204 +13,574
Mar06 051102 560.89 570.14 554.64 570.14 +11.75 612 2,769 -289
Total Volume and Open Interest 796,479 1,107,973 +13,285
NASDAQ 100(CME)
Dec05 051102 1578.00 1610.00 1577.50 1609.50 +24.00 3,540 62,384 -56
Mar06 051102 1624.50 1624.50 1624.50 1624.50 +24.00 0 38 +0
Jun06 051102 326.78 326.78 326.78 326.78 +24.00 0 17 +0
Total Volume and Open Interest 3,540 62,439 -56
NASDAQ 100 E-Mini(GLOBEX)
S & P Midcap 400(CME)
Dec05 051102 702.50 714.30 702.50 714.30 +10.10 209 13,103 -12
Mar06 051102 717.30 717.30 717.30 717.30 +10.10      
Jun06 051102 720.30 720.30 720.30 720.30 +10.10      
Total Volume and Open Interest 209 13,103 -12
Russell 2000(CME)
Dec05 051102 644.00 659.00 644.00 658.70 +12.10 867 35,904 -91
Mar06 051102 663.05 663.05 663.05 663.05 +12.10 0 37 +0
Jun06 051102 666.20 666.20 666.20 666.20 +12.10      
Total Volume and Open Interest 867 35,941 -91
Russell 2000 E-Mini(Globex)
Dec05 051102 646.60 658.90 643.20 658.70 +12.10 155,583 285,297 +2,567
Mar06 051102 648.80 663.10 648.80 663.10 +12.10 215 1,506 +197
Total Volume and Open Interest 155,798 286,803 +2,764
Value Line(KCBT)
Dec05 051102 1817.00 1851.00 1817.00 1851.00 +26.00 35 149 +12
Total Volume and Open Interest 35 149 +12
Nikkei 225(CME)
Dec05 051102 13840 13990 13830 13990 +85      
Mar06 051102 13990 13990 13990 13990 +85      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051102 13880 13930 13810 13850 -20 51,090 221,353 +1,028
Mar06 051102 13860 13915 13815 13890 +30 64 153 +10
Jun06 051102 13825 13825 13825 13825 +25      
Total Volume and Open Interest 51,157 222,040 +1,018
CAC 40(MATIF)
Nov05 051102 4425.5 4453.5 4401.5 4436.5 +1.0 61,237 395,195 +4,922
Dec05 051102 4427.5 4450.0 4399.0 4434.0 +1.0 3,849 112,152 +297
Jan06 051102 4442.0 4442.0 4442.0 4442.0 +1.0      
Total Volume and Open Interest 65,086 511,527 +5,219
Hang Seng Index(HKFE)
Nov05 051102 14551 14578 14495 14575 +33 37,602 90,350 -1,400
Dec05 051102 14603 14622 14540 14622 +37 949 3,229 +476
Total Volume and Open Interest 38,656 94,227 -918
DAX Index(EUREX)
Dec05 051102 4939.5 4993.0 4903.5 4990.0 +61.5 114,534 196,462 -9,242
Mar06 051102 4966.0 5021.5 4939.0 5020.0 +62.0 172 11,691 +24
Jun06 051102 5010.0 5053.0 4970.0 5053.0 +63.0 286 2,348 +221
Total Volume and Open Interest 114,992 210,501 -8,997
FT-SE 100(LIFFE)
Dec05 051102 5345.00 5375.00 5320.50 5366.00 +18.50 83,912 458,834 +8,323
Mar06 051102 5374.50 5381.00 5344.00 5374.00 +18.50 41 23,634 +3
Jun06 051102 5385.00 5385.00 5383.00 5383.00 +20.00 0 14,028 +0
Total Volume and Open Interest 83,953 496,496 +8,326
SPI 200(SFE)
Dec05 051102 4480.0 4486.0 4430.0 4458.0 -9.0 13,658 197,022 -2,937
Mar06 051102 4467.0 4471.0 4443.0 4456.0 -11.0 41 5,093 +5
Jun06 051102 4492.0 4492.0 4467.0 4481.0 -10.0 28 3,085 -13
Total Volume and Open Interest 13,727 207,889 -2,945
GSCI(CME)
Nov05 051102 420.00 423.75 414.50 418.50 -2.20 253 17,741 -27
Dec05 051102 425.25 427.50 425.25 427.50 -2.10 74 49 +48
Jan06 051102 429.50 429.50 429.50 429.50 -3.00      
Total Volume and Open Interest 327 17,790 +21
Reuters CRB Index(NYBOT)
Nov05 051102 326.50 328.00 326.50 327.25 unch 101 265 -106
Jan06 051102 329.00 329.50 328.50 329.00 +0.75 18 475 +8
Feb06 051102 329.00 329.00 329.00 329.00 +0.75 0 6 +0
Total Volume and Open Interest 194 1,029 -23
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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