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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu November 03, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051103 579.50 592.00 579.00 591.75 +18.25 8,304 7,863 -3,394
Jan06 051103 589.00 602.50 589.00 601.75 +16.75 29,931 160,130 +691
Mar06 051103 597.00 610.00 597.00 609.50 +16.50 4,843 39,242 +1,355
May06 051103 602.50 614.00 602.50 613.50 +14.75 1,933 22,460 -87
Jul06 051103 610.00 620.00 608.50 619.25 +15.50 2,617 25,693 -191
Aug06 051103 616.00 618.50 614.00 617.50 +14.50 1 1,702 +1
Sep06 051103 612.00 617.00 612.00 615.50 +11.50 159 1,111 +101
Total Volume and Open Interest 48,338 272,895 -1,348
Soybean Meal(CBOT)
Dec05 051103 175.30 179.00 175.20 178.30 +4.40 9,837 56,806 -1,209
Jan06 051103 177.50 180.30 176.80 179.60 +4.10 3,759 18,661 +305
Mar06 051103 179.50 183.50 179.50 182.30 +4.10 1,913 18,881 +638
May06 051103 183.00 185.00 181.60 184.30 +3.80 1,818 17,688 +266
Jul06 051103 185.00 187.00 184.00 186.40 +3.60 2,286 15,383 +59
Aug06 051103 186.50 188.10 185.40 187.00 +3.00 661 4,143 +185
Sep06 051103 187.50 188.50 185.50 187.30 +3.30 251 3,725 -35
Oct06 051103 188.00 188.00 187.00 187.00 +3.20 29 1,979 +22
Total Volume and Open Interest 20,832 141,203 +304
Soybean Oil(CBOT)
Dec05 051103 22.92 23.58 22.78 23.53 +0.69 12,275 55,145 -1,604
Jan06 051103 23.20 23.80 22.98 23.79 +0.72 5,101 56,438 +685
Mar06 051103 23.40 24.02 23.21 24.01 +0.74 2,201 15,518 +832
May06 051103 23.60 24.22 23.43 24.22 +0.77 1,373 15,389 +342
Jul06 051103 23.63 24.40 23.58 24.35 +0.72 2,254 17,486 +838
Aug06 051103 23.75 24.35 23.70 24.35 +0.68 27 1,716 +22
Sep06 051103 23.76 24.35 23.71 24.35 +0.59 123 2,118 +95
Oct06 051103 23.80 24.30 23.80 24.30 +0.53 3 1,016 +3
Total Volume and Open Interest 24,494 173,055 +1,516
Canola(WCE)
Nov05 051103 250.0 252.6 250.0 252.6 +4.9 564 640 -417
Jan06 051103 256.5 264.5 256.5 261.8 +5.4 3,930 44,616 -39
Mar06 051103 267.4 272.5 266.3 270.4 +5.4 1,215 6,570 +260
May06 051103 271.4 277.0 271.4 277.0 +5.5 177 1,710 +130
Jul06 051103 283.5 284.5 282.0 283.5 +3.0 59 1,927 +29
Total Volume and Open Interest 5,971 60,424 -15
Corn(CBOT)
Dec05 051103 197.00 197.50 196.25 196.25 +0.25 38,494 427,283 -9,165
Mar06 051103 210.75 211.50 210.50 210.50 +0.50 21,631 252,008 +6,252
May06 051103 218.50 219.25 218.25 218.50 +0.50 4,180 45,478 +302
Jul06 051103 226.00 226.50 225.50 225.50 +0.25 6,129 72,985 +1,843
Sep06 051103 233.50 234.25 233.50 233.75 +0.75 944 8,844 +231
Dec06 051103 244.25 244.75 244.00 244.00 +0.75 5,532 46,363 +2,208
Total Volume and Open Interest 77,161 861,732 +1,874
Wheat(CBOT)
Dec05 051103 313.00 314.00 310.00 313.25 +0.25 24,785 181,558 -3,470
Mar06 051103 328.00 329.25 325.25 328.75 +0.25 10,684 74,554 +2,796
May06 051103 337.00 337.50 334.00 337.25 unch 403 4,126 -74
Jul06 051103 344.50 345.00 341.50 344.75 unch 2,530 35,363 +241
Sep06 051103 351.50 353.00 349.50 352.75 +0.25 30 2,047 -6
Total Volume and Open Interest 39,050 305,041 -321
Wheat(KCBT)
Dec05 051103 359.00 362.50 356.50 362.50 +2.00 15,971 58,333 -3,141
Mar06 051103 365.00 368.00 361.50 368.00 +2.00 6,662 35,346 -223
May06 051103 359.00 362.00 357.25 362.00 +2.75 723 723 -3,677
Jul06 051103 355.00 358.00 352.00 357.25 +2.25 4,922 24,536 +1,908
Sep06 051103 359.50 363.50 357.25 363.50 +4.50 512 1,430 +237
Total Volume and Open Interest 29,030 121,709 -4,695
Wheat(MGE)
Dec05 051103 366.00 371.50 363.25 371.50 +6.00 2,134 13,056 -52
Mar06 051103 371.50 378.00 369.00 377.50 +6.00 894 13,677 +69
May06 051103 373.00 376.00 370.00 376.00 +3.50 275 2,270 +8
Jul06 051103 372.50 377.00 369.00 376.00 +4.00 439 5,877 +243
Sep06 051103 371.00 373.00 367.00 373.00 +3.00 131 893 +98
Total Volume and Open Interest 4,048 36,712 +449
Oats(CBOT)
Dec05 051103 162.25 167.75 162.25 166.25 +4.25 509 3,949 -35
Mar06 051103 170.75 175.50 170.75 174.50 +5.00 99 2,449 -3
May06 051103 177.50 178.50 177.00 178.00 +4.00 0 83 +0
Jul06 051103 178.00 180.00 178.00 180.00 +2.00 0 1 +0
Total Volume and Open Interest 614 6,495 -33
Rough Rice(CBOT)
Nov05 051103 7.42 7.45 7.41 7.45 +0.08 102 180 -137
Jan06 051103 7.68 7.74 7.65 7.72 +0.07 644 5,409 +63
Mar06 051103 7.90 7.94 7.88 7.94 +0.08 141 1,714 +86
May06 051103 8.15 8.15 8.13 8.13 +0.07 9 205 +0
Total Volume and Open Interest 896 7,534 +12
Live Cattle(CME)
Dec05 051103 90.350 91.225 90.100 90.900 +0.600 9,461 91,269 -1,697
Feb06 051103 93.300 93.850 93.000 93.700 +0.400 5,612 48,393 +932
Apr06 051103 90.550 91.150 90.400 91.050 +0.425 1,367 16,277 +24
Jun06 051103 85.350 85.900 85.325 85.825 +0.400 449 7,951 +93
Aug06 051103 84.700 85.450 84.700 85.325 +0.575 449 2,918 +47
Oct06 051103 85.925 86.400 85.925 86.400 +0.550 153 663 +14
Total Volume and Open Interest 17,756 167,664 -394
Feeder Cattle(CME)
Nov05 051103 115.550 116.150 115.500 116.075 +0.550 1,308 7,636 -644
Jan06 051103 114.050 114.550 113.850 114.350 +0.450 1,475 15,672 +448
Mar06 051103 110.900 111.600 110.850 111.500 +0.575 269 2,166 +156
Apr06 051103 109.100 109.550 109.000 109.550 +0.400 56 811 +12
May06 051103 108.600 109.100 108.550 109.050 +0.350 61 878 +24
Aug06 051103 109.200 109.650 109.200 109.650 +0.400 73 411 +58
Sep06 051103 108.200 108.550 108.200 108.550 +0.150 11 21 +9
Total Volume and Open Interest 3,253 27,595 +63
Lean Hogs(CME)
Dec05 051103 62.000 62.275 61.400 61.875 +0.075 8,684 63,480 -1,336
Feb06 051103 66.000 66.100 65.450 65.950 +0.025 5,788 29,859 +1,045
Apr06 051103 66.700 67.025 66.400 66.600 -0.050 1,610 10,713 +176
May06 051103 67.875 68.200 67.875 68.100 +0.225 197 2,104 +40
Jun06 051103 69.700 70.000 69.675 70.000 +0.200 276 4,242 +95
Jul06 051103 66.700 67.150 66.700 66.950 +0.250 173 1,625 +65
Aug06 051103 62.950 63.150 62.950 63.150 +0.200 26 796 +1
Oct06 051103 56.300 56.300 56.300 56.300 +0.025 20 508 -3
Total Volume and Open Interest 16,781 113,439 +85
Pork Bellies(CME)
Feb06 051103 88.475 89.200 87.950 88.275 -0.200 168 1,137 -35
Mar06 051103 87.650 87.650 87.650 87.650 -0.350 2 107 +0
May06 051103 89.400 89.400 89.400 89.400 -0.400 4 80 -4
Jul06 051103 92.000 92.000 91.500 91.500 -0.500 0 22 +0
Aug06 051103 92.000 92.000 92.000 92.000 unch 0 26 +0
Total Volume and Open Interest 174 1,372 -39
Class III Milk(CME)
Nov05 051103 13.43 13.45 13.40 13.44 -0.01 74 2,220 -14
Dec05 051103 13.20 13.25 13.19 13.20 -0.06 125 2,155 +14
Jan06 051103 12.95 12.99 12.94 12.99 unch 37 1,702 +9
Feb06 051103 12.61 12.63 12.61 12.61 unch 14 1,368 -4
Mar06 051103 12.63 12.63 12.60 12.60 unch 14 1,337 -7
Total Volume and Open Interest 388 18,231 +0
Cocoa(NYBOT)
Dec05 051103 1373 1380 1366 1376 +7 3,891 57,215 -218
Mar06 051103 1412 1417 1407 1414 +5 1,890 38,179 +138
May06 051103 1430 1436 1430 1434 +4 49 11,071 +19
Jul06 051103 1454 1454 1454 1454 +4 181 9,358 +150
Sep06 051103 1472 1478 1472 1474 +4 124 11,028 -5
Dec06 051103 1502 1502 1502 1502 +5 0 9,152 +0
Mar07 051103 1526 1526 1526 1526 +5 0 9,360 +0
Total Volume and Open Interest 6,135 146,213 +84
Coffee "C"(NYBOT)
Dec05 051103 101.50 104.10 101.00 103.75 +2.70 9,716 44,666 -1,021
Mar06 051103 105.00 107.60 104.50 107.25 +2.60 5,038 27,068 +1,158
May06 051103 106.60 109.05 106.10 108.90 +2.45 1,239 5,604 +250
Jul06 051103 108.25 110.50 108.25 110.45 +2.45 698 3,317 +72
Sep06 051103 109.90 111.85 109.90 111.85 +2.45 284 1,586 +163
Dec06 051103 111.65 114.00 111.65 113.90 +2.30 12 1,162 +0
Total Volume and Open Interest 16,988 84,583 +623
Orange Juice(NYBOT)
Nov05 051103 117.25 119.40 117.25 119.05 +0.05 345 282 -280
Jan06 051103 120.00 121.60 120.00 121.60 +1.75 2,786 24,167 +549
Mar06 051103 122.00 123.60 121.70 123.60 +1.90 516 6,517 +303
May06 051103 124.00 124.00 124.00 124.00 +1.60 280 1,401 +8
Jul06 051103 124.60 124.60 124.60 124.60 +1.20 0 464 +0
Total Volume and Open Interest 4,117 33,104 +760
Sugar #11(NYBOT)
Mar06 051103 11.51 11.55 11.42 11.54 +0.07 21,441 296,520 +469
May06 051103 11.45 11.50 11.39 11.50 +0.08 5,919 61,504 +984
Jul06 051103 11.22 11.25 11.16 11.25 +0.06 5,407 38,006 +734
Oct06 051103 11.19 11.21 11.14 11.20 +0.04 2,112 24,929 +353
Mar07 051103 11.22 11.24 11.18 11.23 +0.03 2,802 26,230 +798
Total Volume and Open Interest 38,027 464,097 +3,498
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051103 21.95 21.95 21.78 21.80 -0.20 328 2,536 -82
Mar06 051103 21.55 21.55 21.43 21.43 -0.17 243 2,970 -45
May06 051103 21.63 21.63 21.49 21.53 -0.12 5 2,756 +0
Jul06 051103 21.72 21.72 21.62 21.67 -0.13 28 3,087 +44
Total Volume and Open Interest 611 13,130 -79
London Cocoa(LCE)
Dec05 051103 813 820 812 815 +1 3,016 65,085 -450
Mar06 051103 834 841 834 837 +1 832 57,510 -29
May06 051103 849 853 848 849 +2 452 17,089 +436
Jul06 051103 864 865 863 863 +2 42 26,760 -9
Sep06 051103 873 876 873 874 +1 88 13,624 -62
Dec06 051103 884 887 884 885 +1 517 15,775 +339
Mar07 051103 896 896 896 896 +2 45 3,626 +45
Total Volume and Open Interest 4,992 199,597 +270
London Coffee(LCE)
Nov05 051103 953.00 970.00 953.00 966.00 +38.00 461 2,774 -233
Jan06 051103 958.00 990.00 956.00 979.00 +37.00 4,149 75,493 -36
Mar06 051103 980.00 1004.00 977.00 993.00 +37.00 986 37,437 +150
May06 051103 994.00 1006.00 992.00 1006.00 +38.00 474 9,903 +7
Jul06 051103 1003.00 1020.00 1003.00 1020.00 +38.00 74 5,009 +8
Sep06 051103 1032.00 1032.00 1032.00 1032.00 +38.00 31 2,011 +31
Total Volume and Open Interest 6,180 132,941 -68
London Sugar(LCE)
Dec05 051103 283.90 284.50 279.50 282.10 -1.30 3,345 10,331 -2,042
Mar06 051103 292.00 294.50 289.00 291.90 -1.10 3,762 24,844 +463
May06 051103 304.60 306.10 300.00 304.40 -0.10 666 5,901 +40
Aug06 051103 313.40 317.00 312.00 314.80 +0.30 456 5,397 +142
Oct06 051103 313.20 317.00 313.20 316.90 +0.40 323 5,325 +124
Total Volume and Open Interest 8,594 56,699 -1,274
Cotton(NYBOT)
Dec05 051103 52.40 52.99 51.60 51.73 -0.56 8,752 69,397 -2,321
Mar06 051103 54.95 55.40 54.10 54.41 -0.35 6,295 38,414 +2,316
May06 051103 56.00 56.20 55.15 55.50 -0.30 914 4,698 +663
Jul06 051103 56.60 56.60 55.70 56.15 -0.25 64 3,046 +7
Oct06 051103 56.10 56.10 56.10 56.10 -0.60 0 63 +0
Dec06 051103 57.75 57.75 57.00 57.12 -0.53 2 1,425 +0
Total Volume and Open Interest 16,027 117,052 +665
Lumber(CME)
Nov05 051103 299.0 315.8 299.0 315.2 +15.9 430 1,005 -207
Jan06 051103 318.0 325.0 318.0 325.0 +10.0 466 2,169 +179
Mar06 051103 326.5 333.4 326.5 333.4 +10.0 20 357 -2
May06 051103 329.6 336.4 329.6 336.4 +8.7 4 80 +3
Total Volume and Open Interest 920 3,652 -27
Crude Oil(NYM)
Dec05 051103 60.35 61.85 60.10 61.78 +2.03 97,860 226,235 -5,645
Jan06 051103 61.10 62.70 60.90 62.55 +2.06 57,415 127,107 +4,787
Feb06 051103 61.55 63.00 61.40 62.96 +2.04 15,011 52,414 +70
Mar06 051103 61.85 63.17 61.75 63.17 +1.97 4,948 33,569 -1
Apr06 051103 62.10 63.34 62.10 63.34 +1.94 2,346 16,145 +22
May06 051103 62.10 63.44 62.10 63.44 +1.92 1,998 13,172 +57
Jun06 051103 61.90 63.48 61.90 63.48 +1.90 8,418 50,097 +1,379
Jul06 051103 63.00 63.51 63.00 63.51 +1.88 892 10,910 -36
Aug06 051103 63.00 63.51 63.00 63.51 +1.86 132 8,993 +0
Sep06 051103 62.30 63.51 62.30 63.51 +1.85 305 9,636 +100
Oct06 051103 63.05 63.51 63.05 63.51 +1.84 0 5,079 +0
Nov06 051103 63.45 63.45 63.45 63.45 +1.82 2,615 10,093 +2,171
Dec06 051103 62.35 63.38 62.00 63.38 +1.80 13,422 51,225 +1,091
Jan07 051103 63.23 63.23 63.23 63.23 +1.79 350 10,184 +0
Feb07 051103 63.12 63.12 63.12 63.12 +1.78 0 4,140 +1
Mar07 051103 63.02 63.02 63.02 63.02 +1.77 550 5,400 -33
Total Volume and Open Interest 223,484 827,037 +5,204
Heating Oil(NYM)
Dec05 051103 180.00 183.50 178.50 183.36 +5.07 29,420 56,771 -3,359
Jan06 051103 184.50 188.50 183.00 188.36 +5.57 12,866 38,696 +2,931
Feb06 051103 186.75 190.36 185.00 190.36 +5.37 4,705 21,223 +1,353
Mar06 051103 186.00 188.76 184.50 188.76 +5.07 1,530 15,966 +8
Apr06 051103 182.25 185.31 181.65 185.31 +5.12 1,300 7,919 +436
May06 051103 177.75 181.36 177.25 181.36 +5.17 349 4,750 +74
Jun06 051103 175.70 178.76 175.00 178.76 +5.07 2,163 6,490 -55
Jul06 051103 178.96 178.96 178.96 178.96 +5.07 525 4,014 +21
Aug06 051103 179.96 179.96 179.96 179.96 +5.07 142 2,271 +141
Sep06 051103 181.36 181.36 181.36 181.36 +5.07 15 1,406 +1
Oct06 051103 180.25 183.11 180.25 183.11 +5.07 185 419 -108
Nov06 051103 183.40 185.46 183.40 185.46 +5.07 47 441 +7
Total Volume and Open Interest 53,980 167,470 +2,006
Unleaded Gas(NYM)
Dec05 051103 159.60 163.00 157.60 162.68 +5.77 25,969 62,534 +5
Jan06 051103 164.80 168.00 162.50 167.61 +6.01 10,930 26,326 +997
Feb06 051103 166.00 169.56 164.50 169.56 +5.86 3,416 10,715 -68
Mar06 051103 166.60 170.56 166.60 170.56 +5.61 3,120 9,311 +563
Apr06 051103 175.75 180.66 175.75 180.66 +5.51 1,026 7,502 +270
May06 051103 177.00 181.71 177.00 181.71 +5.46 805 4,446 +289
Jun06 051103 180.90 182.31 180.90 182.31 +5.41 268 5,333 -76
Jul06 051103 180.90 182.26 180.90 182.26 +5.46 230 2,082 +96
Aug06 051103 181.56 181.56 181.56 181.56 +5.51 249 1,942 +47
Sep06 051103 179.81 179.81 179.81 179.81 +5.46 100 1,000 +100
Oct06 051103 171.01 171.01 171.01 171.01 +5.46 150 240 +81
Nov06 051103 168.11 168.11 168.11 168.11 +5.46 0 10 +0
Total Volume and Open Interest 46,263 131,486 +2,304
Natural Gas(NYM)
Dec05 051103 11.680 11.860 11.550 11.689 +0.085 28,536 70,409 -3,030
Jan06 051103 12.220 12.320 12.100 12.284 +0.123 12,974 71,559 +2,494
Feb06 051103 12.150 12.240 12.050 12.234 +0.123 3,101 30,163 +960
Mar06 051103 11.840 11.939 11.800 11.939 +0.113 6,000 50,350 +1,126
Apr06 051103 10.050 10.080 9.950 10.079 -0.037 3,041 30,282 -752
May06 051103 9.830 9.839 9.750 9.839 -0.042 2,519 25,621 +552
Jun06 051103 9.855 9.869 9.780 9.869 -0.042 340 10,967 +45
Jul06 051103 9.910 9.940 9.840 9.919 -0.042 1,548 14,902 -48
Aug06 051103 9.940 9.970 9.890 9.964 -0.042 1,675 15,992 +21
Sep06 051103 9.950 9.950 9.900 9.947 -0.044 856 13,190 +58
Oct06 051103 9.990 10.000 9.910 9.994 -0.047 1,725 22,504 -659
Nov06 051103 10.480 10.480 10.410 10.459 -0.047 206 10,788 +135
Dec06 051103 10.875 10.920 10.875 10.909 -0.047 1,857 12,305 +319
Jan07 051103 11.260 11.270 11.220 11.264 -0.047 533 12,472 -71
Feb07 051103 11.200 11.200 11.150 11.184 -0.047 99 5,358 +10
Mar07 051103 10.874 10.874 10.874 10.874 -0.052 2,545 10,877 -183
Total Volume and Open Interest 73,048 530,144 +2,470
Brent Crude Oil(IPE)
Dec05 051103 58.44 60.65 58.16 60.52 +2.14 68,119 58,218 -3,545
Jan06 051103 58.83 61.02 58.73 60.92 +2.04 50,321 104,565 +7,271
Feb06 051103 59.33 61.41 59.28 61.33 +1.96 16,149 27,703 +1,382
Mar06 051103 59.72 61.63 59.72 61.61 +1.89 6,503 15,172 +703
Apr06 051103 60.28 61.80 60.28 61.80 +1.83 2,725 7,776 +683
May06 051103 60.37 61.86 60.37 61.86 +1.76 1,925 5,893 +14
Jun06 051103 60.45 61.87 60.45 61.87 +1.70 3,266 30,012 +693
Jul06 051103 60.80 61.95 60.70 61.95 +1.70 1,346 3,587 -504
Aug06 051103 60.80 62.01 60.80 62.01 +1.69 638 1,043 +224
Sep06 051103 62.05 62.05 62.05 62.05 +1.69 563 6,807 +450
Oct06 051103 62.02 62.02 62.02 62.02 +1.67 432 2,927 +400
Nov06 051103 62.00 62.00 62.00 62.00 +1.66 400 1,006 +234
Dec06 051103 60.53 62.20 60.53 61.97 +1.65 6,101 31,215 -442
Jan07 051103 61.83 61.83 61.83 61.83 +1.61 0 4,280 +0
Total Volume and Open Interest 159,259 338,651 +7,502
Gas Oil(IPE)
Nov05 051103 536.75 550.00 535.25 537.75 +7.50 20,326 27,972 -3,529
Dec05 051103 545.50 559.50 544.75 547.25 +7.50 28,149 59,665 +263
Jan06 051103 553.00 566.50 553.00 555.25 +6.75 13,724 29,689 +2,796
Feb06 051103 556.75 570.00 556.75 559.00 +6.25 4,428 16,534 +1,614
Mar06 051103 556.75 565.50 556.75 559.00 +5.75 1,660 12,062 +738
Apr06 051103 556.75 557.25 556.75 557.25 +6.25 582 6,733 +123
May06 051103 558.25 558.25 554.75 555.50 +7.00 199 1,408 +18
Jun06 051103 560.00 560.00 554.00 555.50 +8.00 1,950 18,207 +416
Jul06 051103 556.50 556.50 556.50 556.50 +8.00 34 868 +0
Aug06 051103 558.00 558.00 558.00 558.00 +8.00 0 157 +0
Total Volume and Open Interest 71,912 201,302 +2,561
US Dollar Index(NYBOT)
Dec05 051103 89.60 90.37 89.56 90.34 +0.77 2,378 30,065 -1,003
Mar06 051103 89.40 90.07 89.40 90.07 +0.77 7 2,132 +1
Jun06 051103 89.81 89.81 89.81 89.81 +0.77 0 2 +0
Total Volume and Open Interest 2,385 32,200 -1,002
Australian Dollar(CME)
Dec05 051103 74.11 74.12 73.70 73.74 -0.42 4,289 61,345 +157
Mar06 051103 73.98 73.98 73.52 73.52 -0.42 3 38 +9
Jun06 051103 73.30 73.30 73.30 73.30 -0.42 0 17 +0
Total Volume and Open Interest 4,293 61,410 +167
British Pound(CME)
Dec05 051103 177.40 177.57 176.90 177.00 -0.55 1,422 67,665 -1,619
Mar06 051103 177.08 177.08 176.91 176.91 -0.55 20 312 +21
Jun06 051103 177.01 177.01 177.01 177.01 -0.55 0 4 +0
Total Volume and Open Interest 1,442 67,985 -1,598
Canadian Dollar(CME)
Dec05 051103 85.11 85.21 84.62 84.70 -0.26 2,125 102,254 -3,364
Mar06 051103 85.32 85.37 84.92 84.92 -0.26 47 1,999 +47
Jun06 051103 85.46 85.47 85.15 85.15 -0.26 5 421 +0
Sep06 051103 85.38 85.38 85.38 85.38 -0.26 25 98 +10
Total Volume and Open Interest 2,202 104,924 -3,302
Japanese Yen(CME)
Dec05 051103 85.97 86.00 85.59 85.73 -0.29 3,330 179,662 +2,756
Mar06 051103 86.85 86.85 86.45 86.61 -0.29 1 18,819 +4
Jun06 051103 87.61 87.61 87.61 87.61 -0.29 1 58 +1
Total Volume and Open Interest 3,333 198,565 +2,762
Swiss Franc(CME)
Dec05 051103 78.38 78.40 77.62 77.66 -0.87 4,284 62,959 -6,435
Mar06 051103 78.34 78.34 78.29 78.29 -0.87 30 156 +3
Jun06 051103 78.95 78.95 78.95 78.95 -0.87 0 17 +0
Total Volume and Open Interest 4,314 63,142 -6,432
EuroFX(CME)
Dec05 051103 120.72 120.74 119.63 119.70 -1.30 3,342 141,407 +713
Mar06 051103 120.84 120.97 120.29 120.29 -1.30 49 2,705 +59
Jun06 051103 120.99 120.99 120.99 120.99 -1.30 100 768 +1
Total Volume and Open Interest 3,591 145,079 +773
Mexican Peso(CME)
Dec05 051103 9277.0 9285.0 9230.0 9240.0 -12.0 6,207 74,738 +5,913
Mar06 051103 9142.0 9142.0 9142.0 9142.0 -13.0 3 540 +0
Total Volume and Open Interest 6,210 75,803 +5,913
30-Year T-Bonds(CBOT)
Dec05 051103 111~13 111~21 110~21 110~25 -0~19 317,415 581,922 +557
Mar06 051103 111~01 111~11 110~12 110~15 -0~20 9,480 24,852 +5,618
Jun06 051103 110~09 110~09 110~09 110~09 -0~20 21 784 +11
Total Volume and Open Interest 326,916 607,559 +6,186
Municipal Bonds(CBOT)
Dec05 051103 103~25 103~25 103~09 103~09 -0~25 28 421 -19
Total Volume and Open Interest 28 421 -19
10-Year T-Notes(CBOT)
Dec05 051103 108~040 108~105 107~225 107~240 -0~120 803,928 1,724,793 +20,029
Mar06 051103 108~035 108~070 107~160 107~170 -0~120 12,837 45,051 +7,349
Total Volume and Open Interest 817,055 1,770,440 +27,668
5-Year T-Notes(CBOT)
Dec05 051103 105~240 105~270 105~160 105~165 -0~060 428,278 0 +0
Mar06 051103 105~170 105~170 105~095 105~095 -0~065 3,492 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 051103 102~068 102~072 102~060 102~060 -0~008 1,104 363,381 +7,588
Mar06 051103 102~057 102~057 102~048 102~048        
Eurodollars(CME)
Dec05 051103 95.510 95.515 95.495 95.505 -0.005 25,996 1,155,658 -15,582
Mar06 051103 95.210 95.225 95.170 95.175 -0.035 21,337 1,164,291 +13,323
Jun06 051103 95.110 95.125 95.055 95.060 -0.050 42,968 1,286,206 +19,255
Sep06 051103 95.100 95.120 95.040 95.050 -0.050 20,637 915,858 +8,198
Dec06 051103 95.115 95.125 95.050 95.055 -0.055 33,919 903,529 +10,449
Mar07 051103 95.135 95.155 95.070 95.075 -0.055 21,490 779,909 -2,353
Jun07 051103 95.125 95.135 95.060 95.060 -0.065 15,679 567,476 -3,382
Sep07 051103 95.105 95.115 95.035 95.035 -0.070 17,978 351,625 -155
Dec07 051103 95.060 95.070 95.005 95.005 -0.065 5,912 283,831 +3,500
Mar08 051103 95.045 95.055 94.990 94.990 -0.065 10,003 246,030 +4,967
Jun08 051103 95.020 95.030 94.965 94.965 -0.065 10,142 236,470 +1,698
Sep08 051103 95.000 95.000 94.935 94.935 -0.065 16,614 218,383 -2,271
Total Volume and Open Interest 295,918 8,935,663 +38,316
3-Mth Euro-Yen(CME)
Dec05 051103 99.90 99.90 99.90 99.90 unch 0 6,482 +0
Mar06 051103 99.82 99.82 99.82 99.82 unch 0 8,312 +0
Jun06 051103 99.70 99.70 99.70 99.70 -0.01 0 6,450 -74
Sep06 051103 99.59 99.59 99.59 99.59 -0.01 101 3,719 +19
Dec06 051103 99.48 99.48 99.48 99.48 unch 79 7,562 -245
Mar07 051103 99.36 99.36 99.36 99.36 unch 40 1,611 -21
Jun07 051103 99.26 99.26 99.25 99.25 -0.01 22 1,946 -230
Sep07 051103 99.19 99.19 99.19 99.19 unch 0 510 +0
Dec07 051103 99.05 99.05 99.05 99.05 -0.01 0 38 +0
Mar08 051103 98.95 98.95 98.95 98.95 unch 0 53 +0
Total Volume and Open Interest 242 36,933 -551
3-Mth Euro-Yen(SIMEX)
Dec05 051103 99.90 99.90 99.90 99.90 unch 1,446 83,935 +1,236
Mar06 051103 99.82 99.82 99.82 99.82 unch 1,256 58,423 +245
Jun06 051103 99.71 99.71 99.70 99.70 -0.01 1,658 61,131 +105
Sep06 051103 99.60 99.60 99.59 99.59 -0.01 2,418 41,558 +269
Dec06 051103 99.48 99.48 99.48 99.48 unch 753 48,292 +3
Mar07 051103 99.36 99.36 99.36 99.36 -0.01 88 25,009 +20
Jun07 051103 99.25 99.26 99.25 99.26 unch 48 14,813 -195
Sep07 051103 99.15 99.15 99.15 99.15 -0.01 0 1,698 +0
Total Volume and Open Interest 7,667 362,818 +1,683
German Euro-Bund(EUREX)
Dec05 051103 119.75 120.19 119.67 119.82 -0.09 1,396,992 1,479,682 -67,014
Mar06 051103 119.96 120.36 119.94 120.02 -0.10 5,705 53,938 +716
Jun06 051103 119.34 119.34 119.34 119.34 -0.09 670 1 +0
Total Volume and Open Interest 1,403,367 1,533,621 -66,298
German Euro-Bobl(EUREX)
Dec05 050908 114.76 114.94 114.73 114.88 +0.12 642,061 620,500 +251,913
Mar06 051103 112.56 112.68 112.56 112.57 -0.05 2,613 29,072 +7,292
Jun06 051103 112.08 112.08 112.08 112.08 -0.04 1,000 0 +0
Total Volume and Open Interest 720,475 1,109,711 -301
Long Gilt(LIFFE)
Dec05 051103 111~19 111~25 111~11 111~13 -0~09 84,443 232,168 -4,173
Mar06 051103 111~26 111~26 111~26 111~26 -0~07 0 5 +0
Total Volume and Open Interest 84,443 232,173 -4,173
3-Mth Short Sterling(LIFFE)
Dec05 051103 95.38 95.38 95.38 95.38 -0.01 51,585 294,048 -1,331
Mar06 051103 95.35 95.35 95.35 95.35 -0.03 92,051 403,079 -17,271
Jun06 051103 95.32 95.32 95.32 95.32 -0.04 85,654 306,804 -1,871
Total Volume and Open Interest 588,115 1,848,834 -20,528
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 051103 94.35 94.36 94.35 94.36 unch 7,753 113,281 +459
Mar06 051103 94.33 94.34 94.31 94.34 -0.01 43,116 188,498 -25,108
Jun06 051103 94.29 94.31 94.27 94.30 -0.03 8,201 90,849 -3,178
Sep06 051103 94.27 94.28 94.24 94.28 -0.02 2,160 33,761 -374
Dec06 051103 94.23 94.25 94.22 94.25 -0.02 52 34,597 +458
Mar07 051103 94.18 94.20 94.18 94.20 -0.02 51 20,216 +27
Jun07 051103 94.15 94.15 94.14 94.15 -0.03 260 36,448 +60
Sep07 051103 94.11 94.12 94.11 94.12 -0.03 1,385 7,424 -961
Dec07 051103 94.11 94.11 94.11 94.11 -0.03 260 4,246 +56
Mar08 051103 94.09 94.11 94.09 94.11 -0.02 270 1,690 +57
Total Volume and Open Interest 63,518 533,074 -28,494
10-Year Aus T-Bonds(SFE)
Dec05 051103 94.49 94.50 94.46 94.49 -0.05 22,474 306,158 -2,656
Mar06 051103 94.49 94.49 94.49 94.49 -0.05      
Total Volume and Open Interest 22,474 306,158 -2,656
3-Year Aus T-Bonds(SFE)
Dec05 051103 94.58 94.61 94.57 94.60 -0.04 59,370 373,252 +8,230
Mar06 051103 94.60 94.60 94.60 94.60 -0.04      
Total Volume and Open Interest 59,370 373,252 +8,230
Gold(CMX)
Dec05 051103 465.5 465.5 460.2 461.9 -2.7 45,202 254,642 -4,553
Feb06 051103 469.2 469.5 464.0 465.7 -2.7 3,973 23,018 +300
Apr06 051103 473.5 473.5 467.0 469.6 -2.7 348 6,422 -53
Jun06 051103 474.9 477.0 472.6 473.4 -2.7 1,136 11,472 +166
Aug06 051103 477.3 477.3 477.3 477.3 -2.7 1 2,156 +0
Oct06 051103 481.3 481.3 481.3 481.3 -2.7 0 4,763 -4
Dec06 051103 486.0 486.0 484.0 485.2 -2.7 170 6,395 +46
Feb07 051103 489.2 489.2 489.2 489.2 -2.7 0 5,281 +0
Apr07 051103 493.2 493.2 493.2 493.2 -2.7 0 1,327 +0
Jun07 051103 497.2 497.2 497.2 497.2 -2.7 0 5,431 +0
Aug07 051103 501.1 501.1 501.1 501.1 -2.7      
Total Volume and Open Interest 50,832 330,371 -4,099
Silver(CMX)
Dec05 051103 756.5 763.0 751.5 762.3 +6.3 12,618 96,194 -410
Mar06 051103 766.0 770.5 760.0 770.4 +6.3 536 16,199 +68
May06 051103 774.1 774.1 774.1 774.1 +6.3 52 2,310 +51
Jul06 051103 769.0 777.5 769.0 777.5 +6.3 47 6,757 +13
Sep06 051103 780.7 780.7 780.7 780.7 +6.3 75 3,001 +50
Dec06 051103 782.0 784.1 780.5 784.1 +6.3 227 9,273 +109
Mar07 051103 131.0 131.0 131.0 131.0 +6.3 0 50 +0
Total Volume and Open Interest 13,744 137,871 -96
Platinum(NYM)
Jan06 051103 941.0 946.0 939.0 941.9 +0.8 1,172 10,687 -184
Apr06 051103 945.0 945.0 941.9 941.9 +0.8 1 204 +0
Total Volume and Open Interest 1,173 10,891 -184
Palladium(NYME)
Dec05 051103 229.50 232.00 228.70 231.90 +3.25 490 12,470 -111
Mar06 051103 234.00 234.40 232.90 234.40 +3.20 64 1,566 -10
Jun06 051103 236.40 236.40 236.40 236.40 +3.20 0 8 +0
Total Volume and Open Interest 554 14,059 -121
Copper(CMX)
Dec05 051103 183.60 184.20 182.00 182.70 -0.35 7,658 66,333 -999
Mar06 051103 177.50 178.10 176.00 176.80 -0.15 2,834 21,487 +1,484
May06 051103 171.50 171.50 170.80 170.80 -0.25 153 4,013 +46
Jul06 051103 166.50 166.50 164.20 165.10 -0.25 7 2,511 +2
Sep06 051103 159.70 159.70 159.10 159.10 -0.25 13 1,584 +1
Total Volume and Open Interest 11,558 106,426 +776
Aluminum(CMX)
Nov05 051103 92.80 92.80 92.80 92.80 +0.40 0 120 -82
Dec05 051103 93.00 93.00 93.00 93.00 +0.40 2 1,683 -2
Jan06 051103 93.25 93.25 93.25 93.25 +0.45 0 97 +0
Feb06 051103 92.75 92.75 92.75 92.75 +0.45 0 70 +0
Mar06 051103 92.40 92.40 92.40 92.40 +0.45 0 70 +0
Apr06 051103 91.95 91.95 91.95 91.95 +0.45 0 50 +0
Total Volume and Open Interest 2 2,235 -84
DJIA Index(CBOT)
Dec05 051103 10483 10573 10477 10538 +52 4,581 37,551 +77
Mar06 051103 10535 10600 10535 10582 +51 0 83 +0
Jun06 051103 10625 10625 10625 10625 +52      
Total Volume and Open Interest 4,584 37,639 +78
S & P 500(CME)
Dec05 051103 1222.50 1227.70 1218.50 1223.70 +5.60 37,644 641,393 +3,319
Mar06 051103 1230.00 1233.20 1227.50 1231.30 +5.70 405 10,381 -247
Jun06 051103 1240.40 1240.40 1240.40 1240.40 +5.90 324 3,329 +625
Sep06 051103 1249.40 1249.40 1249.40 1249.40 +6.40 0 542 +0
Total Volume and Open Interest 38,373 655,695 +3,707
S & P 500 E-Mini(Globex)
Dec05 051103 1218.00 1227.75 1216.00 1223.75 +5.75 994,560 1,107,801 +2,597
Mar06 051103 569.89 579.89 568.64 575.89 +5.75 1,058 3,341 +572
Total Volume and Open Interest 995,618 1,111,142 +3,169
NASDAQ 100(CME)
Dec05 051103 1619.00 1634.00 1616.50 1629.00 +19.50 9,980 62,332 -52
Mar06 051103 1644.00 1644.00 1644.00 1644.00 +19.50 0 38 +0
Jun06 051103 346.28 346.28 346.28 346.28 +19.50 0 17 +0
Total Volume and Open Interest 9,980 62,387 -52
NASDAQ 100 E-Mini(GLOBEX)
S & P Midcap 400(CME)
Dec05 051103 718.00 721.00 717.00 717.20 +2.90 288 12,958 -145
Mar06 051103 720.30 720.30 720.30 720.30 +3.00      
Jun06 051103 723.30 723.30 723.30 723.30 +3.00      
Total Volume and Open Interest 288 12,958 -145
Russell 2000(CME)
Dec05 051103 662.50 666.25 658.25 661.10 +2.40 1,317 36,192 +288
Mar06 051103 665.45 665.45 665.45 665.45 +2.40 0 36 -1
Jun06 051103 668.60 668.60 668.60 668.60 +2.40      
Total Volume and Open Interest 1,317 36,228 +287
Russell 2000 E-Mini(Globex)
Dec05 051103 658.30 666.50 657.00 661.10 +2.40 146,215 284,538 -759
Mar06 051103 662.90 670.60 661.40 665.50 +2.40 166 1,569 +63
Total Volume and Open Interest 146,381 286,107 -696
Value Line(KCBT)
Dec05 051103 1857.50 1867.00 1852.00 1858.00 +7.00 57 144 -5
Total Volume and Open Interest 57 144 -5
Nikkei 225(CME)
Dec05 051103 13990 14070 13985 14070 +80      
Mar06 051103 14025 14070 14025 14070 +80      
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 051103 4459.0 4509.5 4451.5 4506.0 +69.5 75,300 410,596 +15,401
Dec05 051103 4458.5 4503.5 4449.5 4503.5 +69.5 2,229 111,887 -265
Jan06 051103 4511.5 4511.5 4511.5 4511.5 +69.5      
Total Volume and Open Interest 77,529 526,663 +15,136
Hang Seng Index(HKFE)
Nov05 051103 14590 14605 14470 14571 -4 28,979 89,380 -970
Dec05 051103 14635 14648 14520 14615 -7 899 3,886 +657
Total Volume and Open Interest 29,911 93,983 -244
DAX Index(EUREX)
Dec05 051103 4992.5 5027.5 4978.0 5014.0 +24.0 175,737 198,833 +2,371
Mar06 051103 5023.0 5055.0 5010.0 5044.5 +24.5 1,083 12,092 +401
Jun06 051103 5050.5 5088.5 5043.0 5077.5 +24.5 498 2,662 +314
Total Volume and Open Interest 177,318 213,587 +3,086
FT-SE 100(LIFFE)
Dec05 051103 5375.00 5453.00 5375.00 5437.00 +71.00 88,215 463,310 +4,476
Mar06 051103 5391.50 5452.00 5390.50 5445.50 +71.50 4,023 25,834 +2,200
Jun06 051103 5455.50 5455.50 5455.50 5455.50 +72.50 1 14,027 -1
Total Volume and Open Interest 92,239 503,171 +6,675
SPI 200(SFE)
Dec05 051103 4490.0 4524.0 4481.0 4521.0 +63.0 19,954 199,755 +2,733
Mar06 051103 4505.0 4520.0 4505.0 4519.0 +63.0 104 5,118 +25
Jun06 051103 4538.0 4543.0 4535.0 4543.0 +62.0 32 3,077 -8
Total Volume and Open Interest 20,090 210,639 +2,750
GSCI(CME)
Nov05 051103 422.10 428.50 420.05 427.50 +9.00 548 17,984 +243
Dec05 051103 429.80 438.00 429.80 438.00 +10.50 2 48 -1
Jan06 051103 438.50 438.50 438.50 438.50 +9.00      
Total Volume and Open Interest 550 18,032 +242
Reuters CRB Index(NYBOT)
Jan06 051103 329.00 331.75 329.00 331.75 +2.75 53 492 +17
Feb06 051103 331.75 331.75 331.75 331.75 +2.75 0 6 +0
Apr06 051103 330.00 330.00 330.00 330.00 +2.75 77 359 +76
Total Volume and Open Interest 256 1,056 +27
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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