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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri November 04, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051104 590.00 593.00 579.00 580.50 -11.25 6,558 6,703 -1,160
Jan06 051104 600.50 604.00 590.00 592.00 -9.75 47,871 162,332 +2,202
Mar06 051104 609.50 612.00 598.50 600.50 -9.00 5,292 39,895 +653
May06 051104 614.00 616.50 604.00 606.25 -7.25 1,585 22,255 -205
Jul06 051104 620.00 621.00 609.00 611.00 -8.25 2,345 25,890 +197
Aug06 051104 618.00 618.00 611.00 611.00 -6.50 106 1,803 +101
Sep06 051104 616.00 616.00 610.00 610.00 -5.50 131 1,201 +90
Total Volume and Open Interest 65,552 275,277 +2,382
Soybean Meal(CBOT)
Dec05 051104 178.50 179.50 175.60 176.20 -2.10 17,774 53,919 -2,887
Jan06 051104 179.80 180.90 177.30 177.80 -1.80 6,755 19,230 +569
Mar06 051104 183.20 183.70 180.20 180.80 -1.50 2,644 19,454 +573
May06 051104 184.80 185.00 182.30 182.70 -1.60 1,933 18,149 +461
Jul06 051104 187.30 187.30 184.50 184.80 -1.60 2,204 15,386 +3
Aug06 051104 188.40 188.40 185.80 185.80 -1.20 207 4,056 -87
Sep06 051104 189.00 189.00 186.00 186.00 -1.30 320 3,669 -56
Oct06 051104 188.00 188.00 186.50 186.80 -0.20 10 1,981 +2
Total Volume and Open Interest 33,377 139,834 -1,369
Soybean Oil(CBOT)
Dec05 051104 23.38 23.45 22.86 22.94 -0.59 14,307 52,916 -2,229
Jan06 051104 23.60 23.65 23.10 23.17 -0.62 6,807 57,375 +937
Mar06 051104 23.85 23.85 23.30 23.44 -0.57 2,732 16,419 +901
May06 051104 23.95 24.00 23.50 23.59 -0.63 683 15,701 +312
Jul06 051104 24.15 24.15 23.71 23.78 -0.57 1,453 17,563 +77
Aug06 051104 23.83 23.83 23.83 23.83 -0.52 96 1,743 +27
Sep06 051104 24.23 24.23 23.89 23.89 -0.46 240 2,127 +9
Oct06 051104 23.88 23.88 23.88 23.88 -0.42 3 1,015 -1
Total Volume and Open Interest 27,976 173,247 +192
Canola(WCE)
Nov05 051104 251.8 251.8 251.6 251.6 -1.0 486 512 -128
Jan06 051104 261.6 263.7 259.0 260.1 -1.7 4,427 45,253 +637
Mar06 051104 270.0 271.0 268.0 268.5 -1.9 442 6,725 +155
May06 051104 280.1 280.1 274.4 274.4 -2.6 16 1,718 +8
Jul06 051104 283.5 284.0 281.4 281.8 -1.7 27 1,957 +30
Total Volume and Open Interest 5,447 61,125 +701
Corn(CBOT)
Dec05 051104 196.25 196.75 195.25 195.50 -0.75 42,607 421,845 -5,438
Mar06 051104 210.50 211.00 209.50 209.75 -0.75 28,653 264,584 +12,576
May06 051104 218.50 218.75 217.50 217.75 -0.75 2,916 45,911 +433
Jul06 051104 225.75 226.00 224.50 225.00 -0.50 7,565 75,353 +2,368
Sep06 051104 233.75 233.75 233.00 233.50 -0.25 782 9,362 +518
Dec06 051104 244.25 245.00 243.25 244.75 +0.75 2,323 47,357 +994
Total Volume and Open Interest 84,968 873,249 +11,517
Wheat(CBOT)
Dec05 051104 313.50 315.50 310.50 311.25 -2.00 31,689 177,701 -3,857
Mar06 051104 329.00 331.00 326.00 327.25 -1.50 21,287 83,174 +8,620
May06 051104 337.50 340.50 335.50 336.00 -1.25 468 3,926 -200
Jul06 051104 345.00 347.00 343.50 345.00 +0.25 2,559 35,351 -12
Sep06 051104 353.50 355.00 352.00 354.00 +1.25 9 2,050 +3
Total Volume and Open Interest 56,217 309,545 +4,504
Wheat(KCBT)
Dec05 051104 365.00 367.00 362.50 366.75 +4.25 12,281 57,430 -903
Mar06 051104 370.50 372.50 368.00 371.75 +3.75 9,438 37,989 +2,643
May06 051104 366.00 366.00 362.50 365.00 +3.00 888 5,283 +4,560
Jul06 051104 360.00 361.00 357.00 360.50 +3.25 2,991 25,323 +787
Sep06 051104 365.00 365.00 363.00 364.00 +0.50 378 1,507 +77
Total Volume and Open Interest 26,082 128,902 +7,193
Wheat(MGE)
Dec05 051104 372.00 376.00 369.00 372.50 +1.00 1,991 12,056 -1,000
Mar06 051104 378.00 380.50 374.25 378.00 +0.50 1,595 13,961 +284
May06 051104 380.00 380.00 375.00 375.25 -0.75 80 2,295 +25
Jul06 051104 379.00 379.00 373.00 374.25 -1.75 355 6,110 +233
Sep06 051104 373.50 373.50 369.00 370.00 -3.00 140 924 +31
Total Volume and Open Interest 4,197 36,307 -405
Oats(CBOT)
Dec05 051104 165.50 170.00 165.50 167.75 +1.50 917 3,893 -56
Mar06 051104 174.25 177.25 174.00 174.75 +0.25 743 2,656 +207
May06 051104 176.50 179.00 176.50 179.00 +1.00 51 93 +10
Jul06 051104 180.00 180.00 180.00 180.00 unch 8 3 +2
Total Volume and Open Interest 1,719 6,658 +163
Rough Rice(CBOT)
Nov05 051104 7.45 7.52 7.43 7.52 +0.07 12 106 -74
Jan06 051104 7.71 7.80 7.61 7.76 +0.05 792 5,413 +4
Mar06 051104 7.92 8.01 7.84 8.01 +0.07 97 1,734 +20
May06 051104 8.11 8.22 8.11 8.22 +0.09 2 207 +2
Total Volume and Open Interest 904 7,487 -47
Live Cattle(CME)
Dec05 051104 91.200 91.625 90.100 91.475 +0.575 13,112 89,669 -1,600
Feb06 051104 93.800 94.300 92.900 94.250 +0.550 10,373 49,803 +1,410
Apr06 051104 91.250 91.475 90.400 91.375 +0.325 4,279 17,207 +930
Jun06 051104 85.900 86.100 85.250 85.950 +0.125 418 7,995 +44
Aug06 051104 85.300 85.525 84.850 85.500 +0.175 813 3,103 +185
Oct06 051104 86.400 86.500 86.000 86.500 +0.100 53 714 +51
Total Volume and Open Interest 29,153 168,789 +1,125
Feeder Cattle(CME)
Nov05 051104 116.200 116.300 115.450 116.075 unch 1,307 7,124 -512
Jan06 051104 114.650 114.950 113.600 114.650 +0.300 1,568 16,133 +461
Mar06 051104 111.700 112.000 110.975 111.925 +0.425 404 2,309 +143
Apr06 051104 109.750 110.350 109.450 109.800 +0.250 68 811 +0
May06 051104 109.000 109.700 108.700 109.650 +0.600 114 894 +16
Aug06 051104 109.500 109.900 109.000 109.900 +0.250 68 456 +45
Sep06 051104 108.550 108.800 108.500 108.800 +0.250 11 31 +10
Total Volume and Open Interest 3,540 27,758 +163
Lean Hogs(CME)
Dec05 051104 61.950 62.350 61.500 62.275 +0.400 9,401 61,890 -1,590
Feb06 051104 65.900 66.400 65.425 66.325 +0.375 5,919 30,326 +467
Apr06 051104 66.500 67.200 66.100 67.025 +0.425 1,533 10,980 +267
May06 051104 67.800 68.250 67.750 68.250 +0.150 89 2,141 +37
Jun06 051104 69.700 70.250 69.300 70.225 +0.225 619 4,319 +77
Jul06 051104 66.600 67.100 66.600 67.000 +0.050 198 1,691 +66
Aug06 051104 63.150 63.150 62.800 62.800 -0.350 12 801 +5
Oct06 051104 56.000 56.300 56.000 56.300 unch 7 511 +3
Total Volume and Open Interest 17,787 112,771 -668
Pork Bellies(CME)
Feb06 051104 88.275 89.200 87.100 88.800 +0.525 169 1,065 -72
Mar06 051104 88.500 88.500 88.500 88.500 +0.850 0 107 +0
May06 051104 89.500 89.500 89.500 89.500 +0.100 0 80 +0
Jul06 051104 91.550 91.550 91.550 91.550 +0.050 2 22 +0
Aug06 051104 92.000 92.000 92.000 92.000 unch 0 26 +0
Total Volume and Open Interest 171 1,300 -72
Class III Milk(CME)
Nov05 051104 13.40 13.44 13.39 13.44 unch 49 2,191 -29
Dec05 051104 13.20 13.20 13.10 13.15 -0.05 112 2,150 -5
Jan06 051104 12.95 12.96 12.90 12.94 -0.05 54 1,719 +17
Feb06 051104 12.60 12.61 12.60 12.61 unch 7 1,370 +2
Mar06 051104 12.60 12.61 12.60 12.60 unch 7 1,341 +4
Total Volume and Open Interest 432 18,221 -10
Cocoa(NYBOT)
Dec05 051104 1360 1362 1337 1344 -32 6,370 54,774 -2,441
Mar06 051104 1395 1395 1375 1380 -34 4,624 40,411 +2,232
May06 051104 1414 1414 1400 1401 -33 780 11,649 +578
Jul06 051104 1438 1438 1418 1420 -34 0 9,353 -5
Sep06 051104 1450 1450 1440 1440 -34 48 11,007 -21
Dec06 051104 1485 1485 1468 1468 -34 0 9,152 +0
Mar07 051104 1510 1510 1492 1492 -34 446 9,310 -50
Total Volume and Open Interest 12,268 146,506 +293
Coffee "C"(NYBOT)
Dec05 051104 104.75 105.00 102.50 103.90 +0.15 11,735 44,129 -537
Mar06 051104 108.50 108.60 106.20 107.50 +0.25 6,135 28,243 +1,175
May06 051104 109.50 110.00 108.00 109.15 +0.25 634 5,556 -48
Jul06 051104 111.75 111.75 110.70 110.70 +0.25 320 3,559 +242
Sep06 051104 113.10 113.10 111.70 112.15 +0.30 420 1,499 -87
Dec06 051104 114.90 114.90 114.00 114.15 +0.25 294 1,256 +94
Total Volume and Open Interest 19,600 85,424 +841
Orange Juice(NYBOT)
Nov05 051104 119.40 121.80 119.40 121.80 +2.75 92 242 -40
Jan06 051104 121.50 123.35 120.90 123.30 +1.70 2,542 24,672 +505
Mar06 051104 123.30 125.30 122.90 125.30 +1.70 123 7,069 +552
May06 051104 123.90 125.90 123.90 125.90 +1.90 0 1,407 +6
Jul06 051104 126.50 126.50 126.50 126.50 +1.90 0 464 +0
Total Volume and Open Interest 2,782 34,152 +1,048
Sugar #11(NYBOT)
Mar06 051104 11.57 11.58 11.47 11.56 +0.02 17,068 295,315 -1,205
May06 051104 11.49 11.53 11.43 11.51 +0.01 2,498 60,975 -529
Jul06 051104 11.22 11.27 11.20 11.21 -0.04 1,688 39,218 +1,212
Oct06 051104 11.18 11.21 11.14 11.14 -0.06 673 25,108 +179
Mar07 051104 11.22 11.22 11.17 11.18 -0.05 715 26,291 +61
Total Volume and Open Interest 23,226 464,002 -95
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051104 21.80 21.80 21.65 21.66 -0.14 233 2,654 +118
Mar06 051104 21.43 21.43 21.40 21.40 -0.03 146 3,047 +77
May06 051104 21.50 21.50 21.45 21.45 -0.08 122 2,786 +30
Jul06 051104 21.62 21.62 21.57 21.57 -0.10 177 3,190 +103
Total Volume and Open Interest 699 13,469 +339
London Cocoa(LCE)
Dec05 051104 818 818 804 810 -5 2,837 65,118 +33
Mar06 051104 838 839 826 832 -5 1,861 57,861 +351
May06 051104 847 848 839 844 -5 551 17,278 +189
Jul06 051104 865 865 855 858 -5 8 26,760 +0
Sep06 051104 869 870 864 869 -5 211 13,494 -130
Dec06 051104 879 880 875 880 -5 215 15,870 +95
Mar07 051104 891 891 891 891 -5 0 3,626 +0
Total Volume and Open Interest 5,683 200,135 +538
London Coffee(LCE)
Nov05 051104 991.00 991.00 983.00 983.00 +17.00 560 2,285 -489
Jan06 051104 983.00 1001.00 980.00 995.00 +16.00 6,749 74,440 -1,053
Mar06 051104 1003.00 1015.00 995.00 1009.00 +16.00 1,538 37,684 +247
May06 051104 1016.00 1027.00 1015.00 1022.00 +16.00 221 9,973 +70
Jul06 051104 1031.00 1037.00 1027.00 1037.00 +17.00 1 5,010 +1
Sep06 051104 1042.00 1049.00 1039.00 1049.00 +17.00 0 2,011 +0
Total Volume and Open Interest 9,069 131,717 -1,224
London Sugar(LCE)
Dec05 051104 282.70 283.80 276.00 280.20 -1.90 3,282 8,124 -2,207
Mar06 051104 292.80 294.40 290.00 292.00 +0.10 3,360 25,253 +409
May06 051104 305.00 305.00 302.30 305.00 +0.60 470 6,005 +104
Aug06 051104 313.00 315.50 313.00 315.50 +0.70 236 5,625 +228
Oct06 051104 315.30 317.50 315.30 317.50 +0.60 68 5,363 +38
Total Volume and Open Interest 7,720 55,296 -1,403
Cotton(NYBOT)
Dec05 051104 51.55 52.15 51.30 51.44 -0.29 10,993 66,471 -2,926
Mar06 051104 54.15 54.70 54.00 54.23 -0.18 7,300 39,201 +787
May06 051104 55.05 55.30 55.05 55.25 -0.25 924 5,142 +444
Jul06 051104 55.70 56.00 55.70 56.00 -0.15 119 3,104 +58
Oct06 051104 56.25 56.25 56.25 56.25 +0.15 0 63 +0
Dec06 051104 57.00 57.15 57.00 57.15 +0.03 107 1,475 +50
Total Volume and Open Interest 19,443 115,465 -1,587
Lumber(CME)
Nov05 051104 315.9 317.5 311.4 316.4 +1.2 711 785 -220
Jan06 051104 333.0 334.0 328.0 332.7 +7.7 795 2,318 +149
Mar06 051104 336.0 341.0 334.5 338.5 +5.1 210 438 +81
May06 051104 337.7 342.0 337.7 342.0 +5.6 6 79 -1
Total Volume and Open Interest 1,741 3,667 +15
Crude Oil(NYM)
Dec05 051104 61.20 61.60 60.50 60.58 -1.20 100,006 225,389 -846
Jan06 051104 62.10 62.50 61.40 61.50 -1.05 47,917 129,428 +2,321
Feb06 051104 62.40 62.90 61.80 61.91 -1.05 14,218 53,362 +948
Mar06 051104 62.70 62.70 62.00 62.10 -1.07 7,472 34,568 +999
Apr06 051104 62.25 62.25 62.25 62.25 -1.09 3,580 16,581 +436
May06 051104 62.55 62.55 62.33 62.33 -1.11 2,882 13,785 +613
Jun06 051104 62.90 63.00 62.36 62.36 -1.12 6,855 50,647 +550
Jul06 051104 62.90 62.90 62.38 62.38 -1.13 1,897 12,120 +1,210
Aug06 051104 63.00 63.00 62.37 62.37 -1.14 568 9,465 +472
Sep06 051104 62.80 62.90 62.36 62.36 -1.15 520 9,716 +80
Oct06 051104 62.80 62.80 62.35 62.35 -1.16 57 5,079 +0
Nov06 051104 62.75 62.75 62.28 62.28 -1.17 25 10,068 -25
Dec06 051104 62.70 62.90 62.20 62.20 -1.18 5,572 51,090 -135
Jan07 051104 62.05 62.05 62.05 62.05 -1.18 105 10,209 +25
Feb07 051104 61.94 61.94 61.94 61.94 -1.18 0 4,139 -1
Mar07 051104 61.84 61.84 61.84 61.84 -1.18 0 5,400 +0
Total Volume and Open Interest 198,016 834,329 +7,292
Heating Oil(NYM)
Dec05 051104 180.00 181.75 178.20 179.62 -3.74 19,396 55,971 -800
Jan06 051104 184.50 186.00 183.50 184.69 -3.67 7,083 39,751 +1,055
Feb06 051104 186.00 188.20 185.25 186.89 -3.47 3,031 21,130 -93
Mar06 051104 187.00 187.00 184.50 185.49 -3.27 1,791 15,898 -68
Apr06 051104 182.50 184.00 181.70 182.24 -3.07 619 8,151 +232
May06 051104 178.30 179.80 178.00 178.54 -2.82 356 4,783 +33
Jun06 051104 176.00 178.00 176.00 176.04 -2.72 825 6,331 -159
Jul06 051104 176.00 178.00 176.00 176.24 -2.72 48 4,002 -12
Aug06 051104 177.00 178.70 177.00 177.29 -2.67 3 2,274 +3
Sep06 051104 178.50 180.10 178.50 178.69 -2.67 3 1,406 +0
Oct06 051104 180.30 182.30 180.10 180.49 -2.62 4 422 +3
Nov06 051104 183.50 183.50 182.74 182.74 -2.72 5 446 +5
Total Volume and Open Interest 33,358 167,681 +211
Unleaded Gas(NYM)
Dec05 051104 160.75 162.70 159.10 160.80 -1.88 18,559 61,698 -836
Jan06 051104 166.00 167.00 164.50 165.56 -2.05 8,349 27,554 +1,228
Feb06 051104 166.60 168.50 166.20 167.51 -2.05 966 11,121 +406
Mar06 051104 167.60 168.90 167.60 168.56 -2.00 1,697 9,469 +158
Apr06 051104 178.50 179.00 178.50 178.71 -1.95 1,623 7,338 -164
May06 051104 180.30 180.30 179.00 179.76 -1.95 1,751 4,459 +13
Jun06 051104 181.50 181.50 180.36 180.36 -1.95 646 5,476 +143
Jul06 051104 180.31 180.31 180.31 180.31 -1.95 146 2,155 +73
Aug06 051104 179.61 179.61 179.61 179.61 -1.95 70 1,976 +34
Sep06 051104 177.86 177.86 177.86 177.86 -1.95 180 1,165 +165
Oct06 051104 170.00 170.00 169.06 169.06 -1.95 0 240 +0
Nov06 051104 166.16 166.16 166.16 166.16 -1.95 0 10 +0
Total Volume and Open Interest 33,987 132,706 +1,220
Natural Gas(NYM)
Dec05 051104 11.250 11.470 11.215 11.415 -0.274 25,416 69,018 -1,391
Jan06 051104 11.880 12.090 11.830 12.059 -0.225 12,530 73,165 +1,606
Feb06 051104 11.820 12.050 11.780 12.029 -0.205 2,777 30,177 +14
Mar06 051104 11.600 11.770 11.500 11.749 -0.190 4,273 50,996 +646
Apr06 051104 9.780 9.860 9.750 9.859 -0.220 4,749 30,161 -121
May06 051104 9.520 9.650 9.520 9.639 -0.200 3,282 24,743 -878
Jun06 051104 9.600 9.670 9.600 9.669 -0.200 1,020 10,892 -75
Jul06 051104 9.700 9.719 9.640 9.719 -0.200 287 14,806 -96
Aug06 051104 9.750 9.820 9.700 9.764 -0.200 304 16,075 +83
Sep06 051104 9.800 9.800 9.700 9.747 -0.200 501 13,396 +206
Oct06 051104 9.840 9.870 9.750 9.794 -0.200 1,920 23,271 +767
Nov06 051104 10.250 10.280 10.210 10.264 -0.195 406 10,555 -233
Dec06 051104 10.700 10.719 10.650 10.719 -0.190 432 12,297 -8
Jan07 051104 11.050 11.080 11.020 11.079 -0.185 390 12,676 +204
Feb07 051104 11.000 11.004 10.960 11.004 -0.180 157 5,413 +55
Mar07 051104 10.700 10.720 10.699 10.699 -0.175 1,219 10,526 -351
Total Volume and Open Interest 61,264 530,854 +710
Brent Crude Oil(IPE)
Dec05 051104 60.55 60.55 59.16 59.25 -1.27 63,552 49,874 -8,344
Jan06 051104 60.81 60.86 59.55 59.66 -1.26 40,124 106,593 +2,028
Feb06 051104 61.19 61.19 59.99 60.12 -1.21 12,287 30,547 +2,844
Mar06 051104 61.41 61.41 60.35 60.40 -1.21 4,334 16,007 +835
Apr06 051104 61.60 61.60 60.55 60.60 -1.20 2,864 8,617 +841
May06 051104 61.30 61.53 60.64 60.68 -1.18 2,191 6,324 +431
Jun06 051104 61.42 61.65 60.67 60.73 -1.14 3,989 29,030 -982
Jul06 051104 61.34 61.39 60.80 60.80 -1.15 250 3,837 +250
Aug06 051104 61.42 61.45 60.88 60.88 -1.13 300 1,043 +0
Sep06 051104 60.94 60.94 60.94 60.94 -1.11 0 6,807 +0
Oct06 051104 60.92 60.92 60.92 60.92 -1.10 0 2,927 +0
Nov06 051104 60.91 60.91 60.91 60.91 -1.09 0 1,006 +0
Dec06 051104 61.34 61.76 60.84 60.90 -1.07 2,166 31,412 +197
Jan07 051104 60.77 60.77 60.77 60.77 -1.06 0 4,280 +0
Total Volume and Open Interest 132,487 336,758 -1,893
Gas Oil(IPE)
Nov05 051104 550.00 550.75 536.25 538.75 +1.00 15,746 27,029 -943
Dec05 051104 559.25 559.25 545.00 548.00 +0.75 19,590 59,334 -331
Jan06 051104 566.75 566.75 554.00 556.75 +1.50 9,543 31,292 +1,603
Feb06 051104 569.25 569.25 559.00 561.25 +2.25 2,612 17,099 +565
Mar06 051104 569.00 569.00 558.50 562.25 +3.25 573 12,006 -56
Apr06 051104 562.50 562.50 557.00 560.50 +3.25 25 6,758 +25
May06 051104 561.50 561.50 558.75 558.75 +3.25 31 1,427 +19
Jun06 051104 560.50 562.25 556.50 557.75 +2.25 506 18,363 +156
Jul06 051104 558.75 558.75 558.75 558.75 +2.25 0 868 +0
Aug06 051104 560.50 560.50 560.50 560.50 +2.50 0 157 +0
Total Volume and Open Interest 49,176 202,490 +1,188
US Dollar Index(NYBOT)
Dec05 051104 90.31 91.27 90.02 91.16 +0.82 7,721 33,046 +2,981
Mar06 051104 90.20 90.91 89.79 90.88 +0.81 31 2,153 +21
Jun06 051104 89.95 90.60 89.95 90.60 +0.79 0 2 +0
Total Volume and Open Interest 7,752 35,202 +3,002
Australian Dollar(CME)
Dec05 051104 73.49 73.80 72.96 73.24 -0.50 3,166 61,496 +151
Mar06 051104 73.28 73.28 73.05 73.05 -0.47 5 50 +12
Jun06 051104 72.88 72.88 72.88 72.88 -0.42 0 17 +0
Total Volume and Open Interest 3,171 61,573 +163
British Pound(CME)
Dec05 051104 176.19 176.95 174.56 175.03 -1.97 1,998 69,136 +1,471
Mar06 051104 174.85 174.94 174.85 174.94 -1.97 3 311 -1
Jun06 051104 175.04 175.04 175.04 175.04 -1.97 0 4 +0
Total Volume and Open Interest 2,001 69,455 +1,470
Canadian Dollar(CME)
Dec05 051104 84.77 85.45 84.37 84.56 -0.14 3,057 102,998 +744
Mar06 051104 85.40 85.58 84.63 84.78 -0.14 24 2,045 +46
Jun06 051104 84.98 85.01 84.98 85.01 -0.14 13 434 +13
Sep06 051104 85.24 85.24 85.24 85.24 -0.14 0 98 +0
Total Volume and Open Interest 3,094 105,727 +803
Japanese Yen(CME)
Dec05 051104 85.35 85.61 84.90 84.99 -0.74 3,721 181,629 +1,967
Mar06 051104 86.40 86.40 85.87 85.87 -0.74 3 18,825 +6
Jun06 051104 86.87 86.87 86.87 86.87 -0.74 0 58 +0
Total Volume and Open Interest 3,724 200,538 +1,973
Swiss Franc(CME)
Dec05 051104 77.57 78.02 76.74 76.85 -0.81 6,166 69,529 +6,570
Mar06 051104 77.55 77.55 77.48 77.48 -0.81 12 144 -12
Jun06 051104 78.22 78.22 78.14 78.14 -0.81 0 17 +0
Total Volume and Open Interest 6,178 69,700 +6,558
EuroFX(CME)
Dec05 051104 119.56 120.22 118.30 118.50 -1.20 10,819 149,312 +7,905
Mar06 051104 120.11 120.50 118.95 119.09 -1.20 71 2,739 +34
Jun06 051104 121.10 121.10 119.72 119.79 -1.20 0 771 +3
Total Volume and Open Interest 10,890 153,021 +7,942
Mexican Peso(CME)
Dec05 051104 9237.0 9270.0 9237.0 9257.0 +17.0 3,859 76,698 +1,960
Mar06 051104 9160.0 9160.0 9160.0 9160.0 +18.0 0 540 +0
Total Volume and Open Interest 3,859 77,763 +1,960
30-Year T-Bonds(CBOT)
Dec05 051104 110~24 111~09 110~12 110~21 -0~04 343,114 594,069 +12,147
Mar06 051104 110~14 110~31 110~01 110~11 -0~04 5,180 27,132 +2,280
Jun06 051104 110~05 110~05 110~05 110~05 -0~04 0 784 +0
Total Volume and Open Interest 348,294 621,986 +14,427
Municipal Bonds(CBOT)
Dec05 051104 103~11 103~16 103~11 103~13 +0~04 12 425 +4
Total Volume and Open Interest 12 425 +4
10-Year T-Notes(CBOT)
Dec05 051104 107~235 108~025 107~155 107~225 -0~015 989,408 1,734,655 +9,862
Mar06 051104 107~165 107~265 107~085 107~150 -0~020 26,667 59,639 +14,588
Total Volume and Open Interest 1,016,075 1,794,890 +24,450
5-Year T-Notes(CBOT)
Dec05 051104 105~135 105~220 105~115 105~155 -0~010 461,671 0 +0
Mar06 051104 105~060 105~090 105~060 105~080 -0~015 4,992 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 051104 102~056 102~068 102~056 102~060 unch 1,264 366,827 +3,446
Mar06 051104 102~044 102~046 102~044 102~044 -0~004 110 165  
Total Volume and Open Interest 1,374 366,992  
Eurodollars(CME)
Dec05 051104 95.495 95.510 95.495 95.500 -0.005 49,200 1,177,091 +21,433
Mar06 051104 95.150 95.195 95.150 95.175 unch 68,963 68,963 -1,095,328
Jun06 051104 95.025 95.090 95.025 95.060 unch 72,996 1,280,867 -5,339
Sep06 051104 95.010 95.090 95.010 95.050 unch 63,787 911,048 -4,810
Dec06 051104 95.020 95.080 95.020 95.060 +0.005 63,524 932,594 +29,065
Mar07 051104 95.045 95.105 95.040 95.075 unch 46,687 801,546 +21,637
Jun07 051104 95.030 95.095 95.030 95.060 unch 33,118 578,307 +10,831
Sep07 051104 95.005 95.070 95.005 95.035 unch 36,185 354,158 +2,533
Dec07 051104 94.980 95.045 94.980 95.000 -0.005 21,356 289,236 +5,405
Mar08 051104 94.965 95.030 94.960 94.985 -0.005 13,931 251,172 +5,142
Jun08 051104 94.940 95.015 94.940 94.955 -0.010 13,869 241,354 +4,884
Sep08 051104 94.910 94.990 94.910 94.925 -0.010 13,738 223,067 +4,684
Total Volume and Open Interest 579,482 8,014,581 -921,082
3-Mth Euro-Yen(CME)
Dec05 051104 99.90 99.90 99.90 99.90 unch 0 6,482 +0
Mar06 051104 99.81 99.81 99.81 99.81 -0.01 67 8,250 -62
Jun06 051104 99.69 99.69 99.69 99.69 -0.01 22 6,469 +19
Sep06 051104 99.57 99.57 99.57 99.57 -0.02 130 3,722 +3
Dec06 051104 99.44 99.45 99.44 99.44 -0.04 0 7,477 -85
Mar07 051104 99.32 99.32 99.32 99.32 -0.04 60 1,636 +25
Jun07 051104 99.22 99.22 99.22 99.22 -0.03 25 1,971 +25
Sep07 051104 99.11 99.11 99.11 99.11 -0.08 0 510 +0
Dec07 051104 99.01 99.01 99.01 99.01 -0.04 0 38 +0
Mar08 051104 98.91 98.91 98.91 98.91 -0.04 0 53 +0
Total Volume and Open Interest 304 36,858 -75
3-Mth Euro-Yen(SIMEX)
Dec05 051104 99.90 99.91 99.90 99.91 +0.01 275 83,178 -757
Mar06 051104 99.82 99.82 99.80 99.81 -0.01 715 58,367 -56
Jun06 051104 99.70 99.70 99.69 99.69 -0.01 1,202 59,798 -1,333
Sep06 051104 99.59 99.59 99.57 99.57 -0.02 2,525 41,522 -36
Dec06 051104 99.47 99.47 99.44 99.45 -0.03 396 48,530 +238
Mar07 051104 99.35 99.36 99.32 99.33 -0.03 80 24,894 -115
Jun07 051104 99.25 99.25 99.22 99.22 -0.04 5 14,604 -209
Sep07 051104 99.11 99.11 99.11 99.11 -0.04 0 1,698 +0
Total Volume and Open Interest 5,198 360,550 -2,268
German Euro-Bund(EUREX)
Dec05 051104 119.63 120.02 119.43 119.54 -0.28 1,449,261 1,549,654 +69,972
Mar06 051104 119.84 120.21 119.69 119.73 -0.29 3,108 56,046 +2,108
Jun06 051104 119.06 119.06 119.06 119.06 -0.28 1,450 1 +0
Total Volume and Open Interest 1,453,819 1,605,701 +72,080
German Euro-Bobl(EUREX)
Dec05 050908 114.76 114.94 114.73 114.88 +0.12 642,061 620,500 +251,913
Mar06 051104 112.51 112.66 112.37 112.37 -0.20 1,803 31,320 +2,248
Jun06 051104 111.90 111.90 111.90 111.90 -0.18      
Total Volume and Open Interest 810,026 1,153,230 +43,519
Long Gilt(LIFFE)
Dec05 051104 111~07 111~24 111~07 111~14 +0~01 70,522 235,738 +3,570
Mar06 051104 112~00 112~00 111~27 111~27 +0~01 0 5 +0
Total Volume and Open Interest 70,522 235,743 +3,570
3-Mth Short Sterling(LIFFE)
Dec05 051104 95.38 95.38 95.38 95.38 unch 34,950 297,473 +3,425
Mar06 051104 95.36 95.36 95.36 95.36 +0.01 104,932 389,586 -13,493
Jun06 051104 95.33 95.33 95.33 95.33 +0.01 61,392 311,125 +4,321
Total Volume and Open Interest 338,977 1,852,528 +3,694
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 051104 94.35 94.36 94.34 94.36 unch 6,439 108,722 -4,559
Mar06 051104 94.32 94.32 94.30 94.32 -0.02 34,449 181,981 -6,517
Jun06 051104 94.28 94.28 94.26 94.27 -0.03 17,673 95,028 +4,179
Sep06 051104 94.22 94.24 94.22 94.23 -0.05 4,649 32,816 -945
Dec06 051104 94.18 94.20 94.18 94.19 -0.06 555 35,014 +417
Mar07 051104 94.14 94.15 94.14 94.15 -0.05 326 20,370 +154
Jun07 051104 94.09 94.11 94.09 94.10 -0.05 2,543 34,971 -1,477
Sep07 051104 94.08 94.08 94.07 94.07 -0.05 3,863 7,252 -172
Dec07 051104 94.07 94.07 94.05 94.05 -0.06 0 4,246 +0
Mar08 051104 94.06 94.06 94.05 94.05 -0.06 114 1,796 +106
Total Volume and Open Interest 70,611 524,260 -8,814
10-Year Aus T-Bonds(SFE)
Dec05 051104 94.42 94.44 94.41 94.43 -0.06 27,915 310,958 +4,800
Mar06 051104 94.43 94.43 94.43 94.43 -0.06      
Total Volume and Open Interest 27,915 310,958 +4,800
3-Year Aus T-Bonds(SFE)
Dec05 051104 94.54 94.56 94.52 94.54 -0.06 83,495 373,585 +333
Mar06 051104 94.54 94.54 94.54 94.54 -0.06      
Total Volume and Open Interest 83,495 373,585 +333
Gold(CMX)
Dec05 051104 462.4 465.7 456.1 457.9 -4.0 56,540 249,737 -4,905
Feb06 051104 465.8 469.5 460.0 461.7 -4.0 2,408 23,539 +521
Apr06 051104 470.5 473.3 463.5 465.6 -4.0 132 6,437 +15
Jun06 051104 477.0 477.3 468.0 469.4 -4.0 569 11,583 +111
Aug06 051104 473.3 473.3 473.3 473.3 -4.0 0 2,156 +0
Oct06 051104 478.0 478.0 477.3 477.3 -4.0 0 4,763 +0
Dec06 051104 486.5 489.2 480.0 481.3 -3.9 219 6,429 +34
Feb07 051104 485.3 485.3 485.3 485.3 -3.9 0 5,281 +0
Apr07 051104 490.0 490.0 489.3 489.3 -3.9 0 1,327 +0
Jun07 051104 493.3 493.3 493.3 493.3 -3.9 0 5,431 +0
Aug07 051104 497.2 497.2 497.2 497.2 -3.9      
Total Volume and Open Interest 59,890 326,148 -4,223
Silver(CMX)
Dec05 051104 760.0 770.0 747.5 757.3 -5.0 13,572 96,765 +571
Mar06 051104 768.0 779.0 758.0 765.5 -4.9 1,275 16,801 +602
May06 051104 770.0 770.0 769.5 769.5 -4.6 1 2,310 +0
Jul06 051104 775.0 775.0 772.9 772.9 -4.6 22 6,769 +12
Sep06 051104 776.1 776.1 776.1 776.1 -4.6 0 3,001 +0
Dec06 051104 790.0 790.0 772.0 779.8 -4.3 25 9,276 +3
Mar07 051104 127.1 127.1 127.1 127.1 -3.9 0 50 +0
Total Volume and Open Interest 15,021 139,085 +1,214
Platinum(NYM)
Jan06 051104 938.0 941.8 933.0 934.8 -7.1 957 10,874 +187
Apr06 051104 934.8 934.8 934.8 934.8 -7.1 1 203 -1
Total Volume and Open Interest 958 11,077 +186
Palladium(NYME)
Dec05 051104 231.50 232.50 223.40 226.35 -5.55 610 12,609 +139
Mar06 051104 234.00 235.00 227.00 228.85 -5.55 16 1,566 +0
Jun06 051104 237.00 237.00 230.85 230.85 -5.55 0 8 +0
Total Volume and Open Interest 626 14,198 +139
Copper(CMX)
Dec05 051104 184.50 185.40 183.30 184.60 +1.90 11,801 65,097 -1,236
Mar06 051104 178.40 179.10 177.50 178.80 +2.00 6,062 24,286 +2,799
May06 051104 172.50 172.90 172.50 172.90 +2.10 957 4,583 +570
Jul06 051104 166.70 167.20 166.70 167.20 +2.10 30 2,534 +23
Sep06 051104 161.20 161.20 161.20 161.20 +2.10 222 1,678 +94
Total Volume and Open Interest 20,462 108,840 +2,414
Aluminum(CMX)
Nov05 051104 93.80 93.80 93.80 93.80 +1.00 0 110 -10
Dec05 051104 94.00 94.00 94.00 94.00 +1.00 2 1,681 -2
Jan06 051104 94.45 94.45 94.25 94.25 +1.00 0 99 +2
Feb06 051104 94.00 94.00 94.00 94.00 +1.25 0 70 +0
Mar06 051104 93.75 93.75 93.75 93.75 +1.35 0 70 +0
Apr06 051104 93.30 93.30 93.30 93.30 +1.35 0 50 +0
Total Volume and Open Interest 2 2,225 -10
DJIA Index(CBOT)
Dec05 051104 10530 10560 10486 10534 -4 4,829 37,619 +68
Mar06 051104 10580 10595 10545 10580 -2 11 83 +0
Jun06 051104 10621 10621 10621 10621 -4      
Total Volume and Open Interest 4,840 37,707 +68
S & P 500(CME)
Dec05 051104 1224.80 1225.30 1216.70 1222.00 -1.70 30,585 639,917 -1,476
Mar06 051104 1232.20 1232.20 1226.00 1229.60 -1.70 190 10,403 +22
Jun06 051104 1238.20 1238.60 1238.20 1238.60 -1.80 35 3,344 +15
Sep06 051104 1247.60 1247.60 1247.60 1247.60 -1.80 1 543 +1
Total Volume and Open Interest 30,811 654,257 -1,438
S & P 500 E-Mini(Globex)
Dec05 051104 1223.50 1225.75 1216.50 1222.00 -1.75 1,013,023 1,108,297 +496
Mar06 051104 574.39 577.64 570.14 574.14 -1.75 755 3,866 +525
Total Volume and Open Interest 1,013,778 1,112,163 +1,021
NASDAQ 100(CME)
Dec05 051104 1629.50 1638.50 1622.00 1632.50 +3.50 9,742 64,394 +2,062
Mar06 051104 1647.50 1647.50 1647.50 1647.50 +3.50 0 38 +0
Jun06 051104 354.28 354.28 349.78 349.78 +3.50 0 17 +0
Total Volume and Open Interest 9,742 64,449 +2,062
NASDAQ 100 E-Mini(GLOBEX)
S & P Midcap 400(CME)
Dec05 051104 718.50 719.25 713.00 716.50 -0.70 186 12,947 -11
Mar06 051104 721.50 721.50 721.50 721.50 +1.20      
Jun06 051104 724.50 724.50 724.50 724.50 +1.20      
Total Volume and Open Interest 186 12,947 -11
Russell 2000(CME)
Dec05 051104 661.00 662.25 654.60 660.20 -0.90 2,063 37,102 +910
Mar06 051104 662.00 664.70 662.00 664.70 -0.75 0 36 +0
Jun06 051104 668.70 668.70 668.70 668.70 +0.10      
Total Volume and Open Interest 2,063 37,138 +910
Russell 2000 E-Mini(Globex)
Dec05 051104 661.00 662.70 654.50 660.20 -0.90 143,466 285,629 +1,091
Mar06 051104 666.10 666.50 659.70 664.70 -0.80 160 1,524 -45
Total Volume and Open Interest 143,626 287,153 +1,046
Value Line(KCBT)
Dec05 051104 1860.50 1861.00 1845.00 1858.00 unch 100 132 -12
Total Volume and Open Interest 100 132 -12
Nikkei 225(CME)
Dec05 051104 14030 14050 13990 14040 -30      
Mar06 051104 14040 14040 14040 14040 -30      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051104 14070 14100 13970 14065 +215 39,776 229,870 +8,517
Mar06 051104 14040 14070 13995 14070 +180 4 160 +7
Jun06 051104 14005 14005 14005 14005 +180      
Total Volume and Open Interest 39,781 230,563 +8,523
CAC 40(MATIF)
Nov05 051104 4498.0 4509.0 4479.0 4500.5 -5.5 77,813 412,010 +1,414
Dec05 051104 4502.0 4504.0 4477.0 4497.5 -6.0 2,117 111,852 -35
Jan06 051104 4506.0 4506.0 4506.0 4506.0 -5.5      
Total Volume and Open Interest 79,952 528,062 +1,399
Hang Seng Index(HKFE)
Nov05 051104 14598 14628 14463 14495 -76 30,616 89,339 -41
Dec05 051104 14636 14671 14513 14542 -73 996 3,953 +67
Total Volume and Open Interest 31,643 94,027 +44
DAX Index(EUREX)
Dec05 051104 5009.0 5027.0 4988.5 4990.5 -23.5 147,950 202,698 +3,865
Mar06 051104 5044.5 5053.5 5019.5 5020.5 -24.0 287 11,457 -635
Jun06 051104 5074.5 5087.0 5054.0 5054.0 -23.5 494 2,639 -23
Total Volume and Open Interest 148,731 216,794 +3,207
FT-SE 100(LIFFE)
Dec05 051104 5441.00 5455.00 5423.00 5432.00 -5.00 91,016 468,497 +5,187
Mar06 051104 5463.50 5463.50 5435.00 5441.50 -4.00 99 25,877 +43
Jun06 051104 5453.50 5453.50 5445.50 5452.50 -3.00 0 14,027 +0
Total Volume and Open Interest 91,115 508,401 +5,230
SPI 200(SFE)
Dec05 051104 4536.0 4538.0 4502.0 4520.0 -1.0 15,486 195,184 -4,571
Mar06 051104 4529.0 4529.0 4506.0 4519.0 unch 128 5,222 +104
Jun06 051104 4544.0 4544.0 4544.0 4544.0 +1.0 8 3,077 +0
Total Volume and Open Interest 15,642 206,187 -4,452
GSCI(CME)
Nov05 051104 422.80 425.00 421.50 421.50 -6.00 133 18,009 +25
Dec05 051104 432.00 432.00 432.00 432.00 -6.00 14 53 +5
Jan06 051104 433.00 433.00 433.00 433.00 -5.50      
Total Volume and Open Interest 147 18,062 +30
Reuters CRB Index(NYBOT)
Jan06 051104 331.00 331.00 330.25 330.25 -1.50 21 492 +0
Feb06 051104 330.25 330.25 330.25 330.25 -1.50 0 6 +0
Apr06 051104 328.50 328.50 328.50 328.50 -1.50 0 359 +0
Total Volume and Open Interest 28 1,054 -2
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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