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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon November 07, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051107 577.00 577.00 570.50 571.50 -9.00 5,200 5,522 -1,181
Jan06 051107 587.50 588.00 582.50 583.00 -9.00 44,043 159,979 -2,353
Mar06 051107 595.00 596.00 591.00 591.50 -9.00 6,350 40,296 +401
May06 051107 601.00 601.50 598.00 598.50 -7.75 1,823 22,045 -210
Jul06 051107 606.00 607.00 604.00 604.25 -6.75 3,155 26,211 +321
Aug06 051107 608.50 608.50 606.50 606.75 -4.25 15 1,801 -2
Sep06 051107 609.00 609.00 606.50 606.50 -3.50 4 1,201 +0
Total Volume and Open Interest 61,649 272,600 -2,677
Soybean Meal(CBOT)
Dec05 051107 175.30 175.50 173.00 174.10 -2.10 10,669 52,176 -1,743
Jan06 051107 177.00 177.00 174.80 175.40 -2.40 4,687 20,039 +809
Mar06 051107 179.80 180.00 177.50 178.40 -2.40 2,097 19,574 +120
May06 051107 182.00 182.00 180.00 180.80 -1.90 943 18,264 +115
Jul06 051107 184.50 184.50 182.50 183.30 -1.50 1,190 15,351 -35
Aug06 051107 185.80 185.80 183.80 183.90 -1.90 77 4,063 +7
Sep06 051107 186.80 186.80 184.50 184.50 -1.50 88 3,659 -10
Oct06 051107 185.50 185.50 185.00 185.00 -1.80 148 2,023 +42
Total Volume and Open Interest 20,036 139,157 -677
Soybean Oil(CBOT)
Dec05 051107 22.78 22.85 22.65 22.67 -0.27 12,238 52,622 -294
Jan06 051107 23.00 23.07 22.87 22.89 -0.28 4,031 55,872 -1,503
Mar06 051107 23.25 23.28 23.10 23.14 -0.30 1,303 16,123 -296
May06 051107 23.43 23.45 23.30 23.36 -0.23 580 16,707 +1,006
Jul06 051107 23.60 23.65 23.51 23.56 -0.22 1,671 18,021 +458
Aug06 051107 23.65 23.70 23.60 23.63 -0.20 0 1,743 +0
Sep06 051107 23.75 23.75 23.65 23.69 -0.20 156 2,143 +16
Oct06 051107 23.77 23.77 23.70 23.70 -0.18 0 1,015 +0
Total Volume and Open Interest 20,221 172,710 -537
Canola(WCE)
Nov05 051107 251.1 251.1 251.1 251.1 -0.5 1 40 -472
Jan06 051107 259.1 260.5 258.5 259.5 -0.6 4,428 45,338 +85
Mar06 051107 268.5 269.0 266.5 267.8 -0.7 725 6,775 +50
May06 051107 273.2 274.0 273.2 273.6 -0.8 253 1,672 -46
Jul06 051107 280.0 283.0 279.0 282.9 +1.1 123 2,040 +83
Total Volume and Open Interest 5,553 60,826 -299
Corn(CBOT)
Dec05 051107 195.25 195.25 194.25 194.75 -0.75 52,429 407,751 -14,094
Mar06 051107 209.50 209.75 208.75 209.50 -0.25 27,374 271,154 +6,570
May06 051107 217.25 217.75 217.00 217.50 -0.25 2,953 46,884 +973
Jul06 051107 224.75 225.25 224.25 224.75 -0.25 6,416 76,587 +1,234
Sep06 051107 233.25 233.50 232.50 233.50 unch 1,155 9,901 +539
Dec06 051107 244.00 245.25 243.75 245.00 +0.25 11,206 54,933 +7,576
Total Volume and Open Interest 101,618 876,069 +2,820
Wheat(CBOT)
Dec05 051107 310.50 313.50 308.75 310.00 -1.25 31,410 167,037 -10,664
Mar06 051107 325.50 328.75 324.50 325.75 -1.50 13,226 87,090 +3,916
May06 051107 336.00 338.00 334.00 334.75 -1.25 1,730 4,548 +622
Jul06 051107 344.00 346.50 342.50 343.25 -1.75 4,293 34,610 -741
Sep06 051107 354.00 354.00 351.00 352.25 -1.75 48 2,080 +30
Total Volume and Open Interest 58,211 308,189 -1,356
Wheat(KCBT)
Dec05 051107 365.50 367.00 359.50 359.75 -7.00 7,970 58,756 +1,326
Mar06 051107 370.25 373.00 365.50 367.00 -4.75 5,276 39,642 +1,653
May06 051107 363.00 364.50 361.25 361.25 -3.75 292 5,280 -3
Jul06 051107 359.00 361.00 357.00 357.00 -3.50 1,716 25,602 +279
Sep06 051107 363.00 364.00 361.00 361.50 -2.50 22 1,525 +18
Total Volume and Open Interest 15,306 132,161 +3,259
Wheat(MGE)
Dec05 051107 372.00 373.50 367.00 368.50 -4.00 1,731 12,158 +102
Mar06 051107 377.50 378.50 373.50 374.00 -4.00 1,026 14,187 +226
May06 051107 376.00 376.00 372.00 372.00 -3.25 47 2,298 +3
Jul06 051107 374.00 374.00 369.50 369.50 -4.75 330 6,153 +43
Sep06 051107 368.75 368.75 367.00 367.00 -3.00 79 960 +36
Total Volume and Open Interest 3,249 36,743 +436
Oats(CBOT)
Dec05 051107 167.75 167.75 165.25 165.50 -2.25 945 4,079 +186
Mar06 051107 173.75 173.75 172.25 172.75 -2.00 245 2,738 +82
May06 051107 177.00 177.00 177.00 177.00 -2.00 5 98 +5
Jul06 051107 176.00 176.00 176.00 176.00 -4.00 0 3 +0
Total Volume and Open Interest 1,195 6,931 +273
Rough Rice(CBOT)
Nov05 051107 7.49 7.50 7.49 7.50 -0.02 26 111 +5
Jan06 051107 7.76 7.78 7.72 7.74 -0.02 738 5,422 +9
Mar06 051107 8.00 8.01 7.98 7.99 -0.02 102 1,766 +32
May06 051107 8.20 8.20 8.20 8.20 -0.02 2 209 +2
Total Volume and Open Interest 898 7,544 +57
Live Cattle(CME)
Dec05 051107 91.600 91.950 91.350 91.800 +0.325 17,104 87,597 -2,072
Feb06 051107 94.250 94.750 94.150 94.650 +0.400 11,016 52,144 +2,341
Apr06 051107 91.400 91.900 91.300 91.850 +0.475 3,267 17,569 +362
Jun06 051107 85.850 86.150 85.800 86.125 +0.175 859 8,398 +403
Aug06 051107 85.300 85.750 85.300 85.725 +0.225 602 2,980 -123
Oct06 051107 86.400 86.500 86.300 86.500 unch 92 751 +37
Total Volume and Open Interest 32,968 169,737 +948
Feeder Cattle(CME)
Nov05 051107 115.900 116.150 115.800 116.025 -0.050 812 6,883 -241
Jan06 051107 114.650 114.900 114.500 114.775 +0.125 1,784 16,215 +82
Mar06 051107 111.850 112.350 111.800 112.300 +0.375 274 2,429 +120
Apr06 051107 110.000 110.300 110.000 110.200 +0.400 99 847 +36
May06 051107 109.700 109.850 109.500 109.850 +0.200 177 974 +80
Aug06 051107 109.900 110.150 109.750 110.150 +0.250 33 483 +27
Sep06 051107 109.000 109.000 108.750 108.850 +0.050 4 32 +1
Total Volume and Open Interest 3,185 27,865 +107
Lean Hogs(CME)
Dec05 051107 62.300 64.250 62.300 63.750 +1.475 6,802 59,809 -2,081
Feb06 051107 66.400 67.975 66.350 67.750 +1.425 5,308 31,385 +1,059
Apr06 051107 67.200 68.850 67.200 68.725 +1.700 1,431 11,277 +297
May06 051107 68.250 69.250 68.250 69.175 +0.925 67 2,165 +24
Jun06 051107 70.400 72.225 70.400 72.200 +1.975 320 4,462 +143
Jul06 051107 67.500 69.000 67.450 68.925 +1.925 138 1,730 +39
Aug06 051107 63.300 64.800 63.300 64.775 +1.975 24 806 +5
Oct06 051107 56.500 57.300 56.300 57.300 +1.000 3 513 +2
Total Volume and Open Interest 14,093 112,259 -512
Pork Bellies(CME)
Feb06 051107 89.500 91.700 89.500 91.175 +2.375 172 1,052 -13
Mar06 051107 89.950 90.700 89.950 90.500 +2.000 0 107 +0
May06 051107 90.500 91.500 90.500 91.500 +2.000 1 79 -1
Jul06 051107 92.000 94.000 92.000 94.000 +2.450 0 22 +0
Aug06 051107 94.200 94.200 94.200 94.200 +2.200 0 26 +0
Total Volume and Open Interest 173 1,286 -14
Class III Milk(CME)
Nov05 051107 13.41 13.44 13.39 13.41 -0.03 21 2,198 +7
Dec05 051107 13.12 13.20 13.08 13.14 -0.01 172 2,149 -1
Jan06 051107 12.94 12.97 12.92 12.95 +0.01 64 1,745 +26
Feb06 051107 12.63 12.65 12.61 12.65 +0.04 25 1,370 +0
Mar06 051107 12.58 12.60 12.58 12.58 -0.02 27 1,336 -5
Total Volume and Open Interest 496 18,313 +92
Cocoa(NYBOT)
Dec05 051107 1339 1340 1320 1322 -22 11,194 49,591 -5,183
Mar06 051107 1375 1375 1355 1356 -24 7,307 42,586 +2,175
May06 051107 1397 1397 1378 1378 -23 315 11,867 +218
Jul06 051107 1417 1417 1398 1398 -22 86 9,394 +41
Sep06 051107 1439 1439 1418 1418 -22 315 11,291 +284
Dec06 051107 1446 1446 1446 1446 -22 1 9,153 +1
Mar07 051107 1485 1485 1470 1470 -22 1 9,311 +1
Total Volume and Open Interest 19,219 144,043 -2,463
Coffee "C"(NYBOT)
Dec05 051107 102.75 104.00 101.80 102.95 -0.95 9,523 43,003 -1,126
Mar06 051107 105.75 107.50 105.50 106.75 -0.75 5,958 29,915 +1,672
May06 051107 107.50 108.65 107.30 108.40 -0.75 538 5,686 +130
Jul06 051107 108.85 110.60 108.85 109.85 -0.85 348 3,855 +296
Sep06 051107 110.50 111.25 110.30 111.25 -0.90 140 1,500 +1
Dec06 051107 112.20 113.15 112.00 113.15 -1.00 71 1,303 +47
Total Volume and Open Interest 16,599 86,433 +1,009
Orange Juice(NYBOT)
Nov05 051107 122.90 123.70 121.40 123.50 +1.70 49 231 -11
Jan06 051107 123.30 124.50 121.95 124.25 +0.95 1,763 24,968 +296
Mar06 051107 125.30 125.95 123.50 125.95 +0.65 194 7,103 +34
May06 051107 125.75 126.50 125.00 126.50 +0.60 55 1,466 +59
Jul06 051107 126.50 127.10 126.50 127.10 +0.60 0 464 +0
Total Volume and Open Interest 2,186 34,645 +493
Sugar #11(NYBOT)
Mar06 051107 11.45 11.52 11.36 11.37 -0.19 11,703 295,563 +248
May06 051107 11.40 11.47 11.35 11.35 -0.16 3,515 61,986 +1,011
Jul06 051107 11.13 11.17 11.07 11.07 -0.14 2,258 39,806 +588
Oct06 051107 11.08 11.11 11.03 11.03 -0.11 757 25,265 +157
Mar07 051107 11.14 11.15 11.06 11.06 -0.12 450 26,525 +234
Total Volume and Open Interest 18,810 466,254 +2,252
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051107 21.65 21.65 21.60 21.60 -0.06 269 2,738 +84
Mar06 051107 21.39 21.39 21.37 21.37 -0.03 50 3,077 +30
May06 051107 21.44 21.44 21.42 21.42 -0.03 170 2,811 +25
Jul06 051107 21.56 21.56 21.52 21.55 -0.02 211 3,290 +100
Total Volume and Open Interest 785 13,791 +322
London Cocoa(LCE)
Dec05 051107 807 811 798 798 -12 3,027 64,975 -143
Mar06 051107 831 833 820 820 -12 3,585 57,803 -58
May06 051107 844 844 832 832 -12 889 17,596 +318
Jul06 051107 854 856 847 847 -11 430 26,915 +155
Sep06 051107 868 868 858 858 -11 208 13,618 +124
Dec06 051107 879 879 869 869 -11 260 15,974 +104
Mar07 051107 890 890 881 881 -10 0 3,626 +0
Total Volume and Open Interest 8,399 200,635 +500
London Coffee(LCE)
Nov05 051107 988.00 988.00 982.00 983.00 unch 234 2,105 -180
Jan06 051107 990.00 1011.00 982.00 988.00 -7.00 5,091 74,375 -65
Mar06 051107 1009.00 1025.00 1000.00 1003.00 -6.00 635 37,711 +27
May06 051107 1025.00 1038.00 1016.00 1016.00 -6.00 149 10,021 +48
Jul06 051107 1035.00 1035.00 1028.00 1030.00 -7.00 46 5,033 +23
Sep06 051107 1043.00 1045.00 1043.00 1045.00 -4.00 36 2,041 +30
Total Volume and Open Interest 6,194 131,599 -118
London Sugar(LCE)
Dec05 051107 280.10 280.60 275.50 276.00 -4.20 4,208 6,070 -2,054
Mar06 051107 291.60 293.00 286.50 287.10 -4.90 3,484 26,848 +1,595
May06 051107 304.00 304.00 300.10 300.10 -4.90 536 6,176 +171
Aug06 051107 313.00 313.10 312.10 313.10 -2.40 194 5,650 +25
Oct06 051107 314.50 314.50 312.60 313.60 -3.90 1 5,363 +0
Total Volume and Open Interest 8,424 55,033 -263
Cotton(NYBOT)
Dec05 051107 51.44 52.00 51.17 51.26 -0.18 10,099 65,651 -820
Mar06 051107 54.25 54.65 54.05 54.29 +0.06 6,097 41,189 +1,988
May06 051107 55.10 55.55 55.10 55.55 +0.30 380 5,272 +130
Jul06 051107 56.11 56.28 56.11 56.28 +0.28 272 3,211 +107
Oct06 051107 56.25 56.25 56.25 56.25 unch 0 63 +0
Dec06 051107 57.15 57.25 57.10 57.25 +0.10 5 1,478 +3
Total Volume and Open Interest 16,853 116,873 +1,408
Lumber(CME)
Nov05 051107 315.9 317.8 310.1 314.5 -1.9 334 646 -139
Jan06 051107 331.5 335.0 328.6 332.3 -0.4 1,111 2,658 +340
Mar06 051107 337.8 340.7 335.0 340.7 +2.2 230 520 +82
May06 051107 339.8 340.7 339.7 340.7 -1.3 38 104 +25
Total Volume and Open Interest 1,730 3,981 +314
Crude Oil(NYM)
Dec05 051107 59.90 59.95 58.60 59.47 -1.11 92,736 214,902 -10,487
Jan06 051107 60.75 60.95 59.60 60.53 -0.97 61,687 140,338 +10,910
Feb06 051107 61.20 61.35 60.30 61.04 -0.87 13,750 53,255 -107
Mar06 051107 61.50 61.60 60.50 61.27 -0.83 6,846 34,864 +296
Apr06 051107 61.35 61.45 60.95 61.44 -0.81 1,596 17,226 +645
May06 051107 61.35 61.54 61.35 61.54 -0.79 1,040 13,271 -514
Jun06 051107 61.75 61.75 61.35 61.58 -0.78 5,102 50,496 -151
Jul06 051107 60.90 61.60 60.90 61.60 -0.78 707 12,479 +359
Aug06 051107 61.60 61.60 61.59 61.59 -0.78 174 9,481 +16
Sep06 051107 61.58 61.58 61.58 61.58 -0.78 405 9,802 +86
Oct06 051107 61.57 61.57 61.57 61.57 -0.78 205 4,941 -138
Nov06 051107 61.50 61.50 61.50 61.50 -0.78 25 10,093 +25
Dec06 051107 61.60 61.60 60.60 61.42 -0.78 3,621 51,275 +185
Jan07 051107 61.27 61.27 61.27 61.27 -0.78 100 10,309 +100
Feb07 051107 61.16 61.16 61.16 61.16 -0.78 140 4,079 -60
Mar07 051107 61.06 61.06 61.06 61.06 -0.78 1,640 6,484 +1,084
Total Volume and Open Interest 199,520 838,051 +3,722
Heating Oil(NYM)
Dec05 051107 176.60 179.00 174.65 178.61 -1.01 20,763 53,839 -2,132
Jan06 051107 181.20 184.20 179.70 183.95 -0.74 9,277 40,391 +640
Feb06 051107 183.75 186.25 182.50 186.10 -0.79 2,249 21,209 +79
Mar06 051107 182.75 185.50 181.20 184.75 -0.74 2,539 16,345 +447
Apr06 051107 180.00 182.00 178.75 181.50 -0.74 962 7,838 -313
May06 051107 177.00 178.50 175.15 177.85 -0.69 905 5,231 +448
Jun06 051107 174.00 175.50 172.65 175.40 -0.64 422 6,299 -32
Jul06 051107 174.00 175.60 173.50 175.60 -0.64 154 3,993 -9
Aug06 051107 175.80 177.00 175.05 176.65 -0.64 266 2,364 +90
Sep06 051107 177.45 178.05 177.45 178.05 -0.64 32 1,433 +27
Oct06 051107 178.25 180.00 178.25 179.85 -0.64 57 443 +21
Nov06 051107 182.10 182.10 182.10 182.10 -0.64 28 422 -24
Total Volume and Open Interest 37,889 167,002 -679
Unleaded Gas(NYM)
Dec05 051107 158.00 158.50 153.50 155.61 -5.19 21,883 59,793 -1,905
Jan06 051107 163.00 164.00 160.00 162.15 -3.41 8,959 29,950 +2,396
Feb06 051107 165.50 165.50 162.00 164.40 -3.11 2,040 10,991 -130
Mar06 051107 164.25 165.55 163.70 165.55 -3.01 778 9,373 -96
Apr06 051107 175.00 175.75 174.50 175.75 -2.96 962 7,426 +88
May06 051107 176.00 177.00 176.00 176.80 -2.96 473 4,690 +231
Jun06 051107 177.00 177.50 177.00 177.50 -2.86 146 5,451 -25
Jul06 051107 177.00 177.50 177.00 177.50 -2.81 10 2,158 +3
Aug06 051107 176.85 176.85 176.85 176.85 -2.76 10 1,976 +0
Sep06 051107 175.15 175.15 175.15 175.15 -2.71 0 1,165 +0
Oct06 051107 166.35 166.35 166.35 166.35 -2.71 1 241 +1
Nov06 051107 163.55 163.55 163.55 163.55 -2.61 0 10 +0
Total Volume and Open Interest 35,262 133,269 +563
Natural Gas(NYM)
Dec05 051107 11.070 11.900 11.030 11.873 +0.458 22,806 68,587 -431
Jan06 051107 11.740 12.630 11.710 12.608 +0.549 8,262 73,572 +407
Feb06 051107 11.740 12.600 11.700 12.568 +0.539 3,882 30,948 +771
Mar06 051107 11.470 12.268 11.410 12.268 +0.519 5,047 51,514 +518
Apr06 051107 9.640 10.118 9.600 10.118 +0.259 3,975 30,332 +171
May06 051107 9.460 9.888 9.420 9.888 +0.249 1,299 24,711 -32
Jun06 051107 9.490 9.918 9.450 9.918 +0.249 345 10,798 -94
Jul06 051107 9.520 9.968 9.500 9.968 +0.249 427 14,869 +63
Aug06 051107 9.550 10.013 9.550 10.013 +0.249 397 16,101 +26
Sep06 051107 9.550 9.996 9.500 9.996 +0.249 223 13,452 +56
Oct06 051107 9.600 10.041 9.600 10.041 +0.247 1,054 23,358 +87
Nov06 051107 10.080 10.511 10.000 10.511 +0.247 606 10,773 +218
Dec06 051107 10.530 10.966 10.480 10.966 +0.247 945 12,368 +71
Jan07 051107 10.900 11.326 10.880 11.326 +0.247 196 12,691 +15
Feb07 051107 10.850 11.251 10.780 11.251 +0.247 162 5,370 -43
Mar07 051107 10.450 10.946 10.450 10.946 +0.247 1,688 10,186 -340
Total Volume and Open Interest 59,419 534,662 +3,808
Brent Crude Oil(IPE)
Dec05 051107 58.95 59.94 57.18 58.04 -1.21 48,033 51,102 +1,228
Jan06 051107 59.57 60.37 57.78 58.62 -1.04 35,529 107,533 +940
Feb06 051107 59.80 59.98 58.39 59.27 -0.85 10,803 30,858 +311
Mar06 051107 60.10 60.30 58.74 59.66 -0.74 3,178 16,014 +7
Apr06 051107 60.15 60.34 58.98 59.89 -0.71 1,331 8,384 -233
May06 051107 60.21 60.42 59.08 59.99 -0.69 918 6,488 +164
Jun06 051107 60.32 60.43 59.16 60.04 -0.69 1,212 29,532 +502
Jul06 051107 59.67 60.11 59.67 60.11 -0.69 210 3,887 +50
Aug06 051107 60.19 60.19 60.19 60.19 -0.69 60 1,103 +60
Sep06 051107 60.21 60.21 60.21 60.21 -0.73 0 6,807 +0
Oct06 051107 60.53 60.54 60.21 60.21 -0.71 0 2,927 +0
Nov06 051107 60.53 60.53 60.22 60.22 -0.69 0 1,006 +0
Dec06 051107 61.00 61.00 59.40 60.23 -0.67 2,004 31,777 +365
Jan07 051107 60.08 60.08 60.08 60.08 -0.69 0 4,280 +0
Total Volume and Open Interest 104,678 340,524 +3,766
Gas Oil(IPE)
Nov05 051107 533.50 534.25 520.25 524.00 -14.75 11,062 24,286 -2,743
Dec05 051107 543.50 543.75 530.00 534.00 -14.00 16,580 57,613 -1,721
Jan06 051107 553.00 553.00 540.50 544.00 -12.75 9,982 32,379 +1,087
Feb06 051107 553.50 555.25 546.00 549.75 -11.50 4,072 18,003 +904
Mar06 051107 553.50 556.50 551.50 551.50 -10.75 913 12,288 +282
Apr06 051107 550.75 550.75 550.75 550.75 -9.75 249 6,803 +45
May06 051107 550.25 550.25 550.25 550.25 -8.50 18 1,414 -13
Jun06 051107 550.75 555.00 549.00 550.25 -7.50 1,474 18,538 +175
Jul06 051107 551.50 551.50 551.50 551.50 -7.25 0 868 +0
Aug06 051107 553.25 553.25 553.25 553.25 -7.25 0 157 +0
Total Volume and Open Interest 44,880 200,651 -1,839
US Dollar Index(NYBOT)
Dec05 051107 91.23 91.50 91.08 91.17 +0.01 10,667 35,578 +2,532
Mar06 051107 90.89 91.16 90.88 90.88 unch 81 2,193 +40
Jun06 051107 90.75 90.75 90.59 90.59 -0.01 7 5 +3
Total Volume and Open Interest 10,757 37,778 +2,576
Australian Dollar(CME)
Dec05 051107 73.14 73.27 72.95 73.26 +0.02 7,145 64,027 +2,531
Mar06 051107 73.00 73.07 73.00 73.07 +0.02 6 60 +10
Jun06 051107 72.90 72.90 72.90 72.90 +0.02 0 17 +0
Total Volume and Open Interest 7,151 64,114 +2,541
British Pound(CME)
Dec05 051107 174.64 174.65 173.83 174.45 -0.58 7,384 75,104 +5,968
Mar06 051107 174.39 174.39 174.39 174.39 -0.55 1 322 +11
Jun06 051107 174.49 174.49 174.49 174.49 -0.55 0 4 +0
Total Volume and Open Interest 7,385 75,434 +5,979
Canadian Dollar(CME)
Dec05 051107 84.40 84.40 84.03 84.35 -0.21 10,458 101,937 -1,061
Mar06 051107 84.57 84.57 84.30 84.57 -0.21 136 2,185 +140
Jun06 051107 84.80 84.80 84.80 84.80 -0.21 4 436 +2
Sep06 051107 85.03 85.03 85.03 85.03 -0.21 0 98 +0
Total Volume and Open Interest 10,598 104,808 -919
Japanese Yen(CME)
Dec05 051107 85.36 85.54 85.10 85.48 +0.49 4,195 178,073 -3,556
Mar06 051107 86.36 86.36 86.36 86.36 +0.49 4 18,823 -2
Jun06 051107 87.36 87.36 87.36 87.36 +0.49 0 58 +0
Total Volume and Open Interest 4,199 196,980 -3,558
Swiss Franc(CME)
Dec05 051107 76.89 76.95 76.60 76.92 +0.07 14,267 78,582 +9,053
Mar06 051107 77.45 77.55 77.45 77.55 +0.07 17 290 +146
Jun06 051107 78.21 78.21 78.21 78.21 +0.07 1 17 +0
Total Volume and Open Interest 14,285 78,899 +9,199
EuroFX(CME)
Dec05 051107 118.46 118.51 118.01 118.42 -0.08 18,823 161,028 +11,716
Mar06 051107 119.05 119.05 118.63 119.00 -0.09 104 2,916 +177
Jun06 051107 119.70 119.70 119.70 119.70 -0.09 3 779 +8
Total Volume and Open Interest 18,930 164,923 +11,902
Mexican Peso(CME)
Dec05 051107 9272.0 9300.0 9272.0 9285.0 +28.0 3,425 80,765 +4,067
Mar06 051107 9185.0 9190.0 9185.0 9187.0 +27.0 0 540 +0
Total Volume and Open Interest 3,425 81,830 +4,067
30-Year T-Bonds(CBOT)
Dec05 051107 110~19 111~03 110~17 110~29 +0~08 422,688 594,538 +469
Mar06 051107 110~10 110~25 110~10 110~19 +0~08 2,050 26,979 -153
Jun06 051107 110~13 110~13 110~13 110~13 +0~08 0 784 +0
Total Volume and Open Interest 424,738 622,302 +316
Municipal Bonds(CBOT)
Dec05 051107 103~22 103~22 103~15 103~15 +0~02 9 420 -5
Total Volume and Open Interest 9 420 -5
10-Year T-Notes(CBOT)
Dec05 051107 107~210 107~310 107~200 107~270 +0~045 1,148,377 1,716,485 -18,170
Mar06 051107 107~150 107~225 107~150 107~195 +0~045 30,107 80,219 +20,580
Total Volume and Open Interest 1,178,489 1,797,300 +2,410
5-Year T-Notes(CBOT)
Dec05 051107 105~195 105~195 105~155 105~165 +0~010 598,659 0 +0
Mar06 051107 105~115 105~115 105~090 105~090 +0~010 5,485 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 051107 102~066 102~066 102~057 102~060 unch 735 361,799 -5,028
Mar06 051107 102~045 102~045 102~044 102~044 unch 11 215 +50
Total Volume and Open Interest 746 362,014 -4,978
Eurodollars(CME)
Dec05 051107 95.500 95.505 95.500 95.500 unch 42,231 1,195,615 +18,524
Mar06 051107 95.190 95.190 95.170 95.180 +0.005 36,425 1,159,474 +1,090,511
Jun06 051107 95.080 95.085 95.050 95.065 +0.005 54,161 1,253,858 -27,009
Sep06 051107 95.070 95.070 95.040 95.050 unch 34,433 934,111 +23,063
Dec06 051107 95.085 95.085 95.060 95.065 +0.005 29,075 934,984 +2,390
Mar07 051107 95.105 95.105 95.080 95.085 +0.010 24,663 810,205 +8,659
Jun07 051107 95.090 95.090 95.065 95.075 +0.015 22,515 579,266 +959
Sep07 051107 95.070 95.070 95.040 95.050 +0.015 18,717 357,249 +3,091
Dec07 051107 95.035 95.040 95.010 95.020 +0.020 11,214 288,284 -952
Mar08 051107 95.015 95.020 94.995 95.005 +0.020 10,441 250,429 -743
Jun08 051107 94.985 94.995 94.970 94.980 +0.025 10,963 241,280 -74
Sep08 051107 94.960 94.965 94.940 94.950 +0.025 10,242 222,081 -986
Total Volume and Open Interest 359,595 9,053,608 +1,039,027
3-Mth Euro-Yen(CME)
Dec05 051107 99.90 99.90 99.90 99.90 unch 0 6,482 +0
Mar06 051107 99.81 99.81 99.81 99.81 unch 56 7,753 -497
Jun06 051107 99.69 99.69 99.69 99.69 unch 1,124 7,752 +1,283
Sep06 051107 99.57 99.57 99.57 99.57 unch 132 3,541 -181
Dec06 051107 99.45 99.45 99.45 99.45 +0.01 163 6,512 -965
Mar07 051107 99.32 99.32 99.32 99.32 unch 10 1,732 +96
Jun07 051107 99.22 99.22 99.22 99.22 unch 0 1,471 -500
Sep07 051107 99.11 99.11 99.11 99.11 unch 0 510 +0
Dec07 051107 99.01 99.01 99.01 99.01 unch 0 38 +0
Mar08 051107 98.91 98.91 98.91 98.91 unch 0 53 +0
Total Volume and Open Interest 1,485 36,094 -764
3-Mth Euro-Yen(SIMEX)
Dec05 051107 99.90 99.90 99.90 99.90 -0.01 3,523 83,230 +52
Mar06 051107 99.81 99.81 99.81 99.81 unch 4,127 59,578 +1,211
Jun06 051107 99.68 99.69 99.68 99.69 unch 2,975 60,909 +1,111
Sep06 051107 99.57 99.57 99.57 99.57 unch 3,264 41,625 +103
Dec06 051107 99.45 99.46 99.44 99.45 unch 1,923 48,651 +121
Mar07 051107 99.32 99.33 99.32 99.33 unch 1,266 25,130 +236
Jun07 051107 99.22 99.23 99.22 99.22 unch 1,946 14,723 +119
Sep07 051107 99.11 99.11 99.11 99.11 unch 120 1,784 +86
Total Volume and Open Interest 19,144 363,589 +3,039
German Euro-Bund(EUREX)
Dec05 051107 119.47 119.72 119.43 119.46 -0.08 1,521,526 1,512,958 -36,696
Mar06 051107 119.70 119.89 119.65 119.65 -0.08 4,500 58,111 +2,065
Jun06 051107 118.98 118.98 118.98 118.98 -0.08 0 1 +0
Total Volume and Open Interest 1,526,026 1,571,070 -34,631
German Euro-Bobl(EUREX)
Dec05 050908 114.76 114.94 114.73 114.88 +0.12 642,061 620,500 +251,913
Mar06 051107 112.36 112.37 112.34 112.34 -0.03 4,030 32,120 +800
Jun06 051107 111.86 111.86 111.86 111.86 -0.04 1,093 0 +0
Total Volume and Open Interest 922,880 1,137,819 -15,411
Long Gilt(LIFFE)
Dec05 051107 111~15 111~23 111~14 111~18 +0~04 63,238 237,153 +1,415
Mar06 051107 111~30 111~30 111~30 111~30 +0~03 1 6 +1
Total Volume and Open Interest 63,239 237,159 +1,416
3-Mth Short Sterling(LIFFE)
Dec05 051107 95.38 95.38 95.38 95.38 unch 44,077 298,189 +716
Mar06 051107 95.37 95.37 95.37 95.37 +0.01 96,203 402,545 +12,959
Jun06 051107 95.35 95.35 95.35 95.35 +0.02 72,556 309,765 -1,360
Total Volume and Open Interest 377,821 1,888,559 +36,031
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 051107 94.34 94.36 94.33 94.36 unch 5,553 107,298 -1,424
Mar06 051107 94.27 94.32 94.26 94.31 -0.01 17,139 175,864 -6,117
Jun06 051107 94.23 94.26 94.20 94.25 -0.02 8,197 89,756 -5,272
Sep06 051107 94.19 94.22 94.18 94.21 -0.02 1,595 34,172 +1,356
Dec06 051107 94.15 94.19 94.15 94.16 -0.03 1,448 35,727 +713
Mar07 051107 94.10 94.14 94.10 94.12 -0.03 589 20,610 +240
Jun07 051107 94.06 94.09 94.06 94.08 -0.02 2,323 35,893 +922
Sep07 051107 94.03 94.05 94.02 94.05 -0.02 1,746 8,197 +945
Dec07 051107 94.04 94.04 94.04 94.04 -0.01 50 4,571 +325
Mar08 051107 94.03 94.03 94.03 94.03 -0.02 120 1,916 +120
Total Volume and Open Interest 38,764 516,069 -8,191
10-Year Aus T-Bonds(SFE)
Dec05 051107 94.41 94.44 94.39 94.43 unch 28,821 311,996 +1,038
Mar06 051107 94.43 94.43 94.43 94.43 unch      
Total Volume and Open Interest 28,821 311,996 +1,038
3-Year Aus T-Bonds(SFE)
Dec05 051107 94.49 94.54 94.47 94.53 -0.01 78,412 394,111 +20,526
Mar06 051107 94.53 94.53 94.53 94.53 -0.01      
Total Volume and Open Interest 78,412 394,111 +20,526
Gold(CMX)
Dec05 051107 458.3 460.6 457.3 460.4 +2.5 67,074 242,618 -7,119
Feb06 051107 462.5 464.5 460.5 464.2 +2.5 3,727 24,823 +1,284
Apr06 051107 464.9 468.5 464.9 468.1 +2.5 200 6,476 +39
Jun06 051107 469.0 472.0 468.5 472.0 +2.6 596 11,797 +214
Aug06 051107 475.5 475.9 475.5 475.9 +2.6 0 2,156 +0
Oct06 051107 479.9 479.9 479.9 479.9 +2.6 19 4,755 -8
Dec06 051107 481.5 484.0 480.5 483.9 +2.6 986 5,943 -486
Feb07 051107 487.9 487.9 487.9 487.9 +2.6 0 5,281 +0
Apr07 051107 491.9 491.9 491.9 491.9 +2.6 1 1,328 +1
Jun07 051107 495.9 495.9 495.9 495.9 +2.6 0 5,431 +0
Aug07 051107 499.8 499.8 499.8 499.8 +2.6      
Total Volume and Open Interest 72,611 320,068 -6,080
Silver(CMX)
Dec05 051107 752.0 761.0 745.0 760.5 +3.2 22,631 96,052 -713
Mar06 051107 760.0 769.0 755.0 768.9 +3.4 1,943 17,896 +1,095
May06 051107 773.1 773.1 773.1 773.1 +3.6 52 2,311 +1
Jul06 051107 765.0 776.7 765.0 776.7 +3.8 33 6,771 +2
Sep06 051107 780.4 780.4 780.4 780.4 +4.3 0 3,001 +0
Dec06 051107 775.0 788.0 770.0 784.5 +4.7 120 9,304 +28
Mar07 051107 124.6 132.6 124.6 132.6 +5.5 0 50 +0
Total Volume and Open Interest 24,779 139,383 +298
Platinum(NYM)
Jan06 051107 934.5 937.5 933.5 934.8 unch 543 10,919 +45
Apr06 051107 940.5 940.5 934.8 934.8 unch 1 202 -1
Total Volume and Open Interest 544 11,121 +44
Palladium(NYME)
Dec05 051107 227.50 232.00 227.50 230.00 +3.65 469 12,651 +42
Mar06 051107 230.00 234.00 230.00 232.50 +3.65 81 1,585 +19
Jun06 051107 234.50 234.50 234.50 234.50 +3.65 1 9 +1
Total Volume and Open Interest 551 14,260 +62
Copper(CMX)
Dec05 051107 184.40 185.20 182.80 184.75 +0.15 11,400 64,591 -506
Mar06 051107 178.80 179.45 177.50 179.30 +0.50 3,183 25,704 +1,418
May06 051107 172.90 173.50 172.90 173.40 +0.50 153 4,617 +34
Jul06 051107 167.30 167.70 167.00 167.70 +0.50 9 2,543 +9
Sep06 051107 161.80 161.80 161.80 161.80 +0.60 0 1,678 +0
Total Volume and Open Interest 15,475 109,717 +877
Aluminum(CMX)
Nov05 051107 93.25 93.25 93.25 93.25 -0.55 0 110 +0
Dec05 051107 93.25 93.25 93.25 93.25 -0.75 0 1,681 +0
Jan06 051107 93.50 93.50 93.50 93.50 -0.75 12 111 +12
Feb06 051107 93.25 93.25 93.25 93.25 -0.75 0 70 +0
Mar06 051107 93.00 93.00 93.00 93.00 -0.75 0 70 +0
Apr06 051107 92.55 92.55 92.55 92.55 -0.75 0 50 +0
Total Volume and Open Interest 12 2,237 +12
DJIA Index(CBOT)
Dec05 051107 10550 10600 10528 10575 +41 3,102 37,193 -426
Mar06 051107 10600 10630 10600 10620 +40 11 78 -5
Jun06 051107 10662 10662 10662 10662 +41      
Total Volume and Open Interest 3,113 37,276 -431
S & P 500(CME)
Dec05 051107 1224.80 1227.00 1219.50 1222.80 +0.80 26,033 635,165 -4,752
Mar06 051107 1232.00 1233.50 1228.50 1230.40 +0.80 55 10,425 +22
Jun06 051107 1239.50 1239.50 1239.50 1239.50 +0.90 6 3,344 +0
Sep06 051107 1248.50 1248.50 1248.50 1248.50 +0.90 0 543 +0
Total Volume and Open Interest 26,094 649,517 -4,740
S & P 500 E-Mini(Globex)
Dec05 051107 1222.50 1227.00 1219.25 1222.75 +0.75 743,547 1,091,691 -16,606
Mar06 051107 573.64 579.14 572.64 575.14 +1.00 191 3,863 -3
Total Volume and Open Interest 743,738 1,095,554 -16,609
NASDAQ 100(CME)
Dec05 051107 1637.50 1641.00 1627.00 1633.00 +0.50 6,110 62,040 -2,354
Mar06 051107 1648.00 1648.00 1648.00 1648.00 +0.50 0 38 +0
Jun06 051107 350.28 350.28 350.28 350.28 +0.50 1 17 +0
Total Volume and Open Interest 6,111 62,095 -2,354
NASDAQ 100 E-Mini(GLOBEX)
S & P Midcap 400(CME)
Dec05 051107 718.75 719.00 714.25 715.90 -0.60 262 12,833 -114
Mar06 051107 720.90 720.90 720.90 720.90 -0.60      
Jun06 051107 723.90 723.90 723.90 723.90 -0.60      
Total Volume and Open Interest 262 12,833 -114
Russell 2000(CME)
Dec05 051107 662.25 665.60 657.80 661.70 +1.50 956 37,534 +432
Mar06 051107 666.20 666.20 666.20 666.20 +1.50 2 38 +2
Jun06 051107 670.20 670.20 670.20 670.20 +1.50      
Total Volume and Open Interest 958 37,572 +434
Russell 2000 E-Mini(Globex)
Dec05 051107 660.20 665.60 657.50 661.70 +1.50 110,404 286,415 +786
Mar06 051107 667.60 667.60 665.40 666.20 +1.50 25 1,507 -17
Total Volume and Open Interest 110,429 287,922 +769
Value Line(KCBT)
Dec05 051107 1864.00 1868.00 1856.00 1862.50 +4.50 83 150 +18
Total Volume and Open Interest 97 160 +28
Nikkei 225(CME)
Dec05 051107 14040 14095 13990 14085 +45      
Mar06 051107 14050 14085 14050 14085 +45      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051107 14045 14085 13980 14035 -30 43,681 232,993 +3,123
Mar06 051107 14045 14075 13980 14055 -15 2 160 +0
Jun06 051107 13990 13990 13990 13990 -15      
Total Volume and Open Interest 43,683 233,687 +3,124
CAC 40(MATIF)
Nov05 051107 4495.5 4520.0 4478.5 4506.0 +5.5 82,625 424,325 +12,315
Dec05 051107 4482.0 4517.5 4476.0 4503.0 +5.5 19,035 123,899 +12,047
Jan06 051107 4511.5 4511.5 4511.5 4511.5 +5.5      
Total Volume and Open Interest 101,660 552,424 +24,362
Hang Seng Index(HKFE)
Nov05 051107 14420 14424 14277 14312 -183 33,547 85,990 -3,349
Dec05 051107 14520 14520 14326 14358 -184 497 3,905 -48
Total Volume and Open Interest 34,057 90,649 -3,378
DAX Index(EUREX)
Dec05 051107 5004.0 5046.5 4993.5 5037.5 +47.0 132,522 204,284 +1,586
Mar06 051107 5036.0 5076.0 5026.5 5068.0 +47.5 614 11,881 +424
Jun06 051107 5076.0 5109.5 5063.5 5102.5 +48.5 90 2,655 +16
Total Volume and Open Interest 133,226 218,820 +2,026
FT-SE 100(LIFFE)
Dec05 051107 5443.00 5481.50 5423.00 5461.50 +29.50 81,296 470,657 +2,160
Mar06 051107 5441.00 5485.50 5433.50 5471.00 +29.50 3,070 27,909 +2,032
Jun06 051107 5482.00 5482.00 5482.00 5482.00 +29.50 9 14,021 -6
Total Volume and Open Interest 84,375 512,587 +4,186
SPI 200(SFE)
Dec05 051107 4530.0 4530.0 4494.0 4523.0 +3.0 11,507 197,395 +2,211
Mar06 051107 4509.0 4522.0 4501.0 4522.0 +3.0 41 5,232 +10
Jun06 051107 4531.0 4546.0 4531.0 4546.0 +2.0 36 3,077 +0
Total Volume and Open Interest 11,584 208,408 +2,221
GSCI(CME)
Nov05 051107 417.10 419.00 413.00 418.80 -2.70 154 18,017 +8
Dec05 051107 427.50 430.25 423.20 430.25 -1.75 0 53 +0
Jan06 051107 432.50 432.50 432.50 432.50 -0.50      
Total Volume and Open Interest 154 18,070 +8
Reuters CRB Index(NYBOT)
Jan06 051107 328.25 329.50 328.00 329.50 -0.75 82 514 +22
Feb06 051107 329.50 329.50 329.50 329.50 -0.75 0 6 +0
Apr06 051107 328.50 328.50 327.55 327.55 -0.95 0 359 +0
Total Volume and Open Interest 171 1,053 -1
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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