Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed November 09, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051109 571.50 581.00 569.50 578.25 +4.00 3,677 3,795 -816
Jan06 051109 582.00 592.00 580.50 588.50 +3.00 22,529 158,576 -73
Mar06 051109 590.00 599.00 588.50 596.00 +2.25 2,287 40,124 +32
May06 051109 596.00 605.50 595.00 601.75 +2.00 1,651 22,805 +288
Jul06 051109 603.00 610.00 600.50 608.50 +2.50 1,559 26,330 +104
Aug06 051109 604.50 609.00 604.50 608.00 +0.75 3 1,918 +1
Sep06 051109 606.00 608.00 603.00 607.00 unch 0 1,203 +0
Total Volume and Open Interest 32,717 270,226 -571
Soybean Meal(CBOT)
Dec05 051109 173.30 175.80 172.00 174.30 +0.40 9,465 47,765 -2,930
Jan06 051109 174.80 177.30 173.80 175.60 +0.20 5,047 20,715 +606
Mar06 051109 177.70 179.60 176.60 178.40 unch 2,282 20,200 +326
May06 051109 179.80 181.50 179.00 180.40 unch 1,177 18,509 -49
Jul06 051109 182.50 184.00 181.70 182.80 -0.20 1,992 16,211 +895
Aug06 051109 183.50 184.70 182.80 183.70 -0.10 225 4,214 +136
Sep06 051109 184.30 186.00 183.50 184.00 -0.50 96 3,717 +21
Oct06 051109 184.50 185.00 183.00 183.50 -0.80 38 2,040 -7
Total Volume and Open Interest 20,440 137,339 -1,041
Soybean Oil(CBOT)
Dec05 051109 22.78 23.18 22.60 22.96 +0.15 9,595 48,523 -1,895
Jan06 051109 22.95 23.38 22.85 23.18 +0.18 6,113 57,508 +1,483
Mar06 051109 23.20 23.60 23.11 23.41 +0.16 2,250 17,202 +733
May06 051109 23.38 23.75 23.35 23.62 +0.14 1,193 16,456 +129
Jul06 051109 23.56 23.95 23.53 23.82 +0.16 1,526 18,205 -12
Aug06 051109 23.63 23.92 23.63 23.88 +0.17 66 1,833 -14
Sep06 051109 23.69 23.96 23.69 23.96 +0.20 66 2,132 -10
Oct06 051109 23.80 24.05 23.80 23.97 +0.17 20 1,016 +0
Total Volume and Open Interest 21,826 171,983 +986
Canola(WCE)
Nov05 051109 256.0 256.0 256.0 256.0 +1.8 25 25 +0
Jan06 051109 260.2 264.8 259.8 263.4 +1.8 3,030 46,469 +257
Mar06 051109 269.5 272.9 268.1 272.0 +2.1 440 6,823 +58
May06 051109 276.0 279.0 276.0 278.1 +2.1 40 1,702 +30
Jul06 051109 282.0 286.5 282.0 286.5 +2.1 25 2,055 +12
Total Volume and Open Interest 3,572 62,043 +359
Corn(CBOT)
Dec05 051109 194.75 196.25 194.50 195.25 unch 56,249 362,232 -17,881
Mar06 051109 209.50 210.00 208.75 209.50 -0.50 40,731 294,895 +10,188
May06 051109 217.25 218.00 216.75 217.75 -0.25 4,042 48,084 +239
Jul06 051109 225.00 225.00 224.00 224.50 -0.75 7,895 79,941 +776
Sep06 051109 233.00 233.25 232.50 233.00 -0.50 976 10,321 +184
Dec06 051109 244.00 244.00 243.00 243.25 -1.25 8,019 62,062 +1,261
Total Volume and Open Interest 118,356 866,819 -4,991
Wheat(CBOT)
Dec05 051109 314.00 317.50 312.00 315.00 +2.00 28,635 139,429 -10,703
Mar06 051109 329.50 333.00 327.50 331.25 +2.00 20,835 101,729 +8,363
May06 051109 337.00 342.00 337.00 339.75 +1.75 123 4,698 +7
Jul06 051109 346.50 350.00 345.25 347.75 +1.75 2,597 35,185 -154
Sep06 051109 358.00 358.00 356.00 356.50 +2.00 25 2,095 +1
Total Volume and Open Interest 53,555 296,343 -2,321
Wheat(KCBT)
Dec05 051109 364.50 373.00 364.25 370.75 +6.00 14,619 52,931 -2,945
Mar06 051109 371.00 377.00 370.50 375.00 +4.25 13,280 44,567 +3,811
May06 051109 366.25 370.50 366.25 369.00 +3.00 232 5,565 +100
Jul06 051109 362.50 366.00 361.50 364.75 +2.00 3,773 27,968 +1,224
Sep06 051109 362.50 369.25 362.50 368.50 +3.50 56 1,549 +19
Total Volume and Open Interest 32,086 134,039 +2,311
Wheat(MGE)
Dec05 051109 372.50 377.00 370.00 376.00 +4.00 2,008 11,435 -369
Mar06 051109 379.00 382.50 377.00 382.25 +4.25 887 14,470 +295
May06 051109 376.25 379.50 376.25 379.50 +3.00 110 2,346 +40
Jul06 051109 374.50 377.00 374.50 377.00 +3.50 326 6,291 +87
Sep06 051109 371.00 374.50 371.00 374.00 +2.75 222 1,162 +178
Total Volume and Open Interest 3,714 36,753 +253
Oats(CBOT)
Dec05 051109 166.25 167.00 164.25 165.75 -0.25 399 4,020 +34
Mar06 051109 173.50 173.50 171.25 172.50 -0.25 269 2,949 +111
May06 051109 177.00 177.00 177.00 177.00 unch 0 98 +0
Jul06 051109 176.00 176.00 176.00 176.00 unch 0 7 +0
Total Volume and Open Interest 671 7,089 +147
Rough Rice(CBOT)
Nov05 051109 7.32 7.32 7.32 7.32 -0.17 9 91 -8
Jan06 051109 7.69 7.69 7.50 7.53 -0.18 432 5,341 +34
Mar06 051109 7.92 7.92 7.76 7.77 -0.18 39 1,783 +6
May06 051109 7.97 7.97 7.97 7.97 -0.18 7 204 -5
Total Volume and Open Interest 487 7,455 +27
Live Cattle(CME)
Dec05 051109 91.800 92.200 91.400 91.950 +0.225 15,978 74,088 -5,499
Feb06 051109 94.350 94.650 93.875 94.575 +0.225 13,405 60,977 +4,843
Apr06 051109 91.400 91.775 91.275 91.675 +0.175 2,300 18,266 +148
Jun06 051109 85.700 86.000 85.625 85.875 +0.050 656 8,582 -20
Aug06 051109 85.475 85.650 85.200 85.625 +0.075 326 3,137 +130
Oct06 051109 86.300 87.000 86.125 87.000 +0.500 76 829 +35
Total Volume and Open Interest 32,752 166,183 -357
Feeder Cattle(CME)
Nov05 051109 115.850 115.950 115.100 115.300 -0.400 925 6,189 -427
Jan06 051109 114.850 114.900 114.100 114.250 -0.400 1,592 16,753 +511
Mar06 051109 112.200 112.500 111.800 112.475 +0.225 285 2,664 +81
Apr06 051109 110.350 110.650 110.000 110.600 +0.200 75 951 +16
May06 051109 109.950 110.250 109.700 110.200 +0.200 80 1,115 +56
Aug06 051109 110.100 110.300 109.900 110.300 +0.050 38 528 +20
Sep06 051109 109.000 109.250 109.000 109.250 +0.350 4 34 +1
Total Volume and Open Interest 3,000 28,240 +259
Lean Hogs(CME)
Dec05 051109 63.900 64.350 63.575 64.175 +0.950 15,623 49,361 -5,718
Feb06 051109 67.100 67.400 66.375 67.350 +0.675 13,511 38,823 +3,538
Apr06 051109 68.000 68.100 67.450 68.000 +0.075 2,001 12,628 +480
May06 051109 68.800 69.200 68.500 69.000 +0.250 151 2,325 +39
Jun06 051109 71.675 71.675 71.200 71.550 -0.100 562 5,077 +255
Jul06 051109 68.525 68.550 68.250 68.350 unch 492 2,018 +93
Aug06 051109 64.550 64.650 64.300 64.375 -0.075 326 824 -6
Oct06 051109 56.950 56.950 56.600 56.900 unch 19 548 +9
Total Volume and Open Interest 32,689 111,740 -1,306
Pork Bellies(CME)
Feb06 051109 91.500 93.500 91.500 92.700 +1.575 343 1,082 +64
Mar06 051109 92.400 93.150 91.600 91.600 +1.150 1 107 +0
May06 051109 93.700 93.700 92.900 92.900 +1.600 0 77 +0
Jul06 051109 95.500 95.500 95.500 95.500 +1.500 0 23 +0
Aug06 051109 95.500 95.500 95.500 95.500 +1.300 0 26 +0
Total Volume and Open Interest 344 1,315 +64
Class III Milk(CME)
Nov05 051109 13.38 13.39 13.36 13.39 -0.02 16 2,190 -4
Dec05 051109 13.04 13.04 12.90 12.96 -0.09 69 2,162 -15
Jan06 051109 12.88 12.90 12.85 12.85 -0.08 90 1,792 -3
Feb06 051109 12.62 12.62 12.61 12.61 -0.04 53 1,417 +24
Mar06 051109 12.57 12.57 12.55 12.55 -0.02 35 1,372 +6
Total Volume and Open Interest 523 18,916 +197
Cocoa(NYBOT)
Dec05 051109 1337 1344 1334 1341 +7 12,653 32,237 -8,950
Mar06 051109 1366 1373 1364 1372 +8 11,404 50,326 +3,256
May06 051109 1390 1394 1390 1394 +9 564 11,769 +207
Jul06 051109 1412 1414 1408 1414 +8 796 9,558 +74
Sep06 051109 1430 1433 1430 1433 +8 283 11,341 -89
Dec06 051109 1460 1461 1454 1461 +8 301 9,403 +249
Mar07 051109 1485 1487 1482 1487 +10 15 9,429 +15
Total Volume and Open Interest 26,016 134,913 -5,238
Coffee "C"(NYBOT)
Dec05 051109 107.00 108.50 105.85 106.90 -0.95 16,237 36,262 -3,410
Mar06 051109 111.50 112.40 109.80 110.75 -0.90 11,410 37,022 +4,145
May06 051109 113.00 113.50 111.80 112.40 -0.80 749 5,814 +172
Jul06 051109 114.00 115.00 113.30 113.90 -0.75 395 4,090 +64
Sep06 051109 115.80 116.50 114.70 115.35 -0.70 170 1,506 +13
Dec06 051109 117.50 118.25 116.20 117.55 -0.40 87 1,287 -26
Total Volume and Open Interest 29,125 87,206 +989
Orange Juice(NYBOT)
Nov05 051108 123.00 124.55 122.75 122.75 -0.75 155 126 -105
Jan06 051109 123.00 123.00 120.80 122.00 -1.75 1,387 24,985 -182
Mar06 051109 124.50 124.55 122.80 123.80 -1.85 116 7,173 +12
May06 051109 123.75 124.50 123.75 124.50 -1.75 3 1,493 +1
Jul06 051109 125.20 125.20 125.20 125.20 -1.65 2 480 +0
Total Volume and Open Interest 1,519 34,603 -293
Sugar #11(NYBOT)
Mar06 051109 11.27 11.35 11.18 11.20 -0.08 17,282 295,122 -914
May06 051109 11.28 11.34 11.15 11.18 -0.10 4,490 61,097 +393
Jul06 051109 11.02 11.06 10.95 10.95 -0.05 1,330 39,614 +183
Oct06 051109 10.98 11.04 10.92 10.92 -0.04 459 25,099 -184
Mar07 051109 11.02 11.06 10.95 10.95 -0.04 875 25,697 -151
Total Volume and Open Interest 24,892 464,156 -426
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051109 21.65 21.80 21.65 21.66 -0.09 115 2,247 +85
Mar06 051109 21.38 21.38 21.34 21.34 -0.04 106 3,025 -50
May06 051109 21.41 21.41 21.40 21.40 -0.01 12 2,804 -2
Jul06 051109 21.53 21.53 21.53 21.53 -0.02 35 3,352 +33
Total Volume and Open Interest 273 13,313 +71
London Cocoa(LCE)
Dec05 051109 803 809 800 806 +3 4,266 65,476 +979
Mar06 051109 823 831 822 828 +3 3,259 59,286 +540
May06 051109 837 841 837 840 +3 601 18,069 +167
Jul06 051109 851 856 850 854 +2 604 27,260 +157
Sep06 051109 862 866 861 866 +3 580 13,606 -67
Dec06 051109 873 878 873 878 +3 350 16,143 +168
Mar07 051109 889 889 889 889 +3 76 3,682 +52
Total Volume and Open Interest 9,910 203,794 +2,127
London Coffee(LCE)
Nov05 051109 1047.00 1047.00 1023.00 1041.00 +16.00 222 1,923 -142
Jan06 051109 1044.00 1050.00 1024.00 1043.00 +13.00 8,517 73,097 -171
Mar06 051109 1058.00 1067.00 1040.00 1057.00 +12.00 2,141 38,502 +511
May06 051109 1069.00 1078.00 1055.00 1070.00 +12.00 249 10,142 +102
Jul06 051109 1081.00 1091.00 1081.00 1084.00 +12.00 10 5,035 -2
Sep06 051109 1099.00 1099.00 1099.00 1099.00 +12.00 4 2,056 -1
Total Volume and Open Interest 11,145 131,068 +297
London Sugar(LCE)
Dec05 051109 272.50 275.00 271.10 271.20 -1.80 2,629 4,820 -1,109
Mar06 051109 283.00 285.00 281.10 281.20 -1.80 3,553 27,493 +911
May06 051109 297.20 297.50 292.80 293.10 -3.80 449 6,177 -124
Aug06 051109 310.50 310.50 306.00 306.00 -4.50 210 5,659 +8
Oct06 051109 312.00 312.50 309.00 310.00 -1.50 53 5,298 -45
Total Volume and Open Interest 6,924 54,385 -356
Cotton(NYBOT)
Dec05 051109 51.00 51.30 50.40 50.41 -0.55 17,174 55,194 -5,597
Mar06 051109 54.00 54.10 53.46 53.60 -0.41 15,732 47,430 +3,181
May06 051109 55.20 55.20 54.61 54.80 -0.42 2,190 6,896 +955
Jul06 051109 56.15 56.15 55.80 55.80 -0.39 966 3,640 +441
Oct06 051109 56.15 56.15 56.15 56.15 -0.25 0 63 +0
Dec06 051109 57.20 57.20 57.10 57.15 -0.20 197 1,590 +101
Total Volume and Open Interest 36,259 114,822 -919
Lumber(CME)
Nov05 051109 321.9 326.0 319.0 321.0 +1.0 283 420 -112
Jan06 051109 339.0 343.9 337.1 341.7 +3.2 925 3,200 +408
Mar06 051109 347.4 348.9 342.5 348.8 +2.8 283 634 +105
May06 051109 345.0 348.3 345.0 348.3 +2.8 53 146 +38
Total Volume and Open Interest 1,579 4,475 +458
Crude Oil(NYM)
Dec05 051109 59.45 60.40 58.60 58.93 -0.78 99,616 163,585 -20,760
Jan06 051109 60.40 61.25 59.50 59.76 -0.97 82,397 182,681 +19,254
Feb06 051109 60.95 61.60 60.20 60.29 -0.99 23,374 55,437 +2,803
Mar06 051109 61.10 61.90 60.50 60.51 -0.99 7,741 36,687 +1,194
Apr06 051109 61.00 61.55 60.68 60.68 -0.98 1,754 16,814 -447
May06 051109 62.10 62.10 60.78 60.78 -0.97 1,640 13,779 +446
Jun06 051109 61.25 61.75 60.82 60.82 -0.96 3,861 49,944 -475
Jul06 051109 61.80 61.80 60.84 60.84 -0.96 74 12,701 -133
Aug06 051109 61.80 61.80 60.83 60.83 -0.96 286 9,299 -131
Sep06 051109 61.40 61.40 60.82 60.82 -0.96 0 9,785 +0
Oct06 051109 61.20 61.20 60.81 60.81 -0.96 927 4,995 +16
Nov06 051109 60.74 60.74 60.74 60.74 -0.96 10 10,251 +0
Dec06 051109 61.40 61.80 60.66 60.66 -0.96 9,067 49,683 -1,576
Jan07 051109 60.55 60.55 60.51 60.51 -0.98 803 11,046 +637
Feb07 051109 60.40 60.40 60.40 60.40 -0.98 0 4,079 +0
Mar07 051109 60.30 60.30 60.30 60.30 -0.98 0 6,484 +0
Total Volume and Open Interest 236,990 830,757 -219
Heating Oil(NYM)
Dec05 051109 177.00 183.50 175.00 178.96 +1.11 24,236 44,977 -4,252
Jan06 051109 182.50 188.25 181.50 184.38 +1.12 17,660 49,126 +4,793
Feb06 051109 184.50 190.00 183.50 186.43 +0.97 3,875 22,042 +702
Mar06 051109 183.75 187.50 183.30 184.78 +0.52 948 16,242 +20
Apr06 051109 180.75 184.50 180.25 181.13 +0.07 1,252 8,122 +64
May06 051109 178.00 181.50 177.30 177.48 -0.13 521 5,514 +73
Jun06 051109 174.50 178.00 174.50 175.03 -0.28 1,001 6,778 +215
Jul06 051109 178.00 178.00 175.23 175.23 -0.33 240 4,030 -62
Aug06 051109 180.25 180.25 176.23 176.23 -0.38 663 2,494 +120
Sep06 051109 180.00 180.00 177.50 177.68 -0.38 116 1,442 +6
Oct06 051109 179.00 179.50 179.00 179.48 -0.38 16 448 +0
Nov06 051109 184.00 184.00 181.73 181.73 -0.38 78 468 +39
Total Volume and Open Interest 52,090 169,181 +1,927
Unleaded Gas(NYM)
Dec05 051109 155.75 160.30 153.15 155.13 -1.10 28,018 50,761 -5,068
Jan06 051109 162.40 164.80 159.25 160.81 -1.93 13,531 36,477 +3,795
Feb06 051109 164.75 165.60 162.00 162.86 -2.13 2,120 11,441 +47
Mar06 051109 166.00 166.30 163.50 163.86 -2.23 1,187 9,635 +216
Apr06 051109 176.25 176.75 174.01 174.01 -2.28 912 7,430 -148
May06 051109 177.00 177.00 175.06 175.06 -2.28 649 4,870 +17
Jun06 051109 178.00 178.00 175.71 175.71 -2.33 162 5,586 +128
Jul06 051109 178.00 178.00 175.71 175.71 -2.33 152 2,223 +15
Aug06 051109 178.00 178.00 175.06 175.06 -2.33 200 2,076 +100
Sep06 051109 176.00 176.00 173.36 173.36 -2.33 201 1,296 +190
Oct06 051109 167.00 167.00 164.56 164.56 -2.33 0 194 +0
Nov06 051109 161.76 161.76 161.76 161.76 -2.83 0 10 +0
Total Volume and Open Interest 47,132 132,044 -708
Natural Gas(NYM)
Dec05 051109 11.780 11.930 11.510 11.669 -0.124 35,826 58,867 -5,821
Jan06 051109 12.500 12.530 12.150 12.320 -0.236 22,058 79,963 +3,430
Feb06 051109 12.530 12.570 12.240 12.360 -0.231 6,936 30,542 -766
Mar06 051109 12.270 12.380 12.050 12.150 -0.191 9,863 53,567 +360
Apr06 051109 9.970 10.040 9.850 9.915 -0.126 3,686 31,203 +140
May06 051109 9.730 9.820 9.680 9.710 -0.111 1,408 24,977 +101
Jun06 051109 9.800 9.800 9.740 9.740 -0.111 1,349 10,613 -260
Jul06 051109 9.810 9.870 9.770 9.790 -0.111 1,050 14,888 +49
Aug06 051109 9.915 9.920 9.835 9.835 -0.111 650 16,795 +205
Sep06 051109 9.870 9.930 9.823 9.823 -0.108 629 13,892 -47
Oct06 051109 9.800 9.970 9.800 9.870 -0.106 931 23,886 +238
Nov06 051109 10.370 10.450 10.335 10.335 -0.111 189 10,646 +2
Dec06 051109 10.693 10.870 10.693 10.800 -0.106 298 12,162 +63
Jan07 051109 11.230 11.230 11.090 11.170 -0.101 1,129 13,105 +44
Feb07 051109 11.150 11.150 10.983 11.110 -0.086 775 5,535 +153
Mar07 051109 10.830 10.850 10.810 10.815 -0.071 781 9,591 -138
Total Volume and Open Interest 96,095 543,504 -837
Brent Crude Oil(IPE)
Dec05 051109 57.81 58.44 56.50 56.88 -0.93 58,263 41,844 -7,499
Jan06 051109 58.79 59.17 57.30 57.66 -1.00 58,366 103,214 -3,179
Feb06 051109 59.54 59.85 58.10 58.45 -0.97 34,981 45,065 +8,348
Mar06 051109 60.11 60.34 58.63 58.98 -0.91 10,345 17,468 +369
Apr06 051109 60.14 60.60 59.20 59.31 -0.83 5,509 10,084 +509
May06 051109 60.15 60.69 59.11 59.45 -0.81 3,609 6,252 -99
Jun06 051109 60.36 60.72 59.18 59.51 -0.81 3,492 31,685 +1,399
Jul06 051109 60.35 60.77 59.59 59.59 -0.80 270 4,075 +88
Aug06 051109 60.36 60.81 59.62 59.62 -0.84 270 1,300 +197
Sep06 051109 60.43 60.43 59.62 59.62 -0.83 0 6,807 +0
Oct06 051109 60.41 60.41 59.61 59.61 -0.80 450 6,227 +450
Nov06 051109 59.38 59.61 59.38 59.61 -0.76 0 1,056 +0
Dec06 051109 60.60 60.69 59.34 59.61 -0.72 7,912 34,326 -1,201
Jan07 051109 60.08 60.14 59.50 59.50 -0.71 1,173 5,280 +1,000
Total Volume and Open Interest 185,045 355,309 +682
Gas Oil(IPE)
Nov05 051109 526.00 538.75 518.00 530.25 +11.75 19,417 14,291 -6,351
Dec05 051109 538.00 553.00 530.00 542.25 +11.75 30,710 54,738 -1,990
Jan06 051109 546.00 562.25 540.75 552.25 +11.25 19,097 38,975 +3,362
Feb06 051109 550.50 566.50 546.50 557.75 +10.50 5,445 20,916 +2,249
Mar06 051109 552.50 567.00 550.50 559.25 +9.75 3,617 13,740 +704
Apr06 051109 550.25 563.00 550.25 558.75 +9.75 1,265 7,198 +395
May06 051109 558.75 558.75 558.75 558.75 +10.00 34 1,410 -4
Jun06 051109 551.00 559.00 551.00 559.00 +10.00 1,064 18,990 -53
Jul06 051109 560.25 560.25 560.25 560.25 +9.75 0 868 +0
Aug06 051109 562.00 562.00 562.00 562.00 +9.50 0 157 +0
Total Volume and Open Interest 81,129 199,840 -1,576
US Dollar Index(NYBOT)
Dec05 051109 91.38 91.73 91.22 91.39 +0.15 4,130 36,511 +873
Mar06 051109 91.07 91.35 90.95 91.10 +0.15 12 2,228 +0
Jun06 051109 90.90 90.90 90.81 90.81 +0.15 0 6 +0
Total Volume and Open Interest 4,142 38,747 +873
Australian Dollar(CME)
Dec05 051109 73.32 73.70 73.12 73.66 +0.24 3,098 68,108 +1,953
Mar06 051109 73.47 73.47 73.47 73.47 +0.24 2 65 +0
Jun06 051109 73.30 73.30 73.30 73.30 +0.24 0 17 +0
Total Volume and Open Interest 3,100 68,200 +1,953
British Pound(CME)
Dec05 051109 173.82 174.50 173.72 174.32 unch 3,943 80,106 +1,448
Mar06 051109 173.95 174.23 173.90 174.23 unch 0 265 -56
Jun06 051109 174.33 174.33 174.33 174.33 unch 0 4 +0
Total Volume and Open Interest 3,954 80,390 +1,403
Canadian Dollar(CME)
Dec05 051109 84.24 84.67 84.12 84.49 +0.04 9,844 101,225 -2,184
Mar06 051109 84.44 84.75 84.44 84.70 +0.04 15 2,437 +50
Jun06 051109 84.57 84.93 84.57 84.93 +0.04 1 438 +2
Sep06 051109 85.16 85.16 85.16 85.16 +0.04 0 98 +0
Total Volume and Open Interest 9,860 104,351 -2,132
Japanese Yen(CME)
Dec05 051109 85.65 85.93 85.30 85.43 -0.27 4,175 178,793 +551
Mar06 051109 86.90 86.90 86.25 86.31 -0.27 3 18,838 +6
Jun06 051109 87.31 87.31 87.31 87.31 -0.27 0 58 +0
Total Volume and Open Interest 4,178 197,715 +557
Swiss Franc(CME)
Dec05 051109 76.37 76.70 76.19 76.65 +0.01 1,865 84,385 +3,617
Mar06 051109 77.27 77.27 77.27 77.27 unch 0 340 +24
Jun06 051109 77.92 77.92 77.92 77.92 -0.01 0 18 +0
Total Volume and Open Interest 1,865 84,753 +3,641
EuroFX(CME)
Dec05 051109 117.68 118.11 117.41 117.95 -0.17 13,684 155,810 -3,350
Mar06 051109 118.50 118.57 117.97 118.51 -0.18 75 3,069 +72
Jun06 051109 119.18 119.18 119.18 119.18 -0.18 15 796 +17
Total Volume and Open Interest 13,774 159,878 -3,259
Mexican Peso(CME)
Dec05 051109 9305.0 9305.0 9270.0 9272.0 unch 5,327 85,890 +3,886
Mar06 051109 9177.0 9177.0 9177.0 9177.0 +2.0 10 576 +4
Total Volume and Open Interest 8,060 91,692 +6,126
30-Year T-Bonds(CBOT)
Dec05 051109 111~25 111~29 110~25 111~00 -0~24 294,180 585,749 +7,366
Mar06 051109 111~18 111~18 110~17 110~22 -0~25 8,889 28,449 +2,111
Jun06 051109 110~16 110~16 110~16 110~16 -0~25 1 785 +1
Total Volume and Open Interest 303,070 614,984 +9,478
Municipal Bonds(CBOT)
Dec05 051109 103~20 103~20 103~18 103~18 -0~15 4 411 -2
Total Volume and Open Interest 4 411 -2
10-Year T-Notes(CBOT)
Dec05 051109 108~120 108~140 107~250 107~285 -0~135 844,662 1,705,608 +24,276
Mar06 051109 108~055 108~055 107~190 107~215 -0~140 12,028 86,719 +1,997
Total Volume and Open Interest 856,784 1,792,909 +26,273
5-Year T-Notes(CBOT)
Dec05 051109 105~265 105~270 105~160 105~170 -0~090 437,760 0 +0
Mar06 051109 105~205 105~205 105~095 105~095 -0~095 6,531 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 051109 102~072 102~072 102~054 102~056 -0~014 466 362,253 -3,381
Mar06 051109 102~053 102~053 102~041 102~041 -0~012 0 215 +0
Total Volume and Open Interest 466 362,468 -3,381
Eurodollars(CME)
Dec05 051109 95.505 95.510 95.490 95.495 -0.010 24,875 1,197,376 -7,432
Mar06 051109 95.210 95.210 95.155 95.160 -0.040 72,886 1,194,540 +29,659
Jun06 051109 95.110 95.120 95.040 95.045 -0.060 59,281 1,279,080 +34,138
Sep06 051109 95.120 95.120 95.030 95.040 -0.060 20,073 942,020 -3,477
Dec06 051109 95.135 95.135 95.055 95.060 -0.060 31,912 976,989 +22,534
Mar07 051109 95.155 95.155 95.080 95.085 -0.065 27,265 816,283 +4,081
Jun07 051109 95.155 95.155 95.075 95.080 -0.065 22,511 573,054 -8,775
Sep07 051109 95.140 95.140 95.055 95.060 -0.070 23,608 359,869 +2,890
Dec07 051109 95.115 95.115 95.030 95.030 -0.070 9,761 292,196 +2,902
Mar08 051109 95.105 95.105 95.015 95.020 -0.070 5,798 253,579 +1,672
Jun08 051109 95.080 95.080 94.990 94.995 -0.070 20,697 245,269 +3,670
Sep08 051109 95.055 95.055 94.965 94.965 -0.075 7,038 224,149 +1,732
Total Volume and Open Interest 364,167 9,194,720 +93,226
3-Mth Euro-Yen(CME)
Dec05 051109 99.91 99.91 99.91 99.91 unch 205 6,627 +144
Mar06 051109 99.83 99.83 99.83 99.83 +0.01 0 7,555 -200
Jun06 051109 99.72 99.72 99.72 99.72 +0.01 76 7,661 -61
Sep06 051109 99.60 99.60 99.60 99.60 +0.01 0 3,500 +0
Dec06 051109 99.47 99.47 99.47 99.47 unch 0 6,254 -292
Mar07 051109 99.35 99.35 99.35 99.35 unch 0 1,732 +0
Jun07 051109 99.24 99.24 99.24 99.24 unch 0 1,472 +0
Sep07 051109 99.14 99.14 99.14 99.14 +0.01 0 510 +0
Dec07 051109 99.04 99.04 99.04 99.04 unch 0 38 +0
Mar08 051109 98.93 98.93 98.93 98.93 unch 0 53 +0
Total Volume and Open Interest 281 35,652 -409
3-Mth Euro-Yen(SIMEX)
Dec05 051109 99.91 99.91 99.91 99.91 +0.01 542 83,633 +361
Mar06 051109 99.83 99.83 99.83 99.83 +0.01 847 60,133 +324
Jun06 051109 99.71 99.72 99.71 99.72 +0.02 3,645 62,300 +673
Sep06 051109 99.60 99.60 99.60 99.60 +0.01 1,441 40,390 +288
Dec06 051109 99.48 99.49 99.48 99.48 +0.01 2,267 49,552 +1,027
Mar07 051109 99.36 99.36 99.36 99.36 +0.01 616 26,181 +557
Jun07 051109 99.26 99.26 99.26 99.26 +0.02 20 14,128 -484
Sep07 051109 99.15 99.15 99.15 99.15 +0.01 0 1,784 +0
Total Volume and Open Interest 9,428 366,110 +2,796
German Euro-Bund(EUREX)
Dec05 051109 119.89 119.97 119.22 119.33 -0.52 1,340,563 1,511,954 -114,595
Mar06 051109 120.11 120.17 119.44 119.51 -0.55 8,420 59,153 -2,474
Jun06 051109 118.83 118.83 118.83 118.83 -0.57 461 1 +0
Total Volume and Open Interest 1,349,444 1,571,108 -117,069
German Euro-Bobl(EUREX)
Dec05 050908 114.76 114.94 114.73 114.88 +0.12 642,061 620,500 +251,913
Mar06 051109 112.57 112.57 112.15 112.15 -0.40 1,859 35,863 -83
Jun06 051109 111.71 111.71 111.71 111.71 -0.35 0 1,093 +0
Total Volume and Open Interest 774,582 1,193,890 -121,599
Long Gilt(LIFFE)
Dec05 051109 111~24 111~25 111~12 111~14 -0~11 57,956 240,323 +3,198
Mar06 051109 111~25 111~27 111~25 111~25 -0~12 0 6 +0
Total Volume and Open Interest 57,956 240,329 +3,198
3-Mth Short Sterling(LIFFE)
Dec05 051109 95.37 95.37 95.37 95.37 -0.02 24,875 296,293 -1,880
Mar06 051109 95.35 95.35 95.35 95.35 -0.05 43,753 396,952 -3,936
Jun06 051109 95.32 95.32 95.32 95.32 -0.06 44,397 306,786 -665
Total Volume and Open Interest 210,543 1,865,273 -12,394
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 051109 94.36 94.36 94.35 94.36 unch 2,265 103,850 -2,279
Mar06 051109 94.30 94.31 94.29 94.30 unch 38,394 175,444 -7,375
Jun06 051109 94.26 94.28 94.24 94.25 unch 18,896 91,441 +1,349
Sep06 051109 94.23 94.25 94.21 94.22 +0.01 2,860 33,423 +18
Dec06 051109 94.19 94.21 94.18 94.19 +0.01 2,016 36,600 +1,037
Mar07 051109 94.17 94.17 94.15 94.15 +0.01 651 19,418 -736
Jun07 051109 94.13 94.15 94.11 94.11 +0.01 903 32,945 -982
Sep07 051109 94.11 94.11 94.08 94.08 +0.01 220 7,049 -50
Dec07 051109 94.07 94.07 94.06 94.06 +0.01 10 4,421 +0
Mar08 051109 94.05 94.05 94.05 94.05 +0.01 3 1,919 +3
Total Volume and Open Interest 66,223 508,574 -9,015
10-Year Aus T-Bonds(SFE)
Dec05 051109 94.49 94.50 94.47 94.47 +0.02 18,714 306,598 -1,741
Mar06 051109 94.47 94.47 94.47 94.47 +0.02      
Total Volume and Open Interest 18,714 306,598 -1,741
3-Year Aus T-Bonds(SFE)
Dec05 051109 94.57 94.58 94.54 94.56 +0.01 61,471 406,041 -15,562
Mar06 051109 94.56 94.56 94.56 94.56 +0.01      
Total Volume and Open Interest 61,471 406,041 -15,562
Gold(CMX)
Dec05 051109 463.4 469.0 462.7 467.5 +5.2 44,237 230,297 -3,752
Feb06 051109 467.0 473.0 466.7 471.4 +5.3 3,976 32,239 +2,059
Apr06 051109 471.6 476.5 469.0 475.3 +5.3 19 6,469 +4
Jun06 051109 474.9 480.0 474.9 479.2 +5.3 672 12,431 +263
Aug06 051109 482.0 483.2 482.0 483.2 +5.3 0 2,180 +0
Oct06 051109 487.2 487.2 487.2 487.2 +5.3 270 5,025 +260
Dec06 051109 487.9 491.5 486.0 491.3 +5.4 963 6,329 +367
Feb07 051109 495.3 495.3 495.3 495.3 +5.4 0 5,281 +0
Apr07 051109 499.3 499.3 499.3 499.3 +5.4 0 1,328 +0
Jun07 051109 503.3 503.3 503.3 503.3 +5.4 0 5,431 +0
Aug07 051109 507.2 507.2 507.2 507.2 +5.4      
Total Volume and Open Interest 50,349 317,076 -594
Silver(CMX)
Dec05 051109 765.5 774.0 764.5 767.8 +5.3 19,922 94,004 -551
Mar06 051109 775.0 782.0 773.0 776.3 +5.4 4,584 23,658 +2,745
May06 051109 779.0 781.0 777.5 780.6 +5.4 281 2,286 -28
Jul06 051109 789.0 789.0 784.5 784.5 +5.5 375 7,056 +282
Sep06 051109 788.3 788.3 788.3 788.3 +5.6 1 3,001 +0
Dec06 051109 788.5 799.0 788.5 791.8 +5.3 768 9,908 +382
Mar07 051109 139.9 139.9 139.9 139.9 +5.3 0 51 +0
Total Volume and Open Interest 25,962 143,966 +2,833
Platinum(NYM)
Jan06 051109 956.0 961.5 951.5 956.2 +12.5 852 11,309 +356
Apr06 051109 960.0 965.0 956.2 956.2 +12.5 15 216 -1
Total Volume and Open Interest 867 11,525 +355
Palladium(NYME)
Dec05 051109 238.00 239.50 236.00 238.65 +5.65 637 12,516 -42
Mar06 051109 242.00 242.00 239.00 241.10 +5.60 274 1,681 +105
Jun06 051109 243.10 243.10 243.10 243.10 +5.60 0 9 +0
Total Volume and Open Interest 911 14,221 +63
Copper(CMX)
Dec05 051109 184.00 184.70 182.30 183.15 -0.65 12,150 58,930 -2,905
Mar06 051109 178.60 178.80 176.60 177.55 -0.90 6,340 30,859 +1,977
May06 051109 172.50 172.50 171.20 171.80 -0.90 29 4,685 -1
Jul06 051109 166.00 166.50 166.00 166.10 -0.90 31 2,643 +20
Sep06 051109 160.00 160.20 160.00 160.20 -0.90 0 1,571 +0
Total Volume and Open Interest 19,450 109,378 -993
Aluminum(CMX)
Nov05 051109 93.10 93.10 93.10 93.10 unch 3 6 -106
Dec05 051109 93.10 93.10 93.10 93.10 unch 5 1,674 -5
Jan06 051109 93.50 93.50 93.50 93.50 unch 2 113 +2
Feb06 051109 93.30 93.30 93.30 93.30 unch 0 70 +0
Mar06 051109 93.10 93.10 93.10 93.10 unch 0 70 +0
Apr06 051109 92.75 92.75 92.75 92.75 unch 0 50 +0
Total Volume and Open Interest 10 2,128 -109
DJIA Index(CBOT)
Dec05 051109 10560 10619 10533 10564 -6 3,163 37,444 +141
Mar06 051109 10650 10650 10613 10613 -7 11 89 +9
Jun06 051109 10651 10651 10651 10651 -6      
Total Volume and Open Interest 3,174 37,538 +150
S & P 500(CME)
Dec05 051109 1221.20 1229.50 1218.80 1223.70 +0.90 22,656 639,749 +5,825
Mar06 051109 1233.00 1233.00 1231.30 1231.30 +0.90 19 10,464 +42
Jun06 051109 1240.30 1240.30 1240.30 1240.30 +1.00 1 3,339 +0
Sep06 051109 1249.30 1249.30 1249.30 1249.30 +1.00 0 543 +0
Total Volume and Open Interest 22,676 654,135 +5,867
S & P 500 E-Mini(Globex)
Dec05 051109 1222.50 1229.50 1218.75 1223.75 +1.00 629,541 1,131,201 +10,559
Mar06 051109 573.39 580.39 571.64 575.89 +0.75 568 5,571 +491
Total Volume and Open Interest 630,109 1,136,772 +11,050
NASDAQ 100(CME)
Dec05 051109 1634.50 1642.00 1629.00 1638.00 +1.50 5,743 61,982 +1
Mar06 051109 1654.00 1654.00 1654.00 1654.00 +2.50 0 38 +0
Jun06 051109 358.28 358.28 358.28 358.28 +4.50 0 17 +0
Total Volume and Open Interest 5,743 62,037 +1
NASDAQ 100 E-Mini(GLOBEX)
S & P Midcap 400(CME)
Dec05 051109 713.50 719.25 710.20 716.30 +1.70 466 13,198 +356
Mar06 051109 721.30 721.30 721.30 721.30 +1.70      
Jun06 051109 724.30 724.30 724.30 724.30 +1.70      
Total Volume and Open Interest 466 13,198 +356
Russell 2000(CME)
Dec05 051109 658.75 666.10 656.00 662.40 +2.00 15 37,544 +73
Mar06 051109 666.90 666.90 666.90 666.90 +2.00 0 37 -1
Jun06 051109 670.90 670.90 670.90 670.90 +2.00      
Total Volume and Open Interest 15 37,586 +72
Russell 2000 E-Mini(Globex)
Dec05 051109 660.10 666.10 656.10 662.40 +2.00 112,560 283,048 -871
Mar06 051109 665.10 670.80 660.50 666.90 +2.00 280 1,640 +85
Total Volume and Open Interest 112,840 284,688 -786
Value Line(KCBT)
Dec05 051109 1856.00 1866.00 1847.00 1858.50 +1.50 100 126 -48
Total Volume and Open Interest 100 136 -48
Nikkei 225(CME)
Dec05 051109 14050 14095 14000 14030 +50      
Mar06 051109 14025 14030 14025 14030 +50      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051109 13990 14140 13945 14050 +5 31,302 239,171 +660
Mar06 051109 14075 14125 13950 14065 +35 0 151 -9
Jun06 051109 14000 14000 14000 14000 +35      
Total Volume and Open Interest 31,320 239,858 +653
CAC 40(MATIF)
Nov05 051109 4506.5 4514.5 4478.0 4483.0 -23.0 65,560 445,512 +17,941
Dec05 051109 4507.5 4511.0 4478.0 4480.0 -23.0 1,584 124,889 -177
Jan06 051109 4488.5 4488.5 4488.5 4488.5 -23.0      
Total Volume and Open Interest 67,144 574,585 +17,764
Hang Seng Index(HKFE)
Nov05 051109 14389 14612 14380 14575 +187 31,425 91,725 +4,072
Dec05 051109 14405 14653 14405 14616 +185 875 4,327 +320
Total Volume and Open Interest 32,330 96,808 +4,392
DAX Index(EUREX)
Dec05 051109 5034.5 5064.0 5009.5 5050.0 +27.5 130,649 205,774 +5,252
Mar06 051109 5064.0 5091.5 5041.5 5081.0 +27.5 515 12,381 -32
Jun06 051109 5086.5 5127.5 5075.5 5115.5 +28.0 551 2,525 -135
Total Volume and Open Interest 131,715 220,680 +5,085
FT-SE 100(LIFFE)
Dec05 051109 5481.00 5483.50 5446.00 5451.00 -12.00 63,394 465,504 -3,056
Mar06 051109 5490.00 5490.00 5458.00 5460.50 -12.00 66 28,922 +12
Jun06 051109 5479.00 5480.50 5471.00 5471.50 -12.00 45 14,009 -12
Total Volume and Open Interest 63,505 508,435 -3,056
SPI 200(SFE)
Dec05 051109 4558.0 4558.0 4513.0 4537.0 -23.0 11,745 194,305 -3,169
Mar06 051109 4554.0 4554.0 4514.0 4536.0 -24.0 274 5,383 +143
Jun06 051109 4563.0 4564.0 4561.0 4561.0 -23.0 28 3,135 +28
Total Volume and Open Interest 12,047 205,527 -2,998
GSCI(CME)
Nov05 051109 418.00 421.10 414.75 416.30 -2.50 3,921 11,215 -3,500
Dec05 051109 427.25 433.50 426.20 426.75 -3.60 3,570 7,032 +3,429
Jan06 051109 429.25 429.25 429.25 429.25 -3.25      
Total Volume and Open Interest 7,491 18,247 -71
Reuters CRB Index(NYBOT)
Jan06 051109 332.00 332.00 330.00 331.25 -0.75 25 532 +8
Feb06 051109 329.25 329.25 329.25 329.25 -0.75 0 6 +0
Apr06 051109 329.50 329.50 329.50 329.50 -0.75 0 410 +0
Total Volume and Open Interest 46 1,073 -6
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.
Some data provided by Prophetfinance.com