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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 10, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051110 571.00 581.00 568.50 577.00 -1.25 3,758 3,078 -717
Jan06 051110 580.50 591.50 578.00 587.50 -1.00 42,660 158,710 +134
Mar06 051110 588.00 598.00 585.50 594.00 -2.00 7,734 41,776 +1,652
May06 051110 594.00 602.00 591.50 598.50 -3.25 2,129 22,713 -92
Jul06 051110 602.00 608.00 597.00 604.50 -4.00 3,484 26,742 +412
Aug06 051110 604.00 608.00 601.00 605.00 -3.00 24 1,948 +30
Sep06 051110 603.00 608.00 601.00 604.50 -2.50 14 1,208 +5
Total Volume and Open Interest 60,955 272,194 +1,968
Soybean Meal(CBOT)
Dec05 051110 172.50 176.70 172.20 175.50 +1.20 13,022 44,948 -2,817
Jan06 051110 174.20 178.50 173.80 176.60 +1.00 5,734 20,947 +232
Mar06 051110 177.50 180.80 176.20 179.00 +0.60 2,996 21,105 +905
May06 051110 179.50 182.00 178.00 180.30 -0.10 1,272 18,721 +212
Jul06 051110 181.70 184.50 180.40 182.70 -0.10 1,635 16,333 +122
Aug06 051110 183.00 184.90 181.70 183.60 -0.10 396 4,350 +136
Sep06 051110 184.00 184.50 182.20 183.90 -0.10 388 3,796 +79
Oct06 051110 182.50 184.00 181.90 183.80 +0.30 131 2,158 +118
Total Volume and Open Interest 25,795 136,410 -929
Soybean Oil(CBOT)
Dec05 051110 22.70 22.82 22.50 22.77 -0.19 11,486 45,230 -3,293
Jan06 051110 22.87 23.00 22.68 22.94 -0.24 9,562 58,473 +965
Mar06 051110 23.05 23.27 22.93 23.25 -0.16 3,229 17,934 +732
May06 051110 23.30 23.45 23.22 23.45 -0.17 1,037 16,473 +17
Jul06 051110 23.52 23.65 23.38 23.65 -0.17 947 18,284 +79
Aug06 051110 23.60 23.70 23.50 23.70 -0.18 8 1,833 +0
Sep06 051110 23.70 23.75 23.59 23.75 -0.21 5 2,130 -2
Oct06 051110 23.70 23.80 23.70 23.78 -0.19 2 1,017 +1
Total Volume and Open Interest 26,646 170,522 -1,461
Canola(WCE)
Nov05 051110 254.3 254.3 254.3 254.3 -1.7      
Jan06 051110 261.0 263.1 259.2 261.7 -1.7 3,649 46,436 -33
Mar06 051110 270.0 271.2 268.0 270.2 -1.8 706 6,863 +40
May06 051110 275.1 277.0 275.0 277.0 -1.1 228 1,849 +147
Jul06 051110 282.0 286.2 282.0 286.0 -0.5 58 2,089 +34
Total Volume and Open Interest 4,774 62,254 +211
Corn(CBOT)
Dec05 051110 193.75 194.75 193.50 193.75 -1.50 63,896 340,445 -21,787
Mar06 051110 208.00 209.25 207.75 208.00 -1.50 48,336 309,896 +15,001
May06 051110 216.75 217.00 215.50 215.75 -2.00 5,060 49,288 +1,204
Jul06 051110 223.75 224.25 222.25 222.50 -2.00 7,132 80,334 +393
Sep06 051110 232.25 232.50 231.00 231.25 -1.75 432 10,586 +265
Dec06 051110 242.75 242.75 241.50 241.75 -1.50 4,138 62,784 +722
Total Volume and Open Interest 130,124 863,286 -3,533
Wheat(CBOT)
Dec05 051110 314.00 316.00 309.50 309.75 -5.25 30,983 127,786 -11,643
Mar06 051110 330.00 332.00 325.50 326.00 -5.25 28,205 115,089 +13,360
May06 051110 339.00 340.50 335.00 335.25 -4.50 1,807 5,611 +913
Jul06 051110 346.00 348.75 342.50 342.75 -5.00 4,272 35,377 +192
Sep06 051110 352.50 353.25 351.00 351.00 -5.50 156 2,115 +20
Total Volume and Open Interest 67,031 299,698 +3,355
Wheat(KCBT)
Dec05 051110 370.00 376.00 369.00 370.00 -0.75 10,403 49,642 -3,289
Mar06 051110 374.25 377.00 372.50 375.75 +0.75 8,892 46,486 +1,919
May06 051110 370.00 371.00 367.50 368.50 -0.50 995 6,171 +606
Jul06 051110 364.50 365.00 360.00 360.75 -4.00 2,126 27,821 -147
Sep06 051110 365.50 366.00 365.00 366.00 -2.50 114 1,572 +23
Total Volume and Open Interest 22,531 133,151 -888
Wheat(MGE)
Dec05 051110 375.00 379.00 374.50 375.25 -0.75 1,849 10,915 -520
Mar06 051110 381.00 382.75 375.25 380.00 -2.25 1,110 14,631 +161
May06 051110 376.00 380.50 376.00 377.00 -2.50 78 2,376 +30
Jul06 051110 377.50 378.50 374.50 375.00 -2.00 225 6,332 +41
Sep06 051110 373.50 374.50 370.00 370.00 -4.00 75 1,204 +42
Total Volume and Open Interest 3,348 36,528 -225
Oats(CBOT)
Dec05 051110 168.50 168.50 165.50 167.00 +1.25 570 4,032 +12
Mar06 051110 174.50 174.50 172.00 173.75 +1.25 164 2,947 -2
May06 051110 176.00 176.00 176.00 176.00 -1.00 0 98 +0
Jul06 051110 177.50 177.50 177.50 177.50 +1.50 0 7 +0
Total Volume and Open Interest 734 7,099 +10
Rough Rice(CBOT)
Nov05 051110 7.47 7.47 7.47 7.47 +0.15 0 91 +0
Jan06 051110 7.56 7.69 7.48 7.68 +0.15 667 5,369 +28
Mar06 051110 7.79 7.93 7.73 7.93 +0.16 143 1,818 +35
May06 051110 8.13 8.13 8.13 8.13 +0.16 0 204 +0
Total Volume and Open Interest 810 7,518 +63
Live Cattle(CME)
Dec05 051110 92.800 93.100 91.900 91.975 +0.025 16,199 69,136 -4,952
Feb06 051110 94.950 95.200 94.100 94.350 -0.225 15,579 66,020 +5,043
Apr06 051110 91.950 92.150 91.075 91.200 -0.475 3,089 19,192 +926
Jun06 051110 85.950 86.125 85.300 85.550 -0.325 404 8,630 +48
Aug06 051110 85.650 85.750 84.800 85.150 -0.475 150 3,125 -12
Oct06 051110 87.000 87.000 86.500 86.900 -0.100 29 837 +8
Total Volume and Open Interest 35,450 167,244 +1,061
Feeder Cattle(CME)
Nov05 051110 115.700 115.700 115.125 115.200 -0.100 1,038 5,787 -402
Jan06 051110 114.700 114.900 113.675 113.750 -0.500 1,726 16,937 +184
Mar06 051110 112.950 113.050 111.900 112.100 -0.375 524 2,872 +208
Apr06 051110 111.000 111.000 109.950 110.050 -0.550 71 979 +28
May06 051110 110.500 110.600 109.875 109.975 -0.225 187 1,185 +70
Aug06 051110 110.600 110.600 110.000 110.150 -0.150 54 554 +26
Sep06 051110 109.550 109.550 109.300 109.300 +0.050 2 35 +1
Total Volume and Open Interest 3,605 28,355 +115
Lean Hogs(CME)
Dec05 051110 64.500 64.550 63.100 63.125 -1.050 14,155 44,267 -5,094
Feb06 051110 67.650 67.700 66.650 66.800 -0.550 13,600 41,664 +2,841
Apr06 051110 68.150 68.350 67.500 67.775 -0.225 3,281 13,822 +1,194
May06 051110 68.950 69.000 68.650 68.900 -0.100 139 2,415 +90
Jun06 051110 71.550 71.600 70.900 71.000 -0.550 558 5,378 +301
Jul06 051110 68.400 68.650 67.900 67.950 -0.400 535 2,157 +139
Aug06 051110 64.450 64.950 64.250 64.275 -0.100 149 909 +85
Oct06 051110 56.900 56.900 56.900 56.900 unch 17 547 -1
Total Volume and Open Interest 32,442 111,295 -445
Pork Bellies(CME)
Feb06 051110 93.000 93.650 89.700 89.700 -3.000 364 1,115 +33
Mar06 051110 88.700 88.700 88.700 88.700 -2.900 8 109 +2
May06 051110 90.000 90.000 90.000 90.000 -2.900 1 76 -1
Jul06 051110 94.000 94.000 92.500 92.500 -3.000 1 24 +1
Aug06 051110 95.500 95.500 95.500 95.500 unch 1 27 +1
Total Volume and Open Interest 375 1,351 +36
Class III Milk(CME)
Nov05 051110 13.37 13.37 13.37 13.37 -0.02 22 2,187 -3
Dec05 051110 12.92 13.01 12.92 13.00 +0.04 155 2,171 +9
Jan06 051110 12.83 12.88 12.82 12.86 +0.01 68 1,804 +12
Feb06 051110 12.61 12.62 12.61 12.62 +0.01 36 1,412 -5
Mar06 051110 12.54 12.55 12.51 12.53 -0.02 21 1,377 +5
Total Volume and Open Interest 513 19,020 +104
Cocoa(NYBOT)
Dec05 051110 1342 1360 1340 1349 +8 8,069 26,741 -5,496
Mar06 051110 1374 1385 1371 1377 +5 7,538 52,502 +2,176
May06 051110 1396 1408 1395 1399 +5 732 12,097 +328
Jul06 051110 1417 1424 1417 1420 +6 67 9,628 +70
Sep06 051110 1439 1446 1438 1438 +5 47 11,341 +0
Dec06 051110 1467 1467 1467 1467 +6 4 9,402 -1
Mar07 051110 1493 1493 1493 1493 +6 218 9,479 +50
Total Volume and Open Interest 16,675 132,040 -2,873
Coffee "C"(NYBOT)
Dec05 051110 107.40 107.60 105.70 106.75 -0.15 13,431 31,671 -4,591
Mar06 051110 110.75 111.30 109.50 110.60 -0.15 8,432 40,697 +3,675
May06 051110 112.20 113.20 111.40 112.35 -0.05 935 6,124 +310
Jul06 051110 113.70 114.60 113.00 113.85 -0.05 310 4,060 -30
Sep06 051110 115.50 115.70 114.40 115.35 unch 167 1,468 -38
Dec06 051110 117.20 118.00 116.75 117.40 -0.15 80 1,303 +16
Total Volume and Open Interest 23,378 86,539 -667
Orange Juice(NYBOT)
Nov05 051108 123.00 124.55 122.75 122.75 -0.75 155 126 -105
Jan06 051110 121.80 123.50 121.10 123.10 +1.10 1,752 25,139 +154
Mar06 051110 123.70 125.10 123.20 124.90 +1.10 193 7,106 -67
May06 051110 125.50 125.50 125.50 125.50 +1.00 19 1,495 +2
Jul06 051110 125.20 126.10 125.20 126.10 +0.90 0 480 +0
Total Volume and Open Interest 1,964 34,692 +89
Sugar #11(NYBOT)
Mar06 051110 11.18 11.50 11.13 11.47 +0.27 20,537 294,536 -586
May06 051110 11.16 11.46 11.13 11.44 +0.26 7,105 61,435 +338
Jul06 051110 10.94 11.20 10.93 11.18 +0.23 2,112 40,616 +1,002
Oct06 051110 10.92 11.17 10.92 11.14 +0.22 1,275 25,179 +80
Mar07 051110 10.96 11.20 10.96 11.17 +0.22 1,474 25,676 -21
Total Volume and Open Interest 32,568 464,974 +818
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051110 21.80 21.80 21.66 21.75 +0.09 180 2,352 +105
Mar06 051110 21.34 21.38 21.33 21.37 +0.03 44 3,002 -23
May06 051110 21.39 21.39 21.38 21.38 -0.02 30 2,822 +18
Jul06 051110 21.50 21.50 21.47 21.50 -0.03 3 3,355 +3
Total Volume and Open Interest 260 13,419 +106
London Cocoa(LCE)
Dec05 051110 809 813 801 809 +3 3,758 65,340 -136
Mar06 051110 830 834 822 831 +3 2,261 59,609 +323
May06 051110 839 846 836 843 +3 354 18,267 +198
Jul06 051110 857 859 850 857 +3 129 27,322 +62
Sep06 051110 867 871 866 869 +3 72 13,594 -12
Dec06 051110 881 881 881 881 +3 94 16,127 -16
Mar07 051110 892 892 892 892 +3 0 3,682 +0
Total Volume and Open Interest 6,668 204,213 +419
London Coffee(LCE)
Nov05 051110 1050.00 1054.00 1040.00 1054.00 +13.00 149 1,786 -137
Jan06 051110 1032.00 1060.00 1032.00 1057.00 +14.00 5,023 72,347 -750
Mar06 051110 1051.00 1075.00 1051.00 1071.00 +14.00 1,986 37,831 -671
May06 051110 1070.00 1084.00 1070.00 1084.00 +14.00 409 10,162 +20
Jul06 051110 1092.00 1097.00 1092.00 1097.00 +13.00 190 5,190 +155
Sep06 051110 1107.00 1113.00 1107.00 1113.00 +14.00 0 2,056 +0
Total Volume and Open Interest 7,757 129,685 -1,383
London Sugar(LCE)
Dec05 051110 271.40 277.90 271.20 277.90 +6.70 1,173 4,635 -185
Mar06 051110 280.50 287.00 279.40 287.00 +5.80 2,980 27,245 -248
May06 051110 293.80 297.50 292.50 297.50 +4.40 1,089 6,680 +503
Aug06 051110 306.00 309.10 306.00 308.50 +2.50 439 5,885 +226
Oct06 051110 311.10 313.70 309.80 312.50 +2.50 283 5,370 +72
Total Volume and Open Interest 6,156 54,753 +368
Cotton(NYBOT)
Dec05 051110 50.80 51.25 49.95 50.20 -0.21 16,251 48,459 -6,735
Mar06 051110 54.10 54.30 53.05 53.55 -0.05 14,081 52,011 +4,581
May06 051110 55.20 55.30 54.35 54.70 -0.10 429 6,830 -66
Jul06 051110 56.20 56.20 55.55 55.70 -0.10 324 3,546 -94
Oct06 051110 56.00 56.00 56.00 56.00 -0.15 0 63 +0
Dec06 051110 57.15 57.15 56.90 56.97 -0.18 44 1,590 +0
Total Volume and Open Interest 31,129 112,508 -2,314
Lumber(CME)
Nov05 051110 320.0 321.9 316.0 317.0 -4.0 195 346 -74
Jan06 051110 339.0 342.2 337.2 337.9 -3.8 699 3,356 +156
Mar06 051110 348.9 349.0 342.5 346.0 -2.8 153 651 +17
May06 051110 349.3 349.3 343.5 346.8 -1.5 67 189 +43
Total Volume and Open Interest 1,130 4,625 +150
Crude Oil(NYM)
Dec05 051110 58.20 58.25 57.40 57.80 -1.13 133,271 144,022 -19,563
Jan06 051110 59.05 59.05 58.30 58.74 -1.02 102,193 204,383 +21,702
Feb06 051110 59.60 59.60 58.80 59.29 -1.00 19,900 57,593 +2,156
Mar06 051110 59.75 59.85 59.15 59.55 -0.96 8,773 38,241 +1,554
Apr06 051110 60.00 60.00 59.35 59.75 -0.93 3,734 18,007 +1,193
May06 051110 59.90 60.00 59.60 59.89 -0.89 4,073 15,191 +1,412
Jun06 051110 60.25 60.25 59.65 59.96 -0.86 6,618 49,350 -594
Jul06 051110 60.00 60.00 60.00 60.00 -0.84 1,113 12,481 -220
Aug06 051110 60.01 60.01 60.01 60.01 -0.82 424 9,387 +88
Sep06 051110 60.00 60.02 60.00 60.02 -0.80 810 9,600 -185
Oct06 051110 60.03 60.03 60.03 60.03 -0.78 55 4,995 +0
Nov06 051110 59.98 59.98 59.98 59.98 -0.76 120 10,292 +41
Dec06 051110 60.20 60.20 59.60 59.92 -0.74 4,364 48,998 -685
Jan07 051110 59.80 59.80 59.80 59.80 -0.71 120 11,046 +0
Feb07 051110 59.70 59.70 59.70 59.70 -0.70 0 4,079 +0
Mar07 051110 59.61 59.61 59.61 59.61 -0.69 250 6,734 +250
Total Volume and Open Interest 292,977 836,630 +5,873
Heating Oil(NYM)
Dec05 051110 176.25 176.25 173.00 174.35 -4.61 33,492 45,301 +324
Jan06 051110 180.25 180.50 178.50 180.15 -4.23 17,908 53,421 +4,295
Feb06 051110 181.50 183.50 181.00 182.55 -3.88 3,861 22,902 +860
Mar06 051110 180.50 182.50 179.00 181.05 -3.73 1,884 16,046 -196
Apr06 051110 177.70 179.00 176.75 177.50 -3.63 1,126 8,389 +267
May06 051110 173.40 175.25 173.00 173.95 -3.53 418 5,445 -69
Jun06 051110 171.10 172.75 171.10 171.55 -3.48 1,261 7,260 +482
Jul06 051110 172.00 173.00 171.75 171.75 -3.48 223 3,944 -86
Aug06 051110 173.75 174.50 172.75 172.75 -3.48 259 2,556 +62
Sep06 051110 176.00 176.00 174.20 174.20 -3.48 547 1,715 +273
Oct06 051110 177.00 177.10 176.05 176.05 -3.43 62 460 +12
Nov06 051110 178.50 178.50 178.30 178.30 -3.43 108 551 +83
Total Volume and Open Interest 61,749 175,636 +6,455
Unleaded Gas(NYM)
Dec05 051110 153.00 153.00 148.60 150.68 -4.45 34,328 46,616 -4,145
Jan06 051110 158.00 158.00 154.75 156.38 -4.43 19,124 39,775 +3,298
Feb06 051110 159.50 159.50 158.00 159.43 -3.43 2,400 12,360 +919
Mar06 051110 161.50 161.50 160.00 161.08 -2.78 896 9,600 -35
Apr06 051110 170.50 171.33 170.50 171.33 -2.68 836 7,477 +47
May06 051110 171.50 172.43 171.00 172.43 -2.63 1,020 5,042 +172
Jun06 051110 173.18 173.18 173.18 173.18 -2.53 719 5,964 +378
Jul06 051110 175.00 175.00 172.00 173.23 -2.48 164 2,195 -28
Aug06 051110 170.50 172.58 170.50 172.58 -2.48 106 2,128 +52
Sep06 051110 170.00 170.88 170.00 170.88 -2.48 173 1,258 -38
Oct06 051110 162.23 162.23 162.23 162.23 -2.33 2 196 +2
Nov06 051110 159.58 159.58 159.58 159.58 -2.18 0 10 +0
Total Volume and Open Interest 59,773 132,711 +667
Natural Gas(NYM)
Dec05 051110 11.520 11.530 11.060 11.380 -0.289 27,035 56,114 -2,753
Jan06 051110 12.090 12.090 11.670 11.954 -0.366 18,558 83,070 +3,107
Feb06 051110 12.070 12.070 11.700 12.004 -0.356 4,337 31,101 +559
Mar06 051110 11.865 11.900 11.550 11.799 -0.351 9,267 55,488 +1,921
Apr06 051110 9.750 9.880 9.600 9.819 -0.096 2,832 30,964 -239
May06 051110 9.540 9.710 9.540 9.639 -0.071 1,008 25,194 +217
Jun06 051110 9.570 9.730 9.560 9.672 -0.068 300 10,775 +162
Jul06 051110 9.620 9.820 9.620 9.722 -0.068 461 14,916 +28
Aug06 051110 9.650 9.870 9.650 9.762 -0.073 496 16,865 +70
Sep06 051110 9.750 9.810 9.640 9.752 -0.071 199 14,148 +256
Oct06 051110 9.740 9.900 9.740 9.802 -0.068 625 24,037 +151
Nov06 051110 10.170 10.350 10.170 10.267 -0.068 142 10,682 +36
Dec06 051110 10.660 10.820 10.600 10.732 -0.068 119 12,173 +11
Jan07 051110 10.990 11.120 10.990 11.112 -0.058 219 13,160 +55
Feb07 051110 11.000 11.110 11.000 11.052 -0.058 46 5,537 +2
Mar07 051110 10.770 10.840 10.750 10.757 -0.058 417 9,742 +151
Total Volume and Open Interest 70,619 548,117 +4,613
Brent Crude Oil(IPE)
Dec05 051110 56.47 56.75 55.21 55.68 -1.20 70,007 36,257 -5,587
Jan06 051110 57.38 57.48 56.02 56.43 -1.23 69,279 102,722 -492
Feb06 051110 58.00 58.27 56.85 57.22 -1.23 31,204 54,490 +9,425
Mar06 051110 58.44 58.79 57.45 57.75 -1.23 7,840 17,900 +432
Apr06 051110 58.82 58.93 57.84 58.08 -1.23 1,836 10,142 +58
May06 051110 58.29 58.42 57.95 58.23 -1.22 2,097 6,684 +432
Jun06 051110 58.93 58.96 57.92 58.32 -1.19 2,306 32,729 +1,044
Jul06 051110 59.01 59.01 58.10 58.40 -1.19 285 4,109 +34
Aug06 051110 59.05 59.05 58.14 58.44 -1.18 162 1,287 -13
Sep06 051110 59.02 59.02 58.46 58.46 -1.16 50 6,807 +0
Oct06 051110 58.47 58.47 58.47 58.47 -1.14 50 6,277 +50
Nov06 051110 58.48 58.48 58.48 58.48 -1.13 7 1,063 +7
Dec06 051110 59.32 59.41 58.10 58.48 -1.13 3,464 34,459 +133
Jan07 051110 58.38 58.38 58.38 58.38 -1.12 150 5,280 +0
Total Volume and Open Interest 189,662 361,277 +5,968
Gas Oil(IPE)
Nov05 051110 523.25 530.25 512.00 530.25 unch 12,389 7,925 -6,366
Dec05 051110 537.50 537.50 525.00 525.75 -16.50 31,628 56,403 +1,665
Jan06 051110 546.00 546.75 535.00 536.25 -16.00 18,745 41,951 +2,976
Feb06 051110 549.50 552.25 541.50 541.75 -16.00 6,171 21,872 +956
Mar06 051110 553.00 553.00 543.50 544.25 -15.00 3,184 14,591 +851
Apr06 051110 549.75 551.00 541.25 543.75 -15.00 600 7,548 +350
May06 051110 550.00 550.00 540.75 543.25 -15.50 0 1,410 +0
Jun06 051110 553.25 553.25 540.25 543.00 -16.00 650 19,395 +405
Jul06 051110 544.25 544.25 544.25 544.25 -16.00 0 868 +0
Aug06 051110 555.00 555.00 546.00 546.00 -16.00 0 157 +0
Total Volume and Open Interest 73,852 200,845 +1,005
US Dollar Index(NYBOT)
Dec05 051110 91.47 92.00 91.20 91.96 +0.57 2,924 37,044 +533
Mar06 051110 91.00 91.67 91.00 91.67 +0.57 10 2,231 +3
Jun06 051110 91.38 91.38 91.38 91.38 +0.57 5 10 +4
Total Volume and Open Interest 2,939 39,287 +540
Australian Dollar(CME)
Dec05 051110 73.28 73.36 72.85 72.89 -0.77 1,780 68,972 +864
Mar06 051110 73.15 73.15 72.70 72.70 -0.77 0 63 -2
Jun06 051110 72.53 72.53 72.53 72.53 -0.77 0 17 +0
Total Volume and Open Interest 1,780 69,062 +862
British Pound(CME)
Dec05 051110 174.79 175.07 174.05 174.06 -0.26 2,978 80,893 +787
Mar06 051110 173.97 173.97 173.97 173.97 -0.26 2 285 +20
Jun06 051110 174.07 174.07 174.07 174.07 -0.26 0 4 +0
Total Volume and Open Interest 2,980 81,197 +807
Canadian Dollar(CME)
Dec05 051110 84.30 84.83 84.12 84.15 -0.34 2,223 100,187 -1,038
Mar06 051110 84.89 84.89 84.36 84.36 -0.34 15 2,451 +14
Jun06 051110 84.84 84.84 84.59 84.59 -0.34 200 638 +200
Sep06 051110 84.82 84.82 84.82 84.82 -0.34 15 98 +0
Total Volume and Open Interest 2,453 103,527 -824
Japanese Yen(CME)
Dec05 051110 85.37 85.48 84.95 84.96 -0.47 2,168 182,980 +4,187
Mar06 051110 85.95 86.10 85.84 85.84 -0.47 11 18,846 +8
Jun06 051110 86.84 86.84 86.84 86.84 -0.47 0 58 +0
Total Volume and Open Interest 2,179 201,910 +4,195
Swiss Franc(CME)
Dec05 051110 76.72 76.94 76.26 76.29 -0.36 4,610 87,521 +3,136
Mar06 051110 77.10 77.10 76.91 76.91 -0.36 0 316 -24
Jun06 051110 77.56 77.56 77.56 77.56 -0.36 0 18 +0
Total Volume and Open Interest 4,610 87,865 +3,112
EuroFX(CME)
Dec05 051110 117.92 118.18 117.03 117.10 -0.85 8,636 160,286 +4,476
Mar06 051110 118.72 118.72 117.60 117.66 -0.85 41 3,143 +74
Jun06 051110 118.33 118.33 118.33 118.33 -0.85 15 795 -1
Total Volume and Open Interest 8,692 164,427 +4,549
Mexican Peso(CME)
Dec05 051110 9270.0 9330.0 9270.0 9315.0 +43.0 1,685 87,601 +1,711
Mar06 051110 9180.0 9220.0 9180.0 9220.0 +43.0 0 576 +0
Total Volume and Open Interest 1,688 93,404 +1,712
30-Year T-Bonds(CBOT)
Dec05 051110 110~27 112~00 110~27 111~30 +0~30 348,856 590,322 +4,573
Mar06 051110 110~17 111~22 110~17 111~21 +0~31 7,882 31,677 +3,228
Jun06 051110 111~15 111~15 111~15 111~15 +0~31 90 875 +90
Total Volume and Open Interest 356,828 622,875 +7,891
Municipal Bonds(CBOT)
Dec05 051110 104~08 104~08 104~08 104~08 +0~22 2 411 +0
Total Volume and Open Interest 2 411 +0
10-Year T-Notes(CBOT)
Dec05 051110 107~260 108~125 107~260 108~110 +0~145 866,376 1,738,156 +32,548
Mar06 051110 107~205 108~050 107~200 108~045 +0~150 32,294 106,913 +20,194
Total Volume and Open Interest 898,670 1,845,651 +52,742
5-Year T-Notes(CBOT)
Dec05 051110 105~180 105~265 105~175 105~260 +0~090 428,908 0 +0
Mar06 051110 105~100 105~190 105~100 105~190 +0~095 11,740 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 051110 102~060 102~068 102~060 102~068 +0~012 613 362,352 +99
Mar06 051110 102~053 102~053 102~053 102~053 +0~012 50 415 +200
Total Volume and Open Interest 663 362,767 +299
Eurodollars(CME)
Dec05 051110 95.500 95.505 95.495 95.500 +0.005 16,858 1,220,112 +22,736
Mar06 051110 95.170 95.200 95.165 95.195 +0.035 26,919 1,205,669 +11,129
Jun06 051110 95.055 95.095 95.055 95.090 +0.045 33,443 1,301,294 +22,214
Sep06 051110 95.050 95.100 95.050 95.090 +0.050 43,737 942,174 +154
Dec06 051110 95.065 95.115 95.065 95.115 +0.055 48,427 978,254 +1,265
Mar07 051110 95.095 95.145 95.095 95.145 +0.060 13,314 812,513 -3,770
Jun07 051110 95.095 95.145 95.095 95.145 +0.065 18,285 568,823 -4,231
Sep07 051110 95.070 95.135 95.070 95.135 +0.075 13,906 358,025 -1,844
Dec07 051110 95.060 95.110 95.050 95.110 +0.080 8,873 292,614 +418
Mar08 051110 95.040 95.100 95.040 95.100 +0.080 6,489 250,231 -3,348
Jun08 051110 95.015 95.075 95.015 95.075 +0.080 7,424 244,381 -888
Sep08 051110 94.980 95.055 94.980 95.055 +0.090 8,954 221,691 -2,458
Total Volume and Open Interest 302,380 9,246,983 +52,263
3-Mth Euro-Yen(CME)
Dec05 051110 99.91 99.91 99.91 99.91 unch 10 6,476 -151
Mar06 051110 99.83 99.83 99.83 99.83 unch 0 7,555 +0
Jun06 051110 99.72 99.72 99.72 99.72 unch 61 7,717 +56
Sep06 051110 99.60 99.60 99.60 99.60 unch 25 3,499 -1
Dec06 051110 99.48 99.48 99.48 99.48 +0.01 0 6,254 +0
Mar07 051110 99.36 99.36 99.36 99.36 +0.01 2 1,733 +1
Jun07 051110 99.25 99.25 99.25 99.25 +0.01 0 1,522 +50
Sep07 051110 99.13 99.13 99.13 99.13 -0.01 1 511 +1
Dec07 051110 99.04 99.04 99.04 99.04 unch 0 38 +0
Mar08 051110 98.93 98.93 98.93 98.93 unch 0 53 +0
Total Volume and Open Interest 99 35,608 -44
3-Mth Euro-Yen(SIMEX)
Dec05 051110 99.90 99.91 99.90 99.91 unch 29 83,647 +14
Mar06 051110 99.83 99.84 99.83 99.84 +0.01 498 60,092 -41
Jun06 051110 99.72 99.72 99.71 99.72 unch 1,274 62,792 +492
Sep06 051110 99.60 99.61 99.59 99.61 +0.01 1,218 40,090 -300
Dec06 051110 99.48 99.49 99.47 99.49 +0.01 1,404 48,986 -566
Mar07 051110 99.35 99.37 99.34 99.37 +0.01 108 26,227 +46
Jun07 051110 99.26 99.26 99.24 99.26 unch 100 14,208 +80
Sep07 051110 99.15 99.15 99.14 99.15 unch 0 1,784 +0
Total Volume and Open Interest 4,631 365,835 -275
German Euro-Bund(EUREX)
Dec05 051110 119.25 119.48 119.21 119.37 +0.04 1,293,857 1,525,032 +13,078
Mar06 051110 119.45 119.63 119.42 119.55 +0.04 2,410 64,822 +5,669
Jun06 051110 119.07 119.07 119.07 119.07 +0.24 1,644 1 +0
Total Volume and Open Interest 1,297,911 1,589,855 +18,747
German Euro-Bobl(EUREX)
Dec05 050908 114.76 114.94 114.73 114.88 +0.12 642,061 620,500 +251,913
Mar06 051110 112.16 112.32 112.16 112.29 +0.14 3,671 36,179 +316
Jun06 051110 111.83 111.83 111.83 111.83 +0.12 0 1,093 +0
Total Volume and Open Interest 762,506 1,201,580 +7,690
Long Gilt(LIFFE)
Dec05 051110 111~17 111~22 111~13 111~16 +0~02 45,834 241,663 +1,340
Mar06 051110 111~28 111~28 111~28 111~28 +0~02 201 207 +201
Total Volume and Open Interest 46,035 241,870 +1,541
3-Mth Short Sterling(LIFFE)
Dec05 051110 95.38 95.38 95.38 95.38 +0.01 35,259 299,892 +3,599
Mar06 051110 95.36 95.36 95.36 95.36 +0.01 41,292 391,954 -4,998
Jun06 051110 95.33 95.33 95.33 95.33 +0.01 44,689 302,791 -3,995
Total Volume and Open Interest 200,533 1,858,343 -6,930
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 051110 94.36 94.37 94.35 94.37 +0.01 842 97,979 -5,871
Mar06 051110 94.26 94.35 94.26 94.34 +0.04 8,681 157,671 -17,773
Jun06 051110 94.21 94.30 94.20 94.28 +0.03 5,297 82,484 -8,957
Sep06 051110 94.17 94.27 94.16 94.25 +0.03 1,083 33,529 +106
Dec06 051110 94.15 94.22 94.13 94.21 +0.02 692 37,116 +516
Mar07 051110 94.08 94.16 94.08 94.16 +0.01 310 18,918 -500
Jun07 051110 94.05 94.12 94.05 94.11 unch 322 32,717 -228
Sep07 051110 94.03 94.08 94.01 94.08 unch 250 7,156 +107
Dec07 051110 94.03 94.07 94.03 94.06 unch 1 4,421 +0
Mar08 051110 94.05 94.05 94.05 94.05 unch 0 1,919 +0
Total Volume and Open Interest 17,478 475,974 -32,600
10-Year Aus T-Bonds(SFE)
Dec05 051110 94.41 94.47 94.41 94.46 -0.01 23,668 308,906 +2,308
Mar06 051110 94.46 94.46 94.46 94.46 -0.01      
Total Volume and Open Interest 23,668 308,906 +2,308
3-Year Aus T-Bonds(SFE)
Dec05 051110 94.49 94.58 94.49 94.57 +0.01 55,532 388,950 -17,091
Mar06 051110 94.57 94.57 94.57 94.57 +0.01      
Total Volume and Open Interest 55,532 388,950 -17,091
Gold(CMX)
Dec05 051110 468.0 470.9 466.0 467.7 +0.2 61,755 229,927 -370
Feb06 051110 472.5 474.5 470.4 471.6 +0.2 7,808 34,985 +2,746
Apr06 051110 476.2 477.0 474.5 475.6 +0.3 37 6,474 +5
Jun06 051110 479.9 481.5 479.0 479.6 +0.4 953 13,013 +582
Aug06 051110 486.0 486.0 483.7 483.7 +0.5 10 2,186 +6
Oct06 051110 487.8 487.8 487.8 487.8 +0.6 25 5,037 +12
Dec06 051110 493.0 494.0 491.9 491.9 +0.6 1,353 7,186 +857
Feb07 051110 495.9 495.9 495.9 495.9 +0.6 0 5,281 +0
Apr07 051110 499.9 499.9 499.9 499.9 +0.6 0 1,328 +0
Jun07 051110 503.9 503.9 503.9 503.9 +0.6 0 5,431 +0
Aug07 051110 507.8 507.8 507.8 507.8 +0.6      
Total Volume and Open Interest 72,547 321,513 +4,437
Silver(CMX)
Dec05 051110 777.0 779.0 767.5 770.5 +2.7 21,143 91,032 -2,972
Mar06 051110 785.5 787.0 777.0 778.9 +2.6 5,252 26,576 +2,918
May06 051110 789.5 789.5 783.2 783.2 +2.6 87 2,297 +11
Jul06 051110 794.0 794.0 787.3 787.3 +2.8 879 7,671 +615
Sep06 051110 798.0 798.0 791.0 791.0 +2.7 15 3,000 -1
Dec06 051110 800.0 800.0 792.0 794.5 +2.7 552 10,035 +127
Mar07 051110 142.6 142.6 142.6 142.6 +2.7 0 51 +0
Total Volume and Open Interest 27,977 144,705 +739
Platinum(NYM)
Jan06 051110 961.0 967.9 957.0 965.5 +9.3 1,874 11,254 -55
Apr06 051110 960.0 965.5 960.0 965.5 +9.3 32 231 +15
Total Volume and Open Interest 1,906 11,485 -40
Palladium(NYME)
Dec05 051110 245.00 246.20 242.00 242.95 +4.30 752 12,318 -198
Mar06 051110 248.50 248.90 243.00 245.45 +4.35 213 1,847 +166
Jun06 051110 244.00 252.00 244.00 247.45 +4.35 0 9 +0
Total Volume and Open Interest 966 14,188 -33
Copper(CMX)
Dec05 051110 184.00 187.50 183.90 187.15 +4.00 11,469 56,723 -2,207
Mar06 051110 178.20 180.75 178.10 180.75 +3.20 7,196 32,222 +1,363
May06 051110 174.20 174.85 174.00 174.85 +3.05 200 4,766 +81
Jul06 051110 168.95 168.95 168.95 168.95 +2.85 119 2,689 +46
Sep06 051110 163.05 163.05 163.05 163.05 +2.85 106 1,654 +83
Total Volume and Open Interest 20,003 108,806 -572
Aluminum(CMX)
Nov05 051110 93.90 93.90 93.90 93.90 +0.80 3 8 +2
Dec05 051110 93.90 93.90 93.90 93.90 +0.80 1 1,674 +0
Jan06 051110 94.30 94.30 94.30 94.30 +0.80 0 113 +0
Feb06 051110 94.10 94.10 94.10 94.10 +0.80 0 70 +0
Mar06 051110 93.90 93.90 93.90 93.90 +0.80 0 70 +0
Apr06 051110 93.55 93.55 93.55 93.55 +0.80 0 50 +0
Total Volume and Open Interest 4 2,130 +2
DJIA Index(CBOT)
Dec05 051110 10555 10678 10540 10660 +96 3,586 37,644 +200
Mar06 051110 10625 10707 10625 10707 +94 3 89 +0
Jun06 051110 10747 10747 10747 10747 +96      
Total Volume and Open Interest 3,589 37,738 +200
S & P 500(CME)
Dec05 051110 1223.80 1235.30 1217.50 1233.70 +10.00 31,429 639,912 +163
Mar06 051110 1231.00 1241.40 1225.50 1241.40 +10.10 1,284 10,445 -19
Jun06 051110 1250.50 1250.50 1250.50 1250.50 +10.20 1,342 3,249 -90
Sep06 051110 1259.50 1259.50 1259.50 1259.50 +10.20 0 543 +0
Total Volume and Open Interest 34,060 654,189 +54
S & P 500 E-Mini(Globex)
Dec05 051110 1223.50 1235.50 1217.25 1233.75 +10.00 847,127 1,144,461 +13,260
Mar06 051110 574.64 587.39 569.64 586.14 +10.25 459 5,697 +126
Total Volume and Open Interest 847,586 1,150,158 +13,386
NASDAQ 100(CME)
Dec05 051110 1635.50 1657.00 1625.50 1656.50 +18.50 5,095 61,005 -977
Mar06 051110 1643.00 1672.50 1643.00 1672.50 +18.50 0 38 +0
Jun06 051110 376.78 376.78 376.78 376.78 +18.50 0 17 +0
Total Volume and Open Interest 5,095 61,060 -977
NASDAQ 100 E-Mini(GLOBEX)
S & P Midcap 400(CME)
Dec05 051110 715.00 718.50 707.70 718.10 +1.80 137 12,937 -261
Mar06 051110 723.10 723.10 723.10 723.10 +1.80      
Jun06 051110 726.10 726.10 726.10 726.10 +1.80      
Total Volume and Open Interest 137 12,937 -261
Russell 2000(CME)
Dec05 051110 661.00 667.50 652.75 665.20 +2.80 609 37,644 +100
Mar06 051110 659.00 669.70 659.00 669.70 +2.80 0 37 +0
Jun06 051110 673.70 673.70 673.70 673.70 +2.80      
Total Volume and Open Interest 609 37,686 +100
Russell 2000 E-Mini(Globex)
Dec05 051110 662.10 667.40 652.30 665.20 +2.80 111,651 283,241 +193
Mar06 051110 666.90 671.10 656.70 669.70 +2.80 62 1,640 +0
Total Volume and Open Interest 111,713 284,881 +193
Value Line(KCBT)
Dec05 051110 1859.00 1869.00 1839.50 1867.00 +8.50 84 147 +21
Total Volume and Open Interest 84 154 +18
Nikkei 225(CME)
Dec05 051110 14035 14120 14000 14110 +80      
Mar06 051110 14010 14110 14010 14110 +80      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051110 14040 14130 13990 14050 unch 46,385 237,679 -1,492
Mar06 051110 14070 14115 13990 14075 +10 1 151 +0
Jun06 051110 14010 14010 14010 14010 +10      
Total Volume and Open Interest 46,450 238,381 -1,477
CAC 40(MATIF)
Nov05 051110 4498.0 4508.5 4475.5 4482.0 -1.0 52,198 450,975 +5,463
Dec05 051110 4496.0 4505.0 4476.0 4479.0 -1.0 2,427 125,191 +302
Jan06 051110 4487.5 4487.5 4487.5 4487.5 -1.0      
Total Volume and Open Interest 55,187 580,376 +5,791
Hang Seng Index(HKFE)
Nov05 051110 14565 14610 14535 14595 +20 41,686 92,471 +746
Dec05 051110 14616 14645 14580 14635 +19 799 4,526 +199
Total Volume and Open Interest 42,520 97,758 +950
DAX Index(EUREX)
Dec05 051110 5047.0 5082.5 5011.5 5075.0 +25.0 126,421 201,284 -4,490
Mar06 051110 5078.0 5108.5 5045.0 5106.0 +25.0 620 12,505 +124
Jun06 051110 5113.0 5141.5 5077.5 5141.0 +25.5 365 2,420 -105
Total Volume and Open Interest 127,406 216,209 -4,471
FT-SE 100(LIFFE)
Dec05 051110 5477.00 5478.50 5428.00 5441.00 -10.00 57,885 461,548 -3,956
Mar06 051110 5459.50 5464.00 5450.00 5450.50 -10.00 1,809 30,727 +1,805
Jun06 051110 5460.00 5461.50 5457.00 5461.50 -10.00 31 14,008 -1
Total Volume and Open Interest 59,725 506,283 -2,152
SPI 200(SFE)
Dec05 051110 4548.0 4555.0 4522.0 4551.0 +14.0 12,142 194,663 +358
Mar06 051110 4550.0 4550.0 4523.0 4550.0 +14.0 19 5,335 -48
Jun06 051110 4575.0 4575.0 4575.0 4575.0 +14.0 7 3,135 +0
Total Volume and Open Interest 12,224 205,893 +366
GSCI(CME)
Nov05 051110 412.70 412.70 407.50 409.00 -7.30 3,892 7,533 -3,682
Dec05 051110 423.60 423.75 417.80 419.25 -7.50 3,965 10,839 +3,807
Jan06 051110 422.50 422.50 422.15 422.50 -6.75      
Total Volume and Open Interest 7,857 18,372 +125
Reuters CRB Index(NYBOT)
Jan06 051110 331.75 331.75 330.00 330.75 -0.50 17 535 +3
Feb06 051110 330.25 330.25 328.75 328.75 -0.50 0 6 +0
Apr06 051110 329.75 329.75 329.00 329.00 -0.50 1 411 +1
Total Volume and Open Interest 66 1,053 -20
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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