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 Fri November 11, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051111 582.00 594.00 580.00 593.00 +16.00 3,758 3,078 +0
Jan06 051111 590.50 603.00 589.50 601.50 +14.00 42,660 158,710 +0
Mar06 051111 596.50 608.75 595.50 606.75 +12.75 7,734 41,776 +0
May06 051111 601.00 614.00 600.50 612.25 +13.75 2,129 22,713 +0
Jul06 051111 607.50 618.00 606.50 617.50 +13.00 3,484 26,742 +0
Aug06 051111 607.00 618.00 607.00 617.50 +12.50 24 1,948 +0
Sep06 051111 609.00 618.50 609.00 615.00 +10.50 14 1,208 +0
Total Volume and Open Interest 60,955 272,194 +0
Soybean Meal(CBOT)
Dec05 051111 176.10 181.90 155.60 181.70 +6.20 13,022 44,948 +0
Jan06 051111 178.80 182.90 178.00 182.40 +5.80 5,734 20,947 +0
Mar06 051111 180.80 185.40 180.20 185.20 +6.20 2,996 21,105 +0
May06 051111 181.80 186.80 181.50 186.20 +5.90 1,272 18,721 +0
Jul06 051111 184.20 189.00 183.80 188.60 +5.90 1,635 16,333 +0
Aug06 051111 186.00 189.50 186.00 189.00 +5.40 396 4,350 +0
Sep06 051111 186.00 190.50 186.00 189.50 +5.60 388 3,796 +0
Oct06 051111 187.00 189.50 186.00 189.50 +5.70 131 2,158 +0
Total Volume and Open Interest 25,795 136,410 +0
Soybean Oil(CBOT)
Dec05 051111 22.75 22.94 22.65 22.74 -0.03 11,486 45,230 +0
Jan06 051111 22.98 23.12 22.85 22.93 -0.01 9,562 58,473 +0
Mar06 051111 23.25 23.35 23.08 23.13 -0.12 3,229 17,934 +0
May06 051111 23.45 23.55 23.28 23.38 -0.07 1,037 16,473 +0
Jul06 051111 23.68 23.70 23.50 23.61 -0.04 947 18,284 +0
Aug06 051111 23.63 23.80 23.60 23.66 -0.04 8 1,833 +0
Sep06 051111 23.85 23.85 23.72 23.72 -0.03 5 2,130 +0
Oct06 051111 23.85 23.90 23.80 23.80 +0.02 2 1,017 +0
Total Volume and Open Interest 26,646 170,522 +0
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 051111 194.00 196.00 193.25 195.50 +1.75 63,896 340,445 +0
Mar06 051111 208.25 210.00 207.50 209.75 +1.75 48,336 309,896 +0
May06 051111 215.50 217.50 215.25 217.25 +1.50 5,060 49,288 +0
Jul06 051111 223.00 224.25 222.25 224.00 +1.50 7,132 80,334 +0
Sep06 051111 231.25 233.00 230.75 232.25 +1.00 432 10,586 +0
Dec06 051111 241.75 243.50 241.25 243.25 +1.50 4,138 62,784 +0
Total Volume and Open Interest 130,124 863,286 +0
Wheat(CBOT)
Dec05 051111 310.75 314.00 310.00 311.50 +1.75 30,983 127,786 +0
Mar06 051111 326.00 329.50 326.00 328.25 +2.25 28,205 115,089 +0
May06 051111 336.00 338.00 335.50 337.00 +1.75 1,807 5,611 +0
Jul06 051111 344.00 346.00 343.00 345.25 +2.50 4,272 35,377 +0
Sep06 051111 352.00 353.50 351.75 353.25 +2.25 156 2,115 +0
Total Volume and Open Interest 67,031 299,698 +0
Wheat(KCBT)
Dec05 051111 370.00 373.00 369.00 371.00 +1.00 10,403 49,642 +0
Mar06 051111 374.00 376.00 373.00 375.00 -0.75 8,892 46,486 +0
May06 051111 367.50 369.50 367.00 367.75 -0.75 995 6,171 +0
Jul06 051111 359.50 369.50 359.00 360.25 -0.50 2,126 27,821 +0
Sep06 051111 365.00 365.00 363.00 363.00 -3.00 114 1,572 +0
Total Volume and Open Interest 22,531 133,151 +0
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 051111 167.25 168.00 166.50 167.75 +0.75 570 4,032 +0
Mar06 051111 173.75 174.25 173.25 174.25 +0.50 164 2,947 +0
May06 051111 176.00 177.00 176.00 177.00 +1.00 0 98 +0
Jul06 051111 177.50 177.50 177.50 177.50 unch 0 7 +0
Total Volume and Open Interest 734 7,099 +0
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 051111 91.700 91.700 90.285 90.430 -1.545 19,358 0 -69,136
Feb06 051111 94.150 94.150 93.000 93.450 -0.900 14,971 0 -66,020
Apr06 051111 91.150 91.150 90.200 90.600 -0.600 5,815 0 -19,192
Jun06 051111 85.350 85.350 84.825 84.900 -0.650 1,103 0 -8,630
Aug06 051111 84.950 85.000 84.250 84.635 -0.515 318 0 -3,125
Oct06 051111 86.550 86.550 86.050 86.200 -0.700 409 0 -837
Total Volume and Open Interest 42,044    
Feeder Cattle(CME)
Nov05 051111 115.200 115.250 114.600 115.050 -0.150 1,143 0 -5,787
Jan06 051111 113.750 113.750 112.600 112.975 -0.775 2,123 0 -16,937
Mar06 051111 112.000 112.000 110.900 111.180 -0.920 675 0 -2,872
Apr06 051111 110.050 110.050 109.300 109.400 -0.650 149 0 -979
May06 051111 109.400 109.500 109.000 109.300 -0.675 98 0 -1,185
Aug06 051111 109.750 109.750 109.450 109.700 -0.450 43 0 -554
Sep06 051111 108.800 108.800 108.500 108.800 -0.500 2 0 -35
Total Volume and Open Interest 4,233    
Lean Hogs(CME)
Dec05 051111 63.400 63.700 63.150 63.425 +0.300 14,063 0 -44,267
Feb06 051111 66.850 67.350 66.700 67.300 +0.500 11,804 0 -41,664
Apr06 051111 67.650 68.250 67.650 68.100 +0.325 2,833 0 -13,822
May06 051110 68.950 69.000 68.650 68.900 -0.100 139 2,415 +90
Jun06 051111 70.800 71.200 70.800 71.180 +0.180 364 0 -5,378
Jul06 051111 68.150 68.200 68.000 68.035 +0.085 366 0 -2,157
Aug06 051111 64.400 64.700 64.400 64.700 +0.425 17 0 -909
Oct06 051111 56.900 57.050 56.900 56.900 unch 17 0 -547
Total Volume and Open Interest 29,555    
Pork Bellies(CME)
Feb06 051111 88.500 89.200 88.200 88.250 -1.450 351 0 -1,115
Mar06 051111 88.000 88.950 88.000 88.035 -0.665      
May06 051111 89.150 90.050 89.150 89.150 -0.850 1 0 -76
Jul06 051111 91.500 91.500 91.500 91.500 -1.000 2 0 -24
Aug06 051111 94.000 94.000 94.000 94.000 -1.500      
Total Volume and Open Interest 354    
Class III Milk(CME)
Nov05 051111 13.38 13.38 13.38 13.38 +0.01 11 0 -2,187
Dec05 051111 13.00 13.02 13.00 13.02 +0.02 62 0 -2,171
Jan06 051111 12.87 12.87 12.86 12.86 unch 71 0 -1,804
Feb06 051111 12.63 12.63 12.62 12.62 unch 37 0 -1,412
Mar06 051111 12.54 12.54 12.54 12.54 +0.01 37 0 -1,377
Total Volume and Open Interest 528    
Cocoa(NYBOT)
Dec05 051111 1335 1338 1315 1321 -28 8,069 26,741 +0
Mar06 051111 1359 1365 1347 1348 -29 7,538 52,502 +0
May06 051111 1381 1383 1370 1372 -27 732 12,097 +0
Jul06 051111 1403 1403 1395 1395 -25 67 9,628 +0
Sep06 051111 1430 1430 1415 1415 -23 47 11,341 +0
Dec06 051111 1457 1457 1442 1442 -25 4 9,402 +0
Mar07 051111 1472 1475 1465 1465 -28 218 9,479 +0
Total Volume and Open Interest 16,675 132,040 +0
Coffee "C"(NYBOT)
Dec05 051111 105.70 107.40 105.20 106.95 +0.20 13,431 31,671 +0
Mar06 051111 109.70 111.15 109.20 110.85 +0.25 8,432 40,697 +0
May06 051111 111.35 113.75 111.35 112.65 +0.30 935 6,124 +0
Jul06 051111 113.25 114.60 113.25 114.15 +0.30 310 4,060 +0
Sep06 051111 114.30 115.65 115.65 115.65 +0.30 167 1,468 +0
Dec06 051111 116.40 117.65 116.40 117.65 +0.25 80 1,303 +0
Total Volume and Open Interest 23,378 86,539 +0
Orange Juice(NYBOT)
Jan06 051111 122.65 122.80 120.40 122.45 -0.65 1,752 25,139 +0
Mar06 051111 124.00 124.50 122.00 124.25 -0.65 193 7,106 +0
May06 051111 124.00 124.85 123.50 124.85 -0.65 19 1,495 +0
Jul06 051111 125.00 125.45 125.00 125.45 -0.65 0 480 +0
Sep06 051111 126.00 126.00 125.80 125.80 -0.65 0 338 +0
Total Volume and Open Interest 1,964 34,692 +0
Sugar #11(NYBOT)
Mar06 051111 11.42 11.49 11.38 11.48 +0.01 20,537 294,536 +0
May06 051111 11.40 11.44 11.37 11.43 -0.01 7,105 61,435 +0
Jul06 051111 11.15 11.17 11.09 11.15 -0.03 2,112 40,616 +0
Oct06 051111 11.09 11.12 11.07 11.11 -0.03 1,275 25,179 +0
Mar07 051111 11.13 11.13 11.08 11.11 -0.06 1,474 25,676 +0
Total Volume and Open Interest 32,568 464,974 +0
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 051111 50.12 50.94 50.12 50.72 +0.52 16,251 48,459 +0
Mar06 051111 53.20 54.30 53.20 54.27 +0.72 14,081 52,011 +0
May06 051111 54.50 55.50 54.50 55.50 +0.80 429 6,830 +0
Jul06 051111 55.45 56.38 55.45 56.38 +0.68 324 3,546 +0
Oct06 051111 55.80 56.67 56.67 56.67 +0.67 0 63 +0
Dec06 051111 57.00 57.67 57.00 57.67 +0.70 44 1,590 +0
Total Volume and Open Interest 31,129 112,508 +0
Lumber(CME)
Nov05 051111 316.5 327.0 316.5 324.1 +7.1 50 0 -346
Jan06 051111 333.0 339.9 332.9 338.9 +1.0 404 0 -3,356
Mar06 051111 342.0 347.0 341.5 347.0 +1.0 109 0 -651
May06 051111 347.5 347.9 344.0 347.8 +1.0 25 0 -189
Total Volume and Open Interest 590    
Crude Oil(NYM)
Dec05 051111 57.50 58.20 57.01 57.53 -0.27 133,271 144,022 +0
Jan06 051111 58.50 59.05 57.95 58.48 -0.26 102,193 204,383 +0
Feb06 051111 59.05 59.50 58.40 58.95 -0.34 19,900 57,593 +0
Mar06 051111 59.30 59.65 58.80 59.23 -0.32 8,773 38,241 +0
Apr06 051111 60.00 60.00 59.15 59.45 -0.30 3,734 18,007 +0
May06 051111 60.10 60.10 59.59 59.59 -0.30 4,073 15,191 +0
Jun06 051111 59.85 59.90 59.30 59.66 -0.30 6,618 49,350 +0
Jul06 051111 59.50 59.70 59.50 59.70 -0.30 1,113 12,481 +0
Aug06 051111 59.50 59.72 59.50 59.72 -0.29 424 9,387 +0
Sep06 051111 59.74 59.74 59.74 59.74 -0.28 810 9,600 +0
Oct06 051111 59.76 59.76 59.76 59.76 -0.27 55 4,995 +0
Nov06 051111 59.71 59.71 59.71 59.71 -0.27 120 10,292 +0
Dec06 051111 60.10 60.10 59.50 59.66 -0.26 4,364 48,998 +0
Jan07 051111 59.54 59.54 59.54 59.54 -0.26 120 11,046 +0
Feb07 051111 59.44 59.44 59.44 59.44 -0.26 0 4,079 +0
Mar07 051111 59.35 59.35 59.35 59.35 -0.26 250 6,734 +0
Total Volume and Open Interest 292,977 836,630 +0
Heating Oil(NYM)
Dec05 051111 174.60 177.50 172.25 172.35 -2.00 33,492 45,301 +0
Jan06 051111 181.25 183.50 178.50 179.05 -1.10 17,908 53,421 +0
Feb06 051111 183.00 185.00 181.50 181.90 -0.65 3,861 22,902 +0
Mar06 051111 182.50 183.50 179.00 180.50 -0.55 1,884 16,046 +0
Apr06 051111 178.75 178.75 176.00 176.90 -0.60 1,126 8,389 +0
May06 051111 176.00 176.00 173.00 173.20 -0.75 418 5,445 +0
Jun06 051111 172.75 173.00 170.75 170.75 -0.80 1,261 7,260 +0
Jul06 051111 173.00 173.00 170.95 170.95 -0.80 223 3,944 +0
Aug06 051111 174.15 174.15 172.00 172.00 -0.75 259 2,556 +0
Sep06 051111 175.60 175.60 173.50 173.50 -0.70 547 1,715 +0
Oct06 051111 177.50 177.50 175.35 175.35 -0.70 62 460 +0
Nov06 051111 177.60 177.60 177.60 177.60 -0.70 108 551 +0
Total Volume and Open Interest 61,749 175,636 +0
Unleaded Gas(NYM)
Dec05 051111 149.75 151.50 147.55 148.50 -2.18 34,328 46,616 +0
Jan06 051111 155.75 156.90 154.05 155.41 -0.97 19,124 39,775 +0
Feb06 051111 158.50 159.20 157.50 159.01 -0.42 2,400 12,360 +0
Mar06 051111 160.00 161.00 160.00 160.60 -0.48 896 9,600 +0
Apr06 051111 170.80 170.80 170.80 170.80 -0.53 836 7,477 +0
May06 051111 171.25 171.80 171.25 171.80 -0.63 1,020 5,042 +0
Jun06 051111 172.00 172.55 172.00 172.55 -0.63 719 5,964 +0
Jul06 051111 172.60 172.60 172.60 172.60 -0.63 164 2,195 +0
Aug06 051111 172.50 172.50 171.95 171.95 -0.63 106 2,128 +0
Sep06 051111 170.25 170.25 170.25 170.25 -0.63 173 1,258 +0
Oct06 051111 161.55 161.55 161.55 161.55 -0.68 2 196 +0
Nov06 051111 158.95 158.95 158.95 158.95 -0.63 0 10 +0
Total Volume and Open Interest 59,773 132,711 +0
Natural Gas(NYM)
Dec05 051111 11.660 11.840 11.520 11.712 +0.332 27,035 56,114 +0
Jan06 051111 12.200 12.300 12.040 12.236 +0.282 18,558 83,070 +0
Feb06 051111 12.230 12.310 12.100 12.261 +0.257 4,337 31,101 +0
Mar06 051111 12.000 12.100 11.920 12.031 +0.232 9,267 55,488 +0
Apr06 051111 9.950 10.030 9.870 9.991 +0.172 2,832 30,964 +0
May06 051111 9.770 9.880 9.720 9.831 +0.192 1,008 25,194 +0
Jun06 051111 9.800 9.900 9.770 9.861 +0.189 300 10,775 +0
Jul06 051111 9.920 9.920 9.800 9.908 +0.186 461 14,916 +0
Aug06 051111 9.900 9.950 9.840 9.948 +0.186 496 16,865 +0
Sep06 051111 9.950 9.980 9.900 9.938 +0.186 199 14,148 +0
Oct06 051111 10.000 10.000 9.900 9.986 +0.184 625 24,037 +0
Nov06 051111 10.400 10.451 10.330 10.451 +0.184 142 10,682 +0
Dec06 051111 10.870 10.950 10.800 10.916 +0.184 119 12,173 +0
Jan07 051111 11.220 11.350 11.210 11.296 +0.184 219 13,160 +0
Feb07 051111 11.240 11.300 11.150 11.231 +0.179 46 5,537 +0
Mar07 051111 10.950 11.000 10.800 10.926 +0.169 417 9,742 +0
Total Volume and Open Interest 70,619 548,117 +0
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)
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
Sep06 051110 555.00 556.00 547.50 547.50 -16.25 0 1,828 +0
Total Volume and Open Interest 73,852 200,845 +1,005
US Dollar Index(NYBOT)
Dec05 051111 91.99 92.03 91.80 91.89 -0.07 2,924 37,044 +0
Mar06 051111 91.72 91.60 91.60 91.60 -0.07 10 2,231 +0
Jun06 051111 91.33 91.31 91.31 91.31 -0.07 5 10 +0
Total Volume and Open Interest 2,939 39,287 +0
Australian Dollar(CME)
Dec05 051111 72.89 72.89 72.89 72.89 unch 25,505 0 -68,972
Mar06 051111 72.70 72.70 72.70 72.70 unch 26 0 -63
Jun06 051111 72.53 72.53 72.53 72.53 unch      
Total Volume and Open Interest 25,531    
British Pound(CME)
Dec05 051111 174.06 174.06 174.06 174.06 unch 54,375 0 -80,893
Mar06 051111 173.97 173.97 173.97 173.97 unch 16 0 -285
Jun06 051111 174.07 174.07 174.07 174.07 unch      
Total Volume and Open Interest 54,391    
Canadian Dollar(CME)
Dec05 051111 84.15 84.15 84.15 84.15 unch 28,356 0 -100,187
Mar06 051111 84.36 84.36 84.36 84.36 unch 161 0 -2,451
Jun06 051111 84.59 84.59 84.59 84.59 unch 4 0 -638
Sep06 051111 84.82 84.82 84.82 84.82 unch      
Total Volume and Open Interest 28,521    
Japanese Yen(CME)
Dec05 051111 84.96 84.96 84.96 84.96 unch 57,524 0 -182,980
Mar06 051111 85.84 85.84 85.84 85.84 unch 25 0 -18,846
Jun06 051111 86.84 86.84 86.84 86.84 unch      
Total Volume and Open Interest 57,549    
Swiss Franc(CME)
Dec05 051111 76.29 76.29 76.29 76.29 unch 46,912 0 -87,521
Mar06 051111 76.91 76.91 76.91 76.91 unch 110 0 -316
Jun06 051111 77.56 77.56 77.56 77.56 unch      
Total Volume and Open Interest 47,022    
EuroFX(CME)
Dec05 051111 117.10 117.10 117.10 117.10 unch 155,730 0 -160,286
Mar06 051111 117.66 117.66 117.66 117.66 unch 898 0 -3,143
Jun06 051111 118.33 118.33 118.33 118.33 unch 251 0 -795
Total Volume and Open Interest 156,879    
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 051111 104~08 104~08 104~08 104~08 unch 2 411 +0
Total Volume and Open Interest 2 411 +0
10-Year T-Notes(CBOT)
Dec05 051111 108~110 108~110 108~110 108~110 unch 866,376 1,738,156 +0
Mar06 051111 108~045 108~045 108~045 108~045 unch 32,294 106,913 +0
Total Volume and Open Interest 898,670 1,845,651 +0
5-Year T-Notes(CBOT)
Dec05 051111 105~260 105~260 105~260 105~260 unch 4,622 1,411,964 +1,411,964
Mar06 051111 105~190 105~190 105~190 105~190 unch 1,711 63,979 +63,979
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 051111 102~069 102~069 102~069 102~069 +0~001 613 362,352 +0
Mar06 051111 102~054 102~054 102~054 102~054 +0~001 50 415 +0
Total Volume and Open Interest 663 362,767 +0
Eurodollars(CME)
Dec05 051111 95.500 95.500 95.500 95.500 unch 118,000 0 -1,220,112
Mar06 051111 95.195 95.195 95.195 95.195 unch 258,000 0 -1,205,669
Jun06 051111 95.090 95.090 95.090 95.090 unch 269,000 0 -1,301,294
Sep06 051111 95.090 95.090 95.090 95.090 unch 226,000 0 -942,174
Dec06 051111 95.115 95.115 95.115 95.115 unch 207,000 0 -978,254
Mar07 051111 95.145 95.145 95.145 95.145 unch 107,000 0 -812,513
Jun07 051111 95.145 95.145 95.145 95.145 unch 78,000 0 -568,823
Sep07 051111 95.135 95.135 95.135 95.135 unch 54,000 0 -358,025
Dec07 051111 95.110 95.110 95.110 95.110 unch 21,000 0 -292,614
Mar08 051111 95.100 95.100 95.100 95.100 unch 18,000 0 -250,231
Jun08 051111 95.075 95.075 95.075 95.075 unch 13,000 0 -244,381
Sep08 051111 95.055 95.055 95.055 95.055 unch 10,000 0 -221,691
Total Volume and Open Interest 1,410,872    
3-Mth Euro-Yen(CME)
Dec05 051111 99.90 99.90 99.90 99.90 -0.01 2 0 -6,476
Mar06 051111 99.83 99.83 99.83 99.83 unch      
Jun06 051111 99.72 99.72 99.72 99.72 unch 3 0 -7,717
Sep06 051111 99.60 99.60 99.60 99.60 unch 54 0 -3,499
Dec06 051111 99.48 99.48 99.48 99.48 unch 4 0 -6,254
Mar07 051111 99.36 99.36 99.36 99.36 unch      
Jun07 051111 99.25 99.25 99.25 99.25 unch      
Sep07 051111 99.13 99.13 99.13 99.13 unch 1 0 -511
Dec07 051111 99.04 99.04 99.04 99.04 unch 1 0 -38
Mar08 051111 98.93 98.93 98.93 98.93 unch 1 0 -53
Total Volume and Open Interest 68    
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 051111 466.6 470.0 466.6 469.4 +1.7 61,755 229,927 +0
Feb06 051111 470.5 473.9 470.5 473.2 +1.6 7,808 34,985 +0
Apr06 051111 476.2 477.8 476.0 477.2 +1.6 37 6,474 +0
Jun06 051111 479.2 481.5 478.7 481.2 +1.6 953 13,013 +0
Aug06 051111 485.3 485.3 485.3 485.3 +1.6 10 2,186 +0
Oct06 051111 489.4 489.4 489.4 489.4 +1.6 25 5,037 +0
Dec06 051111 493.5 493.5 493.5 493.5 +1.6 1,353 7,186 +0
Feb07 051111 497.5 497.5 497.5 497.5 +1.6 0 5,281 +0
Apr07 051111 501.5 501.5 501.5 501.5 +1.6 0 1,328 +0
Jun07 051111 505.5 505.5 505.5 505.5 +1.6 0 5,431 +0
Aug07 051111 509.4 509.4 509.4 509.4 +1.6      
Total Volume and Open Interest 72,547 321,513 +0
Silver(CMX)
Dec05 051111 770.5 779.0 768.5 776.0 +5.5 21,143 91,032 +0
Mar06 051111 779.5 785.5 776.0 784.4 +5.5 5,252 26,576 +0
May06 051111 788.0 788.7 788.0 788.7 +5.5 87 2,297 +0
Jul06 051111 790.0 793.5 787.5 792.7 +5.4 879 7,671 +0
Sep06 051111 796.3 796.3 796.3 796.3 +5.3 15 3,000 +0
Dec06 051111 799.0 800.1 795.0 800.1 +5.6 552 10,035 +0
Mar07 051111 148.2 148.2 148.2 148.2 +5.6 0 51 +0
Total Volume and Open Interest 27,977 144,705 +0
Platinum(NYM)
Jan06 051111 962.0 974.0 960.0 971.9 +6.4 1,874 11,254 +0
Apr06 051111 970.0 977.0 970.0 971.9 +6.4 32 231 +0
Total Volume and Open Interest 1,906 11,485 +0
Palladium(NYME)
Dec05 051111 241.25 251.80 241.00 250.05 +7.10 752 12,318 +0
Mar06 051111 243.50 253.75 243.50 252.40 +6.95 213 1,847 +0
Jun06 051111 254.40 254.40 254.40 254.40 +6.95 0 9 +0
Total Volume and Open Interest 966 14,188 +0
Copper(CMX)
Dec05 051111 188.80 190.60 188.70 190.55 +3.40 11,469 56,723 +0
Mar06 051111 182.00 184.80 182.00 184.60 +3.85 7,196 32,222 +0
May06 051111 176.90 179.00 176.70 178.65 +3.80 200 4,766 +0
Jul06 051111 172.75 172.75 172.75 172.75 +3.80 119 2,689 +0
Sep06 051111 166.00 166.85 166.00 166.85 +3.80 106 1,654 +0
Total Volume and Open Interest 20,003 108,806 +0
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 051111 10663 10717 10657 10710 +50 3,586 37,644 +0
Mar06 051111 10720 10759 10715 10759 +52 3 89 +0
Jun06 051111 10750 10797 10750 10797 +50      
Total Volume and Open Interest 3,589 37,738 +0
S & P 500(CME)
Dec05 051111 1233.70 1238.60 1233.10 1238.00 +4.30      
Mar06 051111 1242.00 1245.70 1241.50 1245.70 +4.30      
Jun06 051111 1254.90 1255.00 1254.90 1254.90 +4.40      
Sep06 051111 1263.90 1264.00 1263.90 1263.90 +4.40      
Total Volume and Open Interest      
S & P 500 E-Mini(Globex)
Dec05 051111 1233.75 1238.75 1232.50 1238.00 +4.25 1,074,752 0 -1,144,461
Mar06 051111 586.14 590.64 585.14 590.39 +4.25 2,132 0 -5,697
Total Volume and Open Interest 1,076,884    
NASDAQ 100(CME)
Dec05 051111 1660.50 1666.00 1656.50 1659.00 +2.50      
Mar06 051111 1675.00 1675.00 1675.00 1675.00 +2.50      
Jun06 051111 379.28 379.28 379.28 379.28 +2.50      
Total Volume and Open Interest      
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 051111 666.00 670.00 664.75 669.00 +3.80      
Mar06 051111 673.50 673.50 673.50 673.50 +3.80      
Jun06 051111 677.50 677.50 677.50 677.50 +3.80      
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Dec05 051111 665.00 669.90 664.50 669.00 +3.80      
Mar06 051111 668.40 674.10 668.40 673.50 +3.80      
Total Volume and Open Interest      
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 051111 14190 14225 14170 14215 +105      
Mar06 051111 14215 14215 14215 14215 +105      
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 051111 410.00 413.30 408.00 409.00 unch      
Dec05 051111 419.60 423.10 418.00 419.75 +0.50      
Jan06 051111 422.70 422.70 422.00 422.70 +0.20      
Total Volume and Open Interest      
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.
Some data provided by Prophetfinance.com