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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 14, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 051114 594.00 597.50 588.00 590.25 -2.75 1,745 1,327 -665
Jan06 051114 601.50 604.00 593.00 595.00 -6.50 53,587 159,243 +432
Mar06 051114 607.50 609.50 598.50 601.00 -5.75 8,046 44,410 +1,342
May06 051114 612.00 615.00 604.00 605.50 -6.75 2,907 23,237 +322
Jul06 051114 617.00 619.00 609.50 611.75 -5.75 3,231 27,538 -76
Aug06 051114 615.50 618.00 612.50 612.50 -5.00 82 2,009 +40
Sep06 051114 618.50 618.50 612.00 612.00 -3.00 54 1,261 +13
Total Volume and Open Interest 70,996 275,354 +1,677
Soybean Meal(CBOT)
Dec05 051114 182.50 183.00 178.80 180.20 -1.50 18,066 43,068 -568
Jan06 051114 183.00 184.00 180.00 181.40 -1.00 6,739 22,307 +508
Mar06 051114 185.50 186.20 182.20 183.70 -1.50 4,427 22,552 +114
May06 051114 187.00 187.00 184.00 185.70 -0.50 1,081 19,113 +370
Jul06 051114 189.00 189.20 186.20 187.60 -1.00 2,770 17,651 -97
Aug06 051114 189.50 190.00 187.00 187.60 -1.40 167 4,415 -16
Sep06 051114 190.00 190.00 187.00 188.00 -1.50 85 3,862 +7
Oct06 051114 189.00 189.00 187.00 187.30 -2.20 3 2,153 +1
Total Volume and Open Interest 33,771 139,456 +412
Soybean Oil(CBOT)
Dec05 051114 22.68 22.73 22.47 22.51 -0.23 10,172 43,416 -943
Jan06 051114 22.80 22.95 22.67 22.71 -0.22 9,372 60,178 +1,703
Mar06 051114 23.05 23.15 22.89 22.91 -0.22 3,793 20,406 +563
May06 051114 23.30 23.35 23.13 23.13 -0.25 758 17,117 +44
Jul06 051114 23.49 23.52 23.35 23.37 -0.24 3,075 20,123 +610
Aug06 051114 23.50 23.50 23.43 23.43 -0.23 85 1,927 +53
Sep06 051114 23.60 23.60 23.50 23.50 -0.22 142 2,156 -38
Oct06 051114 23.65 23.65 23.56 23.56 -0.24 2 1,035 +2
Total Volume and Open Interest 28,539 175,836 +2,018
Canola(WCE)
Nov05 051114 254.3 254.3 254.3 254.3 unch      
Jan06 051114 262.0 264.5 260.7 261.7 unch 3,649 46,436 +0
Mar06 051114 273.0 273.0 269.2 269.7 -0.5 706 6,863 +0
May06 051114 280.0 280.0 274.7 278.1 +1.1 228 1,849 +0
Jul06 051114 285.0 286.6 282.0 286.0 unch 58 2,089 +0
Total Volume and Open Interest 4,774 62,254 +0
Corn(CBOT)
Dec05 051114 196.25 199.50 196.00 196.75 +1.25 76,514 288,073 -24,649
Mar06 051114 210.00 213.25 209.75 210.75 +1.00 58,282 351,464 +24,869
May06 051114 218.00 220.75 217.50 218.50 +1.25 3,716 51,177 +1,126
Jul06 051114 224.50 227.50 224.50 225.50 +1.50 4,407 86,151 +855
Sep06 051114 233.00 235.50 233.00 233.75 +1.50 333 10,849 +86
Dec06 051114 244.00 247.50 243.75 245.00 +1.75 2,774 64,955 -43
Total Volume and Open Interest 146,393 863,089 +2,467
Wheat(CBOT)
Dec05 051114 312.50 315.00 310.25 311.75 +0.25 36,330 104,530 -11,924
Mar06 051114 329.00 330.75 326.50 328.00 -0.25 33,538 143,352 +15,355
May06 051114 337.00 339.75 335.50 336.50 -0.50 683 6,278 +347
Jul06 051114 345.00 347.50 343.50 344.75 -0.50 2,949 35,485 -234
Sep06 051114 352.50 353.00 352.50 353.00 -0.25 58 2,203 +15
Total Volume and Open Interest 74,195 305,898 +3,617
Wheat(KCBT)
Dec05 051114 373.00 374.00 363.50 364.50 -6.50 7,110 42,449 -2,502
Mar06 051114 376.00 377.00 368.00 368.75 -6.25 7,784 49,221 +2,860
May06 051114 370.00 370.00 363.50 363.50 -4.25 100 6,178 -52
Jul06 051114 362.00 363.25 357.75 359.00 -1.25 1,340 27,388 +153
Sep06 051114 366.00 366.00 361.00 361.00 -2.00 11 1,557 +0
Total Volume and Open Interest 16,349 128,234 +457
Wheat(MGE)
Dec05 051114 378.00 379.00 373.00 375.00 -1.00 2,395 10,306 -564
Mar06 051114 381.50 383.50 377.00 379.50 -2.75 2,877 15,928 +930
May06 051114 378.00 378.00 374.00 376.50 -1.25 219 2,232 -182
Jul06 051114 376.00 376.00 371.50 372.50 -2.75 1,065 6,956 +231
Sep06 051114 369.00 370.00 368.00 368.00 -2.00 89 1,376 -6
Total Volume and Open Interest 6,711 37,929 +470
Oats(CBOT)
Dec05 051114 168.75 169.00 166.50 166.75 -1.00 183 4,102 +40
Mar06 051114 174.50 175.50 172.75 172.75 -1.50 163 3,040 +41
May06 051114 176.50 176.50 176.50 176.50 -0.50 3 98 +0
Jul06 051114 177.50 177.50 177.50 177.50 unch 0 7 +0
Total Volume and Open Interest 349 7,262 +81
Rough Rice(CBOT)
Nov05 051114 7.43 7.43 7.43 7.43 -0.04 0 91 +0
Jan06 051114 7.69 7.69 7.60 7.61 -0.09 329 5,383 +16
Mar06 051114 7.88 7.88 7.86 7.86 -0.09 5 1,821 -1
May06 051114 8.06 8.06 8.06 8.06 -0.07 0 204 +0
Total Volume and Open Interest 335 7,536 +16
Live Cattle(CME)
Dec05 051114 90.550 91.350 90.400 91.075 +0.650 22,920 53,377 -7,427
Feb06 051114 93.550 94.075 93.325 93.950 +0.500 18,385 78,487 +5,697
Apr06 051114 90.600 91.200 90.500 91.125 +0.525 3,477 22,011 +148
Jun06 051114 84.900 85.650 84.850 85.600 +0.700 1,103 9,224 +296
Aug06 051114 84.500 85.350 84.500 85.275 +0.650 270 3,259 +37
Oct06 051114 86.200 86.500 86.200 86.400 +0.200 65 964 +20
Total Volume and Open Interest 46,269 167,688 -1,225
Feeder Cattle(CME)
Nov05 051114 115.400 115.800 115.400 115.800 +0.750 1,341 4,964 -310
Jan06 051114 113.050 114.000 113.050 113.725 +0.750 2,079 16,299 -525
Mar06 051114 111.200 112.100 111.200 111.950 +0.775 426 3,076 +53
Apr06 051114 109.400 110.150 109.400 110.100 +0.700 212 1,056 +90
May06 051114 109.475 109.900 109.400 109.850 +0.550 130 1,282 +23
Aug06 051114 109.675 110.250 109.675 110.250 +0.550 34 591 +8
Sep06 051114 108.600 109.250 108.600 109.250 +0.450 0 37 +0
Total Volume and Open Interest 4,223 27,311 -661
Lean Hogs(CME)
Dec05 051114 63.700 63.800 63.150 63.350 -0.075 12,136 33,368 -5,434
Feb06 051114 67.400 67.400 66.500 66.800 -0.500 11,907 53,090 +5,943
Apr06 051114 68.100 68.200 67.650 68.100 unch 2,193 15,051 +700
May06 051114 69.150 69.200 69.000 69.200 +0.050 221 2,641 +166
Jun06 051114 71.125 71.200 70.950 71.175 unch 598 5,875 +228
Jul06 051114 68.025 68.200 67.900 68.000 -0.025 349 2,593 +187
Aug06 051114 64.600 64.600 64.450 64.550 -0.150 26 917 +5
Oct06 051114 56.700 56.850 56.600 56.850 -0.050 0 547 +0
Total Volume and Open Interest 27,431 114,224 +1,795
Pork Bellies(CME)
Feb06 051114 88.000 88.500 86.525 86.725 -1.525 367 1,077 -45
Mar06 051114 88.100 88.100 86.500 86.500 -1.525 10 106 -3
May06 051114 89.500 89.500 88.075 88.075 -1.075 0 76 +0
Jul06 051114 90.900 90.900 90.900 90.900 -0.600 0 23 +0
Aug06 051114 93.500 93.500 93.500 93.500 -0.500 0 27 +0
Total Volume and Open Interest 377 1,309 -48
Class III Milk(CME)
Nov05 051114 13.38 13.38 13.38 13.38 unch 1 2,199 -2
Dec05 051114 13.00 13.05 13.00 13.05 +0.03 27 2,212 +9
Jan06 051114 12.89 12.93 12.89 12.93 +0.07 47 1,820 +1
Feb06 051114 12.62 12.62 12.62 12.62 unch 28 1,452 +15
Mar06 051114 12.59 12.59 12.57 12.57 +0.03 27 1,399 +14
Total Volume and Open Interest 411 19,455 +258
Cocoa(NYBOT)
Dec05 051114 1320 1333 1317 1327 +6 12,211 13,671 -8,085
Mar06 051114 1350 1358 1344 1351 +3 13,984 63,060 +7,120
May06 051114 1372 1379 1367 1372 unch 2,003 12,819 +372
Jul06 051114 1395 1401 1393 1393 -2 1,993 11,000 +1,339
Sep06 051114 1415 1420 1410 1414 -1 365 11,672 +331
Dec06 051114 1445 1445 1442 1442 unch 453 9,615 +213
Mar07 051114 1465 1469 1465 1469 +4 1,603 10,986 +1,459
Total Volume and Open Interest 32,977 134,008 +3,084
Coffee "C"(NYBOT)
Dec05 051114 106.75 106.80 99.00 99.85 -7.10 10,903 26,060 -4,698
Mar06 051114 110.50 110.70 103.00 103.70 -7.15 8,466 47,867 +3,356
May06 051114 112.10 112.15 105.50 105.50 -7.15 395 6,154 +11
Jul06 051114 113.75 114.25 107.05 107.05 -7.10 78 4,162 +49
Sep06 051114 115.40 115.50 108.60 108.60 -7.05 132 1,484 -17
Dec06 051114 117.50 117.50 110.50 110.85 -6.80 154 1,329 -12
Total Volume and Open Interest 20,134 88,279 -1,308
Orange Juice(NYBOT)
Jan06 051114 121.60 121.80 120.70 121.50 -0.95 1,255 25,823 +177
Mar06 051114 123.55 124.00 122.60 123.25 -1.00 399 7,378 +179
May06 051114 123.85 123.85 123.85 123.85 -1.00 10 1,495 +0
Jul06 051114 124.50 124.50 124.00 124.45 -1.00 2 480 -1
Sep06 051114 125.00 125.05 125.00 125.05 -0.75 38 377 +38
Total Volume and Open Interest 1,705 35,747 +393
Sugar #11(NYBOT)
Mar06 051114 11.52 11.79 11.50 11.75 +0.27 15,351 296,262 +441
May06 051114 11.49 11.65 11.46 11.65 +0.22 4,365 63,180 +761
Jul06 051114 11.18 11.31 11.16 11.31 +0.16 1,434 41,137 -5
Oct06 051114 11.15 11.22 11.11 11.22 +0.11 468 25,205 +55
Mar07 051114 11.16 11.21 11.16 11.21 +0.10 261 25,673 -59
Total Volume and Open Interest 22,133 469,218 +1,194
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051114 21.54 21.60 21.54 21.60 +0.05 226 2,612 +203
Mar06 051114 21.29 21.35 21.29 21.32 +0.05 97 3,024 +27
May06 051114 21.35 21.35 21.32 21.34 +0.03 62 2,858 +27
Jul06 051114 21.50 21.53 21.50 21.52 +0.07 88 3,411 +32
Total Volume and Open Interest 583 13,839 +289
London Cocoa(LCE)
Dec05 051114 790 795 787 793 +1 8,860 62,072 +1,302
Mar06 051114 814 820 812 818 +2 6,719 63,350 +265
May06 051114 828 832 825 830 +1 2,680 19,146 +420
Jul06 051114 842 847 840 845 +1 1,457 27,957 +627
Sep06 051114 856 860 854 859 +2 554 13,846 +242
Dec06 051114 870 874 869 872 +2 1,118 17,048 +921
Mar07 051114 885 885 882 885 +2 94 3,678 -4
Total Volume and Open Interest 21,507 207,389 +3,793
London Coffee(LCE)
Nov05 051114 1076.00 1076.00 1030.00 1030.00 -39.00 201 1,535 -131
Jan06 051114 1076.00 1079.00 1022.00 1032.00 -40.00 5,541 70,661 +200
Mar06 051114 1086.00 1092.00 1037.00 1046.00 -39.00 1,052 38,079 +231
May06 051114 1100.00 1102.00 1058.00 1059.00 -39.00 133 10,303 +71
Jul06 051114 1115.00 1115.00 1067.00 1072.00 -39.00 140 5,239 +55
Sep06 051114 1128.00 1128.00 1088.00 1088.00 -39.00 25 2,076 +0
Total Volume and Open Interest 7,092 128,206 +426
London Sugar(LCE)
Dec05 051114 279.90 280.50 277.10 277.50 +0.60 2,568 1,917 -1,807
Mar06 051114 288.00 292.00 286.50 291.00 +4.50 2,432 27,820 +145
May06 051114 297.50 300.50 296.50 300.30 +3.80 524 6,613 +153
Aug06 051114 307.10 309.80 307.10 309.80 +2.90 355 5,601 -122
Oct06 051114 310.90 313.80 310.90 313.80 +2.60 266 5,596 +133
Total Volume and Open Interest 6,278 52,442 -1,537
Cotton(NYBOT)
Dec05 051114 50.80 51.29 50.61 50.89 +0.17 15,692 31,755 -10,981
Mar06 051114 54.50 54.60 53.81 53.87 -0.40 16,239 62,623 +6,155
May06 051114 55.60 55.70 55.05 55.05 -0.45 374 7,101 +35
Jul06 051114 56.30 56.70 55.90 55.90 -0.48 62 3,557 -41
Oct06 051114 56.30 56.30 56.30 56.30 -0.37 0 63 +0
Dec06 051114 57.74 57.75 57.35 57.35 -0.32 17 1,588 +2
Total Volume and Open Interest 32,384 106,696 -4,830
Lumber(CME)
Nov05 051114 324.1 327.0 316.5 316.6 -7.5 209 215 -92
Jan06 051114 341.0 343.0 328.9 329.1 -9.8 576 3,584 +78
Mar06 051114 348.5 348.8 338.0 338.0 -9.0 64 671 +3
May06 051114 348.0 348.5 341.1 342.4 -5.4 14 211 +2
Total Volume and Open Interest 866 4,766 -8
Crude Oil(NYM)
Dec05 051114 58.20 58.20 57.35 57.69 +0.16 100,707 114,261 -17,346
Jan06 051114 59.00 59.10 58.20 58.51 +0.03 80,351 243,401 +21,376
Feb06 051114 59.45 59.50 58.70 58.94 -0.01 21,456 61,460 +3,859
Mar06 051114 59.70 59.75 58.85 59.20 -0.03 9,741 41,202 +957
Apr06 051114 59.95 60.00 59.40 59.40 -0.05 4,410 20,459 +1,719
May06 051114 60.00 60.00 59.10 59.54 -0.05 2,868 15,886 +317
Jun06 051114 60.10 60.10 59.45 59.60 -0.06 7,600 50,415 +1,124
Jul06 051114 59.45 59.65 59.45 59.65 -0.05 361 12,879 +43
Aug06 051114 59.68 59.68 59.68 59.68 -0.04 248 9,506 +47
Sep06 051114 59.70 59.70 59.70 59.70 -0.04 222 9,708 -100
Oct06 051114 59.72 59.72 59.72 59.72 -0.04 149 4,874 -20
Nov06 051114 59.67 59.67 59.67 59.67 -0.04 0 10,277 +0
Dec06 051114 60.16 60.16 59.40 59.62 -0.04 4,727 48,462 -488
Jan07 051114 59.50 59.50 59.50 59.50 -0.04 310 11,786 +65
Feb07 051114 59.40 59.40 59.40 59.40 -0.04 25 4,145 +0
Mar07 051114 59.31 59.31 59.31 59.31 -0.04 1 6,734 +0
Total Volume and Open Interest 238,597 857,142 +11,817
Heating Oil(NYM)
Dec05 051114 175.50 175.50 172.00 173.04 +0.69 22,782 36,833 -3,615
Jan06 051114 181.50 181.50 178.25 180.02 +0.97 19,774 64,930 +6,290
Feb06 051114 184.00 184.25 182.25 183.17 +1.27 4,935 25,114 +1,224
Mar06 051114 181.75 183.00 181.00 181.97 +1.47 1,309 16,274 +63
Apr06 051114 179.00 179.25 177.80 178.22 +1.32 731 8,873 +337
May06 051114 175.50 175.50 174.00 174.37 +1.17 333 5,556 +42
Jun06 051114 172.50 172.50 171.00 171.87 +1.12 911 7,535 +161
Jul06 051114 172.25 172.50 171.75 172.07 +1.12 374 4,187 +62
Aug06 051114 173.40 173.60 173.07 173.07 +1.07 339 2,635 +122
Sep06 051114 175.00 175.10 174.52 174.52 +1.02 43 1,621 -75
Oct06 051114 176.85 177.00 176.00 176.37 +1.02 7 464 +3
Nov06 051114 179.25 179.25 178.62 178.62 +1.02 2 591 +1
Total Volume and Open Interest 51,866 182,612 +4,793
Unleaded Gas(NYM)
Dec05 051114 150.25 150.95 148.25 149.61 +1.11 25,915 41,418 -2,275
Jan06 051114 156.50 157.00 154.50 155.72 +0.31 18,105 49,608 +5,187
Feb06 051114 159.00 160.00 158.90 159.27 +0.26 3,739 12,853 +789
Mar06 051114 161.80 161.80 160.30 160.97 +0.37 2,348 10,171 -41
Apr06 051114 171.50 171.50 171.07 171.07 +0.27 1,178 7,514 -113
May06 051114 172.10 172.10 172.10 172.10 +0.30 386 5,414 +150
Jun06 051114 172.82 172.82 172.82 172.82 +0.27 1,035 6,333 +305
Jul06 051114 172.87 172.87 172.87 172.87 +0.27 304 2,496 +21
Aug06 051114 172.22 172.22 172.22 172.22 +0.27 28 2,082 +3
Sep06 051114 170.52 170.52 170.52 170.52 +0.27 436 1,468 -40
Oct06 051114 161.82 161.82 161.82 161.82 +0.27 210 296 +94
Nov06 051114 159.22 159.22 159.22 159.22 +0.27 0 10 +0
Total Volume and Open Interest 53,686 139,725 +4,042
Natural Gas(NYM)
Dec05 051114 11.870 11.900 11.350 11.607 -0.105 30,136 49,348 -1,830
Jan06 051114 12.360 12.410 11.950 12.280 +0.044 15,882 89,967 +4,281
Feb06 051114 12.400 12.420 12.070 12.330 +0.069 3,457 30,693 +33
Mar06 051114 12.200 12.200 11.800 12.127 +0.096 3,258 55,550 +13
Apr06 051114 10.040 10.187 9.900 10.187 +0.196 2,921 31,160 +61
May06 051114 9.880 10.027 9.750 10.027 +0.196 2,772 25,570 +209
Jun06 051114 9.920 10.057 9.840 10.057 +0.196 399 10,973 -18
Jul06 051114 9.940 10.104 9.850 10.104 +0.196 326 15,123 -87
Aug06 051114 9.920 10.144 9.850 10.144 +0.196 328 16,890 -4
Sep06 051114 10.030 10.139 9.910 10.139 +0.201 211 14,040 -77
Oct06 051114 10.080 10.187 9.960 10.187 +0.201 70 24,487 +12
Nov06 051114 10.500 10.652 10.480 10.652 +0.201 448 10,889 +127
Dec06 051114 10.860 11.117 10.860 11.117 +0.201 147 12,244 +58
Jan07 051114 11.320 11.497 11.280 11.497 +0.201 193 13,522 +125
Feb07 051114 11.280 11.432 11.200 11.432 +0.201 75 5,538 +14
Mar07 051114 11.020 11.127 11.020 11.127 +0.201 1,396 10,407 +532
Total Volume and Open Interest 67,042 552,769 +4,691
Brent Crude Oil(ICE)
Dec05 051114 55.25 55.72 54.50 54.73 -0.26 39,987 28,286 -2,822
Jan06 051114 56.20 56.69 55.61 55.90 -0.08 64,229 109,414 +3,946
Feb06 051114 57.19 57.48 56.44 56.70 -0.14 31,251 75,486 +14,626
Mar06 051114 57.70 58.00 57.06 57.26 -0.16 9,759 20,557 +1,998
Apr06 051114 58.20 58.33 57.44 57.66 -0.13 5,076 12,757 +2,851
May06 051114 58.18 58.47 57.64 57.86 -0.13 2,724 8,312 +1,651
Jun06 051114 58.35 58.64 57.75 57.98 -0.11 1,810 32,694 -14
Jul06 051114 58.55 58.74 58.06 58.11 -0.07 0 4,208 +0
Aug06 051114 58.63 58.66 58.13 58.16 -0.07 13 1,493 +13
Sep06 051114 58.67 58.67 58.21 58.21 -0.06 13 6,709 -13
Oct06 051114 58.26 58.26 58.26 58.26 -0.04 0 6,277 +0
Nov06 051114 58.72 58.72 58.14 58.26 -0.05 58 1,063 +0
Dec06 051114 58.60 58.82 58.00 58.23 -0.05 4,103 34,335 +397
Jan07 051114 58.56 58.60 57.97 58.13 -0.05 1,824 6,259 +979
Total Volume and Open Interest 161,887 388,831 +23,452
Gas Oil(ICE)
Dec05 051114 523.00 534.25 521.25 528.00 +7.75 28,360 52,170 -3,885
Jan06 051114 537.75 546.75 537.00 541.00 +6.25 22,686 50,811 +4,954
Feb06 051114 544.50 551.75 543.25 546.75 +6.00 5,606 23,291 +838
Mar06 051114 546.00 552.75 546.00 548.50 +5.75 1,995 14,928 -65
Apr06 051114 545.50 549.50 545.50 547.75 +5.75 700 8,229 +110
May06 051114 546.50 547.25 546.50 547.25 +5.75 200 1,661 +200
Jun06 051114 546.50 547.00 546.00 547.00 +6.00 580 19,944 +97
Jul06 051114 548.75 548.75 548.75 548.75 +6.00 105 973 +105
Aug06 051114 550.25 550.25 550.25 550.25 +5.75 0 164 +0
Sep06 051114 549.75 551.75 549.75 551.75 +5.75 330 1,728 -125
Total Volume and Open Interest 61,642 201,294 +2,259
US Dollar Index(NYBOT)
Dec05 051114 91.71 92.25 91.47 92.04 +0.15 382 37,784 -127
Mar06 051114 91.68 91.92 91.60 91.75 +0.15 0 2,235 +0
Jun06 051114 91.60 91.60 91.46 91.46 +0.15 0 10 +0
Total Volume and Open Interest 382 40,031 -127
Australian Dollar(CME)
Dec05 051114 72.74 72.77 72.54 72.69 -0.20 25,505 0 -68,972
Mar06 051114 72.48 72.50 72.44 72.50 -0.20 26 0 -63
Jun06 051114 72.33 72.33 72.33 72.33 -0.20      
Total Volume and Open Interest 19,406 69,062 +0
British Pound(CME)
Dec05 051114 173.98 173.98 173.40 173.67 -0.39 54,375 0 -80,893
Mar06 051114 173.58 173.58 173.58 173.58 -0.39 16 0 -285
Jun06 051114 173.68 173.68 173.68 173.68 -0.39      
Total Volume and Open Interest 47,490 81,197 +0
Canadian Dollar(CME)
Dec05 051114 83.77 84.07 83.60 83.91 -0.24 28,356 0 -100,187
Mar06 051114 83.97 84.19 83.80 84.12 -0.24 161 0 -2,451
Jun06 051114 84.40 84.40 84.10 84.35 -0.24 4 0 -638
Sep06 051114 84.45 84.58 84.45 84.58 -0.24      
Total Volume and Open Interest 32,290 103,527 +0
Japanese Yen(CME)
Dec05 051114 84.54 84.66 84.40 84.55 -0.41 57,524 0 -182,980
Mar06 051114 85.32 85.58 85.32 85.43 -0.41 25 0 -18,846
Jun06 051114 86.30 86.48 86.30 86.48 -0.36      
Total Volume and Open Interest 53,379 201,910 +0
Swiss Franc(CME)
Dec05 051114 76.28 76.30 75.94 76.15 -0.14 46,912 0 -87,521
Mar06 051114 76.85 76.85 76.58 76.77 -0.14 110 0 -316
Jun06 051114 77.42 77.42 77.42 77.42 -0.14      
Total Volume and Open Interest 39,289 87,865 +0
EuroFX(CME)
Dec05 051114 117.29 117.33 116.81 117.11 +0.01 155,730 0 -160,286
Mar06 051114 117.84 117.84 117.41 117.67 +0.01 898 0 -3,143
Jun06 051114 118.34 118.34 118.34 118.34 +0.01 251 0 -795
Total Volume and Open Interest 141,335 164,427 +0
Mexican Peso(CME)
Dec05 051114 9307.0 9335.0 9300.0 9330.0 +15.0 9,147 0 -87,601
Mar06 051114 9215.0 9235.0 9210.0 9235.0 +15.0 5 0 -576
Total Volume and Open Interest 6,304 93,404 +0
30-Year T-Bonds(CBOT)
Dec05 051114 111~31 112~05 111~01 111~10 -0~20 348,856 590,322 +0
Mar06 051114 111~20 111~27 110~25 111~00 -0~21 7,882 31,677 +0
Jun06 051114 111~06 111~06 110~26 110~26 -0~21 90 875 +0
Total Volume and Open Interest 364,089 622,875 +0
10-Year T-Notes(CBOT)
Dec05 051114 108~110 108~155 107~275 108~005 -0~105 866,376 1,738,156 +0
Mar06 051114 108~040 108~085 107~225 107~260 -0~105 32,294 106,913 +0
Total Volume and Open Interest 943,725 1,845,651 +0
5-Year T-Notes(CBOT)
Dec05 051114 105~235 105~250 105~170 105~195 -0~065      
Mar06 051114 105~165 105~165 105~125 105~125 -0~065      
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 051114 102~064 102~064 102~056 102~057 -0~011 613 362,352 +0
Mar06 051114 102~049 102~049 102~040 102~042 -0~011 50 415 +0
Total Volume and Open Interest 65,288 362,767 +0
Eurodollars(CME)
Dec05 051114 95.495 95.495 95.488 95.490 -0.010 118,000 0 -1,220,112
Mar06 051114 95.175 95.180 95.160 95.160 -0.035 258,000 0 -1,205,669
Jun06 051114 95.070 95.080 95.035 95.040 -0.050 269,000 0 -1,301,294
Sep06 051114 95.065 95.110 95.025 95.030 -0.060 254,316 942,174 +154
Dec06 051114 95.095 95.100 95.055 95.055 -0.060 207,000 0 -978,254
Mar07 051114 95.115 95.130 95.085 95.085 -0.060 107,000 0 -812,513
Jun07 051114 95.115 95.130 95.085 95.085 -0.060 78,000 0 -568,823
Sep07 051114 95.105 95.115 95.075 95.075 -0.060 54,000 0 -358,025
Dec07 051114 95.085 95.095 95.045 95.050 -0.060 21,000 0 -292,614
Mar08 051114 95.080 95.085 95.035 95.040 -0.060 18,000 0 -250,231
Jun08 051114 95.060 95.060 95.010 95.015 -0.060 13,000 0 -244,381
Sep08 051114 95.025 95.040 94.980 94.990 -0.065 10,000 0 -221,691
Dec08 051114 94.995 95.005 94.940 94.955 -0.065 8,457 0 -154,027
Mar09 051114 94.975 94.990 94.925 94.940 -0.065 3,743 0 -132,199
Jun09 051114 94.960 94.960 94.905 94.910 -0.065 3,000 0 -108,948
Sep09 051114 94.930 94.930 94.870 94.880 -0.065 3,211 0 -102,437
Dec09 051114 94.900 94.900 94.835 94.840 -0.070 3,150 0 -78,094
Mar10 051114 94.880 94.885 94.820 94.825 -0.070 2,054 0 -48,856
Total Volume and Open Interest 1,644,687 9,246,983 +0
3-Mth Euro-Yen(CME)
Dec05 051114 99.91 99.91 99.91 99.91 unch 2 0 -6,476
Mar06 051114 99.84 99.84 99.84 99.84 +0.01      
Jun06 051114 99.74 99.75 99.74 99.75 +0.03 3 0 -7,717
Sep06 051114 99.64 99.64 99.64 99.64 +0.04 54 0 -3,499
Dec06 051114 99.53 99.53 99.53 99.53 +0.05 4 0 -6,254
Mar07 051114 99.42 99.42 99.41 99.41 +0.05      
Jun07 051114 99.30 99.30 99.30 99.30 +0.05      
Sep07 051114 99.18 99.20 99.18 99.20 +0.07 1 0 -511
Dec07 051114 99.06 99.08 99.06 99.08 +0.04 1 0 -38
Mar08 051114 98.95 98.95 98.95 98.95 +0.02 1 0 -53
Total Volume and Open Interest 68    
3-Mth Euro-Yen(SIMEX)
Dec05 051114 99.91 99.91 99.91 99.91 unch 387 83,701 +30
Mar06 051114 99.84 99.84 99.84 99.84 unch 1,280 60,633 -85
Jun06 051114 99.73 99.75 99.73 99.74 +0.02 558 61,784 -245
Sep06 051114 99.61 99.64 99.61 99.64 +0.03 2,730 41,224 +1,212
Dec06 051114 99.49 99.54 99.49 99.53 +0.04 1,175 49,184 -979
Mar07 051114 99.38 99.42 99.38 99.42 +0.05 11 26,748 +10
Jun07 051114 99.27 99.32 99.27 99.31 +0.05 10 14,218 +10
Sep07 051114 99.21 99.21 99.20 99.20 +0.05 1 1,727 +1
Total Volume and Open Interest 6,152 367,228 -46
German Euro-Bund(EUREX)
Dec05 051114 119.44 119.70 119.03 119.11 -0.26 1,156,962 1,489,305 -35,727
Mar06 051114 119.63 119.87 118.97 119.26 -0.27 1,093 74,825 +9,142
Jun06 051114 118.56 118.56 118.56 118.56 -0.24 525 1 +0
Total Volume and Open Interest 343,421 1,576,359 +21,370
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051114 112.35 112.46 112.17 112.18 -0.14 8,541 52,379 +14,147
Jun06 051114 111.71 111.71 111.71 111.71 -0.14 200 1,093 +0
Total Volume and Open Interest 222,595 1,220,125 +4,086
Long Gilt(LIFFE)
Dec05 051114 111~19 111~24 111~11 111~18 +0~04 19,527 241,122 -541
Mar06 051114 111~25 111~29 111~25 111~29 +0~04 0 207 +0
Total Volume and Open Interest 19,527 241,329 +241,329
3-Mth Short Sterling(LIFFE)
Dec05 051114 95.37 95.37 95.37 95.37 unch 19,771 296,149 -3,743
Mar06 051114 95.35 95.35 95.35 95.35 unch 15,844 389,140 -2,814
Jun06 051114 95.32 95.32 95.32 95.32 +0.01 20,082 306,058 +3,267
Total Volume and Open Interest 88,594 1,850,752 +1,850,752
3-Mth Euribor(LIFFE)
Dec05 051114 97.560 97.565 97.530 97.540 -0.025 204,898 737,199 +4,556
Mar06 051114 97.340 97.355 97.305 97.320 -0.020 142,568 692,852 -7,614
Jun06 051114 97.180 97.210 97.150 97.175 -0.010 142,689 532,747 -6,169
Total Volume and Open Interest 800,014 3,599,076 -23,312
3-Mth Aus T-Bills(SFE)
Dec05 051114 94.37 94.38 94.36 94.38 +0.01 15,946 96,292 -2,023
Mar06 051114 94.35 94.37 94.35 94.37 +0.01 43,370 180,369 +8,077
Jun06 051114 94.32 94.35 94.31 94.35 +0.03 17,294 86,595 +2,884
Sep06 051114 94.29 94.33 94.29 94.33 +0.04 4,675 34,423 +7
Dec06 051114 94.25 94.31 94.25 94.31 +0.05 2,989 37,782 +466
Mar07 051114 94.23 94.27 94.23 94.27 +0.05 1,773 19,835 +653
Jun07 051114 94.19 94.23 94.19 94.23 +0.06 1,318 34,118 +997
Sep07 051114 94.17 94.20 94.17 94.20 +0.06 22 7,388 +22
Dec07 051114 94.17 94.18 94.17 94.18 +0.06 0 4,482 +0
Mar08 051114 94.17 94.17 94.17 94.17 +0.07 0 2,469 +0
Total Volume and Open Interest 87,387 505,817 +11,083
10-Year Aus T-Bonds(SFE)
Dec05 051114 94.54 94.60 94.54 94.59 +0.05 28,300 312,184 -477
Mar06 051114 94.59 94.59 94.59 94.59 +0.05      
Total Volume and Open Interest 28,300 312,184 -477
3-Year Aus T-Bonds(SFE)
Dec05 051114 94.64 94.70 94.64 94.70 +0.05 88,071 424,302 -11,619
Mar06 051114 94.70 94.70 94.70 94.70 +0.05      
Total Volume and Open Interest 88,071 424,302 -11,619
Gold(CMX)
Dec05 051114 469.8 470.6 467.5 469.1 -0.3 31,702 223,548 -495
Feb06 051114 473.0 474.5 471.3 473.0 -0.2 3,966 41,637 +1,744
Apr06 051114 476.2 478.0 475.5 477.0 -0.2 111 6,568 +66
Jun06 051114 480.9 482.3 479.2 481.0 -0.2 996 13,926 +398
Aug06 051114 485.1 485.1 485.1 485.1 -0.2 50 2,176 +0
Oct06 051114 489.2 489.2 489.2 489.2 -0.2 50 5,092 +50
Dec06 051114 493.2 494.0 492.0 493.3 -0.2 239 7,906 +192
Feb07 051114 497.3 497.3 497.3 497.3 -0.2 0 5,281 +0
Apr07 051114 501.3 501.3 501.3 501.3 -0.2 0 1,328 +0
Jun07 051114 505.3 505.3 505.3 505.3 -0.2 0 5,431 +0
Aug07 051114 509.2 509.2 509.2 509.2 -0.2      
Total Volume and Open Interest 37,143 323,640 +1,884
Silver(CMX)
Dec05 051114 778.0 786.0 776.0 778.2 +2.2 15,016 88,245 -1,958
Mar06 051114 790.0 793.0 785.5 786.7 +2.3 4,473 30,444 +1,935
May06 051114 798.0 798.0 791.0 791.0 +2.3 11 2,307 +11
Jul06 051114 797.0 797.0 795.0 795.0 +2.3 542 8,124 +249
Sep06 051114 798.8 798.8 798.8 798.8 +2.5 293 3,141 +150
Dec06 051114 803.0 810.0 802.7 802.7 +2.6 800 10,071 +67
Mar07 051114 806.2 806.2 806.2 806.2 +2.6 0 51 +0
Total Volume and Open Interest 21,152 146,450 +414
Platinum(NYM)
Jan06 051114 977.0 978.9 970.0 976.0 +4.1 1,201 12,314 +430
Apr06 051114 980.0 980.0 976.0 976.0 +4.1 10 233 +2
Total Volume and Open Interest 1,211 12,547 +432
Palladium(NYME)
Dec05 051114 255.00 255.00 251.00 254.55 +4.50 1,779 12,296 +251
Mar06 051114 259.80 259.80 255.00 256.95 +4.55 518 2,502 +398
Jun06 051114 265.00 265.00 259.20 259.20 +4.80 0 10 +0
Total Volume and Open Interest 2,297 14,822 +649
Copper(CMX)
Dec05 051114 189.80 192.10 189.70 191.35 +0.80 16,124 55,799 -2,314
Mar06 051114 183.80 186.00 183.80 185.45 +0.85 9,114 37,010 +3,235
May06 051114 179.00 179.80 179.00 179.50 +0.85 58 4,851 -13
Jul06 051114 173.80 174.00 173.50 173.60 +0.85 29 2,886 -27
Sep06 051114 167.80 168.00 167.70 167.70 +0.85 1 1,897 +0
Total Volume and Open Interest 26,867 114,334 +1,175
Aluminum(CMX)
Nov05 051114 95.10 95.10 95.10 95.10 +0.10 2 12 +2
Dec05 051114 95.35 95.35 95.35 95.35 +0.35 0 1,674 +0
Jan06 051114 95.75 95.75 95.75 95.75 +0.35 0 113 +0
Feb06 051114 95.55 95.55 95.55 95.55 +0.35 0 70 +0
Mar06 051114 95.35 95.35 95.35 95.35 +0.35 0 70 +0
Apr06 051114 95.00 95.00 95.00 95.00 +0.35 0 50 +0
Total Volume and Open Interest 2 2,134 +2
DJIA Index(CBOT)
Dec05 051114 10700 10730 10695 10726 +16 2,764 37,184 -561
Mar06 051114 10759 10776 10745 10776 +17 13 95 -3
Jun06 051114 10813 10813 10813 10813 +16 3 3 +3
Total Volume and Open Interest 2,780 37,287 -561
S & P 500(CME)
Dec05 051114 1237.70 1240.10 1234.10 1237.20 -0.80 16,709 638,180 -923
Mar06 051114 1244.50 1246.00 1244.50 1245.00 -0.70 301 12,070 -1
Jun06 051114 1254.30 1254.30 1254.30 1254.30 -0.60 4 3,403 -48
Sep06 051114 1263.30 1263.30 1263.30 1263.30 -0.60 0 543 +0
Total Volume and Open Interest 17,014 654,236 -972
S & P 500 E-Mini(Globex)
Dec05 051114 1238.00 1240.25 1234.00 1237.25 -0.75 362,334 1,135,334 -10,143
Mar06 051114 1245.00 1247.50 1242.25 1245.00 -0.75 1,976 8,316 +1,120
Total Volume and Open Interest 364,310 1,143,650 -9,023
NASDAQ 100(CME)
Dec05 051114 1659.50 1663.00 1653.00 1659.00 unch 6,955 58,826 -2,023
Mar06 051114 1675.00 1675.00 1675.00 1675.00 unch 0 38 +0
Jun06 051114 1690.00 1690.00 1690.00 1690.00 unch 0 17 +0
Total Volume and Open Interest 6,955 58,881 -2,023
NASDAQ 100 E-Mini(Globex)
Dec05 051114 1659.00 1663.50 1653.00 1659.00 unch 215,128 349,137 -6,537
Mar06 051114 1675.00 1677.50 1670.00 1675.00 unch 18 434 +4
Total Volume and Open Interest 215,146 349,571 -6,533
S & P Midcap 400(CME)
Dec05 051114 722.75 723.25 719.50 723.20 +0.90 89 12,926 -11
Mar06 051114 728.20 728.20 728.20 728.20 +0.90      
Jun06 051114 731.20 731.20 731.20 731.20 +0.90      
Total Volume and Open Interest 79 12,916 -10
Russell 2000(CME)
Dec05 051114 670.00 670.00 662.50 667.00 -2.00 693 37,048 +76
Mar06 051114 669.00 671.50 669.00 671.50 -2.00 0 36 -1
Jun06 051114 675.50 675.50 675.50 675.50 -2.00      
Total Volume and Open Interest 693 37,089 +75
Russell 2000 E-Mini(Globex)
Dec05 051114 669.50 670.30 662.60 667.00 -2.00 62,664 277,842 -1,613
Mar06 051114 673.60 673.60 668.00 671.50 -2.00 58 1,701 +36
Total Volume and Open Interest 62,722 279,543 -1,577
Value Line(KCBT)
Dec05 051114 1874.00 1877.00 1864.00 1874.00 -3.50 66 171 -17
Total Volume and Open Interest 66 178 -17
Nikkei 225(CME)
Dec05 051114 14215 14225 14100 14115 -65 35,801 239,167 +1,198
Mar06 051114 14185 14210 14100 14110 -40 11 158 +7
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051114 14215 14225 14100 14115 -65 35,801 239,167 +1,198
Mar06 051114 14185 14210 14100 14110 -40 11 158 +7
Jun06 051114 14045 14045 14045 14045 -40      
Total Volume and Open Interest 35,812 239,328 +1,205
CAC 40(MATIF)
Nov05 051114 4543.5 4566.0 4522.0 4546.5 +6.0 43,282 392,038 -68,049
Dec05 051114 4538.0 4563.0 4520.0 4544.0 +6.0 3,038 127,575 +1,286
Jan06 051114 4539.0 4562.5 4537.5 4552.0 +6.0      
Total Volume and Open Interest 46,320 524,296 -66,763
Hang Seng Index(HKFE)
Nov05 051114 14725 14732 14475 14537 -170 27,781 92,052 -1,903
Dec05 051114 14799 14799 14525 14580 -172 750 4,828 -16
Total Volume and Open Interest 28,545 97,655 -1,919
DAX Index(EUREX)
Dec05 051114 5094.5 5116.5 5085.0 5101.0 +1.5 83,818 205,901 +3,039
Mar06 051114 5124.0 5147.0 5118.0 5131.5 +0.5 491 12,474 -22
Jun06 051114 5163.0 5182.0 5152.5 5167.0 +1.5 515 2,354 +43
Total Volume and Open Interest 84,824 220,729 +3,060
FT-SE 100(LIFFE)
Dec05 051114 5471.00 5496.50 5458.50 5473.50 +2.50 50,355 455,058 +1,761
Mar06 051114 5482.50 5506.50 5481.00 5483.50 +3.00 459 31,326 +415
Jun06 051114 5508.00 5515.50 5494.50 5494.50 +3.00 0 14,005 +0
Total Volume and Open Interest 50,814 500,389 +2,176
SPI 200(SFE)
Dec05 051114 4598.0 4619.0 4589.0 4614.0 +31.0 11,089 198,423 +2,644
Mar06 051114 4598.0 4616.0 4598.0 4614.0 +32.0 20 5,324 -11
Jun06 051114 4638.0 4639.0 4638.0 4639.0 +32.0 0 3,135 +0
Total Volume and Open Interest 11,109 209,668 +2,633
GSCI(CME)
Nov05 051114 412.80 412.90 409.40 410.00 +1.00 3,229 1,395 -2,453
Dec05 051114 422.00 424.00 418.20 420.10 +0.35 3,314 17,318 +3,074
Jan06 051114 423.00 423.00 423.00 423.00 +0.30 0 2 +0
Total Volume and Open Interest 6,543 18,715 +621
Reuters CRB Index(NYBOT)
Jan06 051114 332.00 333.25 331.50 332.00 -0.50 53 561 +14
Feb06 051114 329.50 330.00 329.50 330.00 -0.50 0 8 +0
Apr06 051114 330.25 330.25 330.00 330.25 -0.50 1 412 +0
Total Volume and Open Interest 54 981 -73
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

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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!