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 Tue November 15, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051115 597.50 601.00 591.50 592.25 -2.75 35,408 154,127 -5,116
Mar06 051115 603.50 606.75 598.75 599.25 -1.75 5,064 44,229 -181
May06 051115 608.50 611.75 604.50 605.25 -0.25 1,851 23,203 -34
Jul06 051115 614.00 617.00 610.00 610.50 -1.25 1,902 26,909 -629
Aug06 051115 616.50 616.50 612.50 612.50 unch 13 2,009 +0
Sep06 051115 612.00 612.00 612.00 612.00 unch 5 1,265 +4
Nov06 051115 616.50 620.00 615.50 616.50 +0.50 848 15,236 -109
Total Volume and Open Interest 46,640 268,201 -7,153
Soybean Meal(CBOT)
Dec05 051115 180.20 182.20 179.60 180.20 unch 11,692 41,044 -2,024
Jan06 051115 181.70 183.20 180.60 181.30 -0.10 5,051 22,307 +0
Mar06 051115 184.20 185.70 182.70 183.70 unch 2,824 22,196 -356
May06 051115 186.50 186.90 184.50 185.00 -0.70 1,095 19,142 +29
Jul06 051115 188.30 189.20 186.70 187.60 unch 1,024 17,797 +146
Aug06 051115 190.00 190.00 187.60 188.20 +0.60 145 4,410 -5
Sep06 051115 190.50 190.50 188.00 188.50 +0.50 53 3,867 +5
Oct06 051115 188.00 189.00 187.00 188.00 +0.70 26 2,157 +4
Total Volume and Open Interest 22,647 137,617 -1,839
Soybean Oil(CBOT)
Dec05 051115 22.60 22.62 22.32 22.34 -0.17 7,355 41,290 -2,126
Jan06 051115 22.80 22.83 22.52 22.53 -0.18 7,529 60,994 +816
Mar06 051115 23.00 23.05 22.75 22.76 -0.15 3,573 20,528 +122
May06 051115 23.23 23.25 23.00 23.00 -0.13 701 16,881 -236
Jul06 051115 23.46 23.47 23.22 23.23 -0.14 932 20,282 +159
Aug06 051115 23.55 23.55 23.33 23.33 -0.10 92 1,977 +50
Sep06 051115 23.67 23.67 23.44 23.44 -0.06 130 2,236 +80
Oct06 051115 23.70 23.70 23.45 23.45 -0.11 52 1,037 +2
Total Volume and Open Interest 21,784 174,709 -1,127
Canola(WCE)
Nov05 051114 254.3 254.3 254.3 254.3 unch      
Jan06 051115 262.2 262.5 260.0 260.6 -1.1 3,251 45,524 -912
Mar06 051115 270.6 270.7 268.1 268.4 -1.3 208 7,395 +532
May06 051115 277.0 277.0 275.2 275.4 -2.7 223 1,889 +40
Jul06 051115 281.7 284.7 281.3 284.4 -1.6 145 2,133 +44
Total Volume and Open Interest 3,862 62,027 -227
Corn(CBOT)
Dec05 051115 197.75 198.50 195.50 195.75 -1.00 90,161 263,633 -24,440
Mar06 051115 211.25 212.00 209.75 210.00 -0.75 46,555 362,239 +10,775
May06 051115 219.00 219.75 217.75 218.00 -0.50 6,003 51,775 +598
Jul06 051115 226.25 226.75 225.00 225.25 -0.25 5,605 86,770 +619
Sep06 051115 234.75 235.00 233.50 233.50 -0.25 948 10,917 +68
Dec06 051115 246.00 246.00 244.25 244.25 -0.75 5,379 65,629 +674
Total Volume and Open Interest 155,236 851,628 -11,461
Wheat(CBOT)
Dec05 051115 313.50 316.00 306.00 307.00 -4.75 19,506 95,569 -8,961
Mar06 051115 329.50 331.50 323.00 323.25 -4.75 16,157 149,572 +6,220
May06 051115 339.50 339.50 331.00 332.00 -4.50 527 6,317 +39
Jul06 051115 346.50 348.00 340.00 340.50 -4.25 1,884 35,569 +84
Sep06 051115 355.50 355.50 348.50 348.50 -4.50 60 2,168 -35
Total Volume and Open Interest 39,008 303,618 -2,280
Wheat(KCBT)
Dec05 051115 365.00 366.00 360.25 360.75 -3.75 8,560 39,906 -2,543
Mar06 051115 370.00 370.75 365.50 365.75 -3.00 9,677 50,599 +1,378
May06 051115 366.00 366.00 361.00 361.25 -2.25 277 6,334 +156
Jul06 051115 359.50 360.25 355.00 355.50 -3.50 3,132 28,541 +1,153
Sep06 051115 362.00 362.00 359.00 359.00 -2.00 105 1,530 -27
Total Volume and Open Interest 21,803 128,352 +118
Wheat(MGE)
Dec05 051115 376.00 377.00 373.50 374.50 -0.50 1,228 9,983 -323
Mar06 051115 380.00 381.00 377.00 378.50 -1.00 1,180 16,053 +125
May06 051115 376.50 376.50 374.00 375.50 -1.00 89 2,218 -14
Jul06 051115 372.50 374.00 371.50 371.75 -0.75 584 7,121 +165
Sep06 051115 370.00 370.50 370.00 370.00 +2.00 108 1,361 -15
Total Volume and Open Interest 3,368 37,940 +11
Oats(CBOT)
Dec05 051115 166.75 168.00 164.25 165.25 -1.50 349 4,132 +30
Mar06 051115 173.00 173.75 171.25 172.25 -0.50 297 3,135 +95
May06 051115 176.00 176.00 176.00 176.00 -0.50 0 98 +0
Jul06 051115 177.50 177.50 177.50 177.50 unch 0 7 +0
Total Volume and Open Interest 646 7,387 +125
Rough Rice(CBOT)
Nov05 051115 7.38 7.38 7.31 7.33 -0.10 18 87 -4
Jan06 051115 7.56 7.59 7.50 7.51 -0.09 107 5,355 -28
Mar06 051115 7.80 7.80 7.75 7.77 -0.09 16 1,821 +0
May06 051115 7.99 7.99 7.99 7.99 -0.07 0 204 +0
Total Volume and Open Interest 141 7,504 -32
Live Cattle(CME)
Dec05 051115 90.800 91.775 90.600 91.700 +0.625 14,428 50,865 -2,512
Feb06 051115 93.550 94.500 93.325 94.475 +0.525 13,608 83,106 +4,619
Apr06 051115 90.950 91.650 90.750 91.575 +0.450 4,429 23,051 +1,040
Jun06 051115 85.200 85.875 85.200 85.825 +0.225 967 9,472 +248
Aug06 051115 85.000 85.450 84.875 85.425 +0.150 144 3,317 +58
Oct06 051115 86.200 86.500 86.100 86.475 +0.075 70 1,018 +54
Total Volume and Open Interest 33,678 171,196 +3,508
Feeder Cattle(CME)
Nov05 051115 115.900 116.400 115.875 116.375 +0.575 1,496 4,432 -532
Jan06 051115 113.850 114.400 113.650 114.375 +0.650 1,701 16,636 +337
Mar06 051115 112.000 112.800 111.900 112.700 +0.750 320 3,213 +137
Apr06 051115 110.050 110.800 110.050 110.750 +0.650 40 1,064 +8
May06 051115 109.900 110.500 109.900 110.500 +0.650 54 1,294 +12
Aug06 051115 110.100 110.825 110.100 110.825 +0.575 54 620 +29
Sep06 051115 109.000 109.750 109.000 109.750 +0.500 6 41 +4
Total Volume and Open Interest 3,674 27,307 -4
Lean Hogs(CME)
Dec05 051115 63.100 64.000 62.900 63.850 +0.500 5,536 31,827 -1,541
Feb06 051115 66.400 67.200 66.000 67.150 +0.350 5,507 54,837 +1,747
Apr06 051115 67.650 68.350 67.300 68.175 +0.075 933 15,187 +136
May06 051115 68.950 69.400 68.900 69.400 +0.200 90 2,703 +62
Jun06 051115 71.000 71.400 70.850 71.375 +0.200 332 6,038 +163
Jul06 051115 67.900 68.350 67.850 68.100 +0.100 301 2,723 +130
Aug06 051115 64.500 64.650 64.400 64.600 +0.050 20 928 +11
Oct06 051115 56.850 56.850 56.850 56.850 unch 6 546 -1
Total Volume and Open Interest 12,749 114,928 +704
Pork Bellies(CME)
Feb06 051115 86.000 88.900 85.800 88.750 +2.025 393 1,005 -72
Mar06 051115 86.500 87.650 86.500 87.650 +1.150 2 105 -1
May06 051115 88.900 89.900 88.900 89.200 +1.125 14 86 +10
Jul06 051115 90.725 91.250 90.725 91.250 +0.350 0 23 +0
Aug06 051115 93.000 93.000 93.000 93.000 -0.500 0 27 +0
Total Volume and Open Interest 409 1,246 -63
Class III Milk(CME)
Nov05 051115 13.35 13.37 13.35 13.37 -0.01 4 2,199 +0
Dec05 051115 13.05 13.05 12.96 12.97 -0.08 65 2,188 -24
Jan06 051115 12.87 12.89 12.86 12.88 -0.05 29 1,825 +5
Feb06 051115 12.61 12.62 12.61 12.62 unch 0 1,452 +0
Mar06 051115 12.56 12.57 12.55 12.56 -0.01 1 1,400 +1
Total Volume and Open Interest 114 19,439 -16
Cocoa(NYBOT)
Dec05 051115 1332 1363 1332 1337 +10 9,420 6,344 -7,327
Mar06 051115 1360 1377 1346 1351 unch 10,030 66,216 +3,156
May06 051115 1381 1396 1366 1371 -1 657 13,109 +290
Jul06 051115 1408 1416 1393 1393 unch 328 11,041 +41
Sep06 051115 1422 1436 1413 1413 -1 228 11,800 +128
Dec06 051115 1449 1460 1441 1441 -1 26 9,616 +1
Mar07 051115 1467 1467 1467 1467 -2 85 11,071 +85
Total Volume and Open Interest 20,774 130,382 -3,626
Coffee "C"(NYBOT)
Dec05 051115 100.00 100.85 95.50 96.50 -3.35 12,848 21,995 -4,065
Mar06 051115 104.30 104.60 99.40 100.20 -3.50 14,104 49,778 +1,911
May06 051115 106.25 106.50 101.50 102.00 -3.50 666 6,300 +146
Jul06 051115 107.75 107.75 102.80 103.60 -3.45 87 4,207 +45
Sep06 051115 110.00 110.00 105.20 105.20 -3.40 116 1,542 +58
Dec06 051115 111.75 111.85 107.45 107.45 -3.40 151 1,266 -63
Total Volume and Open Interest 27,981 86,319 -1,960
Orange Juice(NYBOT)
Jan06 051115 121.40 121.50 119.40 120.15 -1.35 1,016 25,891 +68
Mar06 051115 123.10 123.25 121.10 121.90 -1.35 70 7,380 +2
May06 051115 122.25 122.65 122.00 122.65 -1.20 0 1,495 +0
Jul06 051115 123.40 123.40 123.40 123.40 -1.05 11 488 +8
Sep06 051115 124.15 124.15 124.15 124.15 -0.90 10 387 +10
Total Volume and Open Interest 1,119 35,847 +100
Sugar #11(NYBOT)
Mar06 051115 11.80 12.05 11.79 12.04 +0.29 36,000 299,488 +3,226
May06 051115 11.69 11.95 11.68 11.94 +0.29 9,281 64,204 +1,024
Jul06 051115 11.33 11.55 11.33 11.55 +0.24 5,592 42,909 +1,772
Oct06 051115 11.24 11.46 11.23 11.45 +0.23 1,408 25,100 -105
Mar07 051115 11.24 11.44 11.24 11.42 +0.21 652 26,030 +357
Total Volume and Open Interest 53,196 475,489 +6,271
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051115 21.65 21.80 21.65 21.80 +0.20 505 2,647 +35
Mar06 051115 21.32 21.43 21.31 21.42 +0.10 65 3,051 +27
May06 051115 21.32 21.40 21.32 21.38 +0.04 17 2,875 +17
Jul06 051115 21.45 21.59 21.45 21.58 +0.06 13 3,424 +13
Total Volume and Open Interest 659 13,933 +94
London Cocoa(LCE)
Dec05 051115 796 814 791 794 +1 3,921 60,831 -1,241
Mar06 051115 819 836 814 816 -2 2,768 63,688 +338
May06 051115 830 847 827 828 -2 1,813 19,137 -9
Jul06 051115 845 856 843 843 -2 615 27,258 -699
Sep06 051115 856 869 856 856 -3 597 14,220 +374
Dec06 051115 875 878 869 869 -3 197 17,211 +163
Mar07 051115 898 898 881 881 -4 50 3,678 +0
Total Volume and Open Interest 10,081 206,415 -974
London Coffee(LCE)
Nov05 051115 1027.00 1040.00 1005.00 1019.00 -11.00 283 1,424 -111
Jan06 051115 1020.00 1052.00 988.00 1022.00 -10.00 6,688 68,799 -1,862
Mar06 051115 1034.00 1065.00 1000.00 1037.00 -9.00 1,874 37,662 -417
May06 051115 1045.00 1068.00 1045.00 1050.00 -9.00 440 10,527 +224
Jul06 051115 1065.00 1080.00 1060.00 1063.00 -9.00 292 5,390 +151
Sep06 051115 1079.00 1079.00 1078.00 1078.00 -10.00 238 2,123 +47
Total Volume and Open Interest 9,815 126,238 -1,968
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051115 291.50 300.00 290.70 299.10 +8.10 3,344 27,692 -128
May06 051115 300.50 307.50 300.50 307.00 +6.70 532 6,523 -90
Aug06 051115 310.40 316.00 310.30 315.50 +5.70 68 5,561 -40
Oct06 051115 314.00 318.80 313.40 318.80 +5.00 29 5,596 +0
Total Volume and Open Interest 6,292 50,952 -1,490
Cotton(NYBOT)
Dec05 051115 51.05 51.05 50.26 50.28 -0.61 8,987 28,106 -3,649
Mar06 051115 54.05 54.05 53.40 53.43 -0.44 8,420 64,378 +1,755
May06 051115 55.10 55.20 54.70 54.70 -0.35 839 7,315 +214
Jul06 051115 55.90 55.90 55.60 55.60 -0.30 103 3,552 -5
Oct06 051115 56.00 56.00 56.00 56.00 -0.30 0 63 +0
Dec06 051115 57.00 57.00 57.00 57.00 -0.35 26 1,596 +8
Total Volume and Open Interest 18,375 105,019 -1,677
Lumber(CME)
Nov05 051115 316.4 329.8 316.3 325.0 +8.4 163 134 -81
Jan06 051115 330.0 339.1 328.1 335.0 +5.9 739 3,630 +46
Mar06 051115 338.0 348.0 338.0 345.0 +7.0 107 673 +2
May06 051115 344.9 350.5 344.9 348.3 +5.9 23 227 +16
Total Volume and Open Interest 1,040 4,752 -14
Crude Oil(NYM)
Dec05 051115 57.60 58.40 56.90 56.98 -0.71 68,821 98,019 -16,242
Jan06 051115 58.30 59.00 57.50 57.61 -0.90 56,695 252,580 +9,179
Feb06 051115 58.70 59.35 58.00 58.08 -0.86 13,791 62,593 +1,133
Mar06 051115 58.90 59.50 58.25 58.39 -0.81 5,972 41,183 -19
Apr06 051115 59.20 59.65 58.60 58.64 -0.76 1,473 20,208 -251
May06 051115 59.40 59.40 58.81 58.81 -0.73 817 15,885 -1
Jun06 051115 59.60 59.90 58.80 58.91 -0.69 3,399 50,415 +0
Jul06 051115 59.85 59.85 58.99 58.99 -0.66 1,277 12,393 -486
Aug06 051115 59.05 59.05 59.05 59.05 -0.63 1,248 9,379 -127
Sep06 051115 59.10 59.10 59.10 59.10 -0.60 420 9,674 -34
Oct06 051115 59.13 59.13 59.13 59.13 -0.59 27 4,874 +0
Nov06 051115 59.35 59.45 59.10 59.10 -0.57 27 10,304 +27
Dec06 051115 59.40 59.95 59.07 59.07 -0.55 2,029 49,129 +667
Jan07 051115 58.97 58.97 58.97 58.97 -0.53 24 11,810 +24
Feb07 051115 58.89 58.89 58.89 58.89 -0.51 0 4,145 +0
Mar07 051115 58.82 58.82 58.82 58.82 -0.49 0 6,734 +0
Total Volume and Open Interest 157,809 849,698 -7,444
Heating Oil(NYM)
Dec05 051115 172.50 174.00 167.95 168.09 -4.95 17,444 34,253 -2,580
Jan06 051115 179.00 180.75 174.90 175.24 -4.78 10,763 65,542 +612
Feb06 051115 182.50 184.00 178.25 178.84 -4.33 4,514 25,178 +64
Mar06 051115 181.00 183.00 178.04 178.04 -3.93 2,458 16,943 +669
Apr06 051115 177.75 179.00 174.44 174.44 -3.78 512 8,900 +27
May06 051115 174.00 174.00 170.64 170.64 -3.73 517 5,619 +63
Jun06 051115 171.25 171.25 168.24 168.24 -3.63 471 7,484 -51
Jul06 051115 172.00 172.00 168.44 168.44 -3.63 128 4,187 +0
Aug06 051115 169.44 169.44 169.44 169.44 -3.63 51 2,619 -16
Sep06 051115 170.99 170.99 170.99 170.99 -3.53 4 1,618 -3
Oct06 051115 176.25 176.25 172.94 172.94 -3.43 5 465 +1
Nov06 051115 177.75 177.75 175.24 175.24 -3.38 3 592 +1
Total Volume and Open Interest 36,915 181,440 -1,172
Unleaded Gas(NYM)
Dec05 051115 149.00 153.00 145.00 145.64 -3.97 16,063 37,755 -3,663
Jan06 051115 155.00 158.10 151.40 151.87 -3.85 8,456 51,259 +1,651
Feb06 051115 158.90 161.25 155.25 155.97 -3.30 2,045 12,739 -114
Mar06 051115 161.20 161.30 157.82 157.82 -3.15 2,374 11,304 +1,133
Apr06 051115 168.75 169.60 167.97 167.97 -3.10 309 7,357 -157
May06 051115 170.75 170.75 169.07 169.07 -3.03 343 5,301 -113
Jun06 051115 169.87 169.87 169.87 169.87 -2.95 101 6,250 -83
Jul06 051115 169.92 169.92 169.92 169.92 -2.95 25 2,496 +0
Aug06 051115 169.27 169.27 169.27 169.27 -2.95 0 2,082 +0
Sep06 051115 167.57 167.57 167.57 167.57 -2.95 15 1,468 +0
Oct06 051115 158.97 158.97 158.97 158.97 -2.85 0 296 +0
Nov06 051115 159.25 159.25 156.37 156.37 -2.85 0 10 +0
Total Volume and Open Interest 29,731 138,391 -1,334
Natural Gas(NYM)
Dec05 051115 11.580 11.860 11.500 11.563 -0.044 27,669 47,781 -1,567
Jan06 051115 12.260 12.580 12.230 12.329 +0.049 14,453 90,810 +843
Feb06 051115 12.350 12.630 12.290 12.399 +0.069 3,590 30,857 +164
Mar06 051115 12.130 12.450 12.130 12.219 +0.092 5,726 55,940 +390
Apr06 051115 10.220 10.350 10.170 10.279 +0.092 3,222 31,177 +17
May06 051115 10.100 10.150 10.010 10.119 +0.092 2,263 25,113 -457
Jun06 051115 10.100 10.170 10.100 10.149 +0.092 1,001 10,836 -137
Jul06 051115 10.130 10.194 10.110 10.194 +0.090 441 15,177 +54
Aug06 051115 10.190 10.250 10.170 10.232 +0.088 2,572 18,064 +1,174
Sep06 051115 10.170 10.232 10.170 10.232 +0.093 1,860 14,962 +922
Oct06 051115 10.180 10.279 10.180 10.279 +0.092 1,129 24,308 -179
Nov06 051115 10.700 10.770 10.700 10.744 +0.092 912 10,671 -218
Dec06 051115 11.150 11.230 11.130 11.209 +0.092 784 12,503 +259
Jan07 051115 11.470 11.579 11.470 11.579 +0.082 480 13,450 -72
Feb07 051115 11.432 11.520 11.432 11.519 +0.087 25 5,524 -14
Mar07 051115 11.127 11.230 11.127 11.209 +0.082 447 10,286 -121
Total Volume and Open Interest 68,070 554,406 +1,637
Brent Crude Oil(ICE)
Dec05 051115 54.75 54.75 53.90 54.05 -0.68 34,905 19,770 -8,516
Jan06 051115 55.89 56.48 55.07 55.18 -0.72 63,435 100,574 -8,840
Feb06 051115 56.63 57.25 55.94 56.00 -0.70 19,821 75,107 -379
Mar06 051115 57.06 57.81 56.53 56.57 -0.69 6,072 19,987 -570
Apr06 051115 57.46 57.96 57.01 57.01 -0.65 2,460 11,806 -951
May06 051115 57.65 58.16 57.25 57.25 -0.61 936 7,924 -388
Jun06 051115 57.66 58.53 57.41 57.41 -0.57 2,249 33,060 +366
Jul06 051115 57.65 58.31 57.55 57.55 -0.56 500 4,539 +331
Aug06 051115 57.63 57.63 57.63 57.63 -0.53 350 1,643 +150
Sep06 051115 57.71 57.71 57.71 57.71 -0.50 100 6,759 +50
Oct06 051115 57.77 57.77 57.77 57.77 -0.49 0 6,277 +0
Nov06 051115 57.80 57.80 57.80 57.80 -0.46 222 1,156 +93
Dec06 051115 58.10 58.69 57.81 57.81 -0.42 1,645 34,043 -292
Jan07 051115 57.77 58.35 57.71 57.71 -0.42 387 3,439 -2,820
Total Volume and Open Interest 133,432 366,675 -22,156
Gas Oil(ICE)
Dec05 051115 524.00 526.75 511.00 521.50 -6.50 22,915 46,640 -5,530
Jan06 051115 537.50 539.25 526.50 536.50 -4.50 16,483 55,652 +4,841
Feb06 051115 543.25 546.00 535.50 544.00 -2.75 4,239 23,012 -279
Mar06 051115 544.00 548.50 540.50 546.75 -1.75 1,528 15,005 +77
Apr06 051115 541.75 548.00 541.75 546.25 -1.50 673 8,187 -42
May06 051115 544.75 547.00 544.75 545.75 -1.50 100 1,761 +100
Jun06 051115 541.50 547.00 540.25 545.50 -1.50 150 19,724 -220
Jul06 051115 548.25 548.25 546.50 547.25 -1.50 0 973 +0
Aug06 051115 549.25 549.25 549.25 549.25 -1.00 0 164 +0
Sep06 051115 549.25 551.00 549.25 551.00 -0.75 25 1,653 -75
Total Volume and Open Interest 46,888 200,590 -704
US Dollar Index(NYBOT)
Dec05 051115 92.03 92.40 91.86 91.98 -0.06 4,328 41,030 +3,246
Mar06 051115 92.02 92.05 91.69 91.69 -0.06 33 2,235 +0
Jun06 051115 91.40 91.40 91.40 91.40 -0.06 1 11 +1
Total Volume and Open Interest 4,362 43,278 +3,247
Australian Dollar(CME)
Dec05 051115 72.68 73.24 72.68 73.24 +0.55 3,514 74,108 +74,108
Mar06 051115 72.52 73.05 72.52 73.05 +0.55 3 81 +81
Jun06 051115 72.88 72.88 72.88 72.88 +0.55 0 17 +17
Total Volume and Open Interest 3,517 74,216 +5,154
British Pound(CME)
Dec05 051115 173.28 173.75 173.10 173.26 -0.41 1,468 82,377 +82,377
Mar06 051115 173.85 173.85 173.17 173.17 -0.41 2 375 +375
Jun06 051115 173.25 173.27 173.25 173.27 -0.41 0 4 +4
Total Volume and Open Interest 1,470 82,771 +1,574
Canadian Dollar(CME)
Dec05 051115 83.64 83.97 83.57 83.90 -0.01 5,824 99,942 +99,942
Mar06 051115 83.84 84.17 83.80 84.11 -0.01 74 2,520 +2,520
Jun06 051115 84.34 84.34 84.34 84.34 -0.01 16 663 +663
Sep06 051115 84.50 84.57 84.50 84.57 -0.01 1 98 +98
Total Volume and Open Interest 5,916 103,375 -152
Japanese Yen(CME)
Dec05 051115 84.19 84.58 84.13 84.40 -0.15 2,951 184,666 +184,666
Mar06 051115 85.25 85.42 85.25 85.28 -0.15 7 19,027 +19,027
Jun06 051115 86.33 86.33 86.33 86.33 -0.15 2 64 +64
Total Volume and Open Interest 2,960 203,783 +1,873
Swiss Franc(CME)
Dec05 051115 75.91 76.16 75.75 76.12 -0.03 3,135 95,924 +95,924
Mar06 051115 76.74 76.74 76.74 76.74 -0.03 4 371 +371
Jun06 051115 77.39 77.39 77.39 77.39 -0.03 0 18 +18
Total Volume and Open Interest 3,139 96,323 +8,458
EuroFX(CME)
Dec05 051115 116.86 117.44 116.74 117.32 +0.21 5,804 164,684 +164,684
Mar06 051115 117.66 117.88 117.55 117.88 +0.21 297 3,631 +3,631
Jun06 051115 118.55 118.55 118.55 118.55 +0.21 250 1,242 +1,242
Total Volume and Open Interest 6,351 169,761 +5,334
Mexican Peso(CME)
Dec05 051115 9342.0 9380.0 9337.0 9367.0 +37.0 5,138 100,271 +100,271
Mar06 051115 9260.0 9272.0 9250.0 9272.0 +37.0 24 601 +601
Total Volume and Open Interest 5,162 106,036 +12,632
30-Year T-Bonds(CBOT)
Dec05 051115 111~08 112~03 111~04 111~30 +0~20 353,970 603,955 +13,633
Mar06 051115 110~31 111~25 110~27 111~21 +0~21 5,604 37,022 +5,345
Jun06 051115 111~15 111~15 111~15 111~15 +0~21 40 828 -47
Total Volume and Open Interest 359,614 641,806 +18,931
10-Year T-Notes(CBOT)
Dec05 051115 107~310 108~145 107~285 108~110 +0~105 703,271 1,742,036 +3,880
Mar06 051115 107~260 108~075 107~240 108~045 +0~105 23,874 133,035 +26,122
Total Volume and Open Interest 727,145 1,875,696 +30,045
5-Year T-Notes(CBOT)
Dec05 051115 105~205 105~265 105~175 105~250 +0~055 300,007 0 +0
Mar06 051115 105~130 105~180 105~130 105~180 +0~055 8,992 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 051115 102~058 102~064 102~054 102~062 +0~005 860 369,037 +6,685
Mar06 051115 102~048 102~048 102~048 102~048 +0~006 12 725 +310
Total Volume and Open Interest 872 369,762 +6,995
Eurodollars(CME)
Dec05 051115 95.490 95.493 95.482 95.488 -0.002 27,046 1,192,869 +1,192,869
Mar06 051115 95.165 95.185 95.150 95.175 +0.015 14,437 1,191,929 +1,191,929
Jun06 051115 95.045 95.080 95.025 95.065 +0.025 24,926 1,289,265 +1,289,265
Sep06 051115 95.030 95.075 95.010 95.060 +0.030 237,047 942,194 +20
Dec06 051115 95.065 95.095 95.040 95.090 +0.035 11,789 982,751 +982,751
Mar07 051115 95.095 95.130 95.075 95.120 +0.035 13,576 821,872 +821,872
Jun07 051115 95.100 95.135 95.075 95.125 +0.040 6,215 578,508 +578,508
Sep07 051115 95.085 95.125 95.065 95.115 +0.040 9,543 364,307 +364,307
Dec07 051115 95.050 95.100 95.040 95.090 +0.040 6,357 295,844 +295,844
Mar08 051115 95.060 95.095 95.030 95.085 +0.045 8,074 252,945 +252,945
Jun08 051115 95.030 95.070 95.030 95.065 +0.050 8,949 249,535 +249,535
Sep08 051115 95.005 95.045 94.975 95.040 +0.050 4,861 225,241 +225,241
Dec08 051115 94.950 95.015 94.950 95.005 +0.050 8,154 151,845 +151,845
Mar09 051115 94.935 95.000 94.935 94.995 +0.055 4,220 131,657 +131,657
Jun09 051115 94.905 94.970 94.900 94.970 +0.060 4,104 105,923 +105,923
Sep09 051115 94.880 94.940 94.880 94.940 +0.060 2,960 102,271 +102,271
Dec09 051115 94.895 94.910 94.895 94.900 +0.060 2,789 77,680 +77,680
Mar10 051115 94.870 94.895 94.870 94.885 +0.060 1,618 48,169 +48,169
Total Volume and Open Interest 178,078 9,241,052 -5,931
3-Mth Euro-Yen(CME)
Dec05 051115 99.91 99.91 99.91 99.91 unch 189 6,545 +6,545
Mar06 051115 99.85 99.85 99.85 99.85 +0.01 13 7,466 +7,466
Jun06 051115 99.75 99.75 99.75 99.75 unch 41 6,601 +6,601
Sep06 051115 99.65 99.65 99.65 99.65 +0.01 800 3,869 +3,869
Dec06 051115 99.55 99.55 99.55 99.55 +0.02 510 6,227 +6,227
Mar07 051115 99.43 99.43 99.43 99.43 +0.02 23 1,746 +1,746
Jun07 051115 99.33 99.33 99.33 99.33 +0.03 51 1,561 +1,561
Sep07 051115 99.23 99.23 99.23 99.23 +0.03 11 532 +532
Dec07 051115 99.13 99.13 99.13 99.13 +0.05 3 39 +39
Mar08 051115 99.03 99.03 99.03 99.03 +0.08 1 52 +52
Total Volume and Open Interest 1,642 34,890 +34,890
3-Mth Euro-Yen(SIMEX)
Dec05 051115 99.91 99.91 99.90 99.91 unch 4,083 86,469 +2,768
Mar06 051115 99.85 99.85 99.84 99.85 +0.01 5,100 61,214 +581
Jun06 051115 99.74 99.76 99.74 99.75 +0.01 5,554 64,215 +2,431
Sep06 051115 99.64 99.65 99.64 99.64 unch 1,590 41,164 -60
Dec06 051115 99.53 99.55 99.53 99.54 +0.01 2,911 48,367 -817
Mar07 051115 99.42 99.45 99.42 99.44 +0.02 877 26,787 +39
Jun07 051115 99.34 99.35 99.32 99.34 +0.03 1,877 15,045 +827
Sep07 051115 99.20 99.24 99.20 99.23 +0.03 10 1,737 +10
Total Volume and Open Interest 22,057 373,009 +5,781
German Euro-Bund(EUREX)
Dec05 051115 119.10 119.60 119.06 119.59 +0.48 1,034,658 1,476,102 -13,203
Mar06 051115 119.21 119.76 119.21 119.76 +0.50 9,255 75,017 +192
Jun06 051115 119.03 119.04 119.03 119.04 +0.48 0 1 +0
Total Volume and Open Interest 1,043,913 1,551,120 -25,239
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051115 112.15 112.51 112.15 112.51 +0.33 4,405 54,553 +2,174
Jun06 051115 112.03 112.03 112.03 112.03 +0.32 0 1,093 +0
Total Volume and Open Interest 595,155 1,227,094 +6,969
Long Gilt(LIFFE)
Dec05 051115 111~14 112~11 111~12 112~08 +0~22 44,012 237,842 -3,280
Mar06 051115 111~23 112~19 111~23 112~19 +0~21 99 306 +99
Total Volume and Open Interest 44,111 238,148 -3,181
3-Mth Short Sterling(LIFFE)
Dec05 051115 95.37 95.37 95.37 95.37 unch 15,380 295,183 -966
Mar06 051115 95.37 95.37 95.37 95.37 +0.02 41,815 394,011 +4,871
Jun06 051115 95.34 95.34 95.34 95.34 +0.02 38,492 304,211 -1,847
Total Volume and Open Interest 171,236 1,859,830 +9,078
3-Mth Euribor(LIFFE)
Dec05 051115 97.535 97.555 97.525 97.550 +0.010 71,084 742,723 +5,524
Mar06 051115 97.320 97.345 97.295 97.330 +0.010 62,658 689,255 -3,597
Jun06 051115 97.155 97.210 97.140 97.190 +0.015 38,725 541,846 +9,099
Total Volume and Open Interest 266,355 3,624,020 +24,944
3-Mth Aus T-Bills(SFE)
Dec05 051115 94.37 94.38 94.37 94.38 unch 11,032 88,996 -7,296
Mar06 051115 94.35 94.36 94.34 94.35 -0.02 36,089 170,126 -10,243
Jun06 051115 94.31 94.34 94.30 94.32 -0.03 13,862 86,346 -249
Sep06 051115 94.30 94.32 94.28 94.29 -0.04 3,010 34,472 +49
Dec06 051115 94.26 94.28 94.25 94.26 -0.05 1,932 37,607 -175
Mar07 051115 94.24 94.24 94.22 94.22 -0.05 1,413 18,758 -1,077
Jun07 051115 94.18 94.19 94.16 94.17 -0.06 1,355 34,512 +394
Sep07 051115 94.13 94.14 94.13 94.14 -0.06 450 7,388 +0
Dec07 051115 94.11 94.11 94.11 94.11 -0.07 140 4,622 +140
Mar08 051115 94.09 94.09 94.09 94.09 -0.08 0 2,469 +0
Total Volume and Open Interest 69,283 487,360 -18,457
10-Year Aus T-Bonds(SFE)
Dec05 051115 94.52 94.54 94.50 94.51 -0.08 29,806 317,543 +5,359
Mar06 051115 94.51 94.51 94.51 94.51 -0.08      
Total Volume and Open Interest 29,806 317,543 +5,359
3-Year Aus T-Bonds(SFE)
Dec05 051115 94.64 94.66 94.63 94.64 -0.06 96,544 408,136 -16,166
Mar06 051115 94.64 94.64 94.64 94.64 -0.06      
Total Volume and Open Interest 96,544 408,136 -16,166
Gold(CMX)
Dec05 051115 469.0 470.8 467.7 469.0 -0.1 41,788 220,686 -2,862
Feb06 051115 473.3 474.8 471.6 472.8 -0.2 3,919 43,683 +2,046
Apr06 051115 478.0 478.3 476.5 476.8 -0.2 91 6,580 +12
Jun06 051115 481.7 481.7 479.8 480.8 -0.2 675 14,415 +489
Aug06 051115 485.5 485.5 484.9 484.9 -0.2 190 2,336 +160
Oct06 051115 489.0 489.0 489.0 489.0 -0.2 0 5,092 +0
Dec06 051115 493.0 494.0 493.0 493.1 -0.2 549 8,220 +314
Feb07 051115 497.1 497.1 497.1 497.1 -0.2 0 5,281 +0
Apr07 051115 501.1 501.1 501.1 501.1 -0.2 0 1,328 +0
Jun07 051115 505.1 505.1 505.1 505.1 -0.2 0 5,431 +0
Aug07 051115 509.0 509.0 509.0 509.0 -0.2      
Total Volume and Open Interest 47,268 323,833 +193
Silver(CMX)
Dec05 051115 780.0 784.0 770.0 778.7 +0.5 15,016 88,245 +0
Mar06 051115 790.0 793.0 780.0 787.2 +0.5 6,112 34,501 +4,057
May06 051115 791.5 791.5 791.5 791.5 +0.5 8 2,307 +0
Jul06 051115 795.5 795.5 795.5 795.5 +0.5 390 8,423 +299
Sep06 051115 799.4 799.4 799.4 799.4 +0.6 1 3,141 +0
Dec06 051115 809.0 809.0 797.0 803.4 +0.7 542 10,068 -3
Mar07 051115 807.3 807.3 807.3 807.3 +1.1 0 51 +0
Total Volume and Open Interest 21,152 146,450 +0
Platinum(NYM)
Jan06 051115 972.0 978.0 968.5 974.9 -1.1 820 12,367 +53
Apr06 051115 976.0 978.0 974.9 974.9 -1.1 1 234 +1
Total Volume and Open Interest 821 12,601 +54
Palladium(NYME)
Dec05 051115 250.00 252.75 247.00 251.70 -2.85 1,258 11,556 -740
Mar06 051115 253.00 255.00 248.00 254.45 -2.50 865 2,764 +262
Jun06 051115 256.45 256.45 256.45 256.45 -2.75 30 30 +20
Total Volume and Open Interest 2,174 14,368 -454
Copper(CMX)
Dec05 051115 190.90 194.05 190.80 193.20 +1.85 11,930 51,598 -4,201
Mar06 051115 185.10 187.70 185.10 187.05 +1.60 8,429 41,077 +4,067
May06 051115 180.50 180.90 180.50 180.85 +1.35 52 4,891 +40
Jul06 051115 174.50 175.05 174.50 175.05 +1.45 271 3,120 +234
Sep06 051115 168.55 169.30 168.55 169.30 +1.60 74 1,936 +39
Total Volume and Open Interest 21,544 114,508 +174
Aluminum(CMX)
Nov05 051115 92.90 92.90 92.90 92.90 -2.20 1 13 +1
Dec05 051115 93.20 93.20 93.20 93.20 -2.15 0 1,674 +0
Jan06 051115 93.60 93.60 93.60 93.60 -2.15 1 114 +1
Feb06 051115 93.50 93.50 93.50 93.50 -2.05 0 70 +0
Mar06 051115 93.40 93.40 93.40 93.40 -1.95 0 70 +0
Apr06 051115 93.15 93.15 93.15 93.15 -1.85 0 50 +0
Total Volume and Open Interest 2 2,136 +2
DJIA Index(CBOT)
Dec05 051115 10720 10763 10681 10719 -7 2,361 37,331 +147
Mar06 051115 10800 10800 10753 10769 -7 10 100 +5
Jun06 051115 10806 10806 10806 10806 -7 0 3 +0
Total Volume and Open Interest 2,371 37,439 +152
S & P 500(CME)
Dec05 051115 1235.80 1240.80 1228.60 1232.50 -4.70 24,584 638,765 +585
Mar06 051115 1243.50 1248.50 1238.00 1240.30 -4.70 764 12,313 +243
Jun06 051115 1249.70 1249.70 1249.70 1249.70 -4.60 184 3,405 +2
Sep06 051115 1259.10 1259.10 1259.10 1259.10 -4.20 0 543 +0
Total Volume and Open Interest 25,532 655,066 +830
S & P 500 E-Mini(Globex)
Dec05 051115 1237.00 1241.00 1228.50 1232.50 -4.75 553,318 1,128,441 -6,893
Mar06 051115 1244.50 1248.25 1236.75 1240.25 -4.75 8,817 16,976 +8,660
Total Volume and Open Interest 562,135 1,145,417 +1,767
NASDAQ 100(CME)
Dec05 051115 1658.50 1665.00 1644.00 1652.50 -6.50 6,057 59,320 +494
Mar06 051115 1668.50 1668.50 1668.50 1668.50 -6.50 0 38 +0
Jun06 051115 1683.50 1683.50 1683.50 1683.50 -6.50 0 17 +0
Total Volume and Open Interest 6,057 59,375 +494
NASDAQ 100 E-Mini(Globex)
Dec05 051115 1658.50 1665.00 1644.00 1652.50 -6.50 179,341 345,895 -3,242
Mar06 051115 1675.00 1680.50 1664.00 1668.50 -6.50 10 431 -3
Total Volume and Open Interest 179,351 346,326 -3,245
S & P Midcap 400(CME)
Dec05 051115 721.50 725.20 716.00 718.30 -4.90 79 12,916 -10
Mar06 051115 723.30 723.30 723.30 723.30 -4.90      
Jun06 051115 726.30 726.30 726.30 726.30 -4.90      
Total Volume and Open Interest 133 12,932 +16
Russell 2000(CME)
Dec05 051115 665.50 667.00 656.50 657.30 -9.70 662 37,113 +65
Mar06 051115 661.80 661.80 661.80 661.80 -9.70 3 38 +2
Jun06 051115 665.80 665.80 665.80 665.80 -9.70      
Total Volume and Open Interest 670 37,156 +67
Russell 2000 E-Mini(Globex)
Dec05 051115 666.80 667.20 656.10 657.30 -9.70 97,137 281,792 +3,950
Mar06 051115 672.10 672.10 661.60 661.80 -9.70 25 1,680 -21
Total Volume and Open Interest 97,162 283,472 +3,929
Value Line(KCBT)
Dec05 051115 1870.00 1875.00 1852.50 1852.50 -21.50 46 201 +30
Total Volume and Open Interest 46 208 +30
Nikkei 225(CME)
Dec05 051115 14140 14150 14035 14080 -35 33,524 236,819 -2,348
Mar06 051115 14080 14135 14035 14085 -25 69 167 +9
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051115 14140 14150 14035 14080 -35 33,524 236,819 -2,348
Mar06 051115 14080 14135 14035 14085 -25 69 167 +9
Jun06 051115 14020 14020 14020 14020 -25      
Total Volume and Open Interest 33,593 236,989 -2,339
CAC 40(MATIF)
Nov05 051115 4543.5 4557.0 4527.0 4543.5 -3.0 113,581 426,275 +34,237
Dec05 051115 4541.0 4558.0 4525.0 4541.5 -2.5 60,012 159,350 +31,775
Jan06 051115 4549.5 4549.5 4549.5 4549.5 -2.5 115 102 +102
Total Volume and Open Interest 173,708 590,540 +66,244
Hang Seng Index(HKFE)
Nov05 051115 14547 14635 14438 14578 +41 33,014 91,103 -949
Dec05 051115 14561 14671 14488 14604 +24 1,060 4,946 +118
Total Volume and Open Interest 34,083 96,825 -830
DAX Index(EUREX)
Dec05 051115 5092.5 5137.5 5086.5 5115.5 +14.5 102,710 204,588 -1,313
Mar06 051115 5121.0 5168.5 5119.0 5146.5 +15.0 494 12,545 +71
Jun06 051115 5170.0 5204.0 5154.5 5182.0 +15.0 666 2,684 +330
Total Volume and Open Interest 103,870 219,817 -912
FT-SE 100(LIFFE)
Dec05 051115 5462.00 5475.00 5425.00 5457.00 -16.50 54,602 452,840 -2,218
Mar06 051115 5476.50 5476.50 5451.00 5466.50 -17.00 287 31,562 +236
Jun06 051115 5478.00 5478.00 5478.00 5478.00 -16.50 13 14,002 -3
Total Volume and Open Interest 54,902 498,404 -1,985
SPI 200(SFE)
Dec05 051115 4619.0 4619.0 4600.0 4617.0 +3.0 12,920 201,842 +3,419
Mar06 051115 4608.0 4617.0 4608.0 4617.0 +3.0 17 5,322 -2
Jun06 051115 4632.0 4642.0 4632.0 4642.0 +3.0 107 3,172 +37
Total Volume and Open Interest 13,044 213,122 +3,454
GSCI(CME)
Dec05 051115 419.70 423.50 415.40 415.50 -4.60 383 17,462 +144
Jan06 051115 419.00 419.00 419.00 419.00 -4.00 0 2 +0
Feb06 051115 419.50 419.50 419.50 419.50        
Reuters CRB Index(NYBOT)
Jan06 051115 333.00 333.00 330.50 330.50 -1.50 29 568 +7
Feb06 051115 328.50 328.50 328.50 328.50 -1.50 1 8 +0
Apr06 051115 331.00 331.00 328.75 328.75 -1.50 2 413 +1
Total Volume and Open Interest 32 989 +8
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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Did You Know?

Did you know cocoa prices reached a more than 32-year high just a couple months ago --- and then fell 20%!

Monthly Cocoa chart - 1973-2011

Is there an opportunity?  If so, when?

Let MRCI help you with your cocoa commodity research with our brand new 2011 Softs Report!

Order NOW for the best value! MRCI's 2012 Softs Report does not come out until April 2012!