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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 Wed November 16, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051116 590.50 591.00 574.00 576.75 -15.50 30,589 154,979 +852
Mar06 051116 597.50 597.50 581.50 584.75 -14.50 5,140 43,991 -238
May06 051116 602.00 602.50 588.00 590.00 -15.25 1,928 23,027 -176
Jul06 051116 609.50 609.50 593.50 596.75 -13.75 1,957 27,410 +501
Aug06 051116 610.50 610.50 596.50 600.00 -12.50 83 2,009 +0
Sep06 051116 610.00 610.00 597.00 597.00 -15.00 0 1,265 +0
Nov06 051116 615.00 615.00 600.50 603.50 -13.00 605 15,170 -66
Total Volume and Open Interest 40,312 268,840 +639
Soybean Meal(CBOT)
Dec05 051116 179.70 179.70 172.20 173.40 -6.80 10,348 40,238 -806
Jan06 051116 180.30 180.30 173.50 174.40 -6.90 4,970 22,220 -87
Mar06 051116 183.00 183.00 176.10 177.70 -6.00 1,943 22,126 -70
May06 051116 183.50 183.70 178.00 179.40 -5.60 702 18,989 -153
Jul06 051116 185.80 186.00 180.50 182.10 -5.50 939 17,587 -210
Aug06 051116 186.50 186.50 181.60 183.00 -5.20 157 4,444 +34
Sep06 051116 187.50 187.50 182.30 183.50 -5.00 145 3,922 +55
Oct06 051116 186.00 186.00 182.00 183.80 -4.20 13 2,152 -5
Total Volume and Open Interest 19,430 136,479 -1,138
Soybean Oil(CBOT)
Dec05 051116 22.34 22.39 22.17 22.19 -0.15 10,866 37,839 -3,451
Jan06 051116 22.53 22.60 22.38 22.43 -0.10 9,815 61,910 +916
Mar06 051116 22.78 22.85 22.62 22.69 -0.07 5,561 23,608 +3,080
May06 051116 23.05 23.07 22.85 22.90 -0.10 773 17,003 +122
Jul06 051116 23.25 23.30 23.10 23.18 -0.05 1,155 20,334 +52
Aug06 051116 23.40 23.40 23.22 23.26 -0.07 159 2,002 +25
Sep06 051116 23.50 23.51 23.32 23.34 -0.10 160 2,248 +12
Oct06 051116 23.60 23.60 23.40 23.40 -0.05 83 1,115 +78
Total Volume and Open Interest 29,372 175,531 +822
Canola(WCE)
Nov05 051114 254.3 254.3 254.3 254.3 unch      
Jan06 051116 259.3 259.3 256.5 256.6 -4.0 3,238 46,014 +490
Mar06 051116 266.5 266.7 265.1 265.1 -3.3 570 7,732 +337
May06 051116 273.8 273.8 272.3 273.1 -2.3 206 2,016 +127
Jul06 051116 280.0 282.2 279.0 281.6 -2.8 13 2,135 +2
Total Volume and Open Interest 4,105 63,005 +978
Corn(CBOT)
Dec05 051116 196.00 196.00 192.25 192.75 -3.00 49,242 253,576 -10,057
Mar06 051116 209.75 210.00 206.00 206.75 -3.25 40,801 374,593 +12,354
May06 051116 217.75 218.00 214.50 215.50 -2.50 4,290 51,627 -148
Jul06 051116 225.00 225.25 221.75 222.25 -3.00 4,071 87,501 +731
Sep06 051116 233.50 233.50 230.25 230.75 -2.75 447 11,086 +169
Dec06 051116 244.25 244.75 240.75 241.25 -3.00 2,198 66,048 +419
Total Volume and Open Interest 101,574 855,300 +3,672
Wheat(CBOT)
Dec05 051116 307.00 308.50 304.50 306.75 -0.25 37,400 83,047 -12,522
Mar06 051116 322.50 324.00 320.00 322.50 -0.75 28,894 160,417 +10,845
May06 051116 331.50 332.50 329.50 331.50 -0.50 1,307 6,937 +620
Jul06 051116 340.50 340.50 337.25 339.50 -1.00 5,621 36,724 +1,155
Sep06 051116 348.00 348.50 346.50 348.00 -0.50 41 2,168 +0
Total Volume and Open Interest 73,873 303,926 +308
Wheat(KCBT)
Dec05 051116 360.25 360.50 357.00 357.75 -3.00 7,076 36,178 -3,728
Mar06 051116 365.25 365.25 362.00 363.75 -2.00 7,354 51,038 +439
May06 051116 361.00 361.00 358.50 358.50 -2.75 449 6,383 +49
Jul06 051116 355.00 355.00 352.50 353.50 -2.00 3,825 29,606 +1,065
Sep06 051116 358.00 358.25 357.00 357.00 -2.00 235 1,703 +173
Total Volume and Open Interest 19,335 126,660 -1,692
Wheat(MGE)
Dec05 051116 372.50 377.00 370.00 372.75 -1.75 1,809 9,670 -313
Mar06 051116 376.50 378.50 374.00 377.25 -1.25 888 16,147 +94
May06 051116 372.00 377.25 372.00 375.00 -0.50 27 2,204 -14
Jul06 051116 370.00 371.50 369.00 371.00 -0.75 486 7,359 +238
Sep06 051116 368.00 369.50 367.50 367.50 -2.50 279 1,514 +153
Total Volume and Open Interest 3,649 38,103 +163
Oats(CBOT)
Dec05 051116 166.00 166.25 164.00 164.75 -0.50 773 4,025 -107
Mar06 051116 172.50 173.50 172.00 172.75 +0.50 169 3,135 +0
May06 051116 178.00 178.00 175.00 175.25 -0.75 0 98 +0
Jul06 051116 178.25 178.25 178.25 178.25 +0.75 0 7 +0
Total Volume and Open Interest 942 7,280 -107
Rough Rice(CBOT)
Nov05 051116 7.32 7.32 7.25 7.25 -0.08 48 61 -26
Jan06 051116 7.52 7.54 7.41 7.45 -0.07 404 5,245 -110
Mar06 051116 7.78 7.79 7.68 7.70 -0.07 112 1,842 +21
May06 051116 8.02 8.02 7.92 7.92 -0.07 0 204 +0
Total Volume and Open Interest 570 7,392 -112
Live Cattle(CME)
Dec05 051116 91.775 91.850 91.050 91.700 unch 12,718 48,077 -2,788
Feb06 051116 94.475 94.700 93.850 94.625 +0.150 13,214 86,898 +3,792
Apr06 051116 91.600 91.800 91.175 91.750 +0.175 3,394 23,205 +154
Jun06 051116 85.775 86.000 85.425 85.975 +0.150 1,326 10,265 +793
Aug06 051116 85.275 85.700 85.050 85.650 +0.225 255 3,414 +97
Oct06 051116 86.400 86.575 86.200 86.575 +0.100 86 1,089 +71
Total Volume and Open Interest 31,026 173,332 +2,136
Feeder Cattle(CME)
Nov05 051116 116.350 116.500 116.200 116.475 +0.100 1,323 3,832 -600
Jan06 051116 114.375 114.600 113.625 114.525 +0.150 1,660 16,777 +141
Mar06 051116 112.650 112.800 112.000 112.800 +0.100 696 3,524 +311
Apr06 051116 110.750 111.000 110.500 111.000 +0.250 41 1,068 +4
May06 051116 110.500 110.625 110.250 110.625 +0.125 74 1,316 +22
Aug06 051116 110.750 110.950 110.600 110.950 +0.125 24 636 +16
Sep06 051116 109.600 109.800 109.500 109.800 +0.050 16 55 +14
Total Volume and Open Interest 3,843 27,220 -87
Lean Hogs(CME)
Dec05 051116 63.900 64.000 62.750 63.100 -0.750 7,576 30,663 -1,164
Feb06 051116 67.100 67.400 66.350 66.925 -0.225 9,288 56,880 +2,043
Apr06 051116 68.000 68.150 67.400 67.850 -0.325 1,680 15,692 +505
May06 051116 69.300 69.400 68.900 69.225 -0.175 148 2,738 +35
Jun06 051116 71.175 71.425 70.700 71.375 unch 683 6,312 +274
Jul06 051116 68.250 68.300 67.900 68.100 unch 176 2,768 +45
Aug06 051116 64.600 64.900 64.550 64.600 unch 26 925 -3
Oct06 051116 56.800 57.100 56.700 57.100 +0.250 4 542 -4
Total Volume and Open Interest 19,588 116,659 +1,731
Pork Bellies(CME)
Feb06 051116 90.000 90.000 87.750 88.750 unch 317 985 -20
Mar06 051116 90.400 90.400 87.350 87.350 -0.300 1 106 +1
May06 051116 89.075 89.075 89.075 89.075 -0.125 5 88 +2
Jul06 051116 91.100 91.100 91.100 91.100 -0.150 18 41 +18
Aug06 051116 92.950 92.950 92.950 92.950 -0.050 0 27 +0
Total Volume and Open Interest 341 1,247 +1
Class III Milk(CME)
Nov05 051116 13.35 13.36 13.33 13.35 -0.02 11 2,195 -4
Dec05 051116 12.95 12.97 12.85 12.90 -0.07 22 2,197 +9
Jan06 051116 12.84 12.84 12.75 12.76 -0.12 37 1,844 +19
Feb06 051116 12.61 12.61 12.52 12.54 -0.08 29 1,467 +15
Mar06 051116 12.55 12.55 12.51 12.51 -0.05 32 1,414 +14
Total Volume and Open Interest 360 19,625 +186
Cocoa(NYBOT)
Dec05 051116 1340 1358 1337 1352 +15 2,719 3,778 -2,566
Mar06 051116 1361 1367 1349 1354 +3 7,059 67,455 +1,239
May06 051116 1383 1386 1370 1374 +3 830 12,942 -167
Jul06 051116 1401 1407 1392 1395 +2 305 11,078 +37
Sep06 051116 1415 1415 1415 1415 +2 214 11,797 -3
Dec06 051116 1446 1448 1438 1443 +2 18 9,626 +10
Mar07 051116 1470 1470 1470 1470 +3 0 11,071 +0
Total Volume and Open Interest 11,445 129,232 -1,150
Coffee "C"(NYBOT)
Dec05 051116 99.25 99.50 96.10 96.55 +0.05 11,384 17,535 -4,460
Mar06 051116 102.50 102.80 100.20 100.50 +0.30 17,549 51,716 +1,938
May06 051116 104.25 104.75 102.25 102.40 +0.40 1,127 6,426 +126
Jul06 051116 106.00 106.35 104.05 104.05 +0.45 580 4,141 -66
Sep06 051116 107.75 107.75 105.70 105.70 +0.50 95 1,601 +59
Dec06 051116 110.25 110.50 107.75 108.10 +0.65 22 1,275 +9
Total Volume and Open Interest 30,757 83,925 -2,394
Orange Juice(NYBOT)
Jan06 051116 120.20 123.25 120.20 122.00 +1.85 1,555 25,869 -22
Mar06 051116 121.90 124.80 121.90 123.65 +1.75 166 7,418 +38
May06 051116 124.40 124.40 124.40 124.40 +1.75 18 1,498 +3
Jul06 051116 125.15 125.15 125.15 125.15 +1.75 0 488 +0
Sep06 051116 125.90 125.90 125.90 125.90 +1.75 0 387 +0
Total Volume and Open Interest 1,739 35,866 +19
Sugar #11(NYBOT)
Mar06 051116 12.00 12.19 11.94 12.12 +0.08 57,346 294,388 -5,100
May06 051116 11.94 12.05 11.85 11.97 +0.03 11,971 65,385 +1,181
Jul06 051116 11.55 11.59 11.43 11.52 -0.03 7,598 43,965 +1,056
Oct06 051116 11.45 11.45 11.31 11.37 -0.08 4,519 26,066 +966
Mar07 051116 11.42 11.43 11.28 11.32 -0.10 2,623 27,326 +1,296
Total Volume and Open Interest 85,026 475,030 -459
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051116 21.80 21.83 21.80 21.83 +0.03 166 2,770 +123
Mar06 051116 21.43 21.50 21.43 21.50 +0.08 180 3,159 +108
May06 051116 21.42 21.48 21.42 21.48 +0.10 58 2,875 +0
Jul06 051116 21.58 21.67 21.58 21.64 +0.06 91 3,485 +61
Total Volume and Open Interest 675 14,365 +432
London Cocoa(LCE)
Dec05 051116 794 809 794 808 +14 5,174 58,235 -2,596
Mar06 051116 816 831 815 829 +13 5,047 65,137 +1,449
May06 051116 828 844 828 841 +13 1,221 19,244 +107
Jul06 051116 852 856 852 856 +13 417 27,146 -112
Sep06 051116 855 869 855 868 +12 364 14,108 -112
Dec06 051116 883 883 880 882 +13 119 17,115 -96
Mar07 051116 893 895 892 895 +14 49 3,678 +0
Total Volume and Open Interest 12,401 205,065 -1,350
London Coffee(LCE)
Nov05 051116 1035.00 1046.00 1030.00 1040.00 +21.00 130 1,378 -46
Jan06 051116 1030.00 1054.00 1028.00 1044.00 +22.00 4,911 68,269 -530
Mar06 051116 1050.00 1068.00 1046.00 1060.00 +23.00 2,325 37,668 +6
May06 051116 1060.00 1080.00 1060.00 1074.00 +24.00 217 10,548 +21
Jul06 051116 1079.00 1087.00 1079.00 1087.00 +24.00 121 5,413 +23
Sep06 051116 1103.00 1103.00 1103.00 1103.00 +25.00 37 2,123 +0
Total Volume and Open Interest 7,761 125,730 -508
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051116 298.20 300.50 297.20 299.70 +0.60 3,496 27,517 -175
May06 051116 307.00 308.10 305.00 307.50 +0.50 560 6,703 +180
Aug06 051116 316.00 316.20 312.50 315.00 -0.50 626 5,823 +262
Oct06 051116 319.10 319.10 315.60 318.30 -0.50 561 5,662 +66
Total Volume and Open Interest 5,904 50,868 -84
Cotton(NYBOT)
Dec05 051116 50.20 50.20 49.30 49.79 -0.49 9,960 23,810 -4,296
Mar06 051116 53.20 53.20 52.15 52.86 -0.57 10,637 65,863 +1,485
May06 051116 54.30 54.30 53.50 54.15 -0.55 689 7,406 +91
Jul06 051116 55.25 55.30 54.50 55.04 -0.56 110 3,597 +45
Oct06 051116 55.60 55.60 55.60 55.60 -0.40 0 63 +0
Dec06 051116 57.16 57.16 56.00 56.60 -0.40 1 1,596 +0
Total Volume and Open Interest 21,397 102,344 -2,675
Lumber(CME)
Jan06 051116 335.5 345.0 335.5 342.8 +7.8 659 3,727 +97
Mar06 051116 345.0 353.0 345.0 352.0 +7.0 189 708 +35
May06 051116 349.9 351.9 349.0 351.9 +3.6 84 282 +55
Jul06 051116 347.1 349.8 347.1 349.8 -0.1 27 88 +23
Total Volume and Open Interest 1,099 4,898 +146
Crude Oil(NYM)
Dec05 051116 56.90 58.25 56.75 57.88 +0.90 102,686 77,604 -20,415
Jan06 051116 57.50 58.80 57.45 58.45 +0.84 101,645 260,590 +8,010
Feb06 051116 58.00 59.23 57.95 58.93 +0.85 24,007 64,504 +1,911
Mar06 051116 58.25 59.55 58.25 59.22 +0.83 11,896 44,644 +3,461
Apr06 051116 58.50 59.60 58.40 59.45 +0.81 5,152 21,438 +1,230
May06 051116 58.70 59.70 58.70 59.61 +0.80 1,644 15,669 -216
Jun06 051116 58.90 59.85 58.90 59.71 +0.80 4,517 51,071 +656
Jul06 051116 58.90 59.79 58.90 59.79 +0.80 1,830 12,011 -382
Aug06 051116 59.85 59.85 59.85 59.85 +0.80 597 9,732 +353
Sep06 051116 59.85 59.90 59.85 59.90 +0.80 1,302 9,981 +307
Oct06 051116 59.93 59.93 59.93 59.93 +0.80 155 5,019 +145
Nov06 051116 59.90 59.90 59.90 59.90 +0.80 234 10,454 +150
Dec06 051116 59.05 60.15 59.05 59.87 +0.80 4,589 48,720 -409
Jan07 051116 59.77 59.77 59.77 59.77 +0.80 285 12,095 +285
Feb07 051116 59.70 59.70 59.70 59.70 +0.81 0 4,145 +0
Mar07 051116 59.63 59.63 59.63 59.63 +0.81 100 6,734 +0
Total Volume and Open Interest 262,986 845,065 -4,633
Heating Oil(NYM)
Dec05 051116 169.25 174.50 168.80 172.92 +4.83 20,020 32,850 -1,403
Jan06 051116 176.25 180.75 175.50 179.49 +4.25 18,101 66,544 +1,002
Feb06 051116 179.00 184.20 179.00 182.54 +3.70 6,341 26,405 +1,227
Mar06 051116 178.70 182.40 178.10 181.34 +3.30 2,711 17,359 +416
Apr06 051116 176.30 179.25 175.00 177.44 +3.00 2,219 8,792 -108
May06 051116 172.50 175.25 171.60 173.34 +2.70 1,072 5,803 +184
Jun06 051116 170.00 173.00 169.50 170.84 +2.60 488 7,214 -270
Jul06 051116 171.00 171.04 171.00 171.04 +2.60 313 4,304 +117
Aug06 051116 170.40 172.04 170.40 172.04 +2.60 176 2,575 -44
Sep06 051116 173.20 173.59 173.20 173.59 +2.60 125 1,736 +118
Oct06 051116 173.80 176.75 173.80 175.59 +2.65 14 473 +8
Nov06 051116 177.25 177.89 177.25 177.89 +2.65 7 597 +5
Total Volume and Open Interest 51,706 182,698 +1,258
Unleaded Gas(NYM)
Dec05 051116 146.25 149.50 145.60 148.30 +2.66 21,618 36,166 -1,589
Jan06 051116 152.40 155.20 151.85 154.17 +2.30 14,444 52,774 +1,515
Feb06 051116 155.80 159.25 155.60 158.57 +2.60 3,491 12,845 +106
Mar06 051116 157.50 160.50 157.50 160.47 +2.65 1,628 11,105 -199
Apr06 051116 170.80 171.00 170.25 170.47 +2.50 839 7,313 -44
May06 051116 169.70 172.30 169.70 171.52 +2.45 632 5,191 -110
Jun06 051116 171.55 172.27 171.55 172.27 +2.40 352 6,232 -18
Jul06 051116 173.00 173.00 172.32 172.32 +2.40 167 2,603 +107
Aug06 051116 172.25 172.25 171.67 171.67 +2.40 100 2,082 +0
Sep06 051116 169.97 169.97 169.97 169.97 +2.40 132 1,533 +65
Oct06 051116 162.00 162.00 161.37 161.37 +2.40 0 296 +0
Nov06 051116 159.85 159.85 158.77 158.77 +2.40 24 34 +24
Total Volume and Open Interest 43,427 138,236 -155
Natural Gas(NYM)
Dec05 051116 11.820 12.400 11.760 12.329 +0.766 23,899 45,725 -2,056
Jan06 051116 12.480 13.150 12.450 13.083 +0.754 16,274 92,724 +1,914
Feb06 051116 12.570 13.250 12.500 13.143 +0.744 3,983 31,575 +718
Mar06 051116 12.320 13.000 12.300 12.903 +0.684 5,520 55,718 -222
Apr06 051116 10.350 10.700 10.300 10.653 +0.374 3,397 31,240 +63
May06 051116 10.180 10.473 10.150 10.473 +0.354 2,631 25,161 +48
Jun06 051116 10.180 10.500 10.160 10.500 +0.351 313 10,870 +34
Jul06 051116 10.250 10.543 10.250 10.543 +0.349 239 15,224 +47
Aug06 051116 10.300 10.580 10.280 10.580 +0.348 609 17,682 -382
Sep06 051116 10.310 10.573 10.310 10.573 +0.341 541 14,995 +33
Oct06 051116 10.350 10.618 10.320 10.618 +0.339 845 24,609 +301
Nov06 051116 10.830 11.083 10.790 11.083 +0.339 189 10,766 +95
Dec06 051116 11.230 11.548 11.230 11.548 +0.339 1,979 12,831 +328
Jan07 051116 11.640 11.918 11.640 11.918 +0.339 922 13,352 -98
Feb07 051116 11.853 11.853 11.853 11.853 +0.334 161 5,608 +84
Mar07 051116 11.370 11.538 11.370 11.538 +0.329 2,837 10,596 +310
Total Volume and Open Interest 68,797 557,479 +3,073
Brent Crude Oil(ICE)
Jan06 051116 55.10 56.30 54.75 56.00 +0.82 65,599 98,549 -2,025
Feb06 051116 55.96 57.10 55.67 56.84 +0.84 19,299 76,481 +1,374
Mar06 051116 56.39 57.61 56.26 57.42 +0.85 7,222 20,170 +183
Apr06 051116 56.69 57.95 56.66 57.82 +0.81 2,301 11,666 -140
May06 051116 56.92 58.20 56.89 58.06 +0.81 1,348 7,528 -396
Jun06 051116 57.25 58.30 57.22 58.24 +0.83 3,999 33,012 -48
Jul06 051116 57.47 58.39 57.40 58.39 +0.84 668 4,541 +2
Aug06 051116 57.54 58.50 57.52 58.50 +0.87 0 1,643 +0
Sep06 051116 57.65 58.56 57.57 58.55 +0.84 0 6,759 +0
Oct06 051116 57.71 58.65 57.66 58.59 +0.82 0 6,277 +0
Nov06 051116 58.62 58.62 58.62 58.62 +0.82 0 1,156 +0
Dec06 051116 57.70 58.84 57.60 58.62 +0.81 1,943 33,569 -474
Jan07 051116 57.70 58.57 57.70 58.57 +0.86 494 3,048 -391
Feb07 051116 58.47 58.47 58.47 58.47 +0.86 0 528 +0
Total Volume and Open Interest 111,493 345,023 -21,652
Gas Oil(ICE)
Dec05 051116 510.00 529.00 510.00 518.50 -3.00 17,555 41,815 -4,825
Jan06 051116 527.50 541.00 525.75 532.00 -4.50 18,496 56,165 +513
Feb06 051116 534.75 545.00 533.25 538.75 -5.25 8,233 23,589 +577
Mar06 051116 538.50 547.00 536.50 541.50 -5.25 1,531 14,960 -45
Apr06 051116 537.50 545.25 536.50 541.25 -5.00 944 8,565 +378
May06 051116 536.50 541.25 536.25 541.25 -4.50 304 1,843 +82
Jun06 051116 536.50 549.00 536.25 541.25 -4.25 1,103 20,471 +747
Jul06 051116 543.00 543.00 543.00 543.00 -4.25 100 973 +0
Aug06 051116 545.00 545.00 545.00 545.00 -4.25 0 164 +0
Sep06 051116 542.50 546.75 541.75 546.75 -4.25 25 1,653 +0
Total Volume and Open Interest 48,503 198,090 -2,500
US Dollar Index(NYBOT)
Dec05 051116 91.85 92.53 91.85 92.26 +0.28 4,000 39,455 -1,575
Mar06 051116 91.97 92.20 91.89 91.98 +0.29 19 2,244 +9
Jun06 051116 91.69 91.69 91.69 91.69 +0.29 0 11 +0
Total Volume and Open Interest 4,019 41,712 -1,566
Australian Dollar(CME)
Dec05 051116 72.79 73.11 72.75 73.11 -0.13 1,923 75,473 +1,365
Mar06 051116 72.53 72.92 72.53 72.92 -0.13 1 81 +0
Jun06 051116 72.75 72.75 72.75 72.75 -0.13 0 17 +0
Total Volume and Open Interest 1,924 75,581 +1,365
British Pound(CME)
Dec05 051116 172.40 172.52 171.32 171.74 -1.52 4,462 84,043 +1,666
Mar06 051116 172.60 172.60 171.65 171.65 -1.52 1 377 +2
Jun06 051116 171.75 171.75 171.75 171.75 -1.52 2 6 +2
Total Volume and Open Interest 4,465 84,441 +1,670
Canadian Dollar(CME)
Dec05 051116 83.71 84.14 83.60 83.90 unch 3,881 99,055 -887
Mar06 051116 83.95 84.30 83.83 84.11 unch 43 2,578 +58
Jun06 051116 84.35 84.35 84.34 84.34 unch 5 668 +5
Sep06 051116 84.57 84.57 84.57 84.57 unch 1 97 -1
Total Volume and Open Interest 3,930 102,550 -825
Japanese Yen(CME)
Dec05 051116 84.12 84.45 83.98 84.30 -0.10 3,749 183,996 -670
Mar06 051116 85.00 85.37 85.00 85.18 -0.10 44 19,051 +24
Jun06 051116 86.23 86.23 86.23 86.23 -0.10 0 64 +0
Total Volume and Open Interest 3,793 203,137 -646
Swiss Franc(CME)
Dec05 051116 75.73 75.87 75.49 75.77 -0.35 2,855 97,985 +2,061
Mar06 051116 76.37 76.40 76.37 76.39 -0.35 4 429 +58
Jun06 051116 77.04 77.04 77.04 77.04 -0.35 0 18 +0
Total Volume and Open Interest 2,859 98,446 +2,123
EuroFX(CME)
Dec05 051116 117.02 117.20 116.65 117.06 -0.26 9,487 170,103 +5,419
Mar06 051116 117.52 117.70 117.23 117.62 -0.26 77 3,707 +76
Jun06 051116 118.06 118.29 118.06 118.29 -0.26 0 1,243 +1
Total Volume and Open Interest 9,564 175,265 +5,504
Mexican Peso(CME)
Dec05 051116 9367.0 9380.0 9330.0 9335.0 -32.0 4,992 102,278 +2,007
Mar06 051116 9257.0 9257.0 9240.0 9240.0 -32.0 3 603 +2
Total Volume and Open Interest 7,235 110,276 +4,240
30-Year T-Bonds(CBOT)
Dec05 051116 111~28 112~30 111~23 112~23 +0~25 431,104 608,079 +4,124
Mar06 051116 111~20 112~20 111~16 112~14 +0~25 4,815 38,624 +1,602
Jun06 051116 111~20 112~09 111~20 112~09 +0~26 0 828 +0
Total Volume and Open Interest 435,919 647,532 +5,726
10-Year T-Notes(CBOT)
Dec05 051116 108~105 108~315 108~080 108~265 +0~155 1,103,636 1,760,590 +18,554
Mar06 051116 108~045 108~250 108~035 108~210 +0~165 19,277 138,506 +5,471
Total Volume and Open Interest 1,122,915 1,899,721 +24,025
5-Year T-Notes(CBOT)
Dec05 051116 105~265 106~040 105~255 106~025 +0~095 450,537 0 +0
Mar06 051116 105~190 105~285 105~190 105~285 +0~105 22,265 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 051116 102~065 102~078 102~065 102~077 +0~015 2,876 369,002 -35
Mar06 051116 102~052 102~065 102~052 102~065 +0~017 1,000 1,580 +855
Total Volume and Open Interest 3,876 370,582 +820
Eurodollars(CME)
Dec05 051116 95.485 95.497 95.485 95.493 +0.005 31,448 1,226,589 +33,720
Mar06 051116 95.185 95.225 95.175 95.215 +0.040 28,118 1,211,597 +19,668
Jun06 051116 95.075 95.135 95.075 95.125 +0.060 42,911 1,312,569 +23,304
Sep06 051116 95.065 95.150 95.050 95.130 +0.070 168,893 950,287 +8,093
Dec06 051116 95.105 95.170 95.100 95.165 +0.075 23,186 993,852 +11,101
Mar07 051116 95.135 95.205 95.130 95.200 +0.080 17,970 817,858 -4,014
Jun07 051116 95.140 95.215 95.135 95.205 +0.080 17,790 578,408 -100
Sep07 051116 95.120 95.200 95.120 95.195 +0.080 15,877 364,574 +267
Dec07 051116 95.120 95.180 95.115 95.170 +0.080 10,282 299,904 +4,060
Mar08 051116 95.115 95.175 95.110 95.165 +0.080 8,999 253,876 +931
Jun08 051116 95.095 95.155 95.085 95.145 +0.080 22,417 260,034 +10,499
Sep08 051116 95.045 95.130 95.045 95.120 +0.080 9,317 226,427 +1,186
Dec08 051116 95.030 95.100 95.030 95.085 +0.080 13,182 150,728 -1,117
Mar09 051116 95.020 95.090 95.020 95.070 +0.075 5,588 131,238 -419
Jun09 051116 94.995 95.065 94.995 95.045 +0.075 4,113 106,673 +750
Sep09 051116 94.965 95.035 94.965 95.020 +0.080 2,492 102,477 +206
Dec09 051116 94.925 94.995 94.925 94.980 +0.080 1,370 77,795 +115
Mar10 051116 94.910 94.980 94.910 94.965 +0.080 1,634 48,367 +198
Total Volume and Open Interest 293,232 9,335,467 +94,415
3-Mth Euro-Yen(CME)
Dec05 051116 99.91 99.91 99.91 99.91 unch 0 6,514 -31
Mar06 051116 99.85 99.85 99.85 99.85 unch 0 7,418 -48
Jun06 051116 99.76 99.76 99.76 99.76 +0.01 254 6,688 +87
Sep06 051116 99.65 99.65 99.65 99.65 unch 48 3,486 -383
Dec06 051116 99.55 99.55 99.55 99.55 unch 166 6,283 +56
Mar07 051116 99.44 99.44 99.44 99.44 +0.01 0 1,771 +25
Jun07 051116 99.33 99.33 99.33 99.33 unch 0 1,631 +70
Sep07 051116 99.23 99.23 99.23 99.23 unch 1 593 +61
Dec07 051116 99.13 99.13 99.13 99.13 unch 0 38 -1
Mar08 051116 99.03 99.03 99.03 99.03 unch 0 51 -1
Total Volume and Open Interest 469 34,725 -165
3-Mth Euro-Yen(SIMEX)
Dec05 051116 99.91 99.91 99.90 99.91 unch 4,527 85,115 -1,354
Mar06 051116 99.85 99.85 99.85 99.85 unch 1,430 60,585 -629
Jun06 051116 99.75 99.76 99.75 99.76 +0.01 1,651 63,442 -773
Sep06 051116 99.65 99.67 99.65 99.65 +0.01 4,767 40,116 -1,048
Dec06 051116 99.55 99.56 99.54 99.55 +0.01 3,355 48,737 +370
Mar07 051116 99.45 99.45 99.43 99.44 unch 1,001 27,026 +239
Jun07 051116 99.34 99.35 99.33 99.34 unch 1,038 15,375 +330
Sep07 051116 99.24 99.24 99.23 99.23 unch 585 2,186 +449
Total Volume and Open Interest 18,406 370,643 -2,366
German Euro-Bund(EUREX)
Dec05 051116 119.51 120.34 119.51 120.26 +0.67 1,632,981 1,521,329 +45,227
Mar06 051116 119.68 120.52 119.68 120.48 +0.72 10,259 74,771 -246
Jun06 051116 119.71 119.71 119.71 119.71 +0.67 732 1 +0
Total Volume and Open Interest 1,643,972 1,596,101 +44,981
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051116 112.47 112.89 112.47 112.88 +0.37 5,252 58,053 +3,500
Jun06 051116 112.37 112.37 112.37 112.37 +0.34 100 1,093 +0
Total Volume and Open Interest 835,120 1,201,567 -25,527
Long Gilt(LIFFE)
Dec05 051116 112~07 113~11 112~07 113~09 +1~01 99,055 246,213 +8,371
Mar06 051116 112~24 113~22 112~24 113~22 +1~04 1,061 1,019 +713
Total Volume and Open Interest 100,116 247,232 +9,084
3-Mth Short Sterling(LIFFE)
Dec05 051116 95.39 95.39 95.39 95.39 +0.02 43,516 295,545 +362
Mar06 051116 95.44 95.44 95.44 95.44 +0.07 109,217 408,517 +14,506
Jun06 051116 95.45 95.45 95.45 95.45 +0.11 58,966 301,351 -2,860
Total Volume and Open Interest 379,149 1,872,172 +12,342
3-Mth Euribor(LIFFE)
Dec05 051116 97.555 97.580 97.540 97.575 +0.025 195,550 749,776 +7,053
Mar06 051116 97.335 97.375 97.325 97.370 +0.040 144,007 690,949 +1,694
Jun06 051116 97.195 97.255 97.185 97.250 +0.060 124,323 559,595 +17,749
Total Volume and Open Interest 732,955 3,648,056 +24,036
3-Mth Aus T-Bills(SFE)
Dec05 051116 94.37 94.38 94.37 94.38 unch 6,897 88,332 -664
Mar06 051116 94.35 94.38 94.35 94.37 +0.02 32,139 172,052 +1,926
Jun06 051116 94.33 94.35 94.32 94.34 +0.02 8,732 81,490 -4,856
Sep06 051116 94.30 94.32 94.30 94.32 +0.03 3,469 34,829 +357
Dec06 051116 94.28 94.29 94.27 94.29 +0.03 1,314 38,172 +565
Mar07 051116 94.23 94.25 94.23 94.25 +0.03 335 19,194 +436
Jun07 051116 94.19 94.21 94.19 94.21 +0.04 2,106 34,170 -342
Sep07 051116 94.18 94.18 94.18 94.18 +0.04 587 8,006 +618
Dec07 051116 94.16 94.16 94.16 94.16 +0.05 0 4,624 +2
Mar08 051116 94.14 94.14 94.14 94.14 +0.05 0 2,469 +0
Total Volume and Open Interest 55,579 485,402 -1,958
10-Year Aus T-Bonds(SFE)
Dec05 051116 94.54 94.57 94.54 94.56 +0.04 27,486 320,883 +3,340
Mar06 051116 94.56 94.56 94.56 94.56 +0.04      
Total Volume and Open Interest 27,486 320,883 +3,340
3-Year Aus T-Bonds(SFE)
Dec05 051116 94.66 94.68 94.65 94.67 +0.03 68,140 406,804 -1,332
Mar06 051116 94.67 94.67 94.67 94.67 +0.03      
Total Volume and Open Interest 68,140 406,804 -1,332
Gold(CMX)
Dec05 051116 473.7 479.4 473.5 479.1 +10.1 39,986 218,879 -1,807
Feb06 051116 477.0 483.5 477.0 483.0 +10.2 4,822 45,850 +2,167
Apr06 051116 482.0 487.3 481.8 487.0 +10.2 931 7,037 +457
Jun06 051116 487.0 491.5 486.5 491.0 +10.2 474 14,435 +20
Aug06 051116 490.5 495.1 490.5 495.1 +10.2 5 2,340 +4
Oct06 051116 499.2 499.2 499.2 499.2 +10.2 3 5,092 +0
Dec06 051116 498.5 503.5 498.5 503.3 +10.2 120 8,214 -6
Feb07 051116 507.5 507.5 507.5 507.5 +10.4 0 5,281 +0
Apr07 051116 511.5 511.5 511.5 511.5 +10.4 0 1,328 +0
Jun07 051116 515.6 515.6 515.6 515.6 +10.5 0 5,431 +0
Aug07 051116 519.5 519.5 519.5 519.5 +10.5      
Total Volume and Open Interest 46,394 324,719 +886
Silver(CMX)
Dec05 051116 784.5 802.5 784.5 800.2 +21.5 20,805 86,507 -1,738
Mar06 051116 793.0 812.0 793.0 808.8 +21.6 2,567 35,937 +1,436
May06 051116 816.0 816.0 813.0 813.0 +21.5 45 2,337 +30
Jul06 051116 800.0 821.0 800.0 816.9 +21.4 12 8,205 -218
Sep06 051116 818.0 820.4 816.0 820.4 +21.0 20 3,161 +20
Dec06 051116 810.0 827.0 810.0 823.7 +20.3 133 10,083 +15
Mar07 051116 827.3 827.3 827.3 827.3 +20.0 0 51 +0
Total Volume and Open Interest 23,314 148,985 +2,535
Platinum(NYM)
Jan06 051116 987.0 994.0 982.0 989.7 +14.8 1,119 12,678 +311
Apr06 051116 995.0 995.0 989.7 989.7 +14.8 2 235 +1
Total Volume and Open Interest 1,121 12,913 +312
Palladium(NYME)
Dec05 051116 256.40 261.80 256.40 261.50 +9.80 1,836 10,915 -641
Mar06 051116 258.00 264.30 258.00 264.30 +9.85 1,301 3,869 +1,105
Jun06 051116 263.00 266.30 263.00 266.30 +9.85 2 28 -2
Total Volume and Open Interest 3,147 14,838 +470
Copper(CMX)
Dec05 051116 190.80 193.80 190.10 193.50 +0.30 11,640 49,189 -2,409
Mar06 051116 185.45 187.80 184.50 187.45 +0.40 4,627 43,046 +1,969
May06 051116 178.20 181.15 178.20 181.15 +0.30 91 4,966 +75
Jul06 051116 175.15 175.15 175.15 175.15 +0.10 64 3,147 +27
Sep06 051116 167.80 169.25 167.80 169.25 -0.05 78 1,980 +44
Total Volume and Open Interest 17,348 114,189 -319
Aluminum(CMX)
Nov05 051116 93.20 93.20 93.20 93.20 +0.30 2 13 +0
Dec05 051116 93.50 93.50 93.50 93.50 +0.30 0 1,674 +0
Jan06 051116 93.90 93.90 93.90 93.90 +0.30 2 116 +2
Feb06 051116 93.80 93.80 93.80 93.80 +0.30 0 70 +0
Mar06 051116 93.70 93.70 93.70 93.70 +0.30 0 70 +0
Apr06 051116 93.45 93.45 93.45 93.45 +0.30 0 50 +0
Total Volume and Open Interest 4 2,138 +2
DJIA Index(CBOT)
Dec05 051116 10718 10737 10675 10706 -13 4,658 37,326 -5
Mar06 051116 10773 10775 10734 10756 -13 40 124 +24
Jun06 051116 10793 10793 10793 10793 -13 0 3 +0
Total Volume and Open Interest 4,698 37,458 +19
S & P 500(CME)
Dec05 051116 1233.30 1235.00 1229.50 1234.70 +2.20 32,848 636,411 -2,354
Mar06 051116 1241.50 1242.50 1239.50 1242.50 +2.20 4,596 15,668 +3,355
Jun06 051116 1251.90 1251.90 1251.90 1251.90 +2.20 858 3,782 +377
Sep06 051116 1261.10 1261.10 1261.10 1261.10 +2.00 25 550 +7
Total Volume and Open Interest 38,327 656,451 +1,385
S & P 500 E-Mini(Globex)
Dec05 051116 1232.50 1235.25 1229.25 1234.75 +2.25 921,501 1,119,127 -9,314
Mar06 051116 1240.50 1242.75 1237.50 1242.50 +2.25 9,253 25,581 +8,605
Total Volume and Open Interest 930,754 1,144,708 -709
NASDAQ 100(CME)
Dec05 051116 1655.00 1662.00 1646.50 1661.50 +9.00 5,146 59,084 -236
Mar06 051116 1677.50 1677.50 1677.50 1677.50 +9.00 14 44 +6
Jun06 051116 1692.50 1692.50 1692.50 1692.50 +9.00 0 17 +0
Total Volume and Open Interest 5,160 59,145 -230
NASDAQ 100 E-Mini(Globex)
Dec05 051116 1652.00 1662.00 1647.00 1661.50 +9.00 281,122 349,868 +3,973
Mar06 051116 1668.00 1677.50 1666.50 1677.50 +9.00 44 448 +17
Total Volume and Open Interest 281,166 350,316 +3,990
S & P Midcap 400(CME)
Dec05 051116 719.50 721.25 713.70 719.80 +1.50 133 12,932 +16
Mar06 051116 724.80 724.80 724.80 724.80 +1.50      
Jun06 051116 727.80 727.80 727.80 727.80 +1.50      
Total Volume and Open Interest 323 12,979 +47
Russell 2000(CME)
Dec05 051116 658.00 659.50 650.50 657.10 -0.20 404 37,098 -15
Mar06 051116 661.60 661.60 661.60 661.60 -0.20 0 38 +0
Jun06 051116 665.60 665.60 665.60 665.60 -0.20      
Total Volume and Open Interest 404 37,141 -15
Russell 2000 E-Mini(Globex)
Dec05 051116 657.20 659.50 650.30 657.10 -0.20 141,634 286,483 +4,691
Mar06 051116 663.30 663.30 655.70 661.60 -0.20 106 1,700 +20
Total Volume and Open Interest 141,740 288,183 +4,711
Value Line(KCBT)
Dec05 051116 1858.50 1858.50 1842.00 1857.00 +4.50 157 224 +23
Total Volume and Open Interest 157 231 +23
Nikkei 225(CME)
Dec05 051116 14085 14205 14015 14200 +120 35,539 236,169 -650
Mar06 051116 14095 14190 14050 14165 +80 168 236 +69
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051116 14085 14205 14015 14200 +120 35,539 236,169 -650
Mar06 051116 14095 14190 14050 14165 +80 168 236 +69
Jun06 051116 14100 14100 14100 14100 +80      
Total Volume and Open Interest 35,707 236,408 -581
CAC 40(MATIF)
Nov05 051116 4538.0 4538.0 4493.5 4516.5 -27.0 144,664 444,028 +17,753
Dec05 051116 4536.0 4536.0 4492.0 4514.0 -27.5 86,445 201,948 +42,598
Jan06 051116 4520.0 4537.0 4514.0 4522.5 -27.0 0 52 -50
Total Volume and Open Interest 231,323 650,941 +60,401
Hang Seng Index(HKFE)
Nov05 051116 14574 14647 14527 14614 +36 37,095 91,475 +372
Dec05 051116 14623 14681 14571 14655 +51 1,429 4,888 -58
Total Volume and Open Interest 38,557 97,140 +315
DAX Index(EUREX)
Dec05 051116 5117.5 5124.5 5072.0 5089.0 -26.5 125,920 212,374 +7,786
Mar06 051116 5146.5 5154.5 5105.5 5120.0 -26.5 431 12,548 +3
Jun06 051116 5189.5 5189.5 5140.0 5154.5 -27.5 423 2,567 -117
Total Volume and Open Interest 126,774 227,489 +7,672
FT-SE 100(LIFFE)
Dec05 051116 5446.00 5453.00 5398.00 5442.50 -14.50 77,633 453,161 +321
Mar06 051116 5442.50 5452.00 5410.00 5452.00 -14.50 67 31,628 +66
Jun06 051116 5430.00 5466.00 5430.00 5462.50 -15.50 0 14,002 +0
Total Volume and Open Interest 77,700 498,791 +387
SPI 200(SFE)
Dec05 051116 4609.0 4633.0 4598.0 4631.0 +14.0 13,991 202,741 +899
Mar06 051116 4627.0 4631.0 4627.0 4631.0 +14.0 257 5,274 -48
Jun06 051116 4656.0 4656.0 4656.0 4656.0 +14.0 61 3,139 -33
Total Volume and Open Interest 14,309 213,940 +818
GSCI(CME)
Dec05 051116 417.50 425.30 416.60 423.60 +8.10 203 17,499 +37
Jan06 051116 427.00 427.00 427.00 427.00 +8.00 0 2 +0
Feb06 051116 426.50 426.50 426.50 426.50 +7.00      
Total Volume and Open Interest 370 18,635  
Reuters CRB Index(NYBOT)
Jan06 051116 331.00 333.25 331.00 332.50 +2.00 4 565 -3
Feb06 051116 330.75 330.75 330.50 330.50 +2.00 0 8 +0
Apr06 051116 329.50 330.75 329.50 330.75 +2.00 2 412 -1
Total Volume and Open Interest 6 985 -4
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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