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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu November 17, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051117 579.50 581.50 573.50 579.25 +2.50 69,559 156,890 +1,911
Mar06 051117 587.00 589.00 581.75 586.75 +2.00 9,629 44,202 +211
May06 051117 593.00 594.75 587.50 592.00 +2.00 4,510 23,582 +555
Jul06 051117 598.50 599.50 593.50 597.50 +0.75 6,472 28,375 +965
Aug06 051117 601.50 601.50 599.00 599.50 -0.50 91 2,070 +61
Sep06 051117 601.00 602.50 597.50 597.50 +0.50 24 1,281 +16
Nov06 051117 605.50 605.50 600.50 603.00 -0.50 2,173 14,564 -606
Total Volume and Open Interest 92,480 271,966 +3,126
Soybean Meal(CBOT)
Dec05 051117 172.80 175.30 172.50 174.80 +1.40 23,199 38,151 -2,087
Jan06 051117 174.70 176.70 174.00 176.20 +1.80 11,985 24,740 +2,520
Mar06 051117 177.50 179.10 176.60 178.20 +0.50 5,731 23,240 +1,114
May06 051117 179.50 181.00 178.70 180.10 +0.70 1,589 19,170 +181
Jul06 051117 182.00 183.40 181.20 182.50 +0.40 1,522 17,746 +159
Aug06 051117 183.20 184.50 182.40 183.50 +0.50 280 4,539 +95
Sep06 051117 184.00 185.00 183.20 183.50 unch 133 3,983 +61
Oct06 051117 183.50 185.50 183.00 183.40 -0.40 7 2,168 +16
Total Volume and Open Interest 44,789 138,630 +2,151
Soybean Oil(CBOT)
Dec05 051117 22.25 22.38 22.10 22.16 -0.03 10,525 33,744 -4,095
Jan06 051117 22.45 22.64 22.28 22.34 -0.09 14,392 65,850 +3,940
Mar06 051117 22.72 22.80 22.55 22.60 -0.09 4,677 23,962 +354
May06 051117 22.97 23.05 22.80 22.83 -0.07 1,245 17,247 +244
Jul06 051117 23.20 23.28 23.03 23.03 -0.15 1,425 20,881 +547
Aug06 051117 23.38 23.38 23.13 23.13 -0.13 205 2,028 +26
Sep06 051117 23.50 23.50 23.22 23.22 -0.12 451 2,357 +109
Oct06 051117 23.58 23.58 23.25 23.25 -0.15 17 1,104 -11
Total Volume and Open Interest 33,384 176,646 +1,115
Canola(WCE)
Nov05 051114 254.3 254.3 254.3 254.3 unch      
Jan06 051117 256.1 257.0 254.4 255.6 -1.0 5,591 46,346 +332
Mar06 051117 264.5 265.2 263.0 263.8 -1.3 802 7,954 +222
May06 051117 271.8 272.0 271.3 271.3 -1.8 60 2,016 +0
Jul06 051117 278.0 279.7 278.0 278.8 -2.8 46 2,158 +23
Total Volume and Open Interest 6,614 63,656 +651
Corn(CBOT)
Dec05 051117 192.25 192.75 191.75 192.25 -0.50 90,242 235,739 -17,837
Mar06 051117 205.50 206.50 205.50 206.50 -0.25 78,988 399,865 +25,272
May06 051117 214.50 215.25 214.50 215.00 -0.50 7,533 52,822 +1,195
Jul06 051117 222.00 222.25 221.50 222.00 -0.25 7,455 88,716 +1,215
Sep06 051117 230.50 230.75 230.25 230.50 -0.25 1,540 11,954 +868
Dec06 051117 241.25 242.00 241.00 241.25 unch 6,138 67,870 +1,822
Total Volume and Open Interest 192,201 867,986 +12,686
Wheat(CBOT)
Dec05 051117 307.50 308.00 303.75 304.75 -2.00 34,379 72,492 -10,555
Mar06 051117 323.50 324.00 319.25 321.00 -1.50 29,342 172,805 +12,388
May06 051117 332.50 332.50 328.75 330.50 -1.00 379 6,963 +26
Jul06 051117 339.50 339.50 336.75 338.25 -1.25 3,122 36,836 +112
Sep06 051117 346.00 346.50 345.00 346.50 -1.50 70 2,132 -36
Total Volume and Open Interest 68,158 305,937 +2,011
Wheat(KCBT)
Dec05 051117 353.00 355.00 352.00 354.25 -3.50 6,436 34,453 -1,725
Mar06 051117 360.00 361.50 358.00 360.75 -3.00 6,310 52,426 +1,388
May06 051117 357.00 357.00 355.00 355.50 -3.00 505 6,400 +17
Jul06 051117 352.00 353.00 349.25 350.00 -3.50 1,568 29,881 +275
Sep06 051117 356.00 356.00 353.75 355.00 -2.00 192 1,814 +111
Total Volume and Open Interest 15,202 126,686 +26
Wheat(MGE)
Dec05 051117 372.00 372.50 368.50 370.00 -2.75 2,277 9,219 -451
Mar06 051117 377.00 377.00 373.50 373.75 -3.50 2,222 16,482 +335
May06 051117 375.00 375.00 371.00 371.00 -4.00 133 2,246 +42
Jul06 051117 371.00 371.00 367.00 367.75 -3.25 533 7,477 +118
Sep06 051117 369.00 369.00 366.00 366.00 -1.50 312 1,656 +142
Total Volume and Open Interest 5,645 38,150 +47
Oats(CBOT)
Dec05 051117 165.25 168.75 164.50 167.25 +2.50 1,063 3,370 -655
Mar06 051117 172.75 175.50 172.75 175.00 +2.25 584 3,450 +315
May06 051117 174.50 177.00 174.50 177.00 +1.75 35 122 +24
Jul06 051117 179.00 179.00 179.00 179.00 +0.75 3 10 +3
Total Volume and Open Interest 1,689 6,967 -313
Rough Rice(CBOT)
Nov05 051117 7.32 7.33 7.32 7.33 +0.08 69 44 -17
Jan06 051117 7.44 7.53 7.44 7.47 +0.02 572 5,218 -27
Mar06 051117 7.76 7.77 7.73 7.73 +0.03 96 1,865 +23
May06 051117 7.95 7.95 7.95 7.95 +0.03 3 207 +3
Total Volume and Open Interest 740 7,374 -18
Live Cattle(CME)
Dec05 051117 91.350 91.400 90.900 91.225 -0.475 13,779 43,578 -4,499
Feb06 051117 94.400 94.400 93.850 94.100 -0.525 16,200 90,341 +3,443
Apr06 051117 91.450 91.500 90.975 91.275 -0.475 2,478 23,432 +227
Jun06 051117 85.600 85.650 85.325 85.600 -0.375 659 10,433 +168
Aug06 051117 85.300 85.300 84.925 85.150 -0.500 760 3,573 +159
Oct06 051117 86.200 86.600 86.100 86.600 +0.025 120 1,135 +46
Total Volume and Open Interest 34,004 172,880 -452
Feeder Cattle(CME)
Nov05 051117 116.400 116.550 116.350 116.525 +0.050 1,013 3,239 -593
Jan06 051117 114.300 114.350 113.775 113.850 -0.675 1,931 16,766 -11
Mar06 051117 112.600 112.600 112.000 112.150 -0.650 321 3,655 +131
Apr06 051117 110.550 110.700 110.400 110.550 -0.450 92 1,041 -27
May06 051117 110.400 110.450 110.050 110.350 -0.275 79 1,315 -1
Aug06 051117 110.650 110.650 110.300 110.650 -0.300 46 654 +18
Sep06 051117 109.500 109.500 109.500 109.500 -0.300 3 55 +0
Total Volume and Open Interest 3,485 26,737 -483
Lean Hogs(CME)
Dec05 051117 62.750 62.850 61.900 62.100 -1.000 9,049 28,595 -2,068
Feb06 051117 66.700 66.750 65.900 66.075 -0.850 8,722 58,766 +1,886
Apr06 051117 67.500 67.575 66.850 67.175 -0.675 1,410 15,714 +22
May06 051117 68.825 69.000 68.700 68.750 -0.475 95 2,798 +60
Jun06 051117 70.900 71.000 70.650 70.875 -0.500 279 6,420 +108
Jul06 051117 67.850 68.100 67.700 67.700 -0.400 186 2,873 +105
Aug06 051117 64.150 64.250 64.150 64.250 -0.350 16 925 +0
Oct06 051117 56.800 56.800 56.550 56.700 -0.400 6 542 +0
Total Volume and Open Interest 19,770 116,772 +113
Pork Bellies(CME)
Feb06 051117 88.500 88.800 87.150 87.750 -1.000 226 1,019 +34
Mar06 051117 87.575 87.575 86.600 86.600 -0.750 7 108 +2
May06 051117 89.025 89.025 89.025 89.025 -0.050 1 89 +1
Jul06 051117 90.700 90.700 90.700 90.700 -0.400 0 41 +0
Aug06 051117 92.700 92.700 92.700 92.700 -0.250 0 27 +0
Total Volume and Open Interest 234 1,284 +37
Class III Milk(CME)
Nov05 051117 13.33 13.35 13.33 13.35 unch 71 2,195 +0
Dec05 051117 12.90 12.90 12.80 12.88 -0.02 125 2,234 +37
Jan06 051117 12.76 12.76 12.64 12.70 -0.06 164 1,885 +41
Feb06 051117 12.53 12.53 12.44 12.47 -0.07 196 1,570 +103
Mar06 051117 12.51 12.51 12.46 12.48 -0.03 79 1,473 +59
Total Volume and Open Interest 1,045 20,213 +588
Cocoa(NYBOT)
Dec05 051117 1355 1361 1345 1357 +5 805 2,321 -1,457
Mar06 051117 1356 1362 1347 1360 +6 4,191 68,655 +1,200
May06 051117 1380 1380 1369 1380 +6 790 13,322 +380
Jul06 051117 1400 1400 1390 1400 +5 271 11,257 +179
Sep06 051117 1411 1423 1411 1420 +5 1 11,797 +0
Dec06 051117 1442 1449 1442 1449 +6 90 9,697 +71
Mar07 051117 1477 1477 1477 1477 +7 65 11,086 +15
Total Volume and Open Interest 6,213 129,620 +388
Coffee "C"(NYBOT)
Dec05 051117 96.00 98.00 95.60 98.00 +1.45 11,057 12,339 -5,196
Mar06 051117 99.80 102.25 99.60 102.00 +1.50 16,069 53,470 +1,754
May06 051117 102.00 104.00 101.70 104.00 +1.60 1,052 6,534 +108
Jul06 051117 103.80 105.70 103.30 105.70 +1.65 351 3,988 -153
Sep06 051117 105.80 107.40 105.70 107.40 +1.70 145 1,669 +68
Dec06 051117 107.75 109.90 107.75 109.90 +1.80 138 1,310 +35
Total Volume and Open Interest 28,812 80,541 -3,384
Orange Juice(NYBOT)
Jan06 051117 122.40 122.40 120.20 120.35 -1.65 1,991 26,354 +485
Mar06 051117 124.05 124.05 122.00 122.25 -1.40 214 7,494 +76
May06 051117 124.40 124.40 122.75 122.75 -1.65 3 1,498 +0
Jul06 051117 123.75 123.75 123.75 123.75 -1.40 0 488 +0
Sep06 051117 124.75 124.75 124.75 124.75 -1.15 0 387 +0
Total Volume and Open Interest 2,241 36,458 +592
Sugar #11(NYBOT)
Mar06 051117 12.12 12.22 12.02 12.05 -0.07 37,386 297,068 +2,680
May06 051117 11.96 12.08 11.90 11.92 -0.05 10,720 68,533 +3,148
Jul06 051117 11.52 11.62 11.46 11.48 -0.04 7,687 45,201 +1,236
Oct06 051117 11.40 11.48 11.30 11.33 -0.04 3,596 26,399 +333
Mar07 051117 11.34 11.45 11.30 11.31 -0.01 1,261 28,015 +689
Total Volume and Open Interest 61,160 483,119 +8,089
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051117 21.90 22.05 21.90 22.00 +0.17 228 2,705 -65
Mar06 051117 21.50 21.70 21.50 21.70 +0.20 219 3,150 -9
May06 051117 21.50 21.65 21.50 21.65 +0.17 233 2,883 +8
Jul06 051117 21.69 21.80 21.69 21.80 +0.16 20 3,499 +14
Total Volume and Open Interest 728 14,295 -70
London Cocoa(LCE)
Dec05 051117 808 809 802 807 -1 4,415 55,846 -2,389
Mar06 051117 825 832 825 831 +2 4,822 67,322 +2,185
May06 051117 840 843 838 843 +2 814 19,658 +414
Jul06 051117 857 858 853 858 +2 570 27,091 -55
Sep06 051117 869 871 864 871 +3 368 14,301 +193
Dec06 051117 880 885 879 885 +3 110 17,178 +63
Mar07 051117 894 897 891 897 +2 6 3,678 +0
Total Volume and Open Interest 11,105 205,476 +411
London Coffee(LCE)
Nov05 051117 1043.00 1048.00 1041.00 1041.00 +1.00 109 1,254 -124
Jan06 051117 1040.00 1059.00 1030.00 1041.00 -3.00 9,134 68,269 +0
Mar06 051117 1055.00 1075.00 1047.00 1057.00 -3.00 1,245 37,476 -192
May06 051117 1077.00 1081.00 1065.00 1071.00 -3.00 202 10,544 -4
Jul06 051117 1084.00 1092.00 1084.00 1085.00 -2.00 40 5,414 +1
Sep06 051117 1106.00 1106.00 1100.00 1100.00 -3.00 0 2,123 +0
Total Volume and Open Interest 10,730 125,411 -319
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051117 298.60 301.30 296.70 299.00 -0.70 4,393 26,242 -1,275
May06 051117 306.00 307.50 304.90 306.00 -1.50 1,486 7,001 +298
Aug06 051117 314.40 315.50 311.50 313.00 -2.00 1,554 6,177 +354
Oct06 051117 317.80 318.10 315.50 316.50 -1.80 669 5,836 +174
Total Volume and Open Interest 9,054 50,702 -166
Cotton(NYBOT)
Dec05 051117 49.30 50.15 49.26 49.64 -0.15 8,921 19,811 -3,999
Mar06 051117 52.05 53.45 52.05 52.96 +0.10 16,325 69,572 +3,709
May06 051117 53.60 54.45 53.55 54.26 +0.11 1,229 7,846 +440
Jul06 051117 54.65 55.30 54.65 55.18 +0.14 273 3,666 +69
Oct06 051117 55.65 55.65 55.65 55.65 +0.05 0 63 +0
Dec06 051117 56.60 56.75 56.60 56.65 +0.05 149 1,691 +95
Total Volume and Open Interest 26,948 102,709 +365
Lumber(CME)
Jan06 051117 340.5 352.8 336.8 352.0 +9.2 789 3,822 +95
Mar06 051117 349.0 359.9 345.0 359.0 +7.0 199 761 +53
May06 051117 348.7 353.0 346.0 352.0 +0.1 128 334 +52
Jul06 051117 347.0 349.9 347.0 349.9 +0.1 5 88 +0
Total Volume and Open Interest 1,124 5,033 +135
Crude Oil(NYM)
Dec05 051117 58.45 58.50 56.20 56.33 -1.55 81,905 63,906 -13,698
Jan06 051117 59.05 59.05 57.10 57.15 -1.30 102,930 275,429 +14,839
Feb06 051117 59.45 59.50 57.60 57.71 -1.22 25,023 68,165 +3,661
Mar06 051117 59.70 59.80 58.00 58.08 -1.14 13,376 44,913 +269
Apr06 051117 59.70 59.70 58.37 58.37 -1.08 6,810 22,875 +1,437
May06 051117 60.00 60.00 58.50 58.56 -1.05 2,824 16,180 +511
Jun06 051117 60.10 60.10 58.71 58.71 -1.00 9,183 48,646 -2,425
Jul06 051117 59.00 59.00 58.82 58.82 -0.97 945 11,805 -206
Aug06 051117 59.75 59.75 58.90 58.90 -0.95 803 9,815 +83
Sep06 051117 58.96 58.96 58.96 58.96 -0.94 1,410 10,355 +374
Oct06 051117 59.80 59.80 59.00 59.00 -0.93 98 4,998 -21
Nov06 051117 59.10 59.10 59.00 59.00 -0.90 130 10,516 +62
Dec06 051117 60.40 60.40 58.98 58.98 -0.89 9,099 49,241 +521
Jan07 051117 58.89 58.89 58.89 58.89 -0.88 781 12,162 +67
Feb07 051117 58.83 58.83 58.83 58.83 -0.87 136 4,145 +0
Mar07 051117 58.77 58.77 58.77 58.77 -0.86 10 6,734 +0
Total Volume and Open Interest 264,126 850,559 +5,494
Heating Oil(NYM)
Dec05 051117 176.00 176.40 169.50 169.70 -3.22 23,405 32,186 -664
Jan06 051117 181.75 182.00 176.25 176.59 -2.90 12,002 68,167 +1,623
Feb06 051117 184.50 185.50 179.50 179.89 -2.65 4,412 26,634 +229
Mar06 051117 183.50 183.50 178.64 178.64 -2.70 2,204 17,789 +430
Apr06 051117 178.00 179.50 174.89 174.89 -2.55 1,876 9,345 +553
May06 051117 175.30 175.30 170.89 170.89 -2.45 453 5,904 +101
Jun06 051117 173.00 173.00 168.49 168.49 -2.35 590 7,531 +317
Jul06 051117 171.50 172.50 168.69 168.69 -2.35 144 4,236 -68
Aug06 051117 173.00 173.00 169.69 169.69 -2.35 152 2,606 +31
Sep06 051117 174.00 174.00 171.29 171.29 -2.30 427 1,892 +156
Oct06 051117 175.00 176.50 173.29 173.29 -2.30 56 463 -10
Nov06 051117 178.50 178.60 175.59 175.59 -2.30 2 598 +1
Total Volume and Open Interest 45,981 185,494 +2,796
Unleaded Gas(NYM)
Dec05 051117 151.25 151.50 145.65 145.95 -2.35 19,402 34,886 -1,280
Jan06 051117 157.00 157.00 151.30 151.93 -2.24 12,423 55,205 +2,431
Feb06 051117 161.00 161.00 156.00 156.38 -2.19 2,266 13,776 +931
Mar06 051117 161.20 162.00 158.28 158.28 -2.19 1,279 11,313 +208
Apr06 051117 170.00 170.00 167.80 168.33 -2.14 786 7,428 +115
May06 051117 171.00 171.00 168.70 169.38 -2.14 491 5,257 +66
Jun06 051117 172.00 172.00 170.08 170.08 -2.19 1,174 6,281 +49
Jul06 051117 175.00 175.00 170.18 170.18 -2.14 2 2,601 -2
Aug06 051117 174.50 174.50 169.53 169.53 -2.14 76 2,083 +1
Sep06 051117 167.83 167.83 167.83 167.83 -2.14 183 1,552 +19
Oct06 051117 159.28 159.28 159.28 159.28 -2.09 34 324 +28
Nov06 051117 156.73 156.73 156.73 156.73 -2.04 1 35 +1
Total Volume and Open Interest 38,118 140,804 +2,568
Natural Gas(NYM)
Dec05 051117 12.400 12.400 11.870 11.942 -0.387 32,384 45,159 -566
Jan06 051117 13.100 13.100 12.650 12.705 -0.378 19,702 94,615 +1,891
Feb06 051117 13.140 13.140 12.785 12.785 -0.358 6,196 30,931 -644
Mar06 051117 12.890 12.890 12.550 12.550 -0.353 5,285 55,846 +128
Apr06 051117 10.560 10.650 10.440 10.440 -0.213 2,504 31,486 +246
May06 051117 10.380 10.440 10.260 10.260 -0.213 4,462 24,726 -435
Jun06 051117 10.330 10.480 10.287 10.287 -0.213 554 10,925 +55
Jul06 051117 10.300 10.500 10.300 10.332 -0.211 136 15,254 +30
Aug06 051117 10.340 10.560 10.340 10.372 -0.208 979 17,965 +283
Sep06 051117 10.480 10.560 10.365 10.365 -0.208 597 15,284 +289
Oct06 051117 10.350 10.610 10.350 10.410 -0.208 995 24,646 +37
Nov06 051117 10.900 11.040 10.885 10.885 -0.198 693 10,808 +42
Dec06 051117 11.400 11.500 11.360 11.360 -0.188 528 12,516 -315
Jan07 051117 11.650 11.860 11.650 11.740 -0.178 621 13,464 +112
Feb07 051117 11.750 11.800 11.680 11.680 -0.173 67 5,669 +61
Mar07 051117 11.400 11.480 11.370 11.370 -0.168 1,406 10,700 +104
Total Volume and Open Interest 82,493 560,807 +3,328
Brent Crude Oil(ICE)
Jan06 051117 55.88 56.78 54.74 54.85 -1.15 68,869 100,459 +1,910
Feb06 051117 56.75 57.52 55.58 55.68 -1.16 21,826 79,099 +2,618
Mar06 051117 57.44 58.03 56.22 56.26 -1.16 6,641 20,924 +754
Apr06 051117 57.48 58.39 56.65 56.66 -1.16 2,298 11,847 +181
May06 051117 58.00 58.51 56.89 56.89 -1.17 1,249 7,665 +137
Jun06 051117 58.21 58.64 56.96 57.08 -1.16 1,439 33,319 +307
Jul06 051117 58.21 58.51 57.26 57.26 -1.13 1,130 4,891 +350
Aug06 051117 57.43 57.43 57.43 57.43 -1.07 735 1,631 -12
Sep06 051117 58.20 58.20 57.54 57.54 -1.01 600 6,829 +70
Oct06 051117 57.62 57.62 57.62 57.62 -0.97 350 6,377 +100
Nov06 051117 59.04 59.06 57.68 57.68 -0.94 0 1,156 +0
Dec06 051117 58.57 59.06 57.56 57.68 -0.94 2,895 34,488 +919
Jan07 051117 57.61 57.61 57.61 57.61 -0.96 150 3,028 -20
Feb07 051117 57.52 57.52 57.52 57.52 -0.95 0 528 +0
Total Volume and Open Interest 109,853 353,692 +8,669
Gas Oil(ICE)
Dec05 051117 524.00 538.00 515.75 523.25 +4.75 20,410 42,142 +327
Jan06 051117 536.00 548.00 529.25 535.50 +3.50 19,277 57,991 +1,826
Feb06 051117 547.75 552.50 536.50 540.50 +1.75 7,824 25,528 +1,939
Mar06 051117 547.25 553.25 536.50 542.00 +0.50 2,459 15,345 +385
Apr06 051117 546.50 548.25 541.50 541.50 +0.25 1,363 8,459 -106
May06 051117 547.25 547.75 541.00 541.00 -0.25 353 2,095 +252
Jun06 051117 542.50 550.25 539.75 540.50 -0.75 682 20,707 +236
Jul06 051117 542.50 542.50 542.50 542.50 -0.50 0 973 +0
Aug06 051117 544.25 544.25 544.25 544.25 -0.75 0 164 +0
Sep06 051117 546.00 546.00 546.00 546.00 -0.75 200 1,567 -86
Total Volume and Open Interest 53,416 202,637 +4,547
US Dollar Index(NYBOT)
Dec05 051117 92.28 92.41 91.71 91.81 -0.45 5,090 37,530 -1,925
Mar06 051117 92.16 92.16 91.46 91.53 -0.45 414 2,628 +384
Jun06 051117 91.24 91.24 91.24 91.24 -0.45 0 11 +0
Total Volume and Open Interest 5,504 40,171 -1,541
Australian Dollar(CME)
Dec05 051117 73.24 73.42 73.10 73.35 +0.24 4,064 76,385 +912
Mar06 051117 73.14 73.16 73.14 73.16 +0.24 17 91 +10
Jun06 051117 72.80 72.99 72.80 72.99 +0.24 0 17 +0
Total Volume and Open Interest 4,081 76,503 +922
British Pound(CME)
Dec05 051117 171.91 172.17 171.60 171.98 +0.24 7,660 89,519 +5,476
Mar06 051117 171.85 172.30 171.85 171.90 +0.25 7 403 +26
Jun06 051117 172.40 172.40 172.00 172.00 +0.25 0 9 +3
Total Volume and Open Interest 7,667 89,946 +5,505
Canadian Dollar(CME)
Dec05 051117 84.25 84.45 83.98 84.35 +0.45 3,136 100,036 +981
Mar06 051117 84.38 84.60 84.24 84.56 +0.45 46 2,621 +43
Jun06 051117 84.79 84.79 84.79 84.79 +0.45 2 678 +10
Sep06 051117 85.10 85.10 85.02 85.02 +0.45 0 97 +0
Total Volume and Open Interest 3,184 103,584 +1,034
Japanese Yen(CME)
Dec05 051117 84.50 84.69 84.41 84.57 +0.27 3,192 183,722 -274
Mar06 051117 85.38 85.53 85.38 85.45 +0.27 21 19,109 +58
Jun06 051117 86.50 86.50 86.50 86.50 +0.27 0 64 +0
Total Volume and Open Interest 3,213 202,921 -216
Swiss Franc(CME)
Dec05 051117 75.80 76.22 75.65 76.15 +0.38 2,648 99,522 +1,537
Mar06 051117 76.59 76.79 76.59 76.77 +0.38 18 414 -15
Jun06 051117 77.42 77.42 77.42 77.42 +0.38 0 18 +0
Total Volume and Open Interest 2,666 99,968 +1,522
EuroFX(CME)
Dec05 051117 117.11 117.82 116.85 117.74 +0.68 4,011 169,030 -1,073
Mar06 051117 117.62 118.35 117.62 118.30 +0.68 711 3,947 +240
Jun06 051117 118.97 118.97 118.97 118.97 +0.68 501 1,536 +293
Total Volume and Open Interest 5,223 174,727 -538
Mexican Peso(CME)
Dec05 051117 9340.0 9370.0 9320.0 9360.0 +25.0 6,537 102,212 -66
Mar06 051117 9235.0 9265.0 9235.0 9265.0 +25.0 6 609 +6
Total Volume and Open Interest 8,945 112,596 +2,320
30-Year T-Bonds(CBOT)
Dec05 051117 112~27 113~10 112~13 113~00 +0~09 436,720 587,267 -20,812
Mar06 051117 112~19 113~01 112~04 112~23 +0~09 8,740 42,810 +4,186
Jun06 051117 112~00 112~23 112~00 112~18 +0~09 1 828 +0
Total Volume and Open Interest 445,461 630,906 -16,626
10-Year T-Notes(CBOT)
Dec05 051117 108~295 109~060 108~195 109~010 +0~065 1,152,363 1,684,721 -75,869
Mar06 051117 108~235 109~005 108~145 108~280 +0~070 48,790 154,944 +16,438
Total Volume and Open Interest 1,201,155 1,840,291 -59,430
5-Year T-Notes(CBOT)
Dec05 051117 106~025 106~100 105~305 106~080 +0~055 498,936 0 +0
Mar06 051117 105~295 106~050 105~295 106~030 +0~065 33,530 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 051117 102~076 102~092 102~073 102~088 +0~011 7,852 358,532 -10,470
Mar06 051117 102~068 102~080 102~061 102~076 +0~011 3,873 8,408 +6,828
Total Volume and Open Interest 11,725 366,940 -3,642
Eurodollars(CME)
Dec05 051117 95.495 95.503 95.493 95.497 +0.005 27,944 1,239,393 +12,804
Mar06 051117 95.215 95.255 95.195 95.245 +0.030 50,355 1,263,677 +52,080
Jun06 051117 95.125 95.190 95.100 95.170 +0.045 47,720 1,301,542 -11,027
Sep06 051117 95.145 95.215 95.110 95.195 +0.065 305,310 967,170 +16,883
Dec06 051117 95.165 95.255 95.150 95.235 +0.070 44,102 1,003,583 +9,731
Mar07 051117 95.205 95.300 95.190 95.280 +0.080 24,266 811,000 -6,858
Jun07 051117 95.210 95.310 95.195 95.285 +0.080 35,490 575,372 -3,036
Sep07 051117 95.205 95.300 95.185 95.270 +0.075 32,396 355,189 -9,385
Dec07 051117 95.180 95.270 95.155 95.240 +0.070 10,938 302,563 +2,659
Mar08 051117 95.170 95.250 95.140 95.230 +0.065 10,582 254,748 +872
Jun08 051117 95.150 95.225 95.130 95.205 +0.060 19,097 257,197 -2,837
Sep08 051117 95.115 95.190 95.110 95.175 +0.055 10,257 220,396 -6,031
Dec08 051117 95.085 95.145 95.055 95.135 +0.050 6,655 149,467 -1,261
Mar09 051117 95.070 95.120 95.040 95.120 +0.050 6,090 131,811 +573
Jun09 051117 95.045 95.105 95.025 95.090 +0.045 8,360 107,219 +546
Sep09 051117 95.020 95.080 95.000 95.060 +0.040 5,646 102,425 -52
Dec09 051117 94.960 95.025 94.955 95.020 +0.040 4,242 78,904 +1,109
Mar10 051117 94.945 95.005 94.945 95.005 +0.040 4,397 49,118 +751
Total Volume and Open Interest 398,139 9,366,240 +30,773
3-Mth Euro-Yen(CME)
Dec05 051117 99.91 99.91 99.91 99.91 unch 328 6,539 +25
Mar06 051117 99.85 99.85 99.85 99.85 unch 125 6,941 -477
Jun06 051117 99.77 99.77 99.77 99.77 +0.01 259 6,584 -104
Sep06 051117 99.66 99.67 99.66 99.67 +0.02 317 3,681 +195
Dec06 051117 99.56 99.57 99.56 99.57 +0.02 24 6,344 +61
Mar07 051117 99.46 99.46 99.45 99.45 +0.01 32 1,777 +6
Jun07 051117 99.35 99.35 99.35 99.35 +0.02 0 1,631 +0
Sep07 051117 99.24 99.24 99.24 99.24 +0.01 0 583 -10
Dec07 051117 99.15 99.15 99.15 99.15 +0.02 0 38 +0
Mar08 051117 99.04 99.04 99.04 99.04 +0.01 0 51 +0
Total Volume and Open Interest 1,085 34,421 -304
3-Mth Euro-Yen(SIMEX)
Dec05 051117 99.91 99.91 99.91 99.91 unch 378 85,088 -27
Mar06 051117 99.85 99.85 99.85 99.85 unch 3,160 63,003 +2,418
Jun06 051117 99.76 99.77 99.76 99.76 unch 1,405 63,439 -3
Sep06 051117 99.65 99.67 99.65 99.66 +0.01 4,346 37,839 -2,277
Dec06 051117 99.55 99.57 99.55 99.56 +0.01 753 47,618 -1,119
Mar07 051117 99.44 99.46 99.44 99.45 +0.01 736 27,405 +379
Jun07 051117 99.35 99.36 99.35 99.35 +0.01 201 15,118 -257
Sep07 051117 99.25 99.25 99.25 99.25 +0.02 99 2,006 -180
Total Volume and Open Interest 11,078 369,577 -1,066
German Euro-Bund(EUREX)
Dec05 051117 120.27 120.33 119.73 120.20 -0.06 1,614,948 1,489,253 -32,076
Mar06 051117 120.54 120.54 119.93 120.42 -0.06 10,164 77,853 +3,082
Jun06 051117 119.75 119.75 119.75 119.75 +0.04 0 1 +0
Total Volume and Open Interest 1,625,112 1,567,107 -28,994
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051117 112.90 112.90 112.52 112.82 -0.06 3,816 61,069 +3,016
Jun06 051117 112.31 112.31 112.31 112.31 -0.06 0 993 -100
Total Volume and Open Interest 912,162 1,210,750 +9,183
Long Gilt(LIFFE)
Dec05 051117 113~06 113~12 112~25 113~04 -0~05 125,624 239,028 -7,185
Mar06 051117 113~19 113~19 113~08 113~15 -0~07 415 1,377 +358
Total Volume and Open Interest 126,039 240,405 -6,827
3-Mth Short Sterling(LIFFE)
Dec05 051117 95.39 95.39 95.39 95.39 unch 35,765 299,554 +4,009
Mar06 051117 95.46 95.46 95.46 95.46 +0.02 109,706 402,175 -6,342
Jun06 051117 95.47 95.47 95.47 95.47 +0.02 104,031 306,493 +5,142
Total Volume and Open Interest 539,255 1,892,708 +20,536
3-Mth Euribor(LIFFE)
Dec05 051117 97.575 97.575 97.545 97.560 -0.015 183,065 739,202 -10,574
Mar06 051117 97.370 97.370 97.320 97.340 -0.030 173,617 688,654 -2,295
Jun06 051117 97.255 97.255 97.185 97.215 -0.035 164,706 558,391 -1,204
Total Volume and Open Interest 917,859 3,655,657 +7,601
3-Mth Aus T-Bills(SFE)
Dec05 051117 94.38 94.38 94.37 94.38 unch 5,164 80,767 -7,565
Mar06 051117 94.40 94.41 94.38 94.39 +0.02 25,739 172,878 +826
Jun06 051117 94.38 94.39 94.37 94.38 +0.04 6,347 83,137 +1,647
Sep06 051117 94.36 94.38 94.36 94.36 +0.04 1,201 33,071 -1,758
Dec06 051117 94.35 94.36 94.34 94.35 +0.06 1,171 38,619 +447
Mar07 051117 94.32 94.32 94.30 94.30 +0.05 12 18,994 -200
Jun07 051117 94.29 94.31 94.27 94.27 +0.06 1,140 33,935 -235
Sep07 051117 94.27 94.27 94.24 94.24 +0.06 0 8,006 +0
Dec07 051117 94.23 94.23 94.22 94.22 +0.06 0 4,624 +0
Mar08 051117 94.20 94.20 94.20 94.20 +0.06 0 2,469 +0
Total Volume and Open Interest 40,784 478,564 -6,838
10-Year Aus T-Bonds(SFE)
Dec05 051117 94.64 94.65 94.62 94.64 +0.08 22,702 317,641 -3,242
Mar06 051117 94.64 94.64 94.64 94.64 +0.08      
Total Volume and Open Interest 22,702 317,641 -3,242
3-Year Aus T-Bonds(SFE)
Dec05 051117 94.73 94.75 94.72 94.73 +0.06 64,257 409,943 +3,139
Mar06 051117 94.73 94.73 94.73 94.73 +0.06      
Total Volume and Open Interest 64,257 409,943 +3,139
Gold(CMX)
Dec05 051117 483.0 487.8 480.5 486.9 +7.8 90,220 222,174 +3,295
Feb06 051117 487.0 491.8 485.0 490.8 +7.8 11,636 52,359 +6,509
Apr06 051117 491.0 496.3 491.0 494.9 +7.9 357 7,047 +10
Jun06 051117 495.0 500.0 494.0 499.0 +8.0 1,952 15,610 +1,175
Aug06 051117 499.4 503.2 499.4 503.2 +8.1 43 2,355 +15
Oct06 051117 507.4 507.4 507.4 507.4 +8.2 18 5,102 +10
Dec06 051117 506.0 512.5 506.0 511.6 +8.3 886 8,740 +526
Feb07 051117 515.8 515.8 515.8 515.8 +8.3 222 5,500 +219
Apr07 051117 519.8 519.8 519.8 519.8 +8.3 0 1,328 +0
Jun07 051117 523.9 523.9 523.9 523.9 +8.3 40 5,431 +0
Aug07 051117 527.9 527.9 527.9 527.9 +8.4      
Total Volume and Open Interest 105,744 336,618 +11,899
Silver(CMX)
Dec05 051117 809.0 814.0 805.5 810.2 +10.0 37,547 86,426 -81
Mar06 051117 816.0 823.0 814.0 818.9 +10.1 6,339 39,831 +3,894
May06 051117 824.0 825.0 823.1 823.1 +10.1 1 2,338 +1
Jul06 051117 830.0 832.0 825.5 826.9 +10.0 498 8,515 +310
Sep06 051117 830.4 830.4 830.4 830.4 +10.0 53 3,210 +49
Dec06 051117 832.0 840.0 830.0 833.7 +10.0 636 10,531 +448
Mar07 051117 837.1 837.1 837.1 837.1 +9.8 0 51 +0
Total Volume and Open Interest 45,159 154,989 +6,004
Platinum(NYM)
Jan06 051117 980.5 988.0 975.0 982.4 -7.3 1,601 12,357 -321
Apr06 051117 982.5 989.5 982.4 982.4 -7.3 5 240 +5
Total Volume and Open Interest 1,606 12,597 -316
Palladium(NYME)
Dec05 051117 257.00 263.00 252.00 262.10 +0.60 849 10,624 -291
Mar06 051117 263.00 266.50 259.80 265.00 +0.70 603 4,020 +151
Jun06 051117 265.00 269.00 265.00 267.00 +0.70 4 32 +4
Total Volume and Open Interest 1,458 14,702 -136
Copper(CMX)
Dec05 051117 194.50 195.00 191.50 194.60 +1.10 11,783 45,466 -3,723
Mar06 051117 188.10 188.45 185.30 187.90 +0.45 8,881 45,805 +2,759
May06 051117 182.20 182.20 180.40 181.70 +0.55 104 4,991 +25
Jul06 051117 175.60 176.20 174.50 175.70 +0.55 640 3,725 +578
Sep06 051117 170.70 170.70 169.80 169.80 +0.55 136 2,070 +90
Total Volume and Open Interest 22,872 114,082 -107
Aluminum(CMX)
Nov05 051117 93.65 93.65 93.65 93.65 +0.45 2 15 +2
Dec05 051117 93.95 93.95 93.95 93.95 +0.45 0 1,674 +0
Jan06 051117 93.50 94.15 93.50 94.15 +0.25 2 116 +0
Feb06 051117 94.00 94.00 94.00 94.00 +0.20 0 70 +0
Mar06 051117 93.85 93.85 93.85 93.85 +0.15 0 70 +0
Apr06 051117 93.55 93.55 93.55 93.55 +0.10 0 50 +0
Total Volume and Open Interest 4 2,140 +2
DJIA Index(CBOT)
Dec05 051117 10725 10747 10685 10739 +33 4,011 36,357 -969
Mar06 051117 10770 10789 10751 10789 +33 95 139 +15
Jun06 051117 10805 10826 10795 10826 +33 0 3 +0
Total Volume and Open Interest 4,106 36,504 -954
S & P 500(CME)
Dec05 051117 1237.10 1246.00 1235.20 1245.20 +10.50 28,277 635,203 -1,208
Mar06 051117 1244.70 1253.10 1244.70 1253.10 +10.60 4,797 19,827 +4,159
Jun06 051117 1262.50 1262.50 1262.50 1262.50 +10.60 485 3,755 -27
Sep06 051117 1271.90 1271.90 1271.90 1271.90 +10.80 13 561 +11
Total Volume and Open Interest 33,572 659,386 +2,935
S & P 500 E-Mini(Globex)
Dec05 051117 1234.50 1246.25 1233.75 1245.25 +10.50 635,768 1,123,588 +4,461
Mar06 051117 1242.00 1253.50 1242.00 1253.00 +10.50 5,161 33,460 +7,879
Total Volume and Open Interest 640,929 1,157,048 +12,340
NASDAQ 100(CME)
Dec05 051117 1664.50 1687.00 1662.00 1684.50 +23.00 6,919 56,701 -2,383
Mar06 051117 1700.50 1700.50 1700.50 1700.50 +23.00 0 44 +0
Jun06 051117 1715.50 1715.50 1715.50 1715.50 +23.00 0 17 +0
Total Volume and Open Interest 6,919 56,762 -2,383
NASDAQ 100 E-Mini(Globex)
Dec05 051117 1661.00 1687.50 1658.50 1684.50 +23.00 234,534 355,328 +5,460
Mar06 051117 1678.50 1700.50 1678.50 1700.50 +23.00 19 455 +7
Total Volume and Open Interest 234,553 355,783 +5,467
S & P Midcap 400(CME)
Dec05 051117 721.00 728.25 721.00 727.90 +8.10 323 12,979 +47
Mar06 051117 732.90 732.90 732.90 732.90 +8.10      
Jun06 051117 735.90 735.90 735.90 735.90 +8.10      
Total Volume and Open Interest 146 13,027 +48
Russell 2000(CME)
Dec05 051117 659.00 668.25 658.75 668.10 +11.00 924 37,181 +83
Mar06 051117 672.60 672.60 672.60 672.60 +11.00 0 37 -1
Jun06 051117 676.60 676.60 676.60 676.60 +11.00      
Total Volume and Open Interest 931 37,223 +82
Russell 2000 E-Mini(Globex)
Dec05 051117 656.90 668.70 656.10 668.10 +11.00 117,424 289,051 +2,568
Mar06 051117 663.80 672.90 662.70 672.60 +11.00 385 1,851 +151
Total Volume and Open Interest 117,809 290,902 +2,719
Value Line(KCBT)
Dec05 051117 1861.00 1883.00 1861.00 1882.50 +25.50 0 220 -4
Total Volume and Open Interest 0 227 -4
Nikkei 225(CME)
Dec05 051117 14200 14450 14165 14440 +240 44,942 237,039 +870
Mar06 051117 14190 14430 14165 14405 +240 342 399 +163
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051117 14200 14450 14165 14440 +240 44,942 237,039 +870
Mar06 051117 14190 14430 14165 14405 +240 342 399 +163
Jun06 051117 14340 14340 14340 14340 +240      
Total Volume and Open Interest 45,284 237,441 +1,033
CAC 40(MATIF)
Nov05 051117 4523.0 4544.5 4514.5 4520.5 +4.0 237,770 428,768 -15,260
Dec05 051117 4521.0 4542.0 4513.0 4518.0 +4.0 169,745 278,257 +76,309
Jan06 051117 4548.0 4548.0 4527.0 4527.0 +4.5 183 181 +129
Total Volume and Open Interest 407,944 712,341 +61,400
Hang Seng Index(HKFE)
Nov05 051117 14650 14804 14546 14793 +179 29,636 93,990 +2,515
Dec05 051117 14693 14840 14596 14830 +175 583 5,259 +371
Total Volume and Open Interest 30,234 100,045 +2,905
DAX Index(EUREX)
Dec05 051117 5120.0 5139.5 5097.0 5113.0 +24.0 143,072 215,294 +2,920
Mar06 051117 5156.0 5170.5 5130.0 5144.5 +24.5 1,182 12,875 +327
Jun06 051117 5192.0 5203.5 5164.5 5179.0 +24.5 1,164 2,903 +336
Total Volume and Open Interest 145,418 231,072 +3,583
FT-SE 100(LIFFE)
Dec05 051117 5459.50 5488.50 5457.50 5464.00 +21.50 78,752 454,419 +1,258
Mar06 051117 5480.50 5493.50 5468.50 5474.00 +22.00 598 31,705 +77
Jun06 051117 5488.00 5488.00 5484.00 5484.00 +21.50 26 13,999 -3
Total Volume and Open Interest 80,126 500,873 +2,082
SPI 200(SFE)
Dec05 051117 4631.0 4652.0 4628.0 4642.0 +11.0 11,592 202,306 -435
Mar06 051117 4631.0 4650.0 4630.0 4642.0 +11.0 146 5,334 +60
Jun06 051117 4656.0 4668.0 4655.0 4668.0 +12.0 2 3,139 +0
Total Volume and Open Interest 11,759 213,575 -365
GSCI(CME)
Dec05 051117 425.00 428.00 416.80 417.20 -6.40 286 17,613 +114
Jan06 051117 421.00 421.00 421.00 421.00 -6.00 0 2 +0
Feb06 051117 429.75 429.75 421.50 421.50 -5.00      
Total Volume and Open Interest 286 17,615 -1,020
Reuters CRB Index(NYBOT)
Jan06 051117 332.75 333.50 332.50 332.50 unch 21 564 -1
Feb06 051117 331.50 331.50 330.50 330.50 unch 1 8 +0
Apr06 051117 331.50 331.50 330.75 330.75 unch 1 412 +0
Total Volume and Open Interest 23 984 -1
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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