Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri November 18, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051118 573.00 574.50 569.00 569.75 -9.50 33,367 155,501 -1,389
Mar06 051118 580.50 581.50 577.00 577.25 -9.50 6,353 44,144 -58
May06 051118 584.00 587.50 582.00 582.75 -9.25 1,659 23,808 +226
Jul06 051118 592.00 592.50 587.25 588.25 -9.25 3,723 28,221 -154
Aug06 051118 593.50 593.50 589.50 589.75 -9.75 10 2,069 -1
Sep06 051118 595.00 595.00 589.75 589.75 -7.75 35 1,289 +8
Nov06 051118 597.00 598.50 595.00 595.00 -8.00 605 14,620 +56
Total Volume and Open Interest 45,785 270,655 -1,311
Soybean Meal(CBOT)
Dec05 051118 172.50 173.80 171.50 172.20 -2.60 13,455 35,251 -2,900
Jan06 051118 173.20 174.80 172.80 173.20 -3.00 7,120 25,272 +532
Mar06 051118 175.60 176.70 174.80 174.90 -3.30 4,921 24,949 +1,709
May06 051118 178.00 178.60 176.50 176.80 -3.30 824 19,030 -140
Jul06 051118 180.50 181.10 179.00 179.10 -3.40 1,931 18,229 +483
Aug06 051118 181.50 182.00 180.00 180.10 -3.40 410 4,611 +72
Sep06 051118 182.20 183.00 180.50 180.50 -3.00 154 4,123 +140
Oct06 051118 182.50 182.50 180.40 180.90 -2.50 129 2,219 +51
Total Volume and Open Interest 29,154 138,512 -118
Soybean Oil(CBOT)
Dec05 051118 22.08 22.08 21.90 22.01 -0.15 12,407 28,058 -5,686
Jan06 051118 22.17 22.23 22.05 22.19 -0.15 13,138 67,926 +2,076
Mar06 051118 22.48 22.48 22.34 22.43 -0.17 5,632 26,271 +2,309
May06 051118 22.70 22.70 22.55 22.68 -0.15 1,576 17,419 +172
Jul06 051118 22.90 22.95 22.75 22.94 -0.09 1,577 20,923 +42
Aug06 051118 23.05 23.05 22.95 23.04 -0.09 87 2,024 -4
Sep06 051118 23.15 23.15 23.05 23.11 -0.11 20 2,365 +8
Oct06 051118 23.20 23.20 23.10 23.15 -0.10 5 1,109 +5
Total Volume and Open Interest 34,737 175,633 -1,013
Canola(WCE)
Nov05 051114 254.3 254.3 254.3 254.3 unch      
Jan06 051118 254.6 259.0 253.1 256.6 +1.0 6,741 46,346 +0
Mar06 051118 262.9 265.0 261.6 263.5 -0.3 1,723 8,050 +96
May06 051118 270.5 272.0 268.3 271.0 -0.3 131 2,009 -7
Jul06 051118 278.0 279.6 273.5 278.3 -0.5 101 2,192 +34
Total Volume and Open Interest 7,764 63,656 +0
Corn(CBOT)
Dec05 051118 191.75 192.25 190.75 191.25 -1.00 55,987 222,409 -13,330
Mar06 051118 205.50 206.50 205.00 205.25 -1.25 43,834 415,282 +15,417
May06 051118 214.00 214.75 213.00 213.25 -1.75 4,276 54,145 +1,323
Jul06 051118 221.50 222.00 221.00 221.25 -0.75 4,949 88,918 +202
Sep06 051118 230.00 231.00 229.75 229.75 -0.75 492 12,049 +95
Dec06 051118 240.75 241.50 240.50 240.75 -0.50 5,515 69,999 +2,129
Total Volume and Open Interest 115,408 874,027 +6,041
Wheat(CBOT)
Dec05 051118 304.00 304.50 301.25 302.00 -2.75 22,874 64,368 -8,124
Mar06 051118 321.50 321.50 317.50 317.75 -3.25 24,564 180,027 +7,222
May06 051118 329.00 329.50 326.75 327.00 -3.50 428 7,010 +47
Jul06 051118 338.00 338.00 334.50 335.00 -3.25 2,701 37,324 +488
Sep06 051118 344.50 345.00 343.00 343.00 -3.50 26 2,160 +28
Total Volume and Open Interest 51,906 306,219 +282
Wheat(KCBT)
Dec05 051118 353.25 359.00 352.75 358.25 +4.00 10,932 32,843 -1,610
Mar06 051118 359.00 362.50 358.50 362.00 +1.25 12,549 55,414 +2,988
May06 051118 355.75 357.50 354.50 357.25 +1.75 870 6,722 +322
Jul06 051118 349.00 350.00 347.50 349.25 -0.75 1,946 29,858 -23
Sep06 051118 353.50 354.00 352.00 352.00 -3.00 130 1,934 +120
Total Volume and Open Interest 26,509 128,481 +1,795
Wheat(MGE)
Dec05 051118 368.50 372.75 368.50 369.75 -0.25 3,936 8,772 -447
Mar06 051118 373.75 374.50 373.00 373.50 -0.25 3,640 17,257 +775
May06 051118 370.50 370.50 369.50 370.50 -0.50 175 2,332 +86
Jul06 051118 367.50 367.50 366.00 366.00 -1.75 533 7,557 +80
Sep06 051118 366.00 366.00 364.00 364.00 -2.00 235 1,784 +128
Total Volume and Open Interest 8,880 38,885 +735
Oats(CBOT)
Dec05 051118 167.25 170.50 167.00 168.00 +0.75 637 3,220 -150
Mar06 051118 174.75 178.50 174.75 175.75 +0.75 495 3,654 +204
May06 051118 178.00 180.00 177.50 178.75 +1.75 12 127 +5
Jul06 051118 179.00 180.50 179.00 180.00 +1.00 3 11 +1
Total Volume and Open Interest 1,148 7,028 +61
Rough Rice(CBOT)
Nov05 051118 7.30 7.30 7.30 7.30 -0.03 3 0 -44
Jan06 051118 7.47 7.51 7.46 7.47 0.00 352 5,036 -182
Mar06 051118 7.75 7.76 7.72 7.72 -0.01 220 1,832 -33
May06 051118 7.94 7.94 7.94 7.94 -0.01 0 207 +0
Total Volume and Open Interest 575 7,115 -259
Live Cattle(CME)
Dec05 051118 90.875 91.250 90.650 91.025 -0.200 8,437 41,307 -2,271
Feb06 051118 93.550 93.925 93.450 93.750 -0.350 11,023 93,789 +3,448
Apr06 051118 90.900 91.250 90.800 91.025 -0.250 2,360 23,878 +446
Jun06 051118 85.125 85.450 85.100 85.275 -0.325 670 10,599 +166
Aug06 051118 84.700 84.950 84.675 84.925 -0.225 385 3,747 +174
Oct06 051118 86.350 86.350 86.250 86.250 -0.350 49 1,166 +31
Total Volume and Open Interest 22,931 174,871 +1,991
Feeder Cattle(CME)
Jan06 051118 113.650 113.850 113.325 113.600 -0.250 1,419 17,052 +286
Mar06 051118 111.800 111.950 111.350 111.750 -0.400 263 3,772 +117
Apr06 051118 110.300 110.350 110.150 110.350 -0.200 71 1,081 +40
May06 051118 109.800 110.050 109.800 110.000 -0.350 124 1,396 +81
Aug06 051118 110.250 110.450 110.050 110.450 -0.200 34 677 +23
Sep06 051118 109.500 109.500 109.500 109.500 unch 0 55 +0
Oct06 051118 108.800 108.800 108.800 108.800 unch 0 12 +0
Total Volume and Open Interest 2,810 26,839 +102
Lean Hogs(CME)
Dec05 051118 61.950 62.850 61.900 62.625 +0.525 7,057 26,487 -2,108
Feb06 051118 66.050 66.750 65.950 66.550 +0.475 7,255 61,073 +2,307
Apr06 051118 67.175 67.950 67.150 67.825 +0.650 1,482 15,902 +188
May06 051118 68.525 69.500 68.500 69.450 +0.700 43 2,811 +13
Jun06 051118 70.750 71.475 70.700 71.450 +0.575 334 6,479 +59
Jul06 051118 67.850 68.500 67.850 68.300 +0.600 127 2,858 -15
Aug06 051118 64.400 65.000 64.400 65.000 +0.750 17 929 +4
Oct06 051118 56.800 56.800 56.650 56.775 +0.075 15 552 +10
Total Volume and Open Interest 16,332 117,230 +458
Pork Bellies(CME)
Feb06 051118 87.300 89.500 87.300 88.525 +0.775 209 1,041 +22
Mar06 051118 89.300 89.300 87.700 87.700 +1.100 1 109 +1
May06 051118 89.550 89.550 89.550 89.550 +0.525 0 89 +0
Jul06 051118 91.000 91.000 91.000 91.000 +0.300 0 41 +0
Aug06 051118 92.650 92.650 92.650 92.650 -0.050 0 27 +0
Total Volume and Open Interest 210 1,307 +23
Class III Milk(CME)
Nov05 051118 13.35 13.35 13.33 13.35 unch 26 2,192 -3
Dec05 051118 12.87 13.00 12.87 12.92 +0.04 289 2,248 +14
Jan06 051118 12.70 12.70 12.66 12.66 -0.04 212 1,941 +56
Feb06 051118 12.47 12.50 12.47 12.49 +0.02 204 1,655 +85
Mar06 051118 12.48 12.51 12.48 12.51 +0.03 100 1,519 +46
Total Volume and Open Interest 1,372 20,614 +401
Cocoa(NYBOT)
Dec05 051118 1395 1425 1386 1425 +68 124 2,108 -213
Mar06 051118 1390 1430 1388 1425 +65 3,197 69,230 +575
May06 051118 1417 1448 1415 1444 +64 765 13,331 +9
Jul06 051118 1433 1464 1433 1464 +64 77 11,277 +20
Sep06 051118 1480 1486 1476 1486 +66 234 11,817 +20
Dec06 051118 1514 1514 1514 1514 +65 52 9,707 +10
Mar07 051118 1530 1540 1530 1540 +63 20 11,106 +20
Total Volume and Open Interest 4,469 130,061 +441
Coffee "C"(NYBOT)
Dec05 051118 98.75 99.40 96.75 96.80 -1.20 13,490 4,818 -7,521
Mar06 051118 102.50 103.40 100.10 100.30 -1.70 18,398 56,106 +2,636
May06 051118 104.85 105.25 102.40 102.40 -1.60 1,302 7,112 +578
Jul06 051118 106.75 106.95 104.10 104.10 -1.60 151 4,015 +27
Sep06 051118 107.75 108.30 105.80 105.80 -1.60 217 1,750 +81
Dec06 051118 110.40 110.80 108.20 108.20 -1.70 235 1,356 +46
Total Volume and Open Interest 33,834 76,399 -4,142
Orange Juice(NYBOT)
Jan06 051118 120.00 120.00 117.50 118.05 -2.30 999 26,442 +88
Mar06 051118 121.50 121.50 119.35 120.00 -2.25 128 7,522 +28
May06 051118 122.00 122.00 120.00 120.75 -2.00 19 1,501 +3
Jul06 051118 121.50 121.75 121.50 121.75 -2.00 9 497 +9
Sep06 051118 123.00 123.00 122.50 122.75 -2.00 0 387 +0
Total Volume and Open Interest 1,155 36,586 +128
Sugar #11(NYBOT)
Mar06 051118 12.12 12.12 11.93 11.98 -0.07 28,226 298,772 +1,704
May06 051118 11.94 11.97 11.82 11.88 -0.04 5,323 70,304 +1,771
Jul06 051118 11.47 11.54 11.45 11.48 unch 3,852 45,319 +118
Oct06 051118 11.32 11.40 11.32 11.37 +0.04 2,321 26,054 -345
Mar07 051118 11.29 11.37 11.29 11.35 +0.04 826 28,110 +95
Total Volume and Open Interest 41,117 486,630 +3,511
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051118 22.05 22.20 22.05 22.12 +0.12 660 2,226 -479
Mar06 051118 21.70 21.76 21.70 21.73 +0.03 118 3,193 +43
May06 051118 21.63 21.67 21.63 21.65 unch 104 2,854 -29
Jul06 051118 21.76 21.84 21.76 21.84 +0.04 90 3,464 -35
Total Volume and Open Interest 1,090 13,892 -403
London Cocoa(LCE)
Dec05 051118 807 847 803 842 +35 1,373 55,196 -650
Mar06 051118 830 871 827 866 +35 3,179 67,110 -212
May06 051118 846 881 840 876 +33 100 19,644 -14
Jul06 051118 858 894 858 890 +32 164 27,178 +87
Sep06 051118 867 907 867 903 +32 250 14,359 +58
Dec06 051118 900 920 899 915 +30 140 17,274 +96
Mar07 051118 918 928 918 928 +31 134 3,736 +58
Total Volume and Open Interest 5,343 204,898 -578
London Coffee(LCE)
Nov05 051118 1044.00 1046.00 1044.00 1045.00 +4.00 17 1,253 -1
Jan06 051118 1056.00 1056.00 1040.00 1046.00 +5.00 3,384 68,036 -233
Mar06 051118 1070.00 1072.00 1059.00 1063.00 +6.00 741 37,355 -121
May06 051118 1084.00 1084.00 1077.00 1077.00 +6.00 424 10,961 +417
Jul06 051118 1099.00 1099.00 1091.00 1091.00 +6.00 125 5,414 +0
Sep06 051118 1108.00 1110.00 1106.00 1106.00 +6.00 5 2,126 +3
Total Volume and Open Interest 4,697 125,477 +66
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051118 299.40 299.50 296.20 296.80 -2.20 1,987 26,321 +79
May06 051118 306.00 306.00 303.00 303.50 -2.50 224 7,112 +111
Aug06 051118 312.00 312.50 309.60 310.50 -2.50 507 6,249 +72
Oct06 051118 315.20 315.20 313.50 314.00 -2.50 239 5,645 -191
Total Volume and Open Interest 2,970 50,768 +66
Cotton(NYBOT)
Dec05 051118 49.72 49.80 49.25 49.31 -0.33 9,295 13,932 -5,879
Mar06 051118 53.00 53.20 52.60 52.63 -0.33 14,144 70,490 +918
May06 051118 54.30 54.40 53.90 53.98 -0.28 2,486 8,672 +826
Jul06 051118 55.10 55.15 54.60 54.63 -0.55 132 3,773 +107
Oct06 051118 55.42 55.42 55.42 55.42 -0.23 0 63 +0
Dec06 051118 56.90 56.90 56.42 56.42 -0.23 75 1,736 +45
Total Volume and Open Interest 26,137 98,729 -3,980
Lumber(CME)
Jan06 051118 352.0 355.3 348.3 349.0 -3.0 991 3,945 +123
Mar06 051118 357.0 361.1 355.1 357.0 -2.0 391 906 +145
May06 051118 352.0 352.8 347.9 352.8 +0.8 61 349 +15
Jul06 051118 349.8 350.5 348.1 348.1 -1.8 19 93 +5
Total Volume and Open Interest 1,467 5,321 +288
Crude Oil(NYM)
Dec05 051118 56.00 56.80 55.40 56.14 -0.19 90,168 42,111 -21,795
Jan06 051118 56.75 57.40 56.40 57.21 +0.06 110,448 284,637 +9,208
Feb06 051118 57.45 58.10 56.95 57.88 +0.17 29,859 69,589 +1,424
Mar06 051118 57.75 58.45 57.50 58.35 +0.27 21,321 47,874 +2,961
Apr06 051118 58.05 58.72 58.05 58.72 +0.35 9,121 21,537 -1,338
May06 051118 58.70 58.97 58.55 58.97 +0.41 5,141 16,988 +808
Jun06 051118 58.25 59.17 58.25 59.17 +0.46 7,358 49,085 +439
Jul06 051118 58.75 59.30 58.75 59.30 +0.48 3,007 11,302 -503
Aug06 051118 58.85 59.40 58.85 59.40 +0.50 2,058 9,330 -485
Sep06 051118 59.00 59.47 59.00 59.47 +0.51 785 10,550 +195
Oct06 051118 59.00 59.52 59.00 59.52 +0.52 60 4,947 -51
Nov06 051118 59.00 59.53 59.00 59.53 +0.53 58 10,477 -39
Dec06 051118 58.80 59.52 58.70 59.52 +0.54 8,340 47,212 -2,029
Jan07 051118 59.00 59.44 59.00 59.44 +0.55 727 12,211 +49
Feb07 051118 59.39 59.39 59.39 59.39 +0.56 129 4,218 +73
Mar07 051118 59.34 59.34 59.34 59.34 +0.57 129 6,605 -129
Total Volume and Open Interest 295,342 839,276 -11,283
Heating Oil(NYM)
Dec05 051118 169.10 172.00 168.00 169.62 -0.08 17,334 29,946 -2,240
Jan06 051118 175.50 177.75 174.75 176.37 -0.22 12,685 68,672 +505
Feb06 051118 178.75 181.00 178.00 179.72 -0.17 3,929 27,419 +785
Mar06 051118 178.00 179.50 177.25 178.82 +0.18 1,852 17,476 -313
Apr06 051118 174.00 176.00 174.00 175.12 +0.23 1,102 9,770 +425
May06 051118 170.25 171.75 170.00 171.17 +0.28 410 5,981 +77
Jun06 051118 168.25 169.10 168.25 168.82 +0.33 471 7,772 +241
Jul06 051118 168.00 169.12 168.00 169.12 +0.43 35 4,228 -8
Aug06 051118 169.50 170.22 169.50 170.22 +0.53 4 2,606 +0
Sep06 051118 171.30 171.92 170.90 171.92 +0.63 51 1,892 +0
Oct06 051118 173.00 173.97 173.00 173.97 +0.68 5 465 +2
Nov06 051118 175.75 176.27 175.75 176.27 +0.68 3 600 +2
Total Volume and Open Interest 38,156 184,954 -540
Unleaded Gas(NYM)
Dec05 051118 145.00 148.25 144.00 146.20 +0.25 21,006 33,841 -1,045
Jan06 051118 151.00 153.30 149.50 151.73 -0.20 9,580 57,130 +1,925
Feb06 051118 154.50 156.25 154.50 156.18 -0.20 2,045 14,128 +352
Mar06 051118 157.50 158.50 157.30 158.35 +0.07 647 11,421 +108
Apr06 051118 167.50 168.43 166.90 168.43 +0.10 894 7,773 +345
May06 051118 168.50 169.58 168.50 169.58 +0.20 1,665 5,454 +197
Jun06 051118 170.00 170.50 170.00 170.33 +0.25 569 6,364 +83
Jul06 051118 170.00 170.48 170.00 170.48 +0.30 154 2,643 +42
Aug06 051118 168.50 169.88 168.50 169.88 +0.35 303 2,185 +102
Sep06 051118 167.20 168.23 167.20 168.23 +0.40 202 1,576 +24
Oct06 051118 159.73 159.73 159.73 159.73 +0.45 0 324 +0
Nov06 051118 157.18 157.18 157.18 157.18 +0.45 0 35 +0
Total Volume and Open Interest 37,065 142,937 +2,133
Natural Gas(NYM)
Dec05 051118 11.570 11.580 11.320 11.414 -0.528 28,878 42,280 -2,879
Jan06 051118 12.230 12.240 12.000 12.071 -0.634 18,149 96,026 +1,411
Feb06 051118 12.300 12.300 12.130 12.181 -0.604 4,776 30,695 -236
Mar06 051118 12.170 12.170 11.950 12.011 -0.539 4,088 56,308 +462
Apr06 051118 10.250 10.250 10.130 10.161 -0.279 3,989 31,486 +0
May06 051118 10.100 10.100 10.000 10.001 -0.259 2,151 24,685 -41
Jun06 051118 10.100 10.120 10.030 10.031 -0.256 442 11,075 +150
Jul06 051118 10.150 10.170 10.076 10.076 -0.256 181 15,254 +0
Aug06 051118 10.200 10.200 10.119 10.119 -0.253 395 17,886 -79
Sep06 051118 10.200 10.200 10.119 10.119 -0.246 753 14,759 -525
Oct06 051118 10.250 10.250 10.167 10.167 -0.243 1,864 25,366 +720
Nov06 051118 10.700 10.730 10.642 10.642 -0.243 583 10,969 +161
Dec06 051118 11.030 11.180 11.030 11.117 -0.243 112 12,478 -38
Jan07 051118 11.500 11.540 11.480 11.497 -0.243 157 13,499 +35
Feb07 051118 11.550 11.550 11.437 11.437 -0.243 110 5,635 -34
Mar07 051118 11.150 11.170 11.132 11.132 -0.238 358 10,641 -59
Total Volume and Open Interest 72,225 561,451 +644
Brent Crude Oil(ICE)
Jan06 051118 54.92 55.23 54.33 54.88 +0.03 68,923 94,619 -5,840
Feb06 051118 55.78 56.07 55.18 55.75 +0.07 26,655 82,504 +3,405
Mar06 051118 56.34 56.59 55.80 56.37 +0.11 8,741 21,550 +626
Apr06 051118 56.74 57.10 56.23 56.83 +0.17 3,456 11,906 +59
May06 051118 57.05 57.38 56.50 57.13 +0.24 2,605 8,573 +908
Jun06 051118 57.40 57.40 56.70 57.35 +0.27 4,104 33,091 -228
Jul06 051118 57.43 57.56 57.21 57.56 +0.30 606 4,641 -250
Aug06 051118 57.73 57.73 57.73 57.73 +0.30 0 1,631 +0
Sep06 051118 57.80 57.85 57.80 57.82 +0.28 50 6,879 +50
Oct06 051118 57.57 57.87 57.57 57.87 +0.25 0 6,377 +0
Nov06 051118 57.63 57.92 57.63 57.92 +0.24 251 1,257 +101
Dec06 051118 57.92 58.05 57.28 57.93 +0.25 3,329 33,599 -889
Jan07 051118 57.40 57.89 57.40 57.89 +0.28 0 3,028 +0
Feb07 051118 57.84 57.84 57.84 57.84 +0.32 0 528 +0
Total Volume and Open Interest 121,733 352,172 -1,520
Gas Oil(ICE)
Dec05 051118 518.00 519.75 509.00 509.50 -13.75 24,968 40,737 -1,405
Jan06 051118 530.50 533.25 523.50 524.25 -11.25 20,661 61,227 +3,236
Feb06 051118 537.00 538.75 530.75 531.00 -9.50 6,933 25,529 +1
Mar06 051118 539.50 540.50 533.25 533.75 -8.25 2,925 16,280 +935
Apr06 051118 538.25 539.25 533.50 533.75 -7.75 761 8,341 -118
May06 051118 537.75 537.75 533.00 533.25 -7.75 668 2,472 +377
Jun06 051118 538.75 538.75 532.75 532.75 -7.75 1,812 21,452 +745
Jul06 051118 535.50 535.50 534.75 534.75 -7.75 0 973 +0
Aug06 051118 536.75 536.75 536.75 536.75 -7.50 0 164 +0
Sep06 051118 538.25 538.25 538.25 538.25 -7.75 0 1,567 +0
Total Volume and Open Interest 60,178 205,638 +3,001
US Dollar Index(NYBOT)
Dec05 051118 91.88 92.40 91.60 91.87 +0.06 1,895 38,037 +507
Mar06 051118 92.00 92.04 91.40 91.59 +0.06 0 2,628 +0
Jun06 051118 91.30 91.30 91.30 91.30 +0.06 0 11 +0
Total Volume and Open Interest 1,895 40,678 +507
Australian Dollar(CME)
Dec05 051118 73.04 73.32 72.95 73.24 -0.11 1,088 78,215 +1,830
Mar06 051118 72.84 73.05 72.84 73.05 -0.11 5 100 +9
Jun06 051118 72.88 72.88 72.88 72.88 -0.11 1 18 +1
Total Volume and Open Interest 1,094 78,343 +1,840
British Pound(CME)
Dec05 051118 171.24 172.24 171.15 171.61 -0.37 1,547 89,661 +142
Mar06 051118 171.10 171.90 171.10 171.53 -0.37 3 401 -2
Jun06 051118 171.63 171.63 171.63 171.63 -0.37 2 7 -2
Total Volume and Open Interest 1,552 90,084 +138
Canadian Dollar(CME)
Dec05 051118 84.16 84.35 83.88 84.04 -0.31 2,151 98,468 -1,568
Mar06 051118 84.35 84.55 84.22 84.25 -0.31 78 2,706 +85
Jun06 051118 84.60 84.60 84.48 84.48 -0.31 0 678 +0
Sep06 051118 84.71 84.71 84.71 84.71 -0.31 1 97 +0
Total Volume and Open Interest 2,230 102,101 -1,483
Japanese Yen(CME)
Dec05 051118 84.11 84.37 84.08 84.19 -0.38 2,357 183,185 -537
Mar06 051118 85.00 85.17 84.98 85.07 -0.38 18 19,145 +36
Jun06 051118 86.12 86.12 86.12 86.12 -0.38 0 64 +0
Total Volume and Open Interest 2,375 202,420 -501
Swiss Franc(CME)
Dec05 051118 75.68 76.34 75.65 76.20 +0.05 5,167 98,588 -934
Mar06 051118 76.49 76.82 76.49 76.81 +0.04 0 421 +7
Jun06 051118 77.45 77.45 77.45 77.45 +0.03 0 18 +0
Total Volume and Open Interest 5,167 99,041 -927
EuroFX(CME)
Dec05 051118 116.93 118.13 116.88 117.81 +0.07 12,120 171,657 +2,627
Mar06 051118 117.47 118.50 117.47 118.36 +0.06 140 3,871 -76
Jun06 051118 119.01 119.01 119.01 119.01 +0.04 0 1,536 +0
Total Volume and Open Interest 12,260 177,272 +2,545
Mexican Peso(CME)
Dec05 051118 9355.0 9370.0 9330.0 9347.0 -13.0 2,252 101,077 -1,135
Mar06 051118 9252.0 9252.0 9252.0 9252.0 -13.0 15 633 +24
Total Volume and Open Interest 2,276 111,476 -1,120
30-Year T-Bonds(CBOT)
Dec05 051118 112~29 113~03 112~13 112~15 -0~17 398,341 586,520 -747
Mar06 051118 112~22 112~25 112~05 112~06 -0~17 22,942 52,847 +10,037
Jun06 051118 112~01 112~01 112~01 112~01 -0~17 11 836 +8
Total Volume and Open Interest 421,294 640,204 +9,298
10-Year T-Notes(CBOT)
Dec05 051118 108~310 109~030 108~220 108~235 -0~095 1,004,217 1,631,524 -53,197
Mar06 051118 108~270 108~285 108~170 108~185 -0~095 28,815 162,676 +7,732
Total Volume and Open Interest 1,034,543 1,795,635 -44,656
5-Year T-Notes(CBOT)
Dec05 051118 106~045 106~065 106~005 106~020 -0~060 568,273 0 +0
Mar06 051118 105~290 106~000 105~280 105~290 -0~060 52,820 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 051118 102~084 102~088 102~076 102~081 -0~007 3,389 349,057 -9,475
Mar06 051118 102~064 102~076 102~064 102~070 -0~006 354 12,483 +4,075
Total Volume and Open Interest 3,743 361,540 -5,400
Eurodollars(CME)
Dec05 051118 95.495 95.495 95.488 95.490 -0.007 40,373 1,245,853 +6,460
Mar06 051118 95.230 95.235 95.200 95.200 -0.045 50,005 1,226,429 -37,248
Jun06 051118 95.150 95.155 95.105 95.120 -0.050 68,719 1,314,364 +12,822
Sep06 051118 95.185 95.190 95.125 95.150 -0.045 382,498 955,067 -12,103
Dec06 051118 95.215 95.235 95.175 95.195 -0.040 51,623 1,020,109 +16,526
Mar07 051118 95.260 95.285 95.215 95.240 -0.040 58,870 869,442 +58,442
Jun07 051118 95.255 95.280 95.225 95.240 -0.045 57,440 585,803 +10,431
Sep07 051118 95.240 95.265 95.205 95.225 -0.045 45,654 356,120 +931
Dec07 051118 95.220 95.220 95.180 95.190 -0.050 27,684 300,351 -2,212
Mar08 051118 95.200 95.200 95.175 95.175 -0.055 23,678 255,219 +471
Jun08 051118 95.180 95.180 95.145 95.145 -0.060 37,698 261,938 +4,741
Sep08 051118 95.150 95.150 95.105 95.115 -0.060 17,551 219,159 -1,237
Dec08 051118 95.090 95.100 95.075 95.075 -0.060 7,073 150,918 +1,451
Mar09 051118 95.060 95.080 95.055 95.055 -0.065 8,194 131,930 +119
Jun09 051118 95.060 95.065 95.025 95.025 -0.065 5,751 107,769 +550
Sep09 051118 95.015 95.035 94.995 94.995 -0.065 8,243 100,603 -1,822
Dec09 051118 94.985 94.985 94.950 94.950 -0.070 5,592 79,916 +1,012
Mar10 051118 94.955 94.960 94.935 94.935 -0.070 8,080 51,218 +2,100
Total Volume and Open Interest 581,629 9,438,207 +71,967
3-Mth Euro-Yen(CME)
Dec05 051118 99.91 99.91 99.91 99.91 unch 193 6,616 +77
Mar06 051118 99.85 99.85 99.85 99.85 unch 270 6,602 -339
Jun06 051118 99.77 99.77 99.76 99.76 -0.01 150 6,608 +24
Sep06 051118 99.67 99.67 99.66 99.66 -0.01 1,228 4,525 +844
Dec06 051118 99.57 99.57 99.56 99.56 -0.01 300 6,568 +224
Mar07 051118 99.45 99.45 99.45 99.45 unch 20 1,771 -6
Jun07 051118 99.35 99.35 99.35 99.35 unch 0 1,631 +0
Sep07 051118 99.24 99.24 99.24 99.24 unch 0 583 +0
Dec07 051118 99.15 99.15 99.15 99.15 unch 0 38 +0
Mar08 051118 99.05 99.05 99.05 99.05 +0.01 0 51 +0
Total Volume and Open Interest 2,161 35,245 +824
3-Mth Euro-Yen(SIMEX)
Dec05 051118 99.91 99.91 99.91 99.91 unch 622 84,708 -380
Mar06 051118 99.85 99.85 99.85 99.85 unch 888 62,334 -669
Jun06 051118 99.77 99.78 99.76 99.77 +0.01 1,079 63,678 +239
Sep06 051118 99.67 99.69 99.66 99.67 +0.01 3,051 37,780 -59
Dec06 051118 99.56 99.58 99.56 99.57 +0.01 1,293 47,471 -147
Mar07 051118 99.45 99.47 99.45 99.46 +0.01 2,340 27,382 -23
Jun07 051118 99.34 99.37 99.34 99.36 +0.01 2,935 16,580 +1,462
Sep07 051118 99.26 99.26 99.25 99.25 unch 0 1,931 -75
Total Volume and Open Interest 12,228 369,945 +368
German Euro-Bund(EUREX)
Dec05 051118 120.14 120.31 119.09 119.38 -0.82 1,407,242 1,486,607 -2,646
Mar06 051118 120.33 120.51 119.29 119.57 -0.85 13,970 79,887 +2,034
Jun06 051118 118.93 118.93 118.93 118.93 -0.82 200 1 +0
Total Volume and Open Interest 1,421,412 1,566,495 -612
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051118 112.79 112.80 112.02 112.19 -0.63 8,586 62,010 +941
Jun06 051118 111.70 111.70 111.70 111.70 -0.61 0 993 +0
Total Volume and Open Interest 794,576 1,155,917 -54,833
Long Gilt(LIFFE)
Dec05 051118 113~03 113~09 112~23 112~26 -0~10 94,123 234,649 -4,379
Mar06 051118 113~15 113~20 113~03 113~06 -0~10 443 1,809 +432
Total Volume and Open Interest 94,566 236,458 -3,947
3-Mth Short Sterling(LIFFE)
Dec05 051118 95.39 95.39 95.39 95.39 unch 42,946 287,677 -11,877
Mar06 051118 95.44 95.44 95.44 95.44 -0.02 61,423 399,278 -2,897
Jun06 051118 95.45 95.45 95.45 95.45 -0.02 66,292 302,001 -4,492
Total Volume and Open Interest 374,958 1,837,640 -55,068
3-Mth Euribor(LIFFE)
Dec05 051118 97.560 97.560 97.465 97.470 -0.090 196,793 740,102 +900
Mar06 051118 97.345 97.345 97.225 97.230 -0.110 188,783 684,155 -4,499
Jun06 051118 97.220 97.225 97.070 97.080 -0.135 178,307 564,231 +5,840
Total Volume and Open Interest 1,037,364 3,676,837 +21,180
3-Mth Aus T-Bills(SFE)
Dec05 051118 94.37 94.38 94.37 94.38 unch 2,638 79,122 -1,645
Mar06 051118 94.39 94.40 94.38 94.39 unch 25,215 177,524 +4,646
Jun06 051118 94.39 94.39 94.36 94.38 unch 12,529 87,548 +4,411
Sep06 051118 94.37 94.37 94.35 94.37 +0.01 4,198 34,647 +1,576
Dec06 051118 94.35 94.35 94.33 94.34 -0.01 4,354 39,172 +553
Mar07 051118 94.30 94.30 94.30 94.30 unch 701 19,695 +701
Jun07 051118 94.26 94.27 94.26 94.27 unch 608 34,665 +730
Sep07 051118 94.24 94.24 94.24 94.24 unch 403 7,806 -200
Dec07 051118 94.22 94.22 94.22 94.22 unch 8 4,624 +0
Mar08 051118 94.20 94.20 94.20 94.20 unch 0 2,469 +0
Total Volume and Open Interest 50,654 489,336 +10,772
10-Year Aus T-Bonds(SFE)
Dec05 051118 94.66 94.66 94.63 94.64 +0.00 28,903 320,360 +2,719
Mar06 051118 94.64 94.64 94.64 94.64 +0.00      
Total Volume and Open Interest 28,903 320,360 +2,719
3-Year Aus T-Bonds(SFE)
Dec05 051118 94.74 94.74 94.70 94.72 -0.01 100,788 432,584 +22,641
Mar06 051118 94.72 94.72 94.72 94.72 -0.01      
Total Volume and Open Interest 100,788 432,584 +22,641
Gold(CMX)
Dec05 051118 488.5 489.5 484.3 486.2 -0.7 90,605 218,722 -3,452
Feb06 051118 493.3 493.5 488.2 490.2 -0.6 25,188 66,481 +14,122
Apr06 051118 496.9 498.0 493.0 494.3 -0.6 183 7,139 +92
Jun06 051118 501.0 501.0 498.0 498.4 -0.6 2,379 16,751 +1,141
Aug06 051118 502.5 502.6 502.5 502.6 -0.6 116 2,367 +12
Oct06 051118 506.8 506.8 506.8 506.8 -0.6 0 5,102 +0
Dec06 051118 513.0 514.5 510.0 511.0 -0.6 861 9,026 +286
Feb07 051118 515.3 515.3 515.3 515.3 -0.5 0 5,500 +0
Apr07 051118 519.4 519.4 519.4 519.4 -0.4 0 1,328 +0
Jun07 051118 523.5 523.5 523.5 523.5 -0.4 864 6,231 +800
Aug07 051118 527.5 527.5 527.5 527.5 -0.4      
Total Volume and Open Interest 121,556 350,693 +14,075
Silver(CMX)
Dec05 051118 811.0 816.0 803.5 806.7 -3.5 29,413 80,351 -6,075
Mar06 051118 820.5 824.5 812.5 815.6 -3.3 9,711 46,269 +6,438
May06 051118 829.5 829.5 819.8 819.8 -3.3 11 2,342 +4
Jul06 051118 828.5 830.0 822.0 823.6 -3.3 299 8,618 +103
Sep06 051118 827.4 827.4 827.4 827.4 -3.0 245 3,230 +20
Dec06 051118 832.0 840.0 825.0 831.2 -2.5 1,221 10,294 -237
Mar07 051118 834.8 834.8 834.8 834.8 -2.3 0 51 +0
Total Volume and Open Interest 41,878 156,093 +1,104
Platinum(NYM)
Jan06 051118 984.0 989.0 981.0 986.1 +3.7 1,417 12,625 +268
Apr06 051118 990.0 990.0 986.1 986.1 +3.7 6 238 -2
Total Volume and Open Interest 1,423 12,863 +266
Palladium(NYME)
Dec05 051118 263.50 267.90 259.00 267.00 +4.90 1,573 9,944 -680
Mar06 051118 267.00 272.00 263.00 270.00 +5.00 1,093 4,517 +497
Jun06 051118 271.00 272.00 271.00 272.00 +5.00 9 41 +9
Total Volume and Open Interest 2,675 14,528 -174
Copper(CMX)
Dec05 051118 196.10 198.00 196.10 197.80 +3.20 13,271 43,778 -1,688
Mar06 051118 190.00 191.50 189.90 191.30 +3.40 8,159 48,741 +2,936
May06 051118 184.70 185.10 184.00 184.80 +3.10 69 4,991 +0
Jul06 051118 178.40 178.80 178.40 178.80 +3.10 95 3,747 +22
Sep06 051118 172.90 172.90 172.90 172.90 +3.10 32 2,095 +25
Total Volume and Open Interest 23,090 115,337 +1,255
Aluminum(CMX)
Nov05 051118 94.65 94.65 94.65 94.65 +1.00 4 9 -6
Dec05 051118 94.95 94.95 94.95 94.95 +1.00 0 1,674 +0
Jan06 051118 95.25 95.25 95.25 95.25 +1.10 11 117 +1
Feb06 051118 95.00 95.00 95.00 95.00 +1.00 0 70 +0
Mar06 051118 94.75 94.75 94.75 94.75 +0.90 0 70 +0
Apr06 051118 94.35 94.35 94.35 94.35 +0.80 0 50 +0
Total Volume and Open Interest 15 2,135 -5
DJIA Index(CBOT)
Dec05 051118 10770 10795 10715 10782 +43 3,864 36,847 +490
Mar06 051118 10795 10840 10779 10835 +46 11 181 +42
Jun06 051118 10869 10869 10869 10869 +43 3 6 +3
Total Volume and Open Interest 3,878 37,039 +535
S & P 500(CME)
Dec05 051118 1249.70 1252.20 1242.50 1250.20 +5.00 33,533 629,695 -5,508
Mar06 051118 1257.00 1259.70 1251.50 1258.10 +5.00 5,526 25,534 +5,707
Jun06 051118 1267.50 1267.50 1267.50 1267.50 +5.00 142 3,645 -110
Sep06 051118 1276.90 1276.90 1276.90 1276.90 +5.00 0 561 +0
Total Volume and Open Interest 39,203 659,477 +91
S & P 500 E-Mini(Globex)
Dec05 051118 1245.00 1252.25 1242.50 1250.25 +5.00 809,879 1,134,838 +11,250
Mar06 051118 1252.75 1259.50 1250.75 1258.00 +5.00 7,472 39,725 +6,265
Total Volume and Open Interest 817,351 1,174,563 +17,515
NASDAQ 100(CME)
Dec05 051118 1690.00 1695.00 1679.00 1683.00 -1.50 8,576 56,253 -448
Mar06 051118 1699.00 1699.00 1699.00 1699.00 -1.50 0 44 +0
Jun06 051118 1714.00 1714.00 1714.00 1714.00 -1.50 0 17 +0
Total Volume and Open Interest 8,576 56,314 -448
NASDAQ 100 E-Mini(Globex)
Dec05 051118 1684.00 1695.00 1679.00 1683.00 -1.50 334,108 408,090 +52,762
Mar06 051118 1706.00 1706.50 1696.00 1699.00 -1.50 33 461 +6
Total Volume and Open Interest 334,141 408,551 +52,768
S & P Midcap 400(CME)
Dec05 051118 730.25 731.50 726.30 729.90 +2.00 146 13,027 +48
Mar06 051118 734.90 734.90 734.90 734.90 +2.00      
Jun06 051118 737.90 737.90 737.90 737.90 +2.00      
Total Volume and Open Interest 189 13,019 -8
Russell 2000(CME)
Dec05 051118 670.25 674.75 668.75 672.70 +4.60 387 37,147 -34
Mar06 051118 677.20 677.20 677.20 677.20 +4.60 0 35 -2
Jun06 051118 681.20 681.20 681.20 681.20 +4.60      
Total Volume and Open Interest 387 37,187 -36
Russell 2000 E-Mini(Globex)
Dec05 051118 668.00 674.90 667.20 672.70 +4.60 107,297 286,957 -2,094
Mar06 051118 674.20 678.60 670.70 677.20 +4.60 236 1,905 +54
Total Volume and Open Interest 107,533 288,862 -2,040
Value Line(KCBT)
Dec05 051118 1890.00 1896.50 1884.50 1889.50 +7.00 70 198 -22
Total Volume and Open Interest 80 210 -17
Nikkei 225(CME)
Dec05 051118 14500 14670 14500 14655 +215 51,687 236,740 -299
Mar06 051118 14595 14650 14575 14615 +210 143 421 +22
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051118 14500 14670 14500 14655 +215 51,687 236,740 -299
Mar06 051118 14595 14650 14575 14615 +210 143 421 +22
Jun06 051118 14550 14550 14550 14550 +210      
Total Volume and Open Interest 51,830 237,300 -141
CAC 40(MATIF)
Nov05 051118 4548.5 4575.5 4547.5 4555.0 +34.5 277,432 385,171 -43,597
Dec05 051118 4540.0 4573.5 4540.0 4554.5 +36.5 241,782 384,888 +106,631
Jan06 051118 4536.0 4578.0 4536.0 4563.5 +36.5 78 224 +43
Total Volume and Open Interest 519,307 775,418 +63,077
Hang Seng Index(HKFE)
Nov05 051118 14900 14929 14810 14845 +52 39,847 90,638 -3,352
Dec05 051118 14931 14968 14855 14869 +39 1,077 5,592 +333
Total Volume and Open Interest 40,990 97,021 -3,024
DAX Index(EUREX)
Dec05 051118 5157.0 5170.5 5116.5 5145.0 +32.0 119,971 211,657 -3,637
Mar06 051118 5193.5 5201.0 5149.5 5177.0 +32.5 713 12,935 +60
Jun06 051118 5223.5 5236.0 5187.0 5213.0 +34.0 674 2,918 +15
Total Volume and Open Interest 121,358 227,510 -3,562
FT-SE 100(LIFFE)
Dec05 051118 5498.00 5539.50 5493.50 5499.50 +35.50 63,330 454,014 -405
Mar06 051118 5511.00 5552.00 5507.50 5509.50 +35.50 660 31,712 +7
Jun06 051118 5525.50 5560.00 5519.50 5520.50 +36.50 420 13,584 -415
Total Volume and Open Interest 64,410 500,060 -813
SPI 200(SFE)
Dec05 051118 4655.0 4689.0 4647.0 4687.0 +45.0 10,226 200,697 -1,609
Mar06 051118 4657.0 4687.0 4652.0 4687.0 +45.0 37 5,330 -4
Jun06 051118 4683.0 4713.0 4678.0 4713.0 +45.0 12 3,138 -1
Total Volume and Open Interest 10,290 211,949 -1,626
GSCI(CME)
Dec05 051118 413.75 414.70 411.35 414.60 -2.60 275 17,474 -139
Jan06 051118 418.30 418.30 418.30 418.30 -2.70 0 2 +0
Feb06 051118 416.00 417.40 416.00 417.40 -4.10 1 1 +1
Total Volume and Open Interest 276 17,477 -138
Reuters CRB Index(NYBOT)
Jan06 051118 332.50 332.75 332.00 332.00 -0.50 22 567 +3
Feb06 051118 330.00 330.00 330.00 330.00 -0.50 1 8 +0
Apr06 051118 329.50 330.25 329.50 330.25 -0.50 1 413 +1
Total Volume and Open Interest 24 988 +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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!