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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon November 21, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051121 570.50 576.00 570.00 572.25 +2.50 38,267 157,190 +1,689
Mar06 051121 577.00 582.50 577.00 579.75 +2.50 5,081 44,034 -110
May06 051121 582.50 587.75 582.00 585.25 +2.50 2,166 23,761 -47
Jul06 051121 589.00 593.50 588.00 591.25 +3.00 3,516 29,079 +858
Aug06 051121 596.50 596.50 591.50 593.50 +3.75 261 2,248 +179
Sep06 051121 591.00 595.50 591.00 592.75 +3.00 103 1,345 +56
Nov06 051121 595.00 600.00 594.00 598.25 +3.25 1,111 14,715 +95
Total Volume and Open Interest 50,574 273,390 +2,735
Soybean Meal(CBOT)
Dec05 051121 172.70 175.20 172.30 173.90 +1.70 12,321 33,106 -2,145
Jan06 051121 173.80 175.60 173.30 174.90 +1.70 9,302 26,628 +1,356
Mar06 051121 175.70 177.20 174.80 176.60 +1.70 5,746 27,008 +2,059
May06 051121 177.10 178.80 176.80 178.40 +1.60 1,463 19,069 +39
Jul06 051121 179.50 181.40 179.00 180.80 +1.70 2,111 18,705 +476
Aug06 051121 181.00 182.20 180.00 182.00 +1.90 356 4,674 +63
Sep06 051121 180.50 182.20 180.50 181.70 +1.20 199 4,176 +53
Oct06 051121 181.00 182.00 181.00 181.70 +0.80 109 2,200 -19
Total Volume and Open Interest 32,065 140,485 +1,973
Soybean Oil(CBOT)
Dec05 051121 22.05 22.20 21.90 21.93 -0.08 10,035 23,670 -4,388
Jan06 051121 22.28 22.40 22.09 22.13 -0.06 11,608 67,728 -198
Mar06 051121 22.52 22.62 22.36 22.37 -0.06 4,833 27,949 +1,678
May06 051121 22.75 22.83 22.61 22.62 -0.06 1,260 17,269 -150
Jul06 051121 22.95 23.10 22.83 22.86 -0.08 1,671 21,012 +89
Aug06 051121 23.20 23.20 22.95 22.95 -0.09 223 2,052 +28
Sep06 051121 23.25 23.25 23.05 23.05 -0.06 143 2,456 +91
Oct06 051121 23.30 23.35 23.10 23.10 -0.05 54 1,135 +26
Total Volume and Open Interest 30,061 172,891 -2,742
Canola(WCE)
Nov05 051114 254.3 254.3 254.3 254.3 unch      
Jan06 051121 257.0 259.0 255.3 257.0 +0.4 4,039 49,863 +3,517
Mar06 051121 263.7 266.6 263.5 264.4 +0.9 1,908 8,284 +234
May06 051121 270.7 270.7 269.4 269.4 -1.6 307 2,059 +50
Jul06 051121 276.7 280.1 275.2 280.1 +1.8 294 2,382 +190
Total Volume and Open Interest 7,860 66,202 +2,546
Corn(CBOT)
Dec05 051121 191.75 192.25 191.25 191.50 +0.25 54,152 207,477 -14,932
Mar06 051121 206.00 206.00 204.75 205.25 unch 31,821 419,582 +4,300
May06 051121 214.00 214.00 213.25 213.50 +0.25 9,327 57,769 +3,624
Jul06 051121 222.00 222.00 221.00 221.25 unch 5,538 90,466 +1,548
Sep06 051121 230.00 230.50 230.00 230.25 +0.50 1,643 13,052 +1,003
Dec06 051121 240.75 241.25 240.50 241.00 +0.25 4,018 70,536 +537
Total Volume and Open Interest 106,762 870,194 -3,833
Wheat(CBOT)
Dec05 051121 303.00 303.50 298.00 298.50 -3.50 11,999 60,140 -4,228
Mar06 051121 318.00 319.50 313.00 313.25 -4.50 13,846 182,421 +2,394
May06 051121 325.50 327.50 322.50 322.75 -4.25 640 7,175 +165
Jul06 051121 334.50 335.50 330.00 331.25 -3.75 3,012 37,350 +26
Sep06 051121 342.00 343.00 340.00 340.00 -3.00 58 2,182 +22
Total Volume and Open Interest 30,735 305,264 -955
Wheat(KCBT)
Dec05 051121 355.00 360.00 353.00 353.75 -4.50 5,105 30,362 -2,481
Mar06 051121 361.50 364.00 356.25 357.75 -4.25 5,490 55,875 +461
May06 051121 358.00 358.00 350.50 351.50 -5.75 559 6,763 +41
Jul06 051121 349.50 350.50 344.50 344.75 -4.50 1,804 29,664 -194
Sep06 051121 352.00 352.00 348.00 348.00 -4.00 201 2,066 +132
Total Volume and Open Interest 13,428 126,638 -1,843
Wheat(MGE)
Dec05 051121 370.00 371.00 367.00 367.25 -2.50 2,174 7,770 -1,002
Mar06 051121 374.00 374.50 370.00 370.75 -2.75 1,270 17,207 -50
May06 051121 370.50 370.50 366.50 367.50 -3.00 40 2,337 +5
Jul06 051121 366.00 366.00 363.00 363.00 -3.00 526 7,859 +302
Sep06 051121 364.00 364.25 361.00 361.00 -3.00 219 1,907 +123
Total Volume and Open Interest 4,425 38,346 -539
Oats(CBOT)
Dec05 051121 168.50 171.00 168.50 170.50 +2.50 1,169 3,105 -115
Mar06 051121 177.00 179.00 176.75 178.75 +3.00 944 4,136 +482
May06 051121 179.50 181.00 179.50 181.00 +2.25 35 139 +12
Jul06 051121 180.00 180.50 179.50 180.00 unch 1 12 +1
Total Volume and Open Interest 2,151 7,409 +381
Rough Rice(CBOT)
Nov05 051118 7.30 7.30 7.30 7.30 -0.03 3 0 -44
Jan06 051121 7.46 7.46 7.41 7.44 -0.03 199 5,059 +23
Mar06 051121 7.70 7.74 7.68 7.70 -0.02 11 1,829 -3
May06 051121 7.91 7.91 7.91 7.91 -0.03 0 207 +0
Total Volume and Open Interest 335 7,210 +95
Live Cattle(CME)
Dec05 051121 90.750 90.850 89.950 90.325 -0.700 8,755 38,991 -2,316
Feb06 051121 93.350 93.500 92.575 92.750 -1.000 10,155 95,906 +2,117
Apr06 051121 90.750 90.800 90.025 90.250 -0.775 2,385 24,450 +572
Jun06 051121 85.025 85.150 84.650 84.875 -0.400 268 10,682 +83
Aug06 051121 84.800 84.800 84.300 84.425 -0.500 213 3,818 +71
Oct06 051121 86.100 86.100 85.800 85.975 -0.275 33 1,184 +18
Total Volume and Open Interest 21,812 175,416 +545
Feeder Cattle(CME)
Jan06 051121 113.600 113.600 112.650 112.675 -0.925 1,330 16,725 -327
Mar06 051121 111.650 111.650 111.000 111.075 -0.675 311 3,874 +102
Apr06 051121 110.150 110.150 109.700 109.925 -0.425 49 1,100 +19
May06 051121 109.650 109.800 109.500 109.650 -0.350 56 1,425 +29
Aug06 051121 110.250 110.250 110.000 110.075 -0.375 143 761 +84
Sep06 051121 108.700 108.900 108.700 108.900 -0.600 0 55 +0
Oct06 051121 108.800 108.800 108.800 108.800 unch 0 12 +0
Total Volume and Open Interest 1,889 23,952 -2,887
Lean Hogs(CME)
Dec05 051121 62.125 62.125 60.625 60.650 -1.975 5,872 25,572 -915
Feb06 051121 66.250 66.300 64.600 64.625 -1.925 6,257 62,129 +1,056
Apr06 051121 67.500 67.500 66.350 66.575 -1.250 1,040 16,050 +148
May06 051121 69.050 69.050 68.225 68.400 -1.050 48 2,846 +35
Jun06 051121 71.000 71.000 69.875 70.550 -0.900 604 6,786 +307
Jul06 051121 68.200 68.200 67.150 67.275 -1.025 47 2,860 +2
Aug06 051121 64.400 64.500 63.800 63.975 -1.025 34 947 +18
Oct06 051121 55.900 56.200 55.900 56.200 -0.575 9 554 +2
Total Volume and Open Interest 13,918 117,879 +649
Pork Bellies(CME)
Feb06 051121 88.625 88.625 86.700 86.750 -1.775 225 1,012 -29
Mar06 051121 87.025 87.025 86.550 86.550 -1.150 8 109 +0
May06 051121 88.900 88.900 88.325 88.325 -1.225 0 89 +0
Jul06 051121 90.700 90.700 90.700 90.700 -0.300 0 41 +0
Aug06 051121 92.650 92.650 92.650 92.650 unch 0 27 +0
Total Volume and Open Interest 233 1,278 -29
Class III Milk(CME)
Nov05 051121 13.35 13.37 13.35 13.37 +0.02 41 2,203 +11
Dec05 051121 12.93 12.95 12.93 12.94 +0.02 81 2,224 -24
Jan06 051121 12.67 12.69 12.67 12.68 +0.02 235 1,962 +21
Feb06 051121 12.48 12.51 12.48 12.51 +0.02 18 1,661 +6
Mar06 051121 12.51 12.51 12.48 12.51 unch 19 1,527 +8
Total Volume and Open Interest 597 20,657 +43
Cocoa(NYBOT)
Dec05 051121 1445 1450 1397 1414 -11 454 1,834 -274
Mar06 051121 1440 1443 1395 1414 -11 16,997 64,428 -4,802
May06 051121 1458 1461 1429 1434 -10 1,158 13,377 +46
Jul06 051121 1478 1480 1453 1453 -11 265 11,394 +117
Sep06 051121 1494 1495 1474 1474 -12 316 11,871 +54
Dec06 051121 1516 1523 1503 1503 -11 425 9,720 +13
Mar07 051121 1529 1529 1529 1529 -11 62 11,064 -42
Total Volume and Open Interest 19,677 125,173 -4,888
Coffee "C"(NYBOT)
Dec05 051121 96.25 99.05 95.40 99.05 +2.25 1,568 1,700 -3,118
Mar06 051121 98.50 103.25 98.30 102.90 +2.60 7,951 57,202 +1,096
May06 051121 101.20 105.50 101.10 105.10 +2.70 850 7,322 +210
Jul06 051121 103.10 106.85 102.90 106.85 +2.75 123 4,040 +25
Sep06 051121 106.00 109.50 106.00 108.60 +2.80 403 2,016 +266
Dec06 051121 108.25 111.10 108.00 111.10 +2.90 78 1,380 +24
Total Volume and Open Interest 10,979 74,906 -1,493
Orange Juice(NYBOT)
Jan06 051121 119.40 119.80 117.70 118.90 +0.85 3,721 25,496 -946
Mar06 051121 121.50 121.60 120.00 120.80 +0.80 670 7,378 -144
May06 051121 121.40 122.00 121.40 121.80 +1.05 60 1,472 -29
Jul06 051121 122.80 122.80 122.80 122.80 +1.05 2 499 +2
Sep06 051121 123.50 123.50 123.50 123.50 +0.75 75 412 +25
Total Volume and Open Interest 4,660 35,518 -1,068
Sugar #11(NYBOT)
Mar06 051121 12.02 12.10 11.99 12.07 +0.09 24,307 295,980 -2,792
May06 051121 11.92 11.97 11.90 11.97 +0.09 2,191 70,307 +3
Jul06 051121 11.50 11.62 11.50 11.61 +0.13 2,169 45,803 +484
Oct06 051121 11.39 11.48 11.38 11.48 +0.11 2,812 26,165 +111
Mar07 051121 11.37 11.47 11.37 11.45 +0.10 1,497 28,633 +523
Total Volume and Open Interest 33,498 484,576 -2,054
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051121 22.20 22.20 22.12 22.12 unch 735 2,123 -103
Mar06 051121 21.80 21.80 21.76 21.76 +0.03 144 3,128 -65
May06 051121 21.65 21.70 21.65 21.70 +0.05 88 2,816 -38
Jul06 051121 21.83 21.86 21.83 21.86 +0.02 32 3,434 -30
Total Volume and Open Interest 1,117 13,790 -102
London Cocoa(LCE)
Dec05 051121 844 857 833 844 +2 12,338 54,536 -660
Mar06 051121 867 878 855 867 +1 14,029 65,276 -1,834
May06 051121 876 888 866 877 +1 2,195 19,443 -201
Jul06 051121 901 902 888 891 +1 256 27,184 +6
Sep06 051121 896 911 896 904 +1 205 14,307 -52
Dec06 051121 908 926 908 917 +2 247 17,337 +63
Mar07 051121 928 930 928 930 +2 10 3,729 -7
Total Volume and Open Interest 29,288 202,212 -2,686
London Coffee(LCE)
Nov05 051121 1025.00 1033.00 1017.00 1033.00 -12.00 20 1,233 -20
Jan06 051121 1030.00 1035.00 1008.00 1034.00 -12.00 2,287 67,890 -146
Mar06 051121 1043.00 1052.00 1025.00 1052.00 -11.00 787 37,178 -177
May06 051121 1061.00 1066.00 1039.00 1066.00 -11.00 94 10,959 -2
Jul06 051121 1074.00 1080.00 1056.00 1080.00 -11.00 172 5,441 +27
Sep06 051121 1086.00 1095.00 1074.00 1095.00 -11.00 13 2,123 -3
Total Volume and Open Interest 3,377 125,159 -318
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051121 296.20 299.50 296.00 299.40 +2.60 1,470 26,564 +243
May06 051121 302.80 305.90 302.80 305.60 +2.10 724 7,343 +231
Aug06 051121 310.10 312.50 310.10 312.40 +1.90 684 6,355 +106
Oct06 051121 314.00 316.20 314.00 316.20 +2.20 128 5,655 +10
Total Volume and Open Interest 3,422 51,380 +612
Cotton(NYBOT)
Dec05 051121 49.40 49.55 48.40 48.54 -0.77 8,939 8,054 -5,878
Mar06 051121 52.63 52.85 52.00 52.01 -0.62 10,622 70,636 +146
May06 051121 53.98 54.10 53.30 53.38 -0.60 1,324 9,156 +484
Jul06 051121 54.55 54.75 54.13 54.13 -0.50 329 3,531 -242
Oct06 051121 54.83 54.83 54.83 54.83 -0.59 0 63 +0
Dec06 051121 56.10 56.40 55.80 55.83 -0.59 17 1,747 +11
Total Volume and Open Interest 21,231 93,250 -5,479
Lumber(CME)
Jan06 051121 344.5 347.0 339.0 339.0 -10.0 635 3,905 -40
Mar06 051121 355.1 355.1 347.0 347.0 -10.0 376 919 +13
May06 051121 347.2 348.1 342.8 342.8 -10.0 50 366 +17
Jul06 051121 347.2 347.2 342.5 343.0 -5.1 10 97 +4
Total Volume and Open Interest 1,073 5,316 -5
Crude Oil(NYM)
Dec05 051118 56.00 56.80 55.40 56.14 -0.19 90,168 42,111 -21,795
Jan06 051121 57.60 57.95 57.10 57.70 +0.49 111,722 286,706 +2,069
Feb06 051121 58.10 58.60 57.80 58.39 +0.51 32,137 70,790 +1,201
Mar06 051121 58.70 59.05 58.35 58.86 +0.51 21,369 48,222 +348
Apr06 051121 59.05 59.22 58.95 59.22 +0.50 9,721 20,708 -829
May06 051121 59.50 59.50 59.45 59.48 +0.51 8,801 17,721 +733
Jun06 051121 59.50 59.68 59.15 59.68 +0.51 15,588 48,661 -424
Jul06 051121 59.81 59.81 59.81 59.81 +0.51 3,500 12,166 +864
Aug06 051121 59.58 59.91 59.58 59.91 +0.51 2,020 9,676 +346
Sep06 051121 59.90 59.98 59.90 59.98 +0.51 378 10,655 +105
Oct06 051121 60.03 60.03 60.03 60.03 +0.51 503 5,270 +323
Nov06 051121 59.80 60.04 59.80 60.04 +0.51 608 10,421 -56
Dec06 051121 60.00 60.05 59.60 60.03 +0.51 11,243 48,280 +1,068
Jan07 051121 59.80 59.95 59.80 59.95 +0.51 26 12,236 +25
Feb07 051121 59.90 59.90 59.90 59.90 +0.51 214 4,264 +46
Mar07 051121 59.85 59.85 59.85 59.85 +0.51 33 6,605 +0
Total Volume and Open Interest 228,467 805,109 -34,167
Heating Oil(NYM)
Dec05 051121 171.65 173.50 170.25 170.95 +1.33 16,842 29,689 -257
Jan06 051121 178.20 179.10 176.75 177.34 +0.97 14,212 70,397 +1,725
Feb06 051121 181.50 182.30 180.00 180.54 +0.82 4,827 27,446 +27
Mar06 051121 181.00 181.50 179.64 179.64 +0.82 1,814 17,188 -288
Apr06 051121 176.80 178.00 175.50 175.94 +0.82 637 9,653 -117
May06 051121 172.60 173.50 171.94 171.94 +0.77 384 5,965 -16
Jun06 051121 170.40 170.85 169.59 169.59 +0.77 280 7,709 -63
Jul06 051121 170.65 171.25 169.89 169.89 +0.77 123 4,314 +86
Aug06 051121 171.75 171.75 170.99 170.99 +0.77 63 2,664 +58
Sep06 051121 173.40 173.40 172.69 172.69 +0.77 12 1,895 +3
Oct06 051121 175.15 176.00 174.74 174.74 +0.77 15 477 +12
Nov06 051121 177.75 177.75 177.04 177.04 +0.77 8 606 +6
Total Volume and Open Interest 39,511 186,367 +1,413
Unleaded Gas(NYM)
Dec05 051121 147.50 149.00 145.50 145.73 -0.47 15,218 33,150 -691
Jan06 051121 152.50 154.25 151.50 151.81 +0.08 10,359 58,042 +912
Feb06 051121 157.20 158.45 156.00 156.26 +0.08 3,282 14,888 +760
Mar06 051121 158.70 160.00 158.10 158.56 +0.21 1,384 11,277 -144
Apr06 051121 170.00 170.00 168.46 168.46 +0.03 1,075 8,217 +444
May06 051121 171.25 171.25 169.66 169.66 +0.08 1,014 6,030 +576
Jun06 051121 170.51 170.51 170.51 170.51 +0.18 369 6,384 +20
Jul06 051121 170.66 170.66 170.66 170.66 +0.18 137 2,706 +63
Aug06 051121 170.06 170.06 170.06 170.06 +0.18 79 2,201 +16
Sep06 051121 168.41 168.41 168.41 168.41 +0.18 54 1,564 -12
Oct06 051121 161.40 161.40 159.91 159.91 +0.18 2 324 +0
Nov06 051121 158.00 158.00 157.36 157.36 +0.18 77 110 +75
Total Volume and Open Interest 33,154 145,056 +2,119
Natural Gas(NYM)
Dec05 051121 11.300 11.650 11.170 11.331 -0.083 26,573 36,664 -5,616
Jan06 051121 11.940 12.180 11.780 11.870 -0.201 19,268 94,975 -1,051
Feb06 051121 12.030 12.270 11.900 11.985 -0.196 7,272 29,537 -1,158
Mar06 051121 11.850 12.060 11.750 11.830 -0.181 4,855 55,844 -464
Apr06 051121 10.100 10.210 10.080 10.100 -0.061 2,841 31,910 +424
May06 051121 9.950 10.050 9.930 9.960 -0.041 1,272 24,865 +180
Jun06 051121 9.930 10.080 9.930 9.993 -0.038 864 10,995 -80
Jul06 051121 10.000 10.120 10.000 10.038 -0.038 296 15,331 +77
Aug06 051121 10.170 10.170 10.081 10.081 -0.038 797 17,347 -539
Sep06 051121 10.170 10.170 10.081 10.081 -0.038 94 14,784 +25
Oct06 051121 10.230 10.230 10.129 10.129 -0.038 661 24,916 -450
Nov06 051121 10.620 10.670 10.600 10.604 -0.038 221 11,039 +70
Dec06 051121 11.100 11.130 11.075 11.079 -0.038 135 12,551 +73
Jan07 051121 11.470 11.490 11.459 11.459 -0.038 212 13,592 +93
Feb07 051121 11.450 11.450 11.400 11.404 -0.033 101 5,706 +71
Mar07 051121 11.100 11.150 11.099 11.099 -0.033 1,003 10,641 +0
Total Volume and Open Interest 70,440 553,149 -8,302
Brent Crude Oil(ICE)
Jan06 051121 55.25 56.05 54.75 55.34 +0.46 57,032 97,193 +2,574
Feb06 051121 56.12 56.88 55.71 56.28 +0.53 19,262 81,480 -1,024
Mar06 051121 57.06 57.47 56.37 56.93 +0.56 9,384 23,496 +1,946
Apr06 051121 57.61 57.86 56.96 57.39 +0.56 2,867 12,169 +263
May06 051121 57.95 58.08 57.28 57.70 +0.57 1,506 8,486 -87
Jun06 051121 58.01 58.29 57.43 57.95 +0.60 4,528 33,280 +189
Jul06 051121 58.26 58.32 57.65 58.18 +0.62 895 4,893 +252
Aug06 051121 58.20 58.38 57.83 58.38 +0.65 0 1,631 +0
Sep06 051121 58.49 58.49 58.49 58.49 +0.67 100 6,879 +0
Oct06 051121 58.56 58.56 58.56 58.56 +0.69 50 6,427 +50
Nov06 051121 58.63 58.63 58.63 58.63 +0.71 50 1,306 +49
Dec06 051121 58.45 58.83 58.11 58.65 +0.72 6,168 33,521 -78
Jan07 051121 58.61 58.61 58.61 58.61 +0.72 200 2,898 -130
Feb07 051121 58.56 58.56 58.56 58.56 +0.72 0 528 +0
Total Volume and Open Interest 104,425 355,907 +3,735
Gas Oil(ICE)
Dec05 051121 518.00 527.50 515.25 519.25 +9.75 19,309 38,959 -1,778
Jan06 051121 533.00 540.25 530.75 533.50 +9.25 12,958 60,201 -1,026
Feb06 051121 540.50 546.25 537.50 540.00 +9.00 3,535 24,560 -969
Mar06 051121 543.25 548.00 540.00 542.25 +8.50 1,219 16,145 -135
Apr06 051121 544.00 544.00 541.25 542.00 +8.25 514 8,317 -24
May06 051121 543.25 543.25 541.50 541.50 +8.25 202 2,418 -54
Jun06 051121 543.00 544.75 538.50 541.25 +8.50 1,038 21,875 +423
Jul06 051121 543.00 543.00 543.00 543.00 +8.25 43 973 +0
Aug06 051121 545.00 545.00 545.00 545.00 +8.25 0 164 +0
Sep06 051121 546.75 546.75 546.75 546.75 +8.50 0 1,567 +0
Total Volume and Open Interest 39,393 202,070 -3,568
US Dollar Index(NYBOT)
Dec05 051121 91.74 92.02 91.30 91.94 +0.07 5,733 37,835 -202
Mar06 051121 91.24 91.70 91.04 91.66 +0.07 24 2,633 +5
Jun06 051121 91.37 91.37 91.37 91.37 +0.07 0 11 +0
Total Volume and Open Interest 5,757 40,481 -197
Australian Dollar(CME)
Dec05 051121 73.63 73.88 73.50 73.56 +0.32 1,656 80,459 +2,244
Mar06 051121 73.44 73.53 73.37 73.37 +0.32 5 100 +0
Jun06 051121 73.56 73.56 73.20 73.20 +0.32 0 18 +0
Total Volume and Open Interest 1,661 80,587 +2,244
British Pound(CME)
Dec05 051121 171.92 172.38 171.50 171.75 +0.14 2,068 88,104 -1,557
Mar06 051121 172.12 172.12 171.49 171.68 +0.15 5 474 +73
Jun06 051121 171.88 171.88 171.88 171.88 +0.25 0 7 +0
Total Volume and Open Interest 2,073 88,600 -1,484
Canadian Dollar(CME)
Dec05 051121 84.15 84.73 84.11 84.60 +0.56 2,820 99,836 +1,368
Mar06 051121 84.35 84.92 84.35 84.81 +0.56 43 2,756 +50
Jun06 051121 85.10 85.10 85.04 85.04 +0.56 2 680 +2
Sep06 051121 85.27 85.27 85.27 85.27 +0.56 0 97 +0
Total Volume and Open Interest 2,865 103,521 +1,420
Japanese Yen(CME)
Dec05 051121 84.40 84.60 84.22 84.35 +0.16 2,789 187,180 +3,995
Mar06 051121 85.35 85.45 85.10 85.23 +0.16 8 19,161 +16
Jun06 051121 86.28 86.28 86.28 86.28 +0.16 0 64 +0
Total Volume and Open Interest 2,804 206,437 +4,017
Swiss Franc(CME)
Dec05 051121 76.47 76.64 75.91 75.99 -0.21 3,395 93,189 -5,399
Mar06 051121 77.10 77.11 76.60 76.60 -0.21 2 444 +23
Jun06 051121 77.24 77.24 77.24 77.24 -0.21 0 18 +0
Total Volume and Open Interest 3,397 93,665 -5,376
EuroFX(CME)
Dec05 051121 118.29 118.56 117.35 117.44 -0.37 13,951 174,258 +2,601
Mar06 051121 118.87 119.05 117.94 117.98 -0.38 292 3,586 -285
Jun06 051121 119.50 119.50 118.62 118.62 -0.39 0 1,536 +0
Total Volume and Open Interest 14,243 179,602 +2,330
Mexican Peso(CME)
Dec05 051121 9365.0 9375.0 9352.0 9355.0 +8.0 1,614 101,517 +440
Mar06 051121 9262.0 9262.0 9260.0 9260.0 +8.0 15 634 +1
Total Volume and Open Interest 1,694 111,982 +506
30-Year T-Bonds(CBOT)
Dec05 051121 112~17 113~02 112~14 112~26 +0~11 276,640 579,274 -7,246
Mar06 051121 112~06 112~25 112~05 112~18 +0~12 12,539 56,292 +3,445
Jun06 051121 112~13 112~13 112~13 112~13 +0~12 0 836 +0
Total Volume and Open Interest 289,179 636,403 -3,801
10-Year T-Notes(CBOT)
Dec05 051121 108~245 109~040 108~225 109~005 +0~090 719,579 1,617,097 -14,427
Mar06 051121 108~190 108~310 108~180 108~280 +0~095 26,491 170,501 +7,825
Total Volume and Open Interest 746,070 1,789,033 -6,602
5-Year T-Notes(CBOT)
Dec05 051121 106~055 106~090 106~050 106~075 +0~055 404,452 0 +0
Mar06 051121 106~035 106~040 106~030 106~030 +0~060 16,550 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 051121 102~084 102~092 102~084 102~090 +0~009 5,626 338,039 -11,018
Mar06 051121 102~073 102~080 102~073 102~080 +0~010 4,973 18,408 +5,925
Total Volume and Open Interest 10,599 356,447 -5,093
Eurodollars(CME)
Dec05 051121 95.493 95.500 95.490 95.495 +0.005 33,612 1,253,935 +8,082
Mar06 051121 95.220 95.245 95.210 95.235 +0.035 31,387 1,221,798 -4,631
Jun06 051121 95.140 95.175 95.135 95.165 +0.045 28,899 1,312,276 -2,088
Sep06 051121 95.150 95.205 95.140 95.195 +0.045 498,704 946,498 -8,569
Dec06 051121 95.215 95.250 95.215 95.240 +0.045 21,769 1,003,815 -16,294
Mar07 051121 95.265 95.295 95.260 95.285 +0.045 24,254 876,826 +7,384
Jun07 051121 95.265 95.295 95.265 95.290 +0.050 30,828 600,588 +14,785
Sep07 051121 95.250 95.285 95.250 95.275 +0.050 22,892 354,965 -1,155
Dec07 051121 95.220 95.245 95.220 95.240 +0.050 9,693 302,375 +2,024
Mar08 051121 95.205 95.230 95.205 95.225 +0.050 10,877 258,042 +2,823
Jun08 051121 95.175 95.200 95.175 95.195 +0.050 14,630 262,783 +845
Sep08 051121 95.145 95.180 95.140 95.165 +0.050 11,214 219,294 +135
Dec08 051121 95.110 95.140 95.105 95.125 +0.050 5,762 150,896 -22
Mar09 051121 95.110 95.115 95.105 95.110 +0.055 4,313 132,788 +858
Jun09 051121 95.085 95.085 95.080 95.080 +0.055 5,894 105,869 -1,900
Sep09 051121 95.055 95.055 95.050 95.050 +0.055 4,878 99,460 -1,143
Dec09 051121 95.000 95.010 95.000 95.005 +0.055 3,821 80,197 +281
Mar10 051121 94.975 94.995 94.970 94.990 +0.055 5,138 50,953 -265
Total Volume and Open Interest 303,193 9,438,968 +761
3-Mth Euro-Yen(CME)
Dec05 051121 99.91 99.91 99.91 99.91 unch 0 6,607 -9
Mar06 051121 99.86 99.86 99.86 99.86 +0.01 100 5,377 -1,225
Jun06 051121 99.77 99.77 99.77 99.77 +0.01 245 7,506 +898
Sep06 051121 99.68 99.68 99.68 99.68 +0.02 371 5,063 +538
Dec06 051121 99.58 99.58 99.58 99.58 +0.02 127 7,136 +568
Mar07 051121 99.47 99.47 99.47 99.47 +0.02 50 1,871 +100
Jun07 051121 99.36 99.36 99.36 99.36 +0.01 1 1,702 +71
Sep07 051121 99.24 99.24 99.24 99.24 unch 0 633 +50
Dec07 051121 99.16 99.16 99.16 99.16 +0.01 0 38 +0
Mar08 051121 99.05 99.05 99.05 99.05 unch 0 51 +0
Total Volume and Open Interest 894 36,236 +991
3-Mth Euro-Yen(SIMEX)
Dec05 051121 99.91 99.91 99.91 99.91 unch 572 84,765 +57
Mar06 051121 99.85 99.86 99.85 99.86 +0.01 591 60,560 -1,774
Jun06 051121 99.77 99.78 99.77 99.77 unch 3,747 64,460 +782
Sep06 051121 99.67 99.68 99.67 99.67 unch 4,852 38,337 +557
Dec06 051121 99.56 99.57 99.56 99.57 unch 2,795 47,550 +79
Mar07 051121 99.46 99.47 99.46 99.47 +0.01 189 27,427 +45
Jun07 051121 99.35 99.37 99.35 99.37 +0.01 185 16,660 +80
Sep07 051121 99.25 99.27 99.25 99.26 +0.01 120 1,950 +19
Total Volume and Open Interest 13,051 369,790 -155
German Euro-Bund(EUREX)
Dec05 051121 119.37 119.85 119.14 119.79 +0.41 1,866,768 1,478,176 -8,431
Mar06 051121 119.55 120.05 119.35 120.00 +0.43 10,731 86,208 +6,321
Jun06 051121 119.29 119.29 119.29 119.29 +0.36 2,450 1 +0
Total Volume and Open Interest 1,879,949 1,564,385 -2,110
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051121 112.17 112.52 112.05 112.52 +0.33 7,327 62,066 +56
Jun06 051121 112.01 112.01 112.01 112.01 +0.31 1,395 993 +0
Total Volume and Open Interest 1,228,300 1,173,219 +17,302
Long Gilt(LIFFE)
Dec05 051121 112~24 113~07 112~23 113~06 +0~12 85,453 233,487 -1,162
Mar06 051121 113~03 113~20 113~03 113~19 +0~13 176 1,832 +23
Total Volume and Open Interest 85,629 235,319 -1,139
3-Mth Short Sterling(LIFFE)
Dec05 051121 95.40 95.40 95.40 95.40 +0.01 32,413 289,869 +2,192
Mar06 051121 95.46 95.46 95.46 95.46 +0.02 65,876 403,291 +4,013
Jun06 051121 95.47 95.47 95.47 95.47 +0.02 56,023 309,824 +7,823
Total Volume and Open Interest 296,966 1,848,874 +11,234
3-Mth Euribor(LIFFE)
Dec05 051121 97.475 97.500 97.460 97.490 +0.020 98,512 737,890 -2,212
Mar06 051121 97.230 97.310 97.225 97.285 +0.055 114,840 677,890 -6,265
Jun06 051121 97.075 97.165 97.065 97.145 +0.065 136,925 567,504 +3,273
Total Volume and Open Interest 767,607 3,674,109 -2,728
3-Mth Aus T-Bills(SFE)
Dec05 051121 94.37 94.38 94.37 94.38 unch 381 77,471 -1,651
Mar06 051121 94.37 94.38 94.36 94.38 -0.01 15,988 175,723 -1,801
Jun06 051121 94.36 94.36 94.34 94.35 -0.03 4,051 84,347 -3,201
Sep06 051121 94.34 94.34 94.31 94.33 -0.04 1,322 33,384 -1,263
Dec06 051121 94.31 94.31 94.30 94.30 -0.04 1,008 35,682 -3,490
Mar07 051121 94.26 94.26 94.25 94.26 -0.04 221 19,321 -374
Jun07 051121 94.23 94.23 94.21 94.22 -0.05 1 34,666 +1
Sep07 051121 94.19 94.19 94.18 94.18 -0.06 0 7,806 +0
Dec07 051121 94.15 94.15 94.15 94.15 -0.07 0 4,624 +0
Mar08 051121 94.14 94.14 94.14 94.14 -0.06 0 2,469 +0
Total Volume and Open Interest 22,972 477,557 -11,779
10-Year Aus T-Bonds(SFE)
Dec05 051121 94.60 94.61 94.59 94.60 -0.05 14,863 314,861 -5,499
Mar06 051121 94.60 94.60 94.60 94.60 -0.05      
Total Volume and Open Interest 14,863 314,861 -5,499
3-Year Aus T-Bonds(SFE)
Dec05 051121 94.69 94.69 94.66 94.68 -0.04 54,512 420,269 -12,315
Mar06 051121 94.68 94.68 94.68 94.68 -0.04      
Total Volume and Open Interest 54,512 420,269 -12,315
Gold(CMX)
Dec05 051121 488.6 490.2 487.1 489.5 +3.3 73,748 201,349 -17,373
Feb06 051121 493.0 494.3 491.0 493.5 +3.3 31,025 81,705 +15,224
Apr06 051121 497.8 498.7 496.0 497.7 +3.4 402 7,204 +65
Jun06 051121 500.5 502.5 500.0 501.8 +3.4 1,789 17,101 +350
Aug06 051121 506.0 506.0 506.0 506.0 +3.4 7 2,367 +0
Oct06 051121 510.3 510.3 510.3 510.3 +3.5 0 5,102 +0
Dec06 051121 514.0 515.0 512.0 514.5 +3.5 468 8,916 -110
Feb07 051121 518.7 518.7 518.7 518.7 +3.4 0 5,500 +0
Apr07 051121 522.8 522.8 522.8 522.8 +3.4 0 1,328 +0
Jun07 051121 528.5 529.0 526.9 526.9 +3.4 10 6,241 +10
Aug07 051121 530.9 530.9 530.9 530.9 +3.4 5 5 +5
Total Volume and Open Interest 108,096 349,259 -1,434
Silver(CMX)
Dec05 051121 814.0 814.5 806.0 813.3 +6.6 20,450 77,748 -2,603
Mar06 051121 824.5 824.5 816.0 822.6 +7.0 7,078 50,746 +4,477
May06 051121 831.0 831.0 827.0 827.0 +7.2 86 2,423 +81
Jul06 051121 831.0 834.0 825.0 831.0 +7.4 243 8,694 +76
Sep06 051121 835.0 835.0 835.0 835.0 +7.6 70 3,262 +32
Dec06 051121 840.0 840.0 831.0 839.0 +7.8 117 10,292 -2
Mar07 051121 842.6 842.6 842.6 842.6 +7.8 0 51 +0
Total Volume and Open Interest 28,224 158,152 +2,059
Platinum(NYM)
Jan06 051121 988.0 989.0 978.2 981.6 -4.5 906 12,837 +212
Apr06 051121 985.0 985.0 981.6 981.6 -4.5 4 242 +4
Total Volume and Open Interest 910 13,079 +216
Palladium(NYME)
Dec05 051121 268.00 270.00 266.00 268.75 +1.75 1,996 9,271 -673
Mar06 051121 272.50 273.50 269.00 271.85 +1.85 1,580 5,407 +890
Jun06 051121 273.85 273.85 273.85 273.85 +1.85 5 40 -1
Total Volume and Open Interest 3,597 14,744 +216
Copper(CMX)
Dec05 051121 196.10 197.90 194.80 197.35 -0.45 14,196 37,124 -6,654
Mar06 051121 190.00 191.50 188.60 191.10 -0.20 10,793 52,128 +3,387
May06 051121 183.10 185.20 183.00 184.80 unch 147 4,946 -45
Jul06 051121 177.00 179.30 177.00 179.10 +0.30 164 3,754 +7
Sep06 051121 171.00 173.20 171.00 173.20 +0.30 15 2,095 +0
Total Volume and Open Interest 26,094 111,884 -3,453
Aluminum(CMX)
Nov05 051121 95.45 95.45 95.45 95.45 +0.80 2 11 +2
Dec05 051121 95.75 95.75 95.75 95.75 +0.80 0 1,674 +0
Jan06 051121 96.25 96.25 96.25 96.25 +1.00 0 117 +0
Feb06 051121 95.90 95.90 95.90 95.90 +0.90 0 70 +0
Mar06 051121 95.55 95.55 95.55 95.55 +0.80 0 70 +0
Apr06 051121 95.05 95.05 95.05 95.05 +0.70 0 50 +0
Total Volume and Open Interest 2 2,137 +2
DJIA Index(CBOT)
Dec05 051121 10803 10855 10780 10842 +60 5,983 35,628 -1,219
Mar06 051121 10850 10895 10850 10895 +60 658 643 +462
Jun06 051121 10925 10929 10925 10929 +60 0 6 +0
Total Volume and Open Interest 6,641 36,282 -757
S & P 500(CME)
Dec05 051121 1250.70 1258.30 1248.80 1257.00 +6.80 41,833 627,423 -2,272
Mar06 051121 1258.30 1265.50 1257.50 1265.10 +7.00 7,535 31,612 +6,078
Jun06 051121 1274.40 1274.40 1274.40 1274.40 +6.90 519 3,425 -220
Sep06 051121 1283.80 1283.80 1283.80 1283.80 +6.90 18 571 +10
Total Volume and Open Interest 49,905 663,073 +3,596
S & P 500 E-Mini(Globex)
Dec05 051121 1250.25 1258.25 1248.50 1257.00 +6.75 938,944 1,119,817 -15,021
Mar06 051121 1258.25 1266.00 1257.00 1265.00 +7.00 10,017 47,919 +8,194
Total Volume and Open Interest 948,961 1,167,736 -6,827
NASDAQ 100(CME)
Dec05 051121 1683.50 1692.00 1677.00 1691.50 +8.50 5,617 56,619 +366
Mar06 051121 1697.00 1707.50 1697.00 1707.50 +8.50 2 44 +0
Jun06 051121 1722.50 1722.50 1722.50 1722.50 +8.50 0 17 +0
Total Volume and Open Interest 5,619 56,680 +366
NASDAQ 100 E-Mini(Globex)
Dec05 051121 1684.00 1692.50 1677.50 1691.50 +8.50 293,917 415,394 +7,304
Mar06 051121 1699.50 1707.50 1694.50 1707.50 +8.50 79 476 +15
Total Volume and Open Interest 293,996 415,870 +7,319
S & P Midcap 400(CME)
Dec05 051121 731.50 736.75 728.20 736.50 +6.60 189 13,019 -8
Mar06 051121 741.50 741.50 741.50 741.50 +6.60      
Jun06 051121 744.50 744.50 744.50 744.50 +6.60      
Total Volume and Open Interest 86 13,012 -7
Russell 2000(CME)
Dec05 051121 674.25 680.80 669.75 680.20 +7.50 609 37,105 -42
Mar06 051121 684.70 684.70 684.70 684.70 +7.50 0 35 +0
Jun06 051121 688.70 688.70 688.70 688.70 +7.50      
Total Volume and Open Interest 609 37,145 -42
Russell 2000 E-Mini(Globex)
Dec05 051121 672.80 680.90 669.40 680.20 +7.50 104,456 287,979 +1,022
Mar06 051121 678.00 685.50 674.30 684.70 +7.50 228 1,969 +64
Total Volume and Open Interest 104,684 289,948 +1,086
Value Line(KCBT)
Dec05 051121 1895.00 1908.50 1887.00 1908.50 +19.00 126 166 -32
Total Volume and Open Interest 126 179 -31
Nikkei 225(CME)
Dec05 051121 14690 14815 14590 14700 +45 64,428 239,449 +2,709
Mar06 051121 14695 14795 14590 14675 +60 117 524 +103
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051121 14690 14815 14590 14700 +45 64,428 239,449 +2,709
Mar06 051121 14695 14795 14590 14675 +60 117 524 +103
Jun06 051121 14610 14610 14610 14610 +60      
Total Volume and Open Interest 64,545 240,112 +2,812
CAC 40(MATIF)
Nov05 051118 4548.5 4575.5 4547.5 4555.0 +34.5 277,432 385,171 -43,597
Dec05 051121 4568.5 4592.5 4552.5 4584.0 +29.5 155,722 407,763 +22,875
Jan06 051121 4567.0 4597.0 4567.0 4593.0 +29.5 739 654 +430
Total Volume and Open Interest 269,819 413,551 -361,867
Hang Seng Index(HKFE)
Nov05 051121 14913 14915 14772 14811 -34 34,864 90,712 +74
Dec05 051121 14939 14952 14820 14858 -11 915 5,763 +171
Total Volume and Open Interest 35,827 97,283 +262
DAX Index(EUREX)
Dec05 051121 5149.0 5207.5 5134.5 5183.0 +38.0 151,928 215,403 +3,746
Mar06 051121 5179.0 5239.0 5169.0 5215.5 +38.5 6,656 10,644 -2,291
Jun06 051121 5218.5 5276.0 5204.0 5252.0 +39.0 665 3,126 +208
Total Volume and Open Interest 159,249 229,173 +1,663
FT-SE 100(LIFFE)
Dec05 051121 5514.00 5517.00 5490.00 5501.50 +2.00 102,452 461,000 +6,986
Mar06 051121 5520.00 5523.50 5504.50 5511.50 +2.00 402 31,727 +15
Jun06 051121 5524.00 5528.50 5521.50 5522.50 +2.00 14 13,585 +1
Total Volume and Open Interest 102,868 507,062 +7,002
SPI 200(SFE)
Dec05 051121 4694.0 4697.0 4653.0 4667.0 -20.0 10,173 198,694 -2,003
Mar06 051121 4682.0 4685.0 4657.0 4669.0 -18.0 103 5,292 -38
Jun06 051121 4708.0 4710.0 4695.0 4695.0 -18.0 11 3,134 -4
Total Volume and Open Interest 10,291 209,904 -2,045
GSCI(CME)
Dec05 051121 416.60 418.00 414.00 415.00 +0.40 514 17,254 -220
Jan06 051121 419.00 419.00 419.00 419.00 +0.70 0 2 +0
Feb06 051121 419.50 419.50 419.50 419.50 +2.10 2 1 +0
Total Volume and Open Interest 516 17,257 -220
Reuters CRB Index(NYBOT)
Jan06 051121 332.00 332.00 331.50 331.75 -0.25 15 572 +5
Feb06 051121 329.75 329.75 329.75 329.75 -0.25 0 8 +0
Apr06 051121 330.00 330.00 330.00 330.00 -0.25 1 413 +0
Total Volume and Open Interest 16 993 +5
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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