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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 Tue November 22, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051122 574.00 576.00 571.25 572.25 unch 27,627 156,633 -557
Mar06 051122 581.50 583.75 579.00 580.00 +0.25 3,971 44,202 +168
May06 051122 588.00 589.00 585.00 586.25 +1.00 1,520 24,217 +456
Jul06 051122 592.50 594.75 590.00 591.25 unch 1,475 29,336 +257
Aug06 051122 594.50 595.50 593.00 593.50 unch 43 2,259 +11
Sep06 051122 595.00 595.00 592.00 592.00 -0.75 35 1,349 +4
Nov06 051122 599.00 600.00 596.50 596.75 -1.50 750 14,765 +50
Total Volume and Open Interest 35,497 273,830 +440
Soybean Meal(CBOT)
Dec05 051122 174.20 175.00 173.30 173.60 -0.30 12,736 29,874 -3,232
Jan06 051122 175.00 175.90 174.30 174.90 unch 9,129 27,721 +1,093
Mar06 051122 176.70 177.40 176.00 176.50 -0.10 5,038 27,297 +289
May06 051122 178.30 179.00 177.80 178.10 -0.30 881 19,360 +291
Jul06 051122 181.00 181.50 180.20 180.60 -0.20 2,091 18,665 -40
Aug06 051122 181.80 182.70 181.30 181.50 -0.50 104 4,757 +83
Sep06 051122 182.80 182.80 181.30 182.00 +0.30 123 4,193 +17
Oct06 051122 182.00 182.20 181.00 181.30 -0.40 25 2,210 +10
Total Volume and Open Interest 30,296 138,980 -1,505
Soybean Oil(CBOT)
Dec05 051122 22.05 22.05 21.85 21.98 +0.05 9,244 22,573 -1,097
Jan06 051122 22.25 22.28 22.01 22.13 unch 12,380 67,200 -528
Mar06 051122 22.47 22.50 22.30 22.37 unch 3,677 29,193 +1,244
May06 051122 22.73 22.76 22.59 22.67 +0.05 985 17,300 +31
Jul06 051122 23.00 23.07 22.85 23.06 +0.20 1,456 21,289 +277
Aug06 051122 23.10 23.15 23.02 23.15 +0.20 13 2,047 -5
Sep06 051122 23.20 23.20 23.15 23.20 +0.15 41 2,457 +1
Oct06 051122 23.28 23.30 23.25 23.25 +0.15 28 1,144 +9
Total Volume and Open Interest 28,321 172,797 -94
Canola(WCE)
Nov05 051114 254.3 254.3 254.3 254.3 unch      
Jan06 051122 258.0 259.0 255.2 257.0 unch 6,589 49,863 +0
Mar06 051122 265.3 266.6 263.5 264.2 -0.2 528 8,500 +216
May06 051122 271.7 272.8 271.2 272.8 +3.4 8 2,059 +0
Jul06 051122 279.6 281.7 277.5 278.3 -1.8 123 2,407 +25
Total Volume and Open Interest 9,125 67,859 +1,657
Corn(CBOT)
Dec05 051122 192.00 192.50 191.25 191.50 unch 61,456 183,141 -24,336
Mar06 051122 205.75 206.00 204.75 205.25 unch 53,132 439,514 +19,932
May06 051122 214.00 214.25 213.25 213.50 unch 4,469 57,995 +226
Jul06 051122 222.00 222.00 221.25 221.25 unch 5,717 92,260 +1,794
Sep06 051122 230.50 230.75 230.25 230.25 unch 1,153 13,934 +882
Dec06 051122 241.50 241.50 240.75 241.00 unch 5,228 73,094 +2,558
Total Volume and Open Interest 132,053 871,644 +1,450
Wheat(CBOT)
Dec05 051122 302.00 302.00 295.25 297.00 -1.50 19,289 50,351 -9,789
Mar06 051122 315.00 316.00 311.00 312.75 -0.50 27,837 189,225 +6,804
May06 051122 323.75 323.75 320.00 321.75 -1.00 1,063 7,497 +322
Jul06 051122 333.00 333.50 329.00 330.75 -0.50 2,600 37,795 +445
Sep06 051122 340.50 340.50 338.50 339.25 -0.75 12 2,180 -2
Total Volume and Open Interest 52,417 304,270 -994
Wheat(KCBT)
Dec05 051122 355.50 356.00 349.25 351.50 -2.25 6,819 25,541 -4,821
Mar06 051122 358.00 358.75 353.00 355.75 -2.00 8,983 57,134 +1,259
May06 051122 353.00 353.00 349.50 351.00 -0.50 374 6,938 +175
Jul06 051122 346.00 346.50 342.75 345.75 +1.00 2,330 30,384 +720
Sep06 051122 348.00 348.50 347.00 348.00 unch 115 2,170 +104
Total Volume and Open Interest 18,704 124,139 -2,499
Wheat(MGE)
Dec05 051122 368.00 368.00 359.00 362.50 -4.75 2,345 7,212 -558
Mar06 051122 371.00 371.50 363.25 366.50 -4.25 1,311 17,407 +200
May06 051122 367.00 367.00 361.75 364.00 -3.50 394 2,393 +56
Jul06 051122 362.00 362.00 359.25 361.00 -2.00 772 8,315 +456
Sep06 051122 362.00 362.00 359.00 359.25 -1.75 390 2,260 +353
Total Volume and Open Interest 5,261 38,849 +503
Oats(CBOT)
Dec05 051122 171.25 176.00 171.00 175.75 +5.25 1,293 2,622 -483
Mar06 051122 179.50 182.50 179.25 182.25 +3.50 1,490 5,063 +927
May06 051122 180.75 181.00 180.75 181.00 unch 7 145 +6
Jul06 051122 179.00 180.25 179.00 180.25 +0.25 78 61 +49
Total Volume and Open Interest 2,868 7,908 +499
Rough Rice(CBOT)
Jan06 051122 7.42 7.49 7.41 7.49 +0.05 141 5,171 +112
Mar06 051122 7.66 7.74 7.66 7.74 +0.04 19 1,827 -2
May06 051122 7.94 7.94 7.94 7.94 +0.03 1 207 +0
Jul06 051122 8.14 8.14 8.14 8.14 +0.03 0 5 +0
Total Volume and Open Interest 163 7,247 +37
Live Cattle(CME)
Dec05 051122 90.400 91.100 90.400 91.025 +0.700 10,269 36,242 -2,749
Feb06 051122 92.700 93.550 92.700 93.500 +0.750 15,083 97,941 +2,035
Apr06 051122 90.100 91.000 90.100 90.950 +0.700 1,838 25,028 +578
Jun06 051122 84.925 85.600 84.925 85.525 +0.650 567 10,834 +152
Aug06 051122 84.450 84.900 84.450 84.775 +0.350 390 3,939 +121
Oct06 051122 85.975 86.525 85.975 86.525 +0.550 172 1,304 +120
Total Volume and Open Interest 28,319 175,673 +257
Feeder Cattle(CME)
Jan06 051122 112.675 113.350 112.600 113.175 +0.500 1,794 16,478 -247
Mar06 051122 110.700 111.600 110.700 111.525 +0.450 555 3,999 +125
Apr06 051122 109.850 110.300 109.850 110.200 +0.275 144 1,174 +74
May06 051122 109.750 109.900 109.600 109.750 +0.100 73 1,476 +51
Aug06 051122 110.000 110.150 110.000 110.150 +0.075 35 773 +12
Sep06 051122 108.900 109.000 108.900 109.000 +0.100 2 57 +2
Oct06 051122 108.800 108.800 108.800 108.800 unch 0 12 +0
Total Volume and Open Interest 2,603 23,969 +17
Lean Hogs(CME)
Dec05 051122 61.000 61.400 60.800 61.325 +0.675 9,593 22,691 -2,881
Feb06 051122 65.050 65.450 64.850 65.375 +0.750 9,998 64,239 +2,110
Apr06 051122 66.575 67.400 66.550 67.325 +0.750 1,831 16,115 +65
May06 051122 68.550 68.800 68.500 68.725 +0.325 103 2,888 +42
Jun06 051122 70.250 70.950 70.250 70.925 +0.375 733 6,882 +96
Jul06 051122 67.750 67.850 67.650 67.800 +0.525 123 2,815 -45
Aug06 051122 64.200 64.425 64.000 64.425 +0.450 20 951 +4
Oct06 051122 56.250 56.600 56.000 56.600 +0.400 14 545 -9
Total Volume and Open Interest 22,429 117,272 -607
Pork Bellies(CME)
Feb06 051122 86.750 89.200 86.750 88.225 +1.475 345 1,056 +44
Mar06 051122 87.400 87.400 87.400 87.400 +0.850 2 110 +1
May06 051122 89.500 89.500 89.500 89.500 +1.175 3 89 +0
Jul06 051122 91.250 91.250 91.250 91.250 +0.550 0 41 +0
Aug06 051122 92.650 92.650 92.650 92.650 unch 0 27 +0
Total Volume and Open Interest 350 1,323 +45
Class III Milk(CME)
Nov05 051122 13.37 13.37 13.37 13.37 unch 72 2,206 +3
Dec05 051122 12.94 13.02 12.94 13.00 +0.06 53 2,192 -32
Jan06 051122 12.68 12.75 12.68 12.73 +0.05 34 1,962 +0
Feb06 051122 12.51 12.54 12.51 12.54 +0.03 22 1,664 +3
Mar06 051122 12.51 12.52 12.49 12.51 unch 21 1,545 +18
Total Volume and Open Interest 302 20,701 +44
Cocoa(NYBOT)
Dec05 051122 1405 1426 1405 1425 +11 163 1,664 -170
Mar06 051122 1405 1435 1404 1429 +15 10,679 61,605 -2,823
May06 051122 1428 1450 1423 1449 +15 494 13,427 +50
Jul06 051122 1443 1469 1443 1469 +16 144 11,441 +47
Sep06 051122 1489 1489 1489 1489 +15 171 11,867 -4
Dec06 051122 1497 1516 1495 1516 +13 75 9,754 +34
Mar07 051122 1542 1542 1542 1542 +13 0 11,064 +0
Total Volume and Open Interest 11,726 122,307 -2,866
Coffee "C"(NYBOT)
Dec05 051122 99.00 100.40 98.25 98.65 -0.40 504 1,259 -441
Mar06 051122 102.80 104.25 101.80 102.40 -0.50 9,142 56,627 -575
May06 051122 105.00 106.20 104.00 104.60 -0.50 1,154 7,580 +258
Jul06 051122 106.40 107.25 106.35 106.35 -0.50 50 4,041 +1
Sep06 051122 108.00 109.40 108.00 108.10 -0.50 160 2,053 +37
Dec06 051122 110.25 110.65 110.25 110.65 -0.45 39 1,406 +26
Total Volume and Open Interest 11,049 74,215 -691
Orange Juice(NYBOT)
Jan06 051122 118.90 118.90 116.10 116.10 -2.80 1,346 25,620 +124
Mar06 051122 120.10 120.40 118.00 118.00 -2.80 426 7,493 +115
May06 051122 120.75 121.10 119.00 119.00 -2.80 36 1,491 +19
Jul06 051122 122.00 122.00 120.00 120.00 -2.80 0 499 +0
Sep06 051122 121.00 121.00 121.00 121.00 -2.50 29 441 +29
Total Volume and Open Interest 1,838 35,806 +288
Sugar #11(NYBOT)
Mar06 051122 12.10 12.16 12.04 12.05 -0.02 14,360 298,045 +2,065
May06 051122 12.01 12.06 11.95 11.95 -0.02 1,694 70,189 -118
Jul06 051122 11.65 11.70 11.62 11.62 +0.01 3,417 44,855 -948
Oct06 051122 11.53 11.57 11.49 11.50 +0.02 940 26,244 +79
Mar07 051122 11.50 11.53 11.47 11.47 +0.02 478 28,818 +185
Total Volume and Open Interest 21,399 486,004 +1,428
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051122 22.20 22.20 22.05 22.06 -0.06 445 1,977 -146
Mar06 051122 21.75 21.75 21.65 21.65 -0.11 169 3,116 -12
May06 051122 21.70 21.70 21.58 21.58 -0.12 344 2,875 +59
Jul06 051122 21.75 21.80 21.72 21.80 -0.06 8 3,441 +7
Total Volume and Open Interest 1,012 13,648 -142
London Cocoa(LCE)
Dec05 051122 840 862 835 858 +14 5,991 54,354 -182
Mar06 051122 863 884 858 880 +13 6,392 63,618 -1,658
May06 051122 872 892 870 889 +12 1,687 19,346 -97
Jul06 051122 887 903 883 903 +12 164 27,228 +44
Sep06 051122 900 919 898 915 +11 131 14,296 -11
Dec06 051122 917 931 916 927 +10 94 17,361 +24
Mar07 051122 939 941 939 941 +11 10 3,724 -5
Total Volume and Open Interest 14,469 200,327 -1,885
London Coffee(LCE)
Nov05 051122 1046.00 1046.00 1036.00 1036.00 +3.00 59 565 -668
Jan06 051122 1042.00 1051.00 1035.00 1037.00 +3.00 4,401 67,392 -498
Mar06 051122 1062.00 1069.00 1053.00 1057.00 +5.00 1,664 37,523 +345
May06 051122 1080.00 1082.00 1071.00 1071.00 +5.00 321 10,999 +40
Jul06 051122 1092.00 1095.00 1084.00 1084.00 +4.00 64 5,445 +4
Sep06 051122 1113.00 1113.00 1100.00 1100.00 +5.00 24 2,124 +1
Total Volume and Open Interest 6,533 124,383 -776
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051122 300.00 300.80 297.50 299.00 -0.40 1,692 27,104 +540
May06 051122 306.00 307.00 305.00 306.00 +0.40 628 7,748 +405
Aug06 051122 313.50 313.70 311.30 312.50 +0.10 371 6,575 +220
Oct06 051122 315.90 315.90 315.00 315.40 -0.80 22 5,653 -2
Total Volume and Open Interest 2,787 52,538 +1,158
Cotton(NYBOT)
Dec05 051122 48.75 50.50 48.75 49.90 +1.36 8,810 2,410 -5,644
Mar06 051122 52.30 53.50 52.30 53.31 +1.30 9,589 71,666 +1,030
May06 051122 53.70 54.60 53.70 54.50 +1.12 1,124 9,490 +334
Jul06 051122 55.35 55.55 55.25 55.30 +1.17 168 3,586 +55
Oct06 051122 56.00 56.00 56.00 56.00 +1.17 0 63 +0
Dec06 051122 57.20 57.25 57.00 57.00 +1.17 94 1,795 +48
Total Volume and Open Interest 19,806 89,097 -4,153
Lumber(CME)
Jan06 051122 332.6 335.0 329.0 329.0 -10.0 419 3,890 -15
Mar06 051122 345.0 347.0 340.6 341.9 -5.1 188 906 -13
May06 051122 339.1 339.1 335.1 338.4 -4.4 52 365 -1
Jul06 051122 340.0 340.0 338.7 338.7 -4.3 9 102 +5
Total Volume and Open Interest 672 5,294 -22
Crude Oil(NYM)
Dec05 051118 56.00 56.80 55.40 56.14 -0.19 90,168 42,111 -21,795
Jan06 051122 58.65 59.00 58.36 58.84 +1.14 68,601 288,635 +1,929
Feb06 051122 59.50 59.70 59.00 59.41 +1.02 20,211 71,510 +720
Mar06 051122 59.90 60.10 59.45 59.78 +0.92 9,992 48,904 +682
Apr06 051122 60.15 60.25 59.95 60.07 +0.85 3,486 21,135 +427
May06 051122 60.40 60.50 60.20 60.27 +0.79 2,467 18,476 +755
Jun06 051122 60.85 60.85 60.25 60.42 +0.74 5,641 48,778 +117
Jul06 051122 60.51 60.51 60.51 60.51 +0.70 1,545 11,988 -178
Aug06 051122 60.59 60.59 60.59 60.59 +0.68 20 9,620 -56
Sep06 051122 60.75 60.75 60.64 60.64 +0.66 333 10,376 -279
Oct06 051122 60.67 60.67 60.67 60.67 +0.64 319 4,976 -294
Nov06 051122 60.66 60.66 60.66 60.66 +0.62 3 10,422 +1
Dec06 051122 61.00 61.00 60.30 60.63 +0.60 4,196 48,165 -115
Jan07 051122 60.70 60.70 60.55 60.55 +0.60 777 12,586 +350
Feb07 051122 60.49 60.49 60.49 60.49 +0.59 0 4,264 +0
Mar07 051122 60.43 60.43 60.43 60.43 +0.58 800 6,864 +259
Total Volume and Open Interest 126,418 807,899 +2,790
Heating Oil(NYM)
Dec05 051122 175.00 176.00 173.10 173.61 +2.66 17,380 28,606 -1,083
Jan06 051122 182.00 182.00 178.50 179.58 +2.24 12,545 71,769 +1,372
Feb06 051122 185.00 185.20 182.00 182.48 +1.94 2,802 28,375 +929
Mar06 051122 184.00 184.25 180.75 181.48 +1.84 1,435 17,363 +175
Apr06 051122 180.00 180.00 177.78 177.78 +1.84 286 9,684 +31
May06 051122 174.95 174.95 173.78 173.78 +1.84 122 5,997 +32
Jun06 051122 173.20 173.60 171.43 171.43 +1.84 478 7,778 +69
Jul06 051122 173.50 173.90 171.18 171.68 +1.79 66 4,318 +4
Aug06 051122 174.60 174.60 172.28 172.78 +1.79 74 2,621 -43
Sep06 051122 175.90 175.90 173.98 174.48 +1.79 7 1,895 +0
Oct06 051122 177.95 177.95 176.03 176.53 +1.79 12 483 +6
Nov06 051122 180.25 180.25 178.33 178.83 +1.79 3 608 +2
Total Volume and Open Interest 35,216 187,867 +1,500
Unleaded Gas(NYM)
Dec05 051122 149.00 150.15 146.50 148.75 +3.02 15,681 29,310 -3,840
Jan06 051122 155.00 155.60 152.75 154.82 +3.01 9,561 58,683 +641
Feb06 051122 159.00 160.00 157.95 159.52 +3.26 1,682 14,632 -256
Mar06 051122 162.00 162.25 160.25 161.97 +3.41 1,184 11,694 +417
Apr06 051122 170.10 171.92 170.10 171.92 +3.46 982 8,533 +316
May06 051122 171.25 173.32 171.25 173.32 +3.66 513 6,006 -24
Jun06 051122 174.32 174.32 174.32 174.32 +3.81 324 6,412 +28
Jul06 051122 174.62 174.62 174.62 174.62 +3.96 15 2,697 -9
Aug06 051122 174.12 174.12 174.12 174.12 +4.06 244 2,277 +76
Sep06 051122 171.75 172.52 171.75 172.52 +4.11 4 1,566 +2
Oct06 051122 164.02 164.02 164.02 164.02 +4.11 59 354 +30
Nov06 051122 161.47 161.47 161.47 161.47 +4.11 12 122 +12
Total Volume and Open Interest 30,275 142,547 -2,509
Natural Gas(NYM)
Dec05 051122 11.540 11.650 11.350 11.614 +0.283 31,920 30,482 -6,182
Jan06 051122 12.000 12.090 11.830 12.059 +0.189 17,394 96,999 +2,024
Feb06 051122 12.090 12.170 11.950 12.159 +0.174 3,887 30,472 +935
Mar06 051122 11.950 12.000 11.800 11.999 +0.169 6,415 56,017 +173
Apr06 051122 10.180 10.250 10.080 10.249 +0.149 3,609 32,324 +414
May06 051122 10.000 10.109 9.950 10.109 +0.149 2,145 24,754 -111
Jun06 051122 10.050 10.144 10.000 10.144 +0.151 446 11,046 +51
Jul06 051122 10.090 10.189 10.050 10.189 +0.151 196 15,355 +24
Aug06 051122 10.160 10.229 10.150 10.229 +0.148 553 17,448 +101
Sep06 051122 10.150 10.229 10.130 10.229 +0.148 40 14,785 +1
Oct06 051122 10.150 10.277 10.150 10.277 +0.148 659 25,348 +432
Nov06 051122 10.605 10.752 10.600 10.752 +0.148 146 11,091 +52
Dec06 051122 11.130 11.227 11.070 11.227 +0.148 168 12,606 +55
Jan07 051122 11.500 11.607 11.450 11.607 +0.148 77 13,650 +58
Feb07 051122 11.404 11.547 11.404 11.547 +0.143 46 5,727 +21
Mar07 051122 11.160 11.242 11.130 11.242 +0.143 992 10,978 +337
Total Volume and Open Interest 70,828 552,463 -686
Brent Crude Oil(ICE)
Jan06 051122 55.60 56.66 55.52 56.66 +1.32 51,192 94,845 -2,348
Feb06 051122 56.50 57.50 56.50 57.26 +0.98 21,416 81,276 -204
Mar06 051122 57.18 58.11 57.10 57.82 +0.89 8,644 24,454 +958
Apr06 051122 57.69 58.58 57.68 58.26 +0.87 3,073 12,719 +550
May06 051122 58.00 58.88 57.99 58.57 +0.87 2,003 8,976 +490
Jun06 051122 58.30 59.11 58.29 58.80 +0.85 3,869 33,130 -150
Jul06 051122 58.98 59.05 58.72 59.00 +0.82 455 5,095 +202
Aug06 051122 58.92 59.17 58.87 59.12 +0.74 58 1,681 +50
Sep06 051122 59.41 59.48 59.17 59.24 +0.75 0 6,879 +0
Oct06 051122 59.27 59.27 59.27 59.27 +0.71 0 6,427 +0
Nov06 051122 59.30 59.30 59.30 59.30 +0.67 0 1,306 +0
Dec06 051122 58.90 59.58 58.90 59.30 +0.65 1,425 33,173 -348
Jan07 051122 59.26 59.26 59.26 59.26 +0.65 0 2,898 +0
Feb07 051122 59.22 59.22 59.22 59.22 +0.66 0 528 +0
Total Volume and Open Interest 94,560 355,931 +24
Gas Oil(ICE)
Dec05 051122 521.00 531.25 520.50 525.00 +5.75 18,082 37,465 -1,494
Jan06 051122 534.75 545.50 534.50 541.00 +7.50 13,577 61,857 +1,656
Feb06 051122 542.50 551.50 542.00 548.75 +8.75 2,689 24,808 +248
Mar06 051122 545.00 555.25 544.50 551.25 +9.00 568 16,072 -73
Apr06 051122 546.00 552.25 546.00 551.00 +9.00 164 8,310 -7
May06 051122 546.25 552.25 546.25 551.00 +9.50 200 2,410 -8
Jun06 051122 544.75 552.25 544.75 551.00 +9.75 405 21,972 +97
Jul06 051122 553.00 553.00 553.00 553.00 +10.00 0 973 +0
Aug06 051122 555.25 555.25 555.25 555.25 +10.25 0 164 +0
Sep06 051122 557.25 557.25 557.25 557.25 +10.50 0 1,567 +0
Total Volume and Open Interest 35,990 202,519 +449
US Dollar Index(NYBOT)
Dec05 051122 91.92 92.27 91.32 91.40 -0.54 3,302 36,338 -1,497
Mar06 051122 91.80 91.93 91.00 91.12 -0.54 44 2,636 +3
Jun06 051122 91.65 91.65 90.83 90.83 -0.54 0 11 +0
Total Volume and Open Interest 3,346 38,987 -1,494
Australian Dollar(CME)
Dec05 051122 73.14 73.74 73.14 73.74 +0.18 573 79,407 -1,052
Mar06 051122 73.20 73.55 73.20 73.55 +0.18 6 118 +18
Jun06 051122 73.38 73.38 73.38 73.38 +0.18 60 77 +59
Total Volume and Open Interest 641 79,612 -975
British Pound(CME)
Dec05 051122 170.81 172.25 170.62 172.13 +0.38 3,268 88,661 +557
Mar06 051122 170.70 172.06 170.70 172.06 +0.38 16 546 +72
Jun06 051122 170.90 172.26 170.90 172.26 +0.38 0 7 +0
Total Volume and Open Interest 3,284 89,229 +629
Canadian Dollar(CME)
Dec05 051122 84.54 85.36 84.50 85.26 +0.66 4,249 100,226 +390
Mar06 051122 84.72 85.52 84.71 85.47 +0.66 65 2,808 +52
Jun06 051122 85.70 85.70 85.70 85.70 +0.66 10 685 +5
Sep06 051122 85.93 85.93 85.93 85.93 +0.66 0 107 +10
Total Volume and Open Interest 4,324 103,978 +457
Japanese Yen(CME)
Dec05 051122 83.99 84.51 83.92 84.39 +0.04 3,444 186,804 -376
Mar06 051122 84.93 85.27 84.77 85.27 +0.04 19 19,198 +37
Jun06 051122 86.10 86.32 86.10 86.32 +0.04 0 64 +0
Total Volume and Open Interest 3,463 206,098 -339
Swiss Franc(CME)
Dec05 051122 75.81 76.52 75.67 76.45 +0.46 4,687 101,933 +8,744
Mar06 051122 76.43 77.06 76.43 77.06 +0.46 57 424 -20
Jun06 051122 77.02 77.88 77.02 77.70 +0.46 0 18 +0
Total Volume and Open Interest 4,744 102,390 +8,725
EuroFX(CME)
Dec05 051122 117.14 118.40 117.00 118.22 +0.78 14,309 181,068 +6,810
Mar06 051122 117.67 118.84 117.67 118.76 +0.78 281 3,865 +279
Jun06 051122 118.22 119.40 118.22 119.40 +0.78 1 1,537 +1
Total Volume and Open Interest 14,591 186,691 +7,089
Mexican Peso(CME)
Dec05 051122 9337.0 9375.0 9315.0 9365.0 +10.0 4,621 102,163 +646
Mar06 051122 9270.0 9270.0 9270.0 9270.0 +10.0 4 638 +4
Total Volume and Open Interest 4,626 112,631 +649
30-Year T-Bonds(CBOT)
Dec05 051122 112~26 113~02 112~19 112~31 +0~05 189,071 582,083 +2,809
Mar06 051122 112~17 112~26 112~11 112~23 +0~05 18,597 66,607 +10,315
Jun06 051122 112~11 112~18 112~11 112~18 +0~05 0 836 +0
Total Volume and Open Interest 207,668 649,527 +13,124
10-Year T-Notes(CBOT)
Dec05 051122 109~000 109~105 108~280 109~090 +0~085 528,386 1,589,341 -27,756
Mar06 051122 108~280 109~055 108~240 109~045 +0~085 69,335 209,197 +38,696
Total Volume and Open Interest 597,782 1,799,965 +10,932
5-Year T-Notes(CBOT)
Dec05 051122 106~050 106~175 106~040 106~165 +0~090 282,385 0 +0
Mar06 051122 106~010 106~120 106~010 106~120 +0~090 38,648 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 051122 102~084 102~116 102~082 102~108 +0~018 6,521 323,075 -14,964
Mar06 051122 102~072 102~100 102~072 102~098 +0~018 4,278 29,764 +11,356
Total Volume and Open Interest 10,799 352,839 -3,608
Eurodollars(CME)
Dec05 051122 95.495 95.520 95.493 95.515 +0.020 39,781 1,264,591 +10,656
Mar06 051122 95.215 95.350 95.210 95.310 +0.075 24,482 1,231,284 +9,486
Jun06 051122 95.135 95.290 95.125 95.265 +0.100 22,367 1,323,215 +10,939
Sep06 051122 95.170 95.320 95.150 95.295 +0.100 333,039 937,263 -9,235
Dec06 051122 95.215 95.375 95.205 95.335 +0.095 11,297 1,015,682 +11,867
Mar07 051122 95.255 95.400 95.250 95.365 +0.080 11,316 871,153 -5,673
Jun07 051122 95.260 95.360 95.250 95.355 +0.065 15,898 610,255 +9,667
Sep07 051122 95.250 95.335 95.240 95.330 +0.055 7,746 353,882 -1,083
Dec07 051122 95.215 95.295 95.205 95.295 +0.055 5,236 298,420 -3,955
Mar08 051122 95.200 95.275 95.195 95.275 +0.050 4,081 255,919 -2,123
Jun08 051122 95.165 95.240 95.165 95.240 +0.045 6,592 263,279 +496
Sep08 051122 95.145 95.205 95.140 95.205 +0.040 2,837 218,129 -1,165
Dec08 051122 95.105 95.165 95.105 95.160 +0.035 2,491 150,439 -457
Mar09 051122 95.090 95.140 95.090 95.140 +0.030 2,520 132,150 -638
Jun09 051122 95.060 95.110 95.060 95.110 +0.030 2,371 105,579 -290
Sep09 051122 95.030 95.075 95.030 95.075 +0.025 2,453 100,134 +674
Dec09 051122 95.000 95.030 95.000 95.030 +0.025 1,715 79,837 -360
Mar10 051122 94.985 95.010 94.985 95.010 +0.020 1,781 51,636 +683
Total Volume and Open Interest 183,062 9,471,034 +32,066
3-Mth Euro-Yen(CME)
Dec05 051122 99.91 99.91 99.91 99.91 unch 2 6,607 +0
Mar06 051122 99.86 99.86 99.86 99.86 unch 441 5,582 +205
Jun06 051122 99.79 99.79 99.78 99.78 +0.01 0 7,570 +64
Sep06 051122 99.69 99.69 99.69 99.69 +0.01 0 4,865 -198
Dec06 051122 99.59 99.59 99.59 99.59 +0.01 200 7,136 +0
Mar07 051122 99.48 99.48 99.48 99.48 +0.01 200 1,871 +0
Jun07 051122 99.37 99.37 99.37 99.37 +0.01 0 1,703 +1
Sep07 051122 99.24 99.24 99.24 99.24 unch 0 633 +0
Dec07 051122 99.17 99.17 99.17 99.17 +0.01 0 38 +0
Mar08 051122 99.06 99.06 99.06 99.06 +0.01 0 51 +0
Total Volume and Open Interest 843 36,308 +72
3-Mth Euro-Yen(SIMEX)
Dec05 051122 99.91 99.91 99.91 99.91 unch 540 84,789 +24
Mar06 051122 99.86 99.87 99.86 99.87 +0.01 194 60,453 -107
Jun06 051122 99.77 99.80 99.77 99.78 +0.01 2,493 64,261 -199
Sep06 051122 99.68 99.70 99.68 99.68 +0.01 3,253 35,409 -2,928
Dec06 051122 99.58 99.60 99.58 99.58 +0.01 718 46,958 -592
Mar07 051122 99.47 99.48 99.47 99.48 +0.01 150 27,577 +150
Jun07 051122 99.38 99.39 99.37 99.38 +0.01 140 16,691 +31
Sep07 051122 99.27 99.28 99.27 99.27 +0.01 205 1,945 -5
Total Volume and Open Interest 7,693 366,164 -3,626
German Euro-Bund(EUREX)
Dec05 051122 119.63 119.89 119.47 119.68 -0.11 1,118,683 1,516,699 +38,523
Mar06 051122 119.85 120.10 119.71 119.90 -0.10 25,814 89,647 +3,439
Jun06 051122 119.05 119.16 119.05 119.13 -0.16 2,152 951 +950
Total Volume and Open Interest 1,146,649 1,607,297 +42,912
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051122 112.44 112.61 112.35 112.46 -0.06 7,911 65,509 +3,443
Jun06 051122 111.95 111.95 111.95 111.95 -0.06 2 788 -205
Total Volume and Open Interest 781,250 1,259,420 +86,201
Long Gilt(LIFFE)
Dec05 051122 113~06 113~06 112~26 113~00 -0~06 47,043 233,259 -228
Mar06 051122 113~18 113~18 113~07 113~13 -0~05 1,975 2,835 +1,003
Total Volume and Open Interest 49,018 236,094 +775
3-Mth Short Sterling(LIFFE)
Dec05 051122 95.40 95.40 95.40 95.40 unch 15,015 286,387 -3,482
Mar06 051122 95.48 95.48 95.48 95.48 +0.02 54,942 400,707 -2,584
Jun06 051122 95.50 95.50 95.50 95.50 +0.03 36,954 309,768 -56
Total Volume and Open Interest 180,457 1,828,534 -20,340
3-Mth Euribor(LIFFE)
Dec05 051122 97.490 97.500 97.475 97.490 unch 317,223 773,095 +35,205
Mar06 051122 97.280 97.310 97.265 97.275 -0.010 278,821 688,304 +10,414
Jun06 051122 97.135 97.180 97.115 97.135 -0.010 285,548 612,666 +45,162
Total Volume and Open Interest 1,532,120 3,799,519 +125,410
3-Mth Aus T-Bills(SFE)
Dec05 051122 94.37 94.38 94.37 94.38 unch 523 77,285 -186
Mar06 051122 94.37 94.38 94.36 94.38 unch 11,308 173,025 -2,698
Jun06 051122 94.36 94.37 94.35 94.37 +0.02 3,044 82,868 -1,479
Sep06 051122 94.32 94.36 94.32 94.36 +0.03 3,640 35,491 +2,107
Dec06 051122 94.29 94.33 94.29 94.33 +0.03 481 34,631 -1,051
Mar07 051122 94.25 94.29 94.25 94.29 +0.03 546 19,567 +246
Jun07 051122 94.21 94.24 94.21 94.24 +0.02 646 35,216 +550
Sep07 051122 94.18 94.22 94.18 94.22 +0.04 53 8,156 +350
Dec07 051122 94.19 94.19 94.19 94.19 +0.04 0 4,624 +0
Mar08 051122 94.17 94.17 94.17 94.17 +0.03 50 2,469 +0
Total Volume and Open Interest 20,441 475,446 -2,111
10-Year Aus T-Bonds(SFE)
Dec05 051122 94.61 94.62 94.60 94.62 +0.03 12,992 311,178 -3,683
Mar06 051122 94.61 94.61 94.61 94.61 +0.01      
Total Volume and Open Interest 12,992 311,178 -3,683
3-Year Aus T-Bonds(SFE)
Dec05 051122 94.69 94.70 94.67 94.70 +0.02 44,282 432,601 +12,332
Mar06 051122 94.69 94.69 94.69 94.69 +0.01      
Total Volume and Open Interest 44,282 432,601 +12,332
Gold(CMX)
Dec05 051122 493.5 494.5 490.6 492.9 +3.4 109,640 154,148 -47,201
Feb06 051122 498.0 498.5 494.7 497.0 +3.5 74,653 128,634 +46,929
Apr06 051122 501.0 502.5 499.4 501.2 +3.5 1,338 7,565 +361
Jun06 051122 505.6 506.5 503.0 505.4 +3.6 865 17,192 +91
Aug06 051122 509.0 509.7 509.0 509.7 +3.7 32 2,366 -1
Oct06 051122 514.0 514.0 514.0 514.0 +3.7 225 5,327 +225
Dec06 051122 517.0 519.5 517.0 518.2 +3.7 226 8,883 -33
Feb07 051122 522.4 522.4 522.4 522.4 +3.7 0 5,500 +0
Apr07 051122 526.5 526.5 526.5 526.5 +3.7 0 1,328 +0
Jun07 051122 530.6 530.6 530.6 530.6 +3.7 8 6,248 +7
Aug07 051122 534.6 534.6 534.6 534.6 +3.7 0 5 +0
Total Volume and Open Interest 187,020 349,637 +378
Silver(CMX)
Dec05 051122 818.0 820.0 808.0 817.0 +3.7 30,539 63,419 -14,329
Mar06 051122 829.5 830.0 818.0 826.8 +4.2 21,704 61,536 +10,790
May06 051122 831.0 831.2 830.0 831.2 +4.2 452 2,746 +323
Jul06 051122 840.0 840.0 828.0 835.3 +4.3 307 8,697 +3
Sep06 051122 839.4 839.4 839.4 839.4 +4.4 2 3,264 +2
Dec06 051122 839.0 850.0 835.0 843.5 +4.5 361 10,513 +221
Mar07 051122 849.3 849.3 849.3 849.3 +6.7 0 51 +0
Total Volume and Open Interest 53,407 155,073 -3,079
Platinum(NYM)
Jan06 051122 983.5 984.0 974.5 980.0 -1.6 871 13,128 +291
Apr06 051122 980.0 980.0 980.0 980.0 -1.6 16 242 +0
Total Volume and Open Interest 887 13,370 +291
Palladium(NYME)
Dec05 051122 268.75 268.75 260.00 260.25 -8.50 1,104 8,773 -498
Mar06 051122 269.00 269.00 263.65 263.65 -8.20 1,117 6,077 +670
Jun06 051122 271.00 271.00 265.65 265.65 -8.20 6 41 +1
Total Volume and Open Interest 2,228 14,916 +172
Copper(CMX)
Dec05 051122 195.70 195.90 190.50 191.75 -5.60 17,198 28,212 -8,912
Mar06 051122 189.50 189.80 184.10 184.75 -6.35 16,055 61,395 +9,267
May06 051122 181.95 182.00 177.50 178.75 -6.05 121 4,980 +34
Jul06 051122 178.00 178.00 173.00 173.00 -6.10 173 3,849 +95
Sep06 051122 168.80 168.80 167.10 167.10 -6.10 5 2,099 +4
Total Volume and Open Interest 34,894 112,501 +617
Aluminum(CMX)
Nov05 051122 94.95 94.95 94.95 94.95 -0.50 2 5 -6
Dec05 051122 95.25 95.25 95.25 95.25 -0.50 20 1,674 +0
Jan06 051122 95.85 95.85 95.85 95.85 -0.40 22 138 +21
Feb06 051122 95.55 95.55 95.55 95.55 -0.35 0 70 +0
Mar06 051122 95.25 95.25 95.25 95.25 -0.30 0 70 +0
Apr06 051122 94.80 94.80 94.80 94.80 -0.25 0 50 +0
Total Volume and Open Interest 44 2,152 +15
DJIA Index(CBOT)
Dec05 051122 10825 10899 10806 10884 +42 4,380 35,754 +126
Mar06 051122 10870 10950 10860 10938 +43 177 791 +148
Jun06 051122 10971 10971 10971 10971 +42 2 6 +0
Total Volume and Open Interest 4,560 36,556 +274
S & P 500(CME)
Dec05 051122 1254.00 1263.90 1253.10 1262.10 +5.10 32,760 616,199 -11,224
Mar06 051122 1262.30 1271.30 1261.90 1270.20 +5.10 7,205 37,894 +6,282
Jun06 051122 1279.40 1279.40 1279.40 1279.40 +5.00 325 3,655 +230
Sep06 051122 1288.70 1288.70 1288.70 1288.70 +4.90 0 571 +0
Total Volume and Open Interest 40,290 658,361 -4,712
S & P 500 E-Mini(Globex)
Dec05 051122 1256.75 1264.00 1253.00 1262.00 +5.00 682,984 1,128,083 +8,266
Mar06 051122 1264.50 1271.25 1261.00 1270.25 +5.25 10,332 57,470 +9,551
Total Volume and Open Interest 693,316 1,185,553 +17,817
NASDAQ 100(CME)
Dec05 051122 1686.00 1702.50 1682.50 1696.50 +5.00 5,344 58,483 +1,864
Mar06 051122 1713.50 1713.50 1712.50 1712.50 +5.00 15 54 +10
Jun06 051122 1727.50 1727.50 1727.50 1727.50 +5.00 0 17 +0
Total Volume and Open Interest 5,359 58,554 +1,874
NASDAQ 100 E-Mini(Globex)
Dec05 051122 1691.00 1703.00 1682.00 1696.50 +5.00 206,007 422,828 +7,434
Mar06 051122 1705.00 1718.50 1700.00 1712.50 +5.00 66 478 +2
Total Volume and Open Interest 206,073 423,306 +7,436
S & P Midcap 400(CME)
Dec05 051122 735.30 741.75 734.50 740.60 +4.10 86 13,012 -7
Mar06 051122 746.00 746.00 746.00 746.00 +4.50      
Jun06 051122 749.00 749.00 749.00 749.00 +4.50      
Total Volume and Open Interest 197 12,955 -57
Russell 2000(CME)
Dec05 051122 678.50 685.25 677.50 682.60 +2.40 673 37,174 +69
Mar06 051122 687.10 687.10 687.10 687.10 +2.40 0 35 +0
Jun06 051122 691.10 691.10 691.10 691.10 +2.40      
Total Volume and Open Interest 673 37,214 +69
Russell 2000 E-Mini(Globex)
Dec05 051122 680.00 685.20 677.00 682.60 +2.40 101,190 286,452 -1,527
Mar06 051122 683.10 689.40 682.50 687.10 +2.40 51 1,984 +15
Total Volume and Open Interest 101,241 288,436 -1,512
Value Line(KCBT)
Dec05 051122 1904.50 1921.50 1902.50 1918.00 +9.50 76 173 +7
Total Volume and Open Interest 76 186 +7
Nikkei 225(CME)
Dec05 051122 14765 14770 14650 14680 -20 63,164 243,511 +4,062
Mar06 051122 14680 14755 14650 14700 +25 38 621 +97
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051122 14765 14770 14650 14680 -20 63,164 243,511 +4,062
Mar06 051122 14680 14755 14650 14700 +25 38 621 +97
Jun06 051122 14635 14635 14635 14635 +25      
Total Volume and Open Interest 63,203 244,271 +4,159
CAC 40(MATIF)
Nov05 051118 4548.5 4575.5 4547.5 4555.0 +34.5 277,432 385,171 -43,597
Dec05 051122 4593.0 4597.0 4570.5 4583.0 -1.0 52,706 408,730 +967
Jan06 051122 4601.5 4601.5 4583.0 4592.0 -1.0 1,431 1,559 +905
Total Volume and Open Interest 54,137 415,423 +1,872
Hang Seng Index(HKFE)
Nov05 051122 14800 14849 14751 14832 +21 30,644 90,786 +74
Dec05 051122 14854 14887 14795 14883 +25 1,916 6,222 +459
Total Volume and Open Interest 32,598 97,808 +525
DAX Index(EUREX)
Dec05 051122 5188.0 5206.0 5169.0 5184.0 +1.0 112,926 218,379 +2,976
Mar06 051122 5220.0 5238.0 5203.0 5216.5 +1.0 491 10,666 +22
Jun06 051122 5248.5 5274.5 5241.0 5253.0 +1.0 488 3,131 +5
Total Volume and Open Interest 113,905 232,176 +3,003
FT-SE 100(LIFFE)
Dec05 051122 5515.00 5529.50 5508.50 5522.00 +20.50 45,441 461,090 +90
Mar06 051122 5528.00 5536.50 5527.00 5532.00 +20.50 10 31,735 +8
Jun06 051122 5542.50 5543.50 5539.00 5543.00 +20.50 13 13,585 +0
Total Volume and Open Interest 45,464 507,160 +98
SPI 200(SFE)
Dec05 051122 4696.0 4696.0 4630.0 4650.0 -17.0 11,590 201,365 +2,671
Mar06 051122 4690.0 4694.0 4634.0 4651.0 -18.0 208 5,337 +45
Jun06 051122 4677.0 4677.0 4677.0 4677.0 -18.0 36 3,146 +12
Total Volume and Open Interest 11,910 212,639 +2,735
GSCI(CME)
Dec05 051122 419.60 420.50 417.90 420.50 +5.50 143 17,276 +22
Jan06 051122 423.50 423.50 423.50 423.50 +4.50 0 2 +0
Feb06 051122 425.00 425.00 425.00 425.00 +5.50 0 1 +0
Total Volume and Open Interest 143 17,279 +22
Reuters CRB Index(NYBOT)
Jan06 051122 331.75 332.75 331.75 332.75 +1.00 5 571 -1
Feb06 051122 331.75 331.75 330.75 330.75 +1.00 0 8 +0
Apr06 051122 331.00 331.00 331.00 331.00 +1.00 0 413 +0
Total Volume and Open Interest 5 992 -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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