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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 24, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051123 570.00 571.25 561.00 562.00 -10.25 22,697 154,258 -2,375
Mar06 051123 577.00 579.50 567.00 568.75 -11.25 3,086 44,498 +296
May06 051123 585.00 585.00 576.00 576.50 -9.75 1,380 24,704 +487
Jul06 051123 589.00 589.50 581.50 582.25 -9.00 1,408 29,306 -30
Aug06 051123 589.75 589.75 585.00 585.00 -8.50 8 2,263 +4
Sep06 051123 593.00 593.00 585.00 585.00 -7.00 2 1,351 +2
Nov06 051123 595.00 595.50 589.25 590.00 -6.75 640 14,813 +48
Total Volume and Open Interest 29,223 272,264 -1,566
Soybean Meal(CBOT)
Dec05 051123 173.40 173.40 170.50 170.70 -2.90 13,766 25,376 -4,498
Jan06 051123 174.30 174.50 171.70 171.80 -3.10 9,902 29,620 +1,899
Mar06 051123 176.00 176.00 173.70 174.00 -2.50 4,568 26,917 -380
May06 051123 177.80 177.80 175.60 175.80 -2.30 757 19,538 +178
Jul06 051123 180.30 180.30 178.20 178.40 -2.20 1,723 18,592 -73
Aug06 051123 181.50 181.50 179.00 179.00 -2.50 374 4,806 +49
Sep06 051123 182.50 182.50 180.10 180.10 -1.90 8 4,198 +5
Oct06 051123 181.00 181.30 180.00 180.00 -1.30 64 2,238 +28
Total Volume and Open Interest 31,354 136,280 -2,700
Soybean Oil(CBOT)
Dec05 051123 21.92 21.92 21.57 21.63 -0.35 10,085 18,680 -3,893
Jan06 051123 22.05 22.07 21.73 21.82 -0.31 13,202 67,487 +287
Mar06 051123 22.33 22.34 22.01 22.04 -0.33 4,453 30,768 +1,575
May06 051123 22.62 22.66 22.32 22.34 -0.33 1,310 17,320 +20
Jul06 051123 22.83 22.88 22.60 22.63 -0.43 2,943 21,757 +468
Aug06 051123 23.00 23.00 22.75 22.75 -0.40 349 2,335 +288
Sep06 051123 23.10 23.10 22.90 22.90 -0.30 13 2,464 +7
Oct06 051123 23.00 23.10 23.00 23.06 -0.19 11 1,153 +9
Total Volume and Open Interest 33,641 171,699 -1,098
Canola(WCE)
Jan06 051124 254.0 254.0 253.0 253.2 -1.0 2,332 49,662 +186
Mar06 051124 261.0 261.0 260.3 260.3 -1.0 384 9,128 -119
May06 051124 268.0 268.0 267.2 267.7 -0.6 543 2,202 +82
Jul06 051124 275.0 275.0 274.3 274.8 -1.3 478 2,621 +144
Sep06 050908 298.4 298.4 298.4 298.4 -2.7      
Total Volume and Open Interest 4,325 63,425 -1,198
Corn(CBOT)
Dec05 051123 191.25 191.75 190.50 190.75 -0.75 54,463 140,216 -42,925
Mar06 051123 205.25 205.25 204.00 204.25 -1.00 43,360 455,034 +15,520
May06 051123 213.25 213.50 212.00 212.50 -1.00 5,324 60,125 +2,130
Jul06 051123 221.00 221.25 220.00 220.25 -1.00 4,885 92,620 +360
Sep06 051123 230.00 230.25 229.00 229.25 -1.00 604 14,072 +138
Dec06 051123 240.75 241.00 240.00 240.25 -0.75 3,861 74,092 +998
Total Volume and Open Interest 112,879 847,996 -23,648
Wheat(CBOT)
Dec05 051123 298.50 299.00 296.50 297.00 unch 16,763 40,697 -9,654
Mar06 051123 314.50 315.00 312.25 312.75 unch 20,297 191,074 +1,849
May06 051123 322.00 323.50 321.50 321.50 -0.25 1,742 8,151 +654
Jul06 051123 332.00 332.50 329.50 330.75 unch 2,122 36,987 -808
Sep06 051123 340.50 340.50 338.00 339.00 -0.25 5 2,180 +0
Total Volume and Open Interest 42,017 296,772 -7,498
Wheat(KCBT)
Dec05 051123 352.50 352.75 345.00 347.50 -4.00 7,481 22,302 -3,239
Mar06 051123 356.00 356.50 350.00 352.50 -3.25 7,530 58,593 +1,459
May06 051123 352.00 352.00 347.50 348.25 -2.75 860 7,205 +267
Jul06 051123 346.00 348.00 343.00 345.00 -0.75 1,654 30,640 +256
Sep06 051123 350.00 350.25 348.00 348.25 +0.25 71 2,230 +60
Total Volume and Open Interest 17,737 123,044 -1,095
Wheat(MGE)
Dec05 051123 363.50 363.50 359.50 362.00 -0.50 4,945 6,697 -515
Mar06 051123 366.50 366.50 362.50 364.75 -1.75 4,020 17,766 +359
May06 051123 364.00 364.00 361.00 362.25 -1.75 215 2,279 -114
Jul06 051123 361.00 361.50 359.50 359.50 -1.50 706 8,518 +203
Sep06 051123 359.00 360.00 359.00 359.00 -0.25 506 2,514 +254
Total Volume and Open Interest 10,482 39,030 +181
Oats(CBOT)
Dec05 051123 176.00 178.25 175.75 176.00 +0.25 1,396 2,217 -405
Mar06 051123 183.50 185.00 180.25 181.50 -0.75 1,384 5,724 +661
May06 051123 182.00 182.00 181.00 181.50 +0.50 144 249 +104
Jul06 051123 180.50 183.00 180.50 181.50 +1.25 3 62 +1
Total Volume and Open Interest 2,927 8,269 +361
Rough Rice(CBOT)
Jan06 051123 7.46 7.68 7.46 7.58 +0.09 307 5,085 -86
Mar06 051123 7.72 7.92 7.72 7.84 +0.11 189 1,793 -34
May06 051123 8.11 8.11 8.05 8.05 +0.11 0 207 +0
Jul06 051123 8.24 8.27 8.24 8.25 +0.11 0 5 +0
Total Volume and Open Interest 498 7,129 -118
Live Cattle(CME)
Dec05 051123 91.450 92.150 91.450 91.950 +0.925 7,452 35,745 -497
Feb06 051123 93.750 94.600 93.730 94.300 +0.800 11,259 99,763 +1,822
Apr06 051123 91.000 91.875 91.000 91.700 +0.750 2,075 25,524 +496
Jun06 051123 85.525 86.100 85.525 86.050 +0.525 1,076 11,092 +258
Aug06 051123 84.800 85.400 84.800 85.375 +0.600 439 4,100 +161
Oct06 051123 86.600 86.750 86.475 86.700 +0.175 96 1,393 +89
Total Volume and Open Interest 22,420 178,002 +2,329
Feeder Cattle(CME)
Jan06 051123 113.750 114.550 113.750 114.400 +1.225 885 16,442 -36
Mar06 051123 111.700 112.800 111.700 112.775 +1.250 517 4,153 +154
Apr06 051123 110.650 111.200 110.650 111.100 +0.900 58 1,218 +44
May06 051123 109.900 110.500 109.900 110.350 +0.600 181 1,572 +96
Aug06 051123 110.300 110.700 110.200 110.700 +0.550 18 785 +12
Sep06 051123 109.500 109.600 109.350 109.600 +0.600 5 60 +3
Oct06 051123 109.000 109.000 109.000 109.000 +0.200 0 12 +0
Total Volume and Open Interest 1,664 24,242 +273
Lean Hogs(CME)
Dec05 051123 61.450 62.200 61.400 61.850 +0.525 5,830 22,308 -383
Feb06 051123 65.500 66.350 65.400 65.650 +0.275 6,768 64,851 +612
Apr06 051123 67.400 68.200 67.400 67.700 +0.375 1,805 15,887 -228
May06 051123 68.700 69.650 68.700 69.650 +0.925 95 2,884 -4
Jun06 051123 71.100 71.700 71.100 71.425 +0.500 601 6,987 +105
Jul06 051123 68.100 68.600 68.100 68.400 +0.600 151 2,851 +36
Aug06 051123 64.500 64.950 64.500 64.900 +0.475 91 988 +37
Oct06 051123 56.800 56.900 56.700 56.900 +0.300 29 545 +0
Total Volume and Open Interest 15,376 117,449 +177
Pork Bellies(CME)
Feb06 051123 88.225 88.700 86.600 88.150 -0.075 219 1,076 +20
Mar06 051123 86.825 87.100 86.825 87.100 -0.300 0 110 +0
May06 051123 89.000 89.000 89.000 89.000 -0.500 0 89 +0
Jul06 051123 91.250 91.250 91.250 91.250 unch 0 41 +0
Aug06 051123 92.650 92.650 92.650 92.650 unch 0 27 +0
Total Volume and Open Interest 219 1,343 +20
Class III Milk(CME)
Nov05 051123 13.36 13.36 13.34 13.36 -0.01 0 2,201 -5
Dec05 051123 12.97 13.10 12.95 13.05 +0.05 125 2,139 -53
Jan06 051123 12.70 12.80 12.68 12.77 +0.04 36 1,946 -16
Feb06 051123 12.52 12.55 12.47 12.55 +0.01 11 1,668 +4
Mar06 051123 12.48 12.53 12.46 12.51 unch 77 1,591 +46
Total Volume and Open Interest 343 20,706 +5
Cocoa(NYBOT)
Dec05 051123 1440 1440 1408 1410 -15 44 1,567 -97
Mar06 051123 1446 1446 1406 1413 -16 8,220 60,328 -1,277
May06 051123 1460 1460 1431 1432 -17 1,334 13,043 -384
Jul06 051123 1472 1480 1448 1452 -17 236 11,384 -57
Sep06 051123 1471 1471 1471 1471 -18 25 11,842 -25
Dec06 051123 1503 1503 1500 1500 -16 400 9,997 +243
Mar07 051123 1525 1525 1525 1525 -17 0 11,064 +0
Total Volume and Open Interest 10,259 120,710 -1,597
Coffee "C"(NYBOT)
Dec05 051123 99.00 99.00 96.50 97.40 -1.25 630 1,131 -128
Mar06 051123 102.00 102.25 100.60 101.30 -1.10 6,686 56,674 +47
May06 051123 104.00 104.00 102.70 103.40 -1.20 856 7,435 -145
Jul06 051123 105.10 105.25 104.80 105.15 -1.20 216 3,864 -177
Sep06 051123 107.00 107.10 106.60 106.85 -1.25 263 2,224 +171
Dec06 051123 109.50 109.50 109.25 109.25 -1.40 32 1,432 +26
Total Volume and Open Interest 8,703 74,016 -199
Orange Juice(NYBOT)
Jan06 051123 116.60 118.25 116.00 116.50 +0.40 2,982 24,685 -935
Mar06 051123 118.30 119.60 118.10 118.40 +0.40 331 7,534 +41
May06 051123 119.00 119.40 119.00 119.40 +0.40 110 1,582 +91
Jul06 051123 121.25 121.25 120.40 120.40 +0.40 3 500 +1
Sep06 051123 121.50 121.50 121.40 121.40 +0.40 0 441 +0
Total Volume and Open Interest 3,446 35,024 -782
Sugar #11(NYBOT)
Mar06 051123 12.05 12.17 12.02 12.15 +0.10 17,029 300,274 +2,229
May06 051123 11.95 12.04 11.91 12.02 +0.07 4,227 70,499 +310
Jul06 051123 11.63 11.70 11.60 11.69 +0.07 1,570 44,701 -154
Oct06 051123 11.50 11.56 11.48 11.56 +0.06 2,260 26,642 +398
Mar07 051123 11.50 11.56 11.48 11.55 +0.08 1,140 28,571 -247
Total Volume and Open Interest 26,823 488,989 +2,985
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051123 22.00 22.05 21.97 21.97 -0.09 391 2,072 +95
Mar06 051123 21.70 21.70 21.65 21.65 unch 42 3,138 +22
May06 051123 21.55 21.56 21.55 21.56 -0.02 120 2,966 +91
Jul06 051123 21.75 21.75 21.75 21.75 -0.05 45 3,486 +45
Total Volume and Open Interest 622 13,896 +248
London Cocoa(LCE)
Dec05 051123 858 874 841 841 -17 3,869 54,118 -236
Mar06 051124 861 864 853 860 -1 7,634 61,466 -2,090
May06 051124 865 873 864 871 unch 1,312 19,312 +299
Jul06 051124 879 886 879 885 unch 164 27,141 -18
Sep06 051124 894 899 893 897 unch 115 14,233 -47
Dec06 051124 899 910 899 909 unch 333 17,195 -109
Mar07 051124 919 922 919 921 -2 61 3,757 +33
Total Volume and Open Interest 14,610 197,128 -2,426
London Coffee(LCE)
Nov05 051124 1031.00 1040.00 1031.00 1034.00 -1.00 15 545 -20
Jan06 051124 1033.00 1042.00 1031.00 1035.00 +2.00 2,926 66,306 -488
Mar06 051124 1049.00 1061.00 1049.00 1055.00 +2.00 776 37,374 -149
May06 051124 1069.00 1075.00 1069.00 1069.00 +2.00 65 11,060 +15
Jul06 051124 1082.00 1082.00 1082.00 1082.00 +2.00 10 5,475 +0
Sep06 051124 1097.00 1098.00 1097.00 1098.00 +2.00 1 2,124 +0
Total Volume and Open Interest 3,793 123,219 -642
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051124 298.80 299.00 296.00 297.20 -0.90 841 28,254 +302
May06 051124 305.50 306.20 305.10 305.20 -0.40 27 7,469 +16
Aug06 051124 312.00 312.40 311.00 311.60 -0.40 88 6,815 +61
Oct06 051124 316.00 316.10 315.90 316.10 +0.10 39 5,652 +2
Total Volume and Open Interest 1,000 53,654 +382
Cotton(NYBOT)
Dec05 051123 50.10 50.10 48.65 48.95 -0.95 1,388 1,551 -859
Mar06 051123 53.16 53.16 52.21 52.61 -0.70 10,285 71,730 +64
May06 051123 54.15 54.30 53.55 53.90 -0.60 1,530 10,330 +840
Jul06 051123 55.00 55.00 54.45 54.75 -0.55 171 3,564 -22
Oct06 051123 55.00 55.00 55.00 55.00 -1.00 0 63 +0
Dec06 051123 56.60 56.60 56.00 56.00 -1.00 31 1,793 -2
Total Volume and Open Interest 13,405 89,118 +21
Lumber(CME)
Jan06 051123 322.0 326.0 321.2 323.3 -5.7 672 3,684 -206
Mar06 051123 337.5 337.5 334.5 336.3 -5.6 169 953 +47
May06 051123 333.3 333.8 330.0 333.8 -4.6 61 404 +39
Jul06 051123 334.9 334.9 334.9 334.9 -3.8 7 103 +1
Total Volume and Open Interest 911 5,175 -119
Crude Oil(NYM)
Jan06 051123 58.40 58.80 57.95 58.71 -0.13 81,621 281,735 -6,900
Feb06 051123 59.05 59.30 58.50 59.25 -0.16 27,037 71,862 +352
Mar06 051123 59.40 59.60 59.00 59.60 -0.18 13,286 48,172 -732
Apr06 051123 59.70 59.86 59.25 59.86 -0.21 5,839 22,245 +1,110
May06 051123 59.95 60.05 59.45 60.05 -0.22 1,360 18,296 -180
Jun06 051123 59.98 60.20 59.55 60.20 -0.22 6,501 48,325 -453
Jul06 051123 60.29 60.29 60.29 60.29 -0.22 1,504 12,129 +141
Aug06 051123 60.45 60.45 60.37 60.37 -0.22 978 10,051 +431
Sep06 051123 60.42 60.42 60.42 60.42 -0.22 1,295 10,055 -321
Oct06 051123 60.45 60.45 60.45 60.45 -0.22 230 4,966 -10
Nov06 051123 60.44 60.44 60.44 60.44 -0.22 609 10,819 +397
Dec06 051123 60.40 60.50 59.95 60.41 -0.22 6,706 48,311 +146
Jan07 051123 60.20 60.34 60.20 60.34 -0.21 1,544 12,878 +292
Feb07 051123 60.29 60.29 60.29 60.29 -0.20 0 4,264 +0
Mar07 051123 60.23 60.23 60.23 60.23 -0.20 200 6,714 -150
Apr07 051123 60.17 60.17 60.17 60.17 -0.20 0 4,424 +0
Total Volume and Open Interest 163,700 805,527 -2,372
Heating Oil(NYM)
Dec05 051123 172.00 172.00 168.00 168.92 -4.69 17,401 24,721 -3,885
Jan06 051123 176.50 177.50 174.25 174.88 -4.70 16,796 72,660 +891
Feb06 051123 180.00 180.50 177.75 178.18 -4.30 3,359 28,978 +603
Mar06 051123 179.00 180.00 177.50 177.73 -3.75 2,322 17,067 -296
Apr06 051123 176.00 176.75 174.58 174.58 -3.20 541 8,964 -720
May06 051123 173.10 173.10 170.98 170.98 -2.80 322 5,957 -40
Jun06 051123 169.50 170.40 168.98 168.98 -2.45 559 7,689 -89
Jul06 051123 171.25 171.25 169.23 169.23 -2.45 345 4,322 +4
Aug06 051123 171.75 171.75 170.38 170.38 -2.40 14 2,624 +3
Sep06 051123 172.13 172.13 172.13 172.13 -2.35 104 1,896 +1
Oct06 051123 174.90 174.90 174.23 174.23 -2.30 4 486 +3
Nov06 051123 177.75 177.75 176.53 176.53 -2.30 70 635 +27
Total Volume and Open Interest 42,262 184,489 -3,378
Unleaded Gas(NYM)
Dec05 051123 148.00 148.50 145.50 145.76 -2.99 22,970 24,326 -4,984
Jan06 051123 154.25 155.00 152.50 152.78 -2.04 17,357 61,699 +3,016
Feb06 051123 159.00 159.00 157.00 157.53 -1.99 2,671 14,698 +66
Mar06 051123 160.97 160.97 160.00 160.03 -1.94 1,735 12,191 +497
Apr06 051123 170.67 170.70 169.93 169.93 -1.99 2,005 9,164 +631
May06 051123 171.50 172.00 171.33 171.33 -1.99 1,011 6,465 +459
Jun06 051123 173.07 173.07 172.33 172.33 -1.99 1,120 6,515 +103
Jul06 051123 172.63 172.63 172.63 172.63 -1.99 395 2,829 +132
Aug06 051123 172.87 172.87 172.13 172.13 -1.99 125 2,352 +75
Sep06 051123 170.53 170.53 170.53 170.53 -1.99 500 1,836 +270
Oct06 051123 162.77 162.77 162.03 162.03 -1.99 75 429 +75
Nov06 051123 160.22 160.22 159.48 159.48 -1.99 0 122 +0
Total Volume and Open Interest 49,972 142,891 +344
Natural Gas(NYM)
Dec05 051123 11.490 11.750 11.355 11.620 +0.006 0 26,608 -3,874
Jan06 051123 11.930 12.220 11.800 12.050 -0.009 0 97,164 +165
Feb06 051123 12.050 12.280 11.980 12.130 -0.029 0 31,130 +658
Mar06 051123 11.890 12.100 11.800 11.950 -0.049 0 55,675 -342
Apr06 051123 10.210 10.270 10.080 10.220 -0.029 0 32,272 -52
May06 051123 10.050 10.140 9.980 10.080 -0.029 0 25,129 +375
Jun06 051123 10.100 10.180 9.950 10.115 -0.029 0 11,011 -35
Jul06 051123 10.150 10.180 10.060 10.160 -0.029 0 15,615 +260
Aug06 051123 10.200 10.200 10.120 10.200 -0.029 0 17,287 -161
Sep06 051123 10.200 10.200 10.100 10.197 -0.032 0 14,813 +28
Oct06 051123 10.250 10.250 10.185 10.245 -0.032 0 25,269 -79
Nov06 051123 10.700 10.750 10.640 10.720 -0.032 0 11,162 +71
Dec06 051123 11.250 11.250 11.100 11.195 -0.032 0 12,635 +29
Jan07 051123 11.450 11.600 11.450 11.575 -0.032 108 13,634 -16
Feb07 051123 11.515 11.515 11.515 11.515 -0.032 152 5,744 +17
Mar07 051123 11.200 11.240 11.140 11.210 -0.032 1,293 11,211 +233
Total Volume and Open Interest 6,077 550,058 -2,405
Brent Crude Oil(ICE)
Jan06 051124 56.35 56.45 55.20 55.30 -0.91 58,630 91,331 +2,831
Feb06 051124 57.20 57.20 55.98 56.06 -0.91 24,738 85,101 +1,531
Mar06 051124 57.70 57.78 56.66 56.66 -0.90 9,680 25,793 -193
Apr06 051124 58.14 58.25 57.08 57.10 -0.90 3,808 13,532 +844
May06 051124 58.47 58.58 57.41 57.41 -0.90 1,802 8,433 -385
Jun06 051124 58.50 58.50 57.65 57.66 -0.89 2,157 32,702 -134
Jul06 051124 58.51 58.51 57.91 57.91 -0.84 371 5,049 -116
Aug06 051124 58.85 58.93 58.07 58.07 -0.80 47 1,716 +0
Sep06 051124 59.03 59.03 58.19 58.19 -0.80 47 7,082 -47
Oct06 051124 58.78 58.78 58.23 58.23 -0.79 0 6,427 +0
Nov06 051124 58.78 58.78 58.24 58.24 -0.81 0 1,306 +0
Dec06 051124 59.12 59.12 58.25 58.25 -0.80 2,194 31,610 -733
Jan07 051124 58.22 58.22 58.22 58.22 -0.80 250 2,948 +50
Feb07 051124 58.18 58.18 58.18 58.18 -0.80 1,500 1,610 +1,082
Total Volume and Open Interest 107,352 357,510 +4,494
Gas Oil(ICE)
Dec05 051123 526.50 526.75 505.25 505.75 -19.25 21,088 31,559 -5,906
Jan06 051123 542.00 542.00 524.00 524.50 -16.50 17,829 61,757 -100
Feb06 051123 547.00 550.00 534.25 534.50 -14.25 3,388 24,631 -177
Mar06 051123 551.25 552.50 538.75 538.75 -12.50 520 16,060 -12
Apr06 051123 551.50 551.50 539.00 539.00 -12.00 241 8,331 +21
May06 051123 551.25 551.25 539.50 539.50 -11.50 173 2,479 +69
Jun06 051123 551.75 551.75 539.75 539.75 -11.25 553 22,293 +321
Jul06 051123 545.75 545.75 542.00 542.00 -11.00 0 973 +0
Aug06 051123 544.50 544.50 544.50 544.50 -10.75 0 164 +0
Sep06 051123 546.75 546.75 546.75 546.75 -10.50 0 1,567 +0
Total Volume and Open Interest 44,512 196,770 -5,749
US Dollar Index(NYBOT)
Dec05 051123 91.45 91.62 91.18 91.43 +0.03 7,284 35,453 -885
Mar06 051123 91.10 91.37 90.87 91.15 +0.03 54 2,653 +17
Jun06 051123 90.86 90.86 90.86 90.86 +0.03 1 12 +1
Total Volume and Open Interest 7,339 38,120 -867
Australian Dollar(CME)
Dec05 051123 73.57 73.82 73.57 73.71 -0.03 862 79,633 +226
Mar06 051123 73.52 73.52 73.52 73.52 -0.03 20 105 -13
Jun06 051123 73.35 73.35 73.35 73.35 -0.03 60 81 +4
Total Volume and Open Interest 942 79,829 +217
British Pound(CME)
Dec05 051123 171.93 172.42 171.93 172.08 -0.05 2,150 89,205 +544
Mar06 051123 172.33 172.33 172.01 172.01 -0.05 9 609 +63
Jun06 051123 172.21 172.21 172.21 172.21 -0.05 1 8 +1
Total Volume and Open Interest 2,160 89,837 +608
Canadian Dollar(CME)
Dec05 051123 85.32 85.50 85.28 85.40 +0.14 6,505 102,144 +1,918
Mar06 051123 85.51 85.70 85.50 85.61 +0.14 103 2,869 +61
Jun06 051123 85.84 85.84 85.84 85.84 +0.14 51 734 +49
Sep06 051123 85.90 86.07 85.90 86.07 +0.14 0 107 +0
Total Volume and Open Interest 6,659 106,006 +2,028
Japanese Yen(CME)
Dec05 051123 84.50 84.85 84.40 84.43 +0.04 7,326 183,741 -3,063
Mar06 051123 85.47 85.74 85.28 85.31 +0.04 1,742 20,970 +1,772
Jun06 051123 86.36 86.36 86.36 86.36 +0.04 1 65 +1
Total Volume and Open Interest 9,069 204,816 -1,282
Swiss Franc(CME)
Dec05 051123 76.20 76.44 76.20 76.27 -0.18 4,485 100,390 -1,543
Mar06 051123 77.03 77.03 76.85 76.88 -0.18 17 445 +21
Jun06 051123 77.52 77.52 77.52 77.52 -0.18 2 26 +8
Total Volume and Open Interest 4,504 100,881 -1,509
EuroFX(CME)
Dec05 051123 117.92 118.32 117.88 118.16 -0.06 9,579 180,004 -1,064
Mar06 051123 118.75 118.75 118.51 118.70 -0.06 153 3,824 -41
Jun06 051123 119.34 119.34 119.34 119.34 -0.06 81 1,589 +52
Total Volume and Open Interest 9,833 185,618 -1,073
Mexican Peso(CME)
Dec05 051123 9382.0 9400.0 9375.0 9387.0 +22.0 20,967 110,313 +8,150
Mar06 051123 9292.0 9295.0 9292.0 9292.0 +22.0 0 638 +0
Total Volume and Open Interest 30,472 129,683 +17,052
30-Year T-Bonds(CBOT)
Dec05 051123 113~00 113~02 112~09 112~11 -0~20 302,593 500,304 -81,779
Mar06 051123 112~24 112~26 112~01 112~03 -0~20 54,028 94,507 +27,900
Jun06 051123 111~30 111~30 111~30 111~30 -0~20 88 842 +6
Total Volume and Open Interest 356,709 595,654 -53,873
10-Year T-Notes(CBOT)
Dec05 051123 109~090 109~110 108~285 108~305 -0~105 788,393 1,441,224 -148,117
Mar06 051123 109~050 109~060 108~235 108~250 -0~115 147,514 271,684 +62,487
Total Volume and Open Interest 935,926 1,714,345 -85,620
5-Year T-Notes(CBOT)
Dec05 051123 106~140 106~160 106~095 106~105 -0~060 595,355 0 +0
Mar06 051123 106~095 106~115 106~055 106~060 -0~060 102,325 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 051123 102~100 102~104 102~096 102~096 -0~012 6,232 305,437 -17,638
Mar06 051123 102~090 102~093 102~084 102~085 -0~013 5,301 37,953 +8,189
Total Volume and Open Interest 11,533 343,390 -9,449
Eurodollars(CME)
Dec05 051123 95.505 95.512 95.503 95.505 -0.010 84,166 1,279,505 +14,914
Mar06 051123 95.280 95.290 95.260 95.270 -0.040 33,121 1,220,627 -10,657
Jun06 051123 95.225 95.240 95.205 95.210 -0.055 35,429 1,331,672 +8,457
Sep06 051123 95.285 95.315 95.230 95.235 -0.060 272,456 928,906 -8,357
Dec06 051123 95.300 95.315 95.275 95.275 -0.060 55,882 997,124 -18,558
Mar07 051123 95.340 95.350 95.310 95.310 -0.055 33,210 844,712 -26,441
Jun07 051123 95.330 95.345 95.305 95.305 -0.050 49,449 625,395 +15,140
Sep07 051123 95.310 95.325 95.280 95.280 -0.050 32,363 350,327 -3,555
Dec07 051123 95.280 95.290 95.245 95.245 -0.050 25,615 301,314 +2,894
Mar08 051123 95.265 95.270 95.225 95.225 -0.050 15,158 253,880 -2,039
Jun08 051123 95.240 95.240 95.190 95.190 -0.050 16,029 258,130 -5,149
Sep08 051123 95.200 95.210 95.160 95.160 -0.045 11,245 218,355 +226
Dec08 051123 95.160 95.165 95.115 95.115 -0.045 7,397 150,680 +241
Mar09 051123 95.140 95.150 95.090 95.090 -0.050 4,943 133,099 +949
Jun09 051123 95.110 95.120 95.060 95.060 -0.050 6,141 106,809 +1,230
Sep09 051123 95.065 95.085 95.025 95.025 -0.050 5,676 99,750 -384
Dec09 051123 95.020 95.045 94.980 94.980 -0.050 3,698 81,632 +1,795
Mar10 051123 95.000 95.025 94.960 94.960 -0.050 3,401 52,518 +882
Total Volume and Open Interest 457,735 9,455,007 -16,027
3-Mth Euro-Yen(CME)
Dec05 051123 99.91 99.91 99.91 99.91 unch 11 6,607 +0
Mar06 051123 99.87 99.87 99.87 99.87 +0.01 5 4,892 -690
Jun06 051123 99.80 99.80 99.80 99.80 +0.02 3 7,553 -17
Sep06 051123 99.70 99.70 99.70 99.70 +0.01 200 4,694 -171
Dec06 051123 99.59 99.60 99.59 99.60 +0.01 195 7,036 -100
Mar07 051123 99.48 99.48 99.48 99.48 unch 250 2,051 +180
Jun07 051123 99.39 99.39 99.39 99.39 +0.02 0 1,733 +30
Sep07 051123 99.24 99.24 99.24 99.24 unch 0 633 +0
Dec07 051123 99.19 99.19 99.19 99.19 +0.02 0 38 +0
Mar08 051123 99.08 99.08 99.08 99.08 +0.02 0 51 +0
Total Volume and Open Interest 664 35,540 -768
3-Mth Euro-Yen(SIMEX)
Dec05 051124 99.91 99.91 99.91 99.91 unch 62 84,213 +14
Mar06 051124 99.87 99.87 99.86 99.87 unch 292 60,578 -300
Jun06 051124 99.80 99.81 99.79 99.79 -0.01 378 62,724 -153
Sep06 051124 99.71 99.72 99.70 99.70 -0.01 1,808 33,900 +125
Dec06 051124 99.60 99.62 99.60 99.60 unch 789 47,243 +522
Mar07 051124 99.49 99.51 99.49 99.50 unch 1 27,812 +40
Jun07 051124 99.40 99.40 99.40 99.40 unch 9 16,784 -51
Sep07 051124 99.30 99.30 99.29 99.29 unch 0 2,095 +0
Total Volume and Open Interest 3,339 363,335 +77
German Euro-Bund(EUREX)
Dec05 051123 119.83 119.94 119.72 119.85 +0.17 1,000,847 1,493,424 -23,275
Mar06 051124 120.05 120.88 120.05 120.85 +0.77 27,934 99,890 +5,578
Jun06 051124 120.00 120.00 120.00 120.00 +0.70 1,208 6 +3
Total Volume and Open Interest 1,093,395 1,585,819 -1,920
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051124 112.53 113.05 112.53 113.04 +0.48 19,381 72,203 +6,140
Jun06 051124 112.41 112.41 112.41 112.41 +0.37 0 694 +0
Total Volume and Open Interest 540,799 1,245,246 +36,941
Long Gilt(LIFFE)
Dec05 051124 112~31 113~16 112~28 113~10 +0~11 67,031 223,115 -6,987
Mar06 051124 113~15 113~25 113~09 113~24 +0~12 13,886 22,507 +6,994
Total Volume and Open Interest 80,917 245,622 +7
3-Mth Short Sterling(LIFFE)
Dec05 051124 95.39 95.42 95.39 95.40 unch 24,908 283,324 -3,257
Mar06 051124 95.47 95.51 95.45 95.49 +0.02 77,896 371,942 -10,111
Jun06 051124 95.48 95.52 95.47 95.50 +0.02 52,145 305,745 -2,230
Total Volume and Open Interest 276,756 1,798,767 -9,890
3-Mth Euribor(LIFFE)
Dec05 051123 97.490 97.500 97.485 97.490 unch 227,190 735,459 -37,636
Mar06 051124 97.285 97.330 97.275 97.320 +0.035 176,176 664,826 -11,454
Jun06 051124 97.150 97.225 97.145 97.210 +0.060 151,703 602,294 +1,885
Total Volume and Open Interest 732,019 3,716,553 -8,141
3-Mth Aus T-Bills(SFE)
Dec05 051123 94.38 94.38 94.37 94.38 unch 796 74,000 -3,285
Mar06 051123 94.40 94.40 94.38 94.40 +0.02 28,334 176,318 +3,293
Jun06 051123 94.41 94.42 94.38 94.40 +0.03 17,081 88,902 +6,034
Sep06 051123 94.41 94.41 94.36 94.39 +0.03 3,355 35,110 -381
Dec06 051123 94.37 94.37 94.35 94.37 +0.04 1,535 35,340 +709
Mar07 051123 94.31 94.33 94.31 94.33 +0.04 552 18,237 -1,330
Jun07 051123 94.28 94.28 94.27 94.28 +0.04 820 35,361 +145
Sep07 051123 94.24 94.25 94.24 94.25 +0.03 307 8,470 +314
Dec07 051123 94.21 94.22 94.21 94.22 +0.03 0 4,624 +0
Mar08 051123 94.20 94.20 94.20 94.20 +0.03 0 2,494 +25
Total Volume and Open Interest 52,800 480,990 +5,544
10-Year Aus T-Bonds(SFE)
Dec05 051123 94.64 94.65 94.63 94.65 +0.03 11,967 308,831 -2,347
Mar06 051123 94.64 94.64 94.64 94.64 +0.03      
Total Volume and Open Interest 11,967 308,831 -2,347
3-Year Aus T-Bonds(SFE)
Dec05 051123 94.74 94.75 94.71 94.73 +0.03 35,053 416,110 -16,491
Mar06 051123 94.72 94.72 94.72 94.72 +0.03      
Total Volume and Open Interest 35,053 416,110 -16,491
Gold(CMX)
Dec05 051123 490.0 493.0 487.5 492.3 -0.6 98,163 117,416 -36,732
Feb06 051123 493.8 496.9 491.5 496.4 -0.6 56,700 164,885 +36,251
Apr06 051123 498.7 501.5 496.0 500.6 -0.6 1,289 7,993 +428
Jun06 051123 501.5 505.3 500.1 504.7 -0.7 2,005 17,750 +558
Aug06 051123 508.0 509.5 508.0 508.9 -0.8 36 2,364 -2
Oct06 051123 513.2 513.2 513.2 513.2 -0.8 1 5,327 +0
Dec06 051123 515.6 517.4 512.5 517.4 -0.8 1,281 9,337 +454
Feb07 051123 521.6 521.6 521.6 521.6 -0.8 0 5,500 +0
Apr07 051123 525.7 525.7 525.7 525.7 -0.8 0 1,328 +0
Jun07 051123 529.9 529.9 529.9 529.9 -0.7 0 6,248 +0
Aug07 051123 533.9 533.9 533.9 533.9 -0.7 15 20 +15
Total Volume and Open Interest 159,501 350,603 +966
Silver(CMX)
Dec05 051123 809.0 814.0 805.0 813.0 -4.0 38,126 47,629 -15,790
Mar06 051123 820.0 824.0 815.0 822.9 -3.9 24,508 71,887 +10,351
May06 051123 827.5 827.5 827.5 827.5 -3.7 70 2,749 +3
Jul06 051123 833.0 833.0 831.0 831.8 -3.5 255 8,736 +39
Sep06 051123 836.0 836.0 836.0 836.0 -3.4 40 3,224 -40
Dec06 051123 835.0 843.0 831.0 840.2 -3.3 670 10,567 +54
Mar07 051123 845.3 845.3 845.3 845.3 -4.0 0 51 +0
Total Volume and Open Interest 64,116 149,698 -5,375
Platinum(NYM)
Jan06 051123 977.0 984.8 972.5 984.3 +4.3 795 13,249 +121
Apr06 051123 984.3 984.3 984.3 984.3 +4.3 1 242 +0
Total Volume and Open Interest 796 13,491 +121
Palladium(NYME)
Dec05 051123 257.00 261.95 252.00 261.95 +1.70 2,634 7,175 -1,598
Mar06 051123 260.00 266.80 255.00 265.70 +2.05 2,617 7,737 +1,660
Jun06 051123 267.70 267.70 267.70 267.70 +2.05 5 44 +3
Total Volume and Open Interest 5,260 14,981 +65
Copper(CMX)
Dec05 051123 190.50 197.00 190.00 196.85 +5.10 18,506 24,548 -3,664
Mar06 051123 183.30 186.40 182.75 186.10 +1.35 20,465 65,931 +4,536
May06 051123 177.50 181.00 177.50 180.10 +1.35 468 5,025 +45
Jul06 051123 173.00 174.35 173.00 174.35 +1.35 278 3,984 +135
Sep06 051123 167.50 168.45 167.50 168.45 +1.35 18 2,098 -1
Total Volume and Open Interest 41,754 113,630 +1,129
Aluminum(CMX)
Nov05 051123 95.05 95.05 95.05 95.05 +0.10 2 7 +2
Dec05 051123 95.35 95.35 95.35 95.35 +0.10 160 1,524 -150
Jan06 051123 95.95 95.95 95.95 95.95 +0.10 10 148 +10
Feb06 051123 95.60 95.60 95.60 95.60 +0.05 0 70 +0
Mar06 051123 95.25 95.25 95.25 95.25 unch 0 70 +0
Apr06 051123 94.75 94.75 94.75 94.75 -0.05 0 50 +0
Total Volume and Open Interest 172 2,014 -138
DJIA Index(CBOT)
Dec05 051123 10882 10968 10861 10942 +58 3,859 36,752 +998
Mar06 051123 10930 11019 10929 10996 +58 324 1,053 +262
Jun06 051123 11029 11029 11029 11029 +58 1 5 -1
Total Volume and Open Interest 4,184 37,815 +1,259
S & P 500(CME)
Dec05 051123 1261.10 1272.70 1261.00 1268.60 +6.50 34,767 609,963 -6,236
Mar06 051123 1269.10 1280.00 1269.00 1276.80 +6.60 9,414 46,188 +8,294
Jun06 051123 1286.10 1286.10 1286.10 1286.10 +6.70 101 3,755 +100
Sep06 051123 1295.40 1295.40 1295.40 1295.40 +6.70 19 565 -6
Total Volume and Open Interest 44,301 660,513 +2,152
S & P 500 E-Mini(Globex)
Dec05 051123 1261.75 1273.00 1260.75 1268.50 +6.50 809,153 1,148,672 +20,589
Mar06 051123 1269.25 1280.50 1269.00 1276.75 +6.50 5,317 61,869 +4,399
Total Volume and Open Interest 814,470 1,210,541 +24,988
NASDAQ 100(CME)
Dec05 051123 1695.00 1709.00 1695.00 1700.50 +4.00 4,842 58,757 +274
Mar06 051123 1716.50 1716.50 1716.50 1716.50 +4.00 1 55 +1
Jun06 051123 1731.50 1731.50 1731.50 1731.50 +4.00 0 17 +0
Total Volume and Open Interest 4,843 58,829 +275
NASDAQ 100 E-Mini(Globex)
Dec05 051123 1696.00 1709.00 1694.50 1700.50 +4.00 245,359 421,470 -1,358
Mar06 051123 1711.00 1723.00 1711.00 1716.50 +4.00 146 501 +23
Total Volume and Open Interest 245,505 421,971 -1,335
S & P Midcap 400(CME)
Dec05 051123 740.00 746.00 740.00 742.90 +2.30 197 12,955 -57
Mar06 051123 748.40 748.40 748.40 748.40 +2.40      
Jun06 051123 751.40 751.40 751.40 751.40 +2.40      
Total Volume and Open Interest 244 12,914 -41
Russell 2000(CME)
Dec05 051123 681.50 687.25 681.50 683.90 +1.30 906 36,857 -317
Mar06 051123 688.40 688.40 688.40 688.40 +1.30 0 35 +0
Jun06 051123 692.40 692.40 692.40 692.40 +1.30      
Total Volume and Open Interest 906 36,897 -317
Russell 2000 E-Mini(Globex)
Dec05 051123 682.70 687.50 681.50 683.90 +1.30 87,268 288,054 +1,602
Mar06 051123 686.60 692.00 686.60 688.40 +1.30 186 2,095 +111
Total Volume and Open Interest 87,454 290,149 +1,713
Value Line(KCBT)
Dec05 051123 1915.50 1933.00 1915.50 1925.00 +7.00 89 173 +0
Total Volume and Open Interest 89 185 -1
Nikkei 225(CME)
Dec05 051124 14850 14875 14710 14715 +35 43,739 246,311 +2,800
Mar06 051124 14845 14860 14715 14735 +35 2,051 622 +1
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051124 14850 14875 14710 14715 +35 43,739 246,311 +2,800
Mar06 051124 14845 14860 14715 14735 +35 2,051 622 +1
Jun06 051124 14670 14670 14670 14670 +35      
Total Volume and Open Interest 45,790 247,073 +2,802
CAC 40(MATIF)
Nov05 051118 4548.5 4575.5 4547.5 4555.0 +34.5 277,432 385,171 -43,597
Dec05 051124 4614.0 4615.0 4581.0 4596.0 -11.0 44,983 417,620 +4,951
Jan06 051124 4617.0 4617.0 4591.5 4605.5 -10.0 321 1,884 +59
Total Volume and Open Interest 45,304 424,638 +5,010
Hang Seng Index(HKFE)
Nov05 051124 15072 15094 14999 15064 +44 42,306 89,924 +665
Dec05 051124 15148 15148 15044 15106 +40 10,913 8,790 +1,642
Total Volume and Open Interest 53,270 99,513 +2,312
DAX Index(EUREX)
Dec05 051124 5198.0 5212.0 5178.5 5199.5 -4.0 88,696 224,769 +2,701
Mar06 051124 5233.0 5244.5 5214.0 5232.0 -4.0 947 11,216 +374
Jun06 051124 5269.0 5280.5 5250.0 5267.5 -5.0 1,323 3,790 +499
Total Volume and Open Interest 90,966 239,775 +3,574
FT-SE 100(LIFFE)
Dec05 051124 5558.50 5558.50 5510.50 5531.00 -14.00 42,927 464,858 +110
Mar06 051124 5563.50 5563.50 5523.50 5541.00 -14.00 35 31,844 +15
Jun06 051124 5543.00 5552.00 5543.00 5552.00 -13.50 250 13,835 +250
Total Volume and Open Interest 43,212 511,287 +375
SPI 200(SFE)
Dec05 051124 4620.0 4669.0 4617.0 4662.0 +41.0 12,204 208,000 -253
Mar06 051124 4625.0 4667.0 4625.0 4664.0 +42.0 30 5,312 -2
Jun06 051124 4683.0 4689.0 4683.0 4689.0 +41.0 3 3,145 -1
Total Volume and Open Interest 12,355 219,290 -213
GSCI(CME)
Dec05 051123 417.40 418.40 414.80 417.30 -3.20 424 17,274 -2
Jan06 051123 421.50 421.50 421.50 421.50 -2.00 0 2 +0
Feb06 051123 422.00 422.00 422.00 422.00 -3.00 1 1 +0
Total Volume and Open Interest 425 17,277 -2
Reuters CRB Index(NYBOT)
Jan06 051123 331.50 332.00 331.00 331.00 -1.75 10 572 +1
Feb06 051123 329.00 329.00 328.25 328.50 -2.25 7 12 +4
Apr06 051123 328.75 328.75 328.75 328.75 -2.25 0 413 +0
Total Volume and Open Interest 17 997 +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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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!