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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 Fri November 25, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051125 557.00 557.50 552.25 554.25 -7.75 39,347 157,574 +3,316
Mar06 051125 564.00 564.50 560.00 562.25 -6.50 6,241 46,108 +1,610
May06 051125 568.00 571.00 567.00 568.00 -8.50 3,417 25,117 +413
Jul06 051125 577.50 577.50 572.50 574.25 -8.00 3,112 30,228 +922
Aug06 051125 577.00 578.00 576.50 577.00 -8.00 36 2,293 +30
Sep06 051125 578.00 578.50 577.00 577.00 -8.00 83 1,399 +48
Nov06 051125 586.50 586.50 582.00 583.50 -6.50 1,366 14,964 +151
Total Volume and Open Interest 53,690 278,781 +6,517
Soybean Meal(CBOT)
Dec05 051125 168.70 170.70 168.70 170.10 -0.60 12,356 21,995 -3,381
Jan06 051125 171.00 171.50 169.70 170.70 -1.10 11,771 32,767 +3,147
Mar06 051125 173.00 173.50 172.00 172.90 -1.10 4,245 28,675 +1,758
May06 051125 174.50 175.80 174.50 174.80 -1.00 1,102 19,557 +19
Jul06 051125 177.80 178.00 176.70 176.80 -1.60 1,376 18,810 +218
Aug06 051125 178.60 179.50 178.00 178.00 -1.00 173 4,944 +138
Sep06 051125 180.00 180.50 178.60 178.60 -1.50 254 4,312 +114
Oct06 051125 181.00 181.00 178.70 179.00 -1.00 48 2,268 +30
Total Volume and Open Interest 31,724 138,422 +2,142
Soybean Oil(CBOT)
Dec05 051125 21.50 21.53 21.10 21.13 -0.50 6,923 16,713 -1,967
Jan06 051125 21.70 21.70 21.25 21.28 -0.54 10,257 69,656 +2,169
Mar06 051125 21.90 21.92 21.56 21.56 -0.48 5,952 32,899 +2,131
May06 051125 22.18 22.20 21.85 21.88 -0.46 1,467 17,955 +635
Jul06 051125 22.50 22.52 22.10 22.11 -0.52 2,869 22,871 +1,114
Aug06 051125 22.50 22.50 22.25 22.28 -0.47 241 2,463 +128
Sep06 051125 22.80 22.80 22.43 22.43 -0.47 235 2,596 +132
Oct06 051125 22.93 22.93 22.60 22.60 -0.46 73 1,190 +37
Total Volume and Open Interest 29,151 176,685 +4,986
Canola(WCE)
Jan06 051125 253.2 253.2 251.1 252.2 -1.0 2,421 49,662 +0
Mar06 051125 260.0 260.8 258.2 259.1 -1.2 384 9,128 +0
May06 051125 268.0 268.0 265.4 266.4 -1.3 543 2,202 +0
Jul06 051125 275.0 275.0 270.9 272.7 -2.1 478 2,621 +0
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 051125 190.50 190.75 189.25 189.75 -1.00 36,452 122,546 -17,670
Mar06 051125 203.75 204.25 202.50 202.75 -1.50 40,544 459,410 +4,376
May06 051125 212.00 212.50 211.00 211.25 -1.25 11,373 65,316 +5,191
Jul06 051125 220.25 220.50 219.00 219.25 -1.00 4,463 94,109 +1,489
Sep06 051125 229.00 229.25 227.75 228.00 -1.25 1,314 14,636 +564
Dec06 051125 240.25 240.25 239.00 239.25 -1.00 1,624 73,985 -107
Total Volume and Open Interest 96,081 841,961 -6,035
Wheat(CBOT)
Dec05 051125 297.00 297.50 295.50 297.00 unch 16,325 36,178 -4,519
Mar06 051125 313.00 313.50 311.00 312.25 -0.50 18,492 195,343 +4,269
May06 051125 321.50 321.50 320.00 320.75 -0.75 1,076 8,637 +486
Jul06 051125 330.00 330.50 328.50 330.50 -0.25 2,319 37,635 +648
Sep06 051125 337.75 339.50 337.00 339.00 unch 133 2,307 +127
Total Volume and Open Interest 39,210 298,371 +1,599
Wheat(KCBT)
Dec05 051125 345.50 348.00 345.25 347.75 +0.25 8,798 17,653 -4,649
Mar06 051125 351.00 353.50 350.25 352.75 +0.25 12,226 60,507 +1,914
May06 051125 348.00 348.50 346.50 347.50 -0.75 1,319 7,331 +126
Jul06 051125 344.00 345.00 343.25 344.50 -0.50 2,869 31,222 +582
Sep06 051125 349.00 349.00 347.75 347.75 -0.50 78 2,247 +17
Total Volume and Open Interest 25,330 121,073 -1,971
Wheat(MGE)
Dec05 051125 363.00 364.00 361.25 364.00 +2.00 2,233 5,482 -1,215
Mar06 051125 365.50 366.25 364.00 365.50 +0.75 2,575 17,722 -44
May06 051125 363.50 363.50 361.50 361.75 -0.50 347 2,382 +103
Jul06 051125 360.00 360.00 359.25 359.75 +0.25 481 8,849 +331
Sep06 051125 359.00 360.00 357.00 358.50 -0.50 409 2,796 +282
Total Volume and Open Interest 6,078 38,494 -536
Oats(CBOT)
Dec05 051125 176.25 182.00 176.25 180.50 +4.50 841 1,908 -309
Mar06 051125 181.50 186.00 181.50 184.75 +3.25 1,546 6,387 +663
May06 051125 185.00 185.00 185.00 185.00 +3.50 15 259 +10
Jul06 051125 181.50 183.00 181.50 183.00 +1.50 10 60 -2
Total Volume and Open Interest 2,414 8,633 +364
Rough Rice(CBOT)
Jan06 051125 7.63 7.69 7.61 7.66 +0.09 528 5,012 -73
Mar06 051125 7.89 7.92 7.89 7.92 +0.08 134 1,826 +33
May06 051125 8.12 8.12 8.12 8.12 +0.07 2 208 +1
Jul06 051125 8.32 8.32 8.32 8.32 +0.07 14 19 +14
Total Volume and Open Interest 686 7,111 -18
Live Cattle(CME)
Dec05 051125 92.250 92.750 92.200 92.625 +0.675 10,298 34,704 -1,041
Feb06 051125 94.550 94.975 94.550 94.850 +0.550 13,411 103,879 +4,116
Apr06 051125 92.000 92.600 91.950 92.550 +0.850 2,282 25,826 +302
Jun06 051125 86.150 86.650 86.150 86.625 +0.575 1,242 11,771 +679
Aug06 051125 85.500 85.950 85.500 85.850 +0.475 437 4,236 +136
Oct06 051125 86.800 87.350 86.800 87.225 +0.525 141 1,462 +69
Total Volume and Open Interest 27,863 182,266 +4,264
Feeder Cattle(CME)
Jan06 051125 114.900 116.250 114.750 116.025 +1.625 1,524 16,738 +296
Mar06 051125 112.950 114.500 112.950 114.400 +1.625 447 4,334 +181
Apr06 051125 111.250 112.500 111.250 112.500 +1.400 108 1,235 +17
May06 051125 110.350 111.900 110.250 111.900 +1.550 92 1,616 +44
Aug06 051125 110.600 111.900 110.600 111.900 +1.200 18 802 +17
Sep06 051125 109.700 110.400 109.700 110.400 +0.800 4 63 +3
Oct06 051125 109.500 109.500 109.500 109.500 +0.500 1 13 +1
Total Volume and Open Interest 2,194 24,801 +559
Lean Hogs(CME)
Dec05 051125 62.100 62.625 61.950 62.550 +0.700 3,447 21,664 -644
Feb06 051125 65.900 66.600 65.825 66.550 +0.900 5,008 64,862 +11
Apr06 051125 67.800 68.500 67.750 68.500 +0.800 1,326 15,799 -88
May06 051125 69.200 70.000 69.150 69.975 +0.325 132 2,880 -4
Jun06 051125 71.300 72.200 71.200 72.150 +0.725 445 7,109 +122
Jul06 051125 68.050 69.000 68.000 68.900 +0.500 88 2,883 +32
Aug06 051125 64.400 65.200 64.400 65.200 +0.300 62 1,006 +18
Oct06 051125 56.950 57.250 56.950 57.250 +0.350 32 541 -4
Total Volume and Open Interest 10,551 116,894 -555
Pork Bellies(CME)
Feb06 051125 88.150 88.900 88.000 88.450 +0.300 193 1,168 +92
Mar06 051125 87.600 87.600 87.600 87.600 +0.500 1 111 +1
May06 051125 89.400 89.400 89.400 89.400 +0.400 0 89 +0
Jul06 051125 91.700 91.700 91.700 91.700 +0.450 7 34 -7
Aug06 051125 92.650 92.650 92.650 92.650 unch 0 27 +0
Total Volume and Open Interest 201 1,429 +86
Class III Milk(CME)
Nov05 051125 13.36 13.36 13.36 13.36 unch 23 0 -2,201
Dec05 051125 13.05 13.05 13.05 13.05 unch 48 0 -2,139
Jan06 051125 12.77 12.77 12.77 12.77 unch 70 0 -1,946
Feb06 051125 12.55 12.55 12.55 12.55 unch 44 0 -1,668
Mar06 051125 12.51 12.51 12.51 12.51 unch 44 0 -1,591
Total Volume and Open Interest 343 20,706 +0
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 051125 845 861 838 845 +4 4,990 53,625 -493
Mar06 051125 865 873 856 857 -3 7,634 61,466 +0
May06 051125 874 881 867 867 -4 1,312 19,312 +0
Jul06 051125 883 889 880 880 -5 164 27,141 +0
Sep06 051125 895 902 892 892 -5 115 14,233 +0
Dec06 051125 905 916 903 903 -6 333 17,195 +0
Mar07 051125 918 923 915 915 -6 61 3,757 +0
Total Volume and Open Interest 14,610 197,128 +0
London Coffee(LCE)
Nov05 051125 1054.00 1054.00 1054.00 1054.00 +20.00 15 545 +0
Jan06 051125 1036.00 1060.00 1036.00 1055.00 +20.00 2,926 66,306 +0
Mar06 051125 1064.00 1079.00 1056.00 1074.00 +19.00 776 37,374 +0
May06 051125 1072.00 1088.00 1072.00 1088.00 +19.00 65 11,060 +0
Jul06 051125 1090.00 1100.00 1087.00 1100.00 +18.00 10 5,475 +0
Sep06 051125 1116.00 1116.00 1116.00 1116.00 +18.00 1 2,124 +0
Total Volume and Open Interest 3,793 123,219 +0
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051125 298.50 306.50 298.00 305.00 +7.80 841 28,254 +0
May06 051125 306.90 313.50 306.50 312.50 +7.30 27 7,469 +0
Aug06 051125 315.90 319.00 315.90 318.10 +6.50 88 6,815 +0
Oct06 051125 319.00 323.00 319.00 322.20 +6.10 39 5,652 +0
Total Volume and Open Interest 1,000 53,654 +0
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 051125 328.8 329.0 321.5 321.9 -1.4 473 3,560 -124
Mar06 051125 338.3 339.0 334.4 335.5 -0.8 136 969 +16
May06 051125 335.0 337.8 331.1 337.8 +4.0 10 404 +0
Jul06 051125 331.0 331.0 331.0 331.0 -3.9 0 103 +0
Total Volume and Open Interest 619 5,067 -108
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 051125 55.41 55.66 54.89 55.01 -0.29 30,857 91,331 +0
Feb06 051125 56.35 56.38 55.61 55.67 -0.39 10,323 85,101 +0
Mar06 051125 56.91 56.96 56.17 56.19 -0.47 5,393 25,793 +0
Apr06 051125 57.39 57.39 56.57 56.57 -0.53 2,186 13,532 +0
May06 051125 57.25 57.51 56.85 56.85 -0.56 1,093 8,433 +0
Jun06 051125 57.53 57.53 57.10 57.10 -0.56 562 32,702 +0
Jul06 051125 57.34 57.34 57.34 57.34 -0.57 37 5,049 +0
Aug06 051125 57.48 57.48 57.48 57.48 -0.59 571 1,716 +0
Sep06 051125 57.60 57.60 57.60 57.60 -0.59 12 7,082 +0
Oct06 051125 57.66 57.66 57.66 57.66 -0.57 3,000 6,427 +0
Nov06 051125 57.68 57.68 57.68 57.68 -0.56 3,000 1,306 +0
Dec06 051125 58.25 58.25 57.70 57.70 -0.55 805 31,610 +0
Jan07 051125 57.67 57.67 57.67 57.67 -0.55 0 2,948 +0
Feb07 051125 57.65 57.65 57.65 57.65 -0.53 0 1,610 +0
Total Volume and Open Interest 58,089 357,510 +0
Gas Oil(ICE)
Dec05 051125 502.25 502.50 492.00 493.75 -12.00 19,726 31,322 -237
Jan06 051125 518.00 518.25 509.25 510.75 -13.75 16,428 64,933 +3,176
Feb06 051125 526.75 526.75 518.25 519.75 -14.75 5,624 26,499 +1,868
Mar06 051125 531.50 531.50 523.50 524.75 -14.00 3,001 15,773 -287
Apr06 051125 529.50 529.50 526.25 526.25 -12.75 2,001 9,040 +709
May06 051125 530.00 531.00 527.75 527.75 -11.75 416 2,679 +200
Jun06 051125 530.75 532.50 529.00 529.00 -10.75 534 22,578 +285
Jul06 051125 531.25 531.25 531.25 531.25 -10.75 150 949 -24
Aug06 051125 533.50 533.50 533.50 533.50 -11.00 0 164 +0
Sep06 051125 535.50 535.50 535.50 535.50 -11.25 0 1,567 +0
Total Volume and Open Interest 48,380 202,691 +5,921
US Dollar Index(NYBOT)
Dec05 051125 91.74 92.00 91.55 91.98 +0.55 22 34,029 -1,424
Mar06 051125 91.45 91.72 91.32 91.70 +0.55 0 2,680 +27
Jun06 051125 91.41 91.41 91.41 91.41 +0.55 0 12 +0
Total Volume and Open Interest 22 36,723 -1,397
Australian Dollar(CME)
Dec05 051125 73.59 73.63 73.44 73.48 -0.23 1,971 79,578 -55
Mar06 051125 73.41 73.45 73.29 73.29 -0.23 0 119 +14
Jun06 051125 73.12 73.12 73.12 73.12 -0.23 0 81 +0
Total Volume and Open Interest 1,971 79,788 -41
British Pound(CME)
Dec05 051125 172.15 172.15 171.26 171.28 -0.80 1,714 90,533 +1,328
Mar06 051125 172.20 172.20 171.13 171.21 -0.80 6 623 +14
Jun06 051125 171.41 171.41 171.41 171.41 -0.80 0 8 +0
Total Volume and Open Interest 1,720 91,179 +1,342
Canadian Dollar(CME)
Dec05 051125 85.56 85.72 85.52 85.67 +0.27 2,750 102,898 +754
Mar06 051125 85.75 85.88 85.75 85.88 +0.27 120 2,957 +88
Jun06 051125 86.11 86.11 86.11 86.11 +0.27 0 734 +0
Sep06 051125 86.34 86.34 86.34 86.34 +0.27 21 122 +15
Total Volume and Open Interest 2,891 106,863 +857
Japanese Yen(CME)
Dec05 051125 83.99 84.03 83.75 83.80 -0.63 3,369 182,330 -1,411
Mar06 051125 84.88 84.88 84.62 84.68 -0.63 68 21,123 +153
Jun06 051125 85.73 85.73 85.73 85.73 -0.63 0 65 +0
Total Volume and Open Interest 3,437 203,558 -1,258
Swiss Franc(CME)
Dec05 051125 76.17 76.26 75.88 75.89 -0.38 1,161 101,528 +1,138
Mar06 051125 76.75 76.75 76.50 76.50 -0.38 6 448 +3
Jun06 051125 77.14 77.14 77.14 77.14 -0.38 0 26 +0
Total Volume and Open Interest 1,167 102,022 +1,141
EuroFX(CME)
Dec05 051125 117.80 117.94 117.24 117.29 -0.87 7,013 178,376 -1,628
Mar06 051125 118.40 118.40 117.77 117.83 -0.87 200 3,910 +86
Jun06 051125 118.47 118.47 118.47 118.47 -0.87 2 1,597 +8
Total Volume and Open Interest 7,215 184,092 -1,526
Mexican Peso(CME)
Dec05 051125 9385.0 9410.0 9385.0 9402.0 +15.0 6,780 106,025 -4,288
Mar06 051125 9315.0 9315.0 9307.0 9307.0 +15.0 9 647 +9
Total Volume and Open Interest 6,854 125,457 -4,226
30-Year T-Bonds(CBOT)
Dec05 051125 112~18 112~31 112~17 112~29 +0~18 265,290 493,350 -6,954
Mar06 051125 112~07 112~24 112~07 112~22 +0~19 45,915 115,440 +20,933
Jun06 051125 112~17 112~17 112~17 112~17 +0~19 0 842 +0
Total Volume and Open Interest 311,205 609,633 +13,979
10-Year T-Notes(CBOT)
Dec05 051125 109~050 109~110 109~035 109~085 +0~100 650,494 1,395,503 -45,721
Mar06 051125 109~005 109~055 108~310 109~030 +0~100 146,828 337,003 +65,319
Total Volume and Open Interest 797,322 1,733,943 +19,598
5-Year T-Notes(CBOT)
Dec05 051125 106~150 106~165 106~130 106~160 +0~055 377,722 0 +0
Mar06 051125 106~100 106~120 106~100 106~115 +0~055 74,179 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 051125 102~101 102~104 102~097 102~104 +0~008 17,837 282,983 -22,454
Mar06 051125 102~092 102~093 102~088 102~093 +0~008 16,477 63,978 +26,025
Total Volume and Open Interest 34,314 346,961 +3,571
Eurodollars(CME)
Dec05 051125 95.512 95.515 95.510 95.512 +0.007 24,349 1,253,706 -25,799
Mar06 051125 95.275 95.300 95.270 95.290 +0.020 41,490 1,193,414 -27,213
Jun06 051125 95.225 95.240 95.220 95.235 +0.025 28,110 1,309,802 -21,870
Sep06 051125 95.265 95.285 95.240 95.265 +0.030 426,376 932,532 +3,626
Dec06 051125 95.300 95.310 95.285 95.305 +0.030 27,348 980,312 -16,812
Mar07 051125 95.340 95.345 95.325 95.345 +0.035 19,771 826,636 -18,076
Jun07 051125 95.335 95.345 95.320 95.340 +0.035 21,159 620,260 -5,135
Sep07 051125 95.310 95.320 95.295 95.320 +0.040 19,454 356,369 +6,042
Dec07 051125 95.275 95.290 95.265 95.290 +0.045 7,285 297,354 -3,960
Mar08 051125 95.250 95.270 95.250 95.270 +0.045 7,516 255,218 +1,338
Jun08 051125 95.225 95.240 95.225 95.240 +0.050 6,048 258,422 +292
Sep08 051125 95.195 95.210 95.195 95.210 +0.050 5,729 219,199 +844
Dec08 051125 95.160 95.165 95.160 95.165 +0.050 5,624 150,445 -235
Mar09 051125 95.135 95.145 95.135 95.145 +0.055 4,012 132,145 -954
Jun09 051125 95.105 95.115 95.105 95.115 +0.055 5,022 107,010 +201
Sep09 051125 95.070 95.080 95.070 95.080 +0.055 3,611 101,681 +1,931
Dec09 051125 95.025 95.035 95.025 95.035 +0.055 3,615 81,976 +344
Mar10 051125 95.010 95.015 95.010 95.015 +0.055 3,024 52,937 +419
Total Volume and Open Interest 259,760 9,328,150 -126,857
3-Mth Euro-Yen(CME)
Dec05 051125 99.91 99.91 99.91 99.91 unch 4 6,611 +4
Mar06 051125 99.87 99.87 99.87 99.87 unch 1 4,895 +3
Jun06 051125 99.80 99.80 99.80 99.80 unch 2 7,515 -38
Sep06 051125 99.70 99.70 99.70 99.70 unch 4 4,746 +52
Dec06 051125 99.60 99.60 99.60 99.60 unch 10 6,847 -189
Mar07 051125 99.49 99.49 99.49 99.49 +0.01 0 2,151 +100
Jun07 051125 99.39 99.39 99.39 99.39 unch 1,000 2,722 +989
Sep07 051125 99.24 99.24 99.24 99.24 unch 0 633 +0
Dec07 051125 99.19 99.19 99.19 99.19 unch 0 38 +0
Mar08 051125 99.08 99.08 99.08 99.08 unch 0 51 +0
Total Volume and Open Interest 1,021 36,461 +921
3-Mth Euro-Yen(SIMEX)
Dec05 051125 99.91 99.91 99.91 99.91 unch 4,775 84,213 +0
Mar06 051125 99.87 99.87 99.87 99.87 unch 2,632 60,578 +0
Jun06 051125 99.80 99.80 99.79 99.79 unch 4,933 62,724 +0
Sep06 051125 99.72 99.72 99.70 99.70 unch 3,695 33,900 +0
Dec06 051125 99.62 99.62 99.60 99.60 unch 1,446 47,243 +0
Mar07 051125 99.52 99.52 99.49 99.49 -0.01 947 27,812 +0
Jun07 051125 99.41 99.41 99.40 99.40 unch 796 16,784 +0
Sep07 051125 99.29 99.31 99.29 99.29 unch 238 2,095 +0
Total Volume and Open Interest 19,622 363,405 +70
German Euro-Bund(EUREX)
Dec05 051125 120.50 120.85 120.42 120.50 +0.65 1,064,253 1,485,923 -7,501
Mar06 051125 120.72 121.10 120.70 120.76 -0.09 34,109 109,813 +9,923
Jun06 051125 119.91 119.91 119.91 119.91 -0.09 701 7 +1
Total Volume and Open Interest 1,088,790 1,529,228 -56,591
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051125 112.96 113.09 112.92 112.93 -0.11 19,551 76,563 +4,360
Jun06 051125 112.31 112.31 112.31 112.31 -0.10 1,007 694 +0
Total Volume and Open Interest 751,497 1,265,746 +20,500
Long Gilt(LIFFE)
Dec05 051125 113~09 113~22 113~05 113~10 unch 67,031 223,115 +0
Mar06 051125 113~20 114~03 113~20 113~24 +0~01 13,886 22,507 +0
Total Volume and Open Interest 80,917 245,622 +0
3-Mth Short Sterling(LIFFE)
Dec05 051125 95.40 95.40 95.40 95.40 unch 24,908 283,324 +0
Mar06 051125 95.49 95.49 95.49 95.49 unch 77,896 371,942 +0
Jun06 051125 95.51 95.51 95.51 95.51 +0.01 52,145 305,745 +0
Total Volume and Open Interest 276,756 1,798,767 +0
3-Mth Euribor(LIFFE)
Dec05 051125 97.495 97.505 97.485 97.495 +0.005 92,731 721,208 -14,251
Mar06 051125 97.310 97.335 97.305 97.315 -0.005 83,366 668,639 +3,813
Jun06 051125 97.205 97.235 97.190 97.200 -0.010 106,164 601,999 -295
Total Volume and Open Interest 478,178 3,720,548 +3,995
3-Mth Aus T-Bills(SFE)
Dec05 051125 94.38 94.39 94.38 94.39 +0.01 994 74,319 +319
Mar06 051125 94.39 94.40 94.39 94.40 unch 14,615 177,323 +1,005
Jun06 051125 94.39 94.40 94.38 94.39 -0.01 10,343 91,243 +2,341
Sep06 051125 94.37 94.38 94.36 94.37 -0.02 3,053 35,526 +416
Dec06 051125 94.34 94.35 94.33 94.35 -0.02 843 35,626 +286
Mar07 051125 94.29 94.30 94.28 94.30 -0.03 215 18,435 +198
Jun07 051125 94.24 94.25 94.23 94.25 -0.03 1,562 35,155 -206
Sep07 051125 94.20 94.21 94.20 94.21 -0.04 606 9,071 +601
Dec07 051125 94.16 94.17 94.16 94.17 -0.05 200 4,580 -44
Mar08 051125 94.14 94.14 94.14 94.14 -0.06 0 2,476 -18
Total Volume and Open Interest 32,431 485,888 +4,898
10-Year Aus T-Bonds(SFE)
Dec05 051125 94.61 94.62 94.59 94.60 -0.05 11,662 311,516 +2,685
Mar06 051125 94.60 94.60 94.60 94.60 -0.05      
Total Volume and Open Interest 11,662 311,516 +2,685
3-Year Aus T-Bonds(SFE)
Dec05 051125 94.69 94.70 94.67 94.68 -0.05 47,315 429,344 +13,234
Mar06 051125 94.67 94.67 94.67 94.67 -0.05      
Total Volume and Open Interest 47,315 429,344 +13,234
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 051125 10942 10971 10940 10957 +15 4,103 36,379 -373
Mar06 051125 11000 11020 11000 11010 +14 92 1,084 +31
Jun06 051125 11044 11044 11044 11044 +15 0 5 +0
Total Volume and Open Interest 4,195 37,473 -342
S & P 500(CME)
Dec05 051125 1268.50 1270.60 1267.00 1270.10 +1.50 26,054 605,898 -4,065
Mar06 051125 1276.70 1279.00 1276.20 1278.30 +1.50 1,487 47,045 +857
Jun06 051125 1287.60 1287.60 1287.60 1287.60 +1.50 275 3,688 -67
Sep06 051125 1296.90 1296.90 1296.90 1296.90 +1.50 145 664 +99
Total Volume and Open Interest 27,961 657,337 -3,176
S & P 500 E-Mini(Globex)
Dec05 051125 1268.50 1270.00 1265.75 1270.00 +1.50 635,533 1,153,035 +4,363
Mar06 051125 1278.50 1279.75 1275.25 1278.25 +1.50 5,051 66,655 +4,786
Total Volume and Open Interest 640,584 1,219,690 +9,149
NASDAQ 100(CME)
Dec05 051125 1700.50 1705.00 1696.50 1704.50 +4.00 5,495 58,380 -377
Mar06 051125 1720.50 1720.50 1720.50 1720.50 +4.00 0 55 +0
Jun06 051125 1735.50 1735.50 1735.50 1735.50 +4.00 0 17 +0
Total Volume and Open Interest 5,495 58,452 -377
NASDAQ 100 E-Mini(Globex)
Dec05 051125 1701.50 1704.50 1696.50 1704.50 +4.00 176,526 428,013 +6,543
Mar06 051125 1717.50 1720.50 1710.00 1720.50 +4.00 106 529 +28
Total Volume and Open Interest 176,632 428,542 +6,571
S & P Midcap 400(CME)
Dec05 051125 742.75 744.25 740.80 743.80 +0.90 244 12,914 -41
Mar06 051125 749.30 749.30 749.30 749.30 +0.90      
Jun06 051125 752.30 752.30 752.30 752.30 +0.90      
Total Volume and Open Interest 259 12,961 +47
Russell 2000(CME)
Dec05 051125 683.00 685.30 681.90 684.00 +0.10 940 36,989 +132
Mar06 051125 688.50 688.50 688.50 688.50 +0.10 0 35 +0
Jun06 051125 692.50 692.50 692.50 692.50 +0.10      
Total Volume and Open Interest 940 37,029 +132
Russell 2000 E-Mini(Globex)
Dec05 051125 683.50 684.00 675.80 684.00 +0.10 69,905 290,505 +2,451
Mar06 051125 691.00 691.00 683.70 688.50 +0.10 244 2,218 +123
Total Volume and Open Interest 70,149 292,723 +2,574
Value Line(KCBT)
Dec05 051125 1924.00 1929.00 1921.00 1926.50 +1.50 117 167 -6
Total Volume and Open Interest 117 182 -3
Nikkei 225(CME)
Dec05 051125 14695 14785 14615 14775 +60 44,676 246,291 -20
Mar06 051125 14655 14775 14615 14775 +40 175 2,646 +2,024
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051125 14695 14785 14615 14775 +60 44,676 246,291 -20
Mar06 051125 14655 14775 14615 14775 +40 175 2,646 +2,024
Jun06 051125 14710 14710 14710 14710 +40      
Total Volume and Open Interest 44,853 249,077 +2,004
CAC 40(MATIF)
Nov05 051118 4548.5 4575.5 4547.5 4555.0 +34.5 277,432 385,171 -43,597
Dec05 051125 4594.5 4613.0 4587.5 4605.0 +9.0 44,983 417,620 +0
Jan06 051125 4598.5 4616.5 4598.5 4614.5 +9.0 321 1,884 +0
Total Volume and Open Interest 45,304 424,638 +0
Hang Seng Index(HKFE)
Nov05 051125 15049 15100 15025 15058 -6 38,986 88,311 -1,613
Dec05 051125 15090 15140 15068 15097 -9 17,210 17,522 +8,732
Total Volume and Open Interest 56,206 106,659 +7,146
DAX Index(EUREX)
Dec05 051125 5194.0 5213.0 5186.5 5196.5 -3.0 58,102 224,769 +0
Mar06 051125 5228.5 5245.0 5219.5 5229.0 -3.0 2,113 11,216 +0
Jun06 051125 5261.5 5280.5 5256.5 5264.5 -3.0 1,301 3,790 +0
Total Volume and Open Interest 61,516 239,775 +0
FT-SE 100(LIFFE)
Dec05 051125 5534.00 5544.50 5527.50 5538.50 +7.50 42,927 464,858 +0
Mar06 051125 5539.00 5553.00 5539.00 5548.50 +7.50 35 31,844 +0
Jun06 051125 5559.50 5559.50 5559.50 5559.50 +7.50 250 13,835 +0
Total Volume and Open Interest 43,212 511,287 +0
SPI 200(SFE)
Dec05 051125 4658.0 4678.0 4649.0 4652.0 -10.0 22,875 215,277 +7,277
Mar06 051125 4671.0 4671.0 4654.0 4654.0 -10.0 97 5,315 +3
Jun06 051125 4679.0 4679.0 4679.0 4679.0 -10.0 7 3,149 +4
Total Volume and Open Interest 22,984 226,574 +7,284
GSCI(CME)
Dec05 051125 415.80 416.50 414.00 416.50 -0.80 183 17,281 +7
Jan06 051125 420.00 420.00 420.00 420.00 -1.50 0 2 +0
Feb06 051125 420.50 420.50 420.50 420.50 -1.50 0 1 +0
Total Volume and Open Interest 183 17,284 +7
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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Cotton prices exceeded $2.20/pound a few weeks ago --- about twice as high as it had ever traded in at least the last 40 years?  Increased volatility in the cotton commodity markets means increased opportunity ---but only for those familiar with these futures markets.

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