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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 28, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051128 546.50 559.00 545.50 558.25 +4.00 31,946 159,949 +2,375
Mar06 051128 556.00 566.50 553.00 565.75 +3.50 7,368 47,826 +1,718
May06 051128 561.50 572.00 559.50 571.00 +3.00 3,110 25,491 +374
Jul06 051128 567.00 578.00 565.00 577.25 +3.00 5,052 30,430 +202
Aug06 051128 568.00 580.00 568.00 579.50 +2.50 125 2,408 +115
Sep06 051128 572.50 580.00 571.00 580.00 +3.00 3 1,399 +0
Nov06 051128 577.00 586.00 575.50 585.50 +2.00 2,540 14,927 -37
Total Volume and Open Interest 50,168 283,526 +4,745
Soybean Meal(CBOT)
Dec05 051128 167.00 171.90 166.70 171.70 +1.60 10,055 21,509 -486
Jan06 051128 167.00 171.90 167.00 171.70 +1.00 10,543 35,015 +2,248
Mar06 051128 170.00 173.80 169.00 173.60 +0.70 6,017 31,690 +3,015
May06 051128 172.50 175.20 172.00 175.10 +0.30 1,603 19,962 +405
Jul06 051128 174.50 177.50 174.50 177.20 +0.40 2,040 19,583 +773
Aug06 051128 176.00 178.80 175.50 178.60 +0.60 417 5,057 +113
Sep06 051128 177.50 180.00 177.00 179.20 +0.60 336 4,576 +264
Oct06 051128 178.00 179.50 177.00 178.80 -0.20 222 2,448 +180
Total Volume and Open Interest 31,868 145,191 +6,769
Soybean Oil(CBOT)
Dec05 051128 20.90 21.25 20.80 21.24 +0.11 5,804 15,236 -1,477
Jan06 051128 21.05 21.48 20.97 21.46 +0.18 9,893 71,339 +1,683
Mar06 051128 21.30 21.79 21.25 21.78 +0.22 6,554 35,249 +2,350
May06 051128 21.65 22.03 21.55 22.03 +0.15 1,794 18,058 +103
Jul06 051128 21.85 22.30 21.85 22.29 +0.18 2,191 23,500 +629
Aug06 051128 22.10 22.42 22.05 22.42 +0.14 291 2,630 +167
Sep06 051128 22.18 22.53 22.16 22.53 +0.10 158 2,729 +133
Oct06 051128 22.35 22.60 22.33 22.60 unch 217 1,344 +154
Total Volume and Open Interest 28,302 180,956 +4,271
Canola(WCE)
Jan06 051128 250.0 254.0 248.6 253.0 +0.8 5,851 49,843 +181
Mar06 051128 256.5 259.0 254.0 258.6 -0.5 2,220 8,783 -345
May06 051128 262.0 265.0 260.2 264.8 -1.6 1,328 3,012 +810
Jul06 051128 267.1 271.0 263.8 271.0 -1.7 213 2,813 +192
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 051128 188.50 189.25 187.25 187.75 -2.00 32,885 107,361 -15,185
Mar06 051128 201.50 202.75 201.25 201.75 -1.00 41,130 464,813 +5,403
May06 051128 210.50 211.00 210.00 210.50 -0.75 6,259 66,769 +1,453
Jul06 051128 218.25 219.25 218.00 218.75 -0.50 4,261 94,417 +308
Sep06 051128 227.50 228.25 227.25 227.50 -0.50 1,497 15,348 +712
Dec06 051128 239.25 239.50 238.50 239.00 -0.25 4,491 76,290 +2,305
Total Volume and Open Interest 90,741 837,088 -4,873
Wheat(CBOT)
Dec05 051128 295.00 298.00 295.00 297.50 +0.50 7,991 31,431 -4,747
Mar06 051128 311.00 313.75 310.00 313.25 +1.00 12,852 200,155 +4,812
May06 051128 320.00 323.00 319.50 323.00 +2.25 907 8,846 +209
Jul06 051128 328.25 333.00 328.00 332.25 +1.75 1,057 37,693 +58
Sep06 051128 337.75 340.50 337.50 340.50 +1.50 15 2,302 -5
Total Volume and Open Interest 23,125 298,793 +422
Wheat(KCBT)
Dec05 051128 345.25 348.00 345.00 347.50 -0.25 3,050 16,297 -1,356
Mar06 051128 350.25 355.50 350.25 354.75 +2.00 5,648 61,624 +1,117
May06 051128 346.50 349.00 346.00 348.50 +1.00 917 7,814 +483
Jul06 051128 342.75 346.00 342.75 345.25 +0.75 1,434 31,131 -91
Sep06 051128 347.25 348.50 347.00 348.50 +0.75 30 2,249 +2
Total Volume and Open Interest 11,098 121,247 +174
Wheat(MGE)
Dec05 051128 362.00 363.00 360.00 362.00 -2.00 1,423 4,482 -1,000
Mar06 051128 363.50 366.00 362.00 365.75 +0.25 2,062 18,807 +1,085
May06 051128 361.00 363.50 358.50 363.50 +1.75 261 2,406 +24
Jul06 051128 358.00 360.75 358.00 360.00 +0.25 166 8,902 +53
Sep06 051128 357.50 359.00 357.50 358.50 unch 209 2,911 +115
Total Volume and Open Interest 4,164 38,765 +271
Oats(CBOT)
Dec05 051128 179.50 184.00 175.00 184.00 +3.50 711 1,825 -83
Mar06 051128 184.25 188.50 179.50 188.25 +3.50 1,014 6,768 +381
May06 051128 183.75 187.00 181.50 187.00 +2.00 2 261 +2
Jul06 051128 183.00 184.00 183.00 184.00 +1.00 3 66 +6
Total Volume and Open Interest 1,732 8,940 +307
Rough Rice(CBOT)
Jan06 051128 7.66 7.66 7.53 7.64 -0.03 215 5,021 +9
Mar06 051128 7.90 7.92 7.80 7.92 unch 72 1,845 +19
May06 051128 8.12 8.12 8.12 8.12 unch 0 208 +0
Jul06 051128 8.32 8.32 8.32 8.32 unch 0 19 +0
Total Volume and Open Interest 287 7,139 +28
Live Cattle(CME)
Dec05 051128 92.750 92.950 92.250 92.750 +0.125 4,925 33,091 -1,613
Feb06 051128 95.000 95.250 94.500 95.200 +0.350 10,753 106,937 +3,058
Apr06 051128 92.750 92.900 92.300 92.900 +0.350 2,891 26,329 +503
Jun06 051128 86.625 87.100 86.375 87.000 +0.375 1,854 12,102 +331
Aug06 051128 85.700 86.000 85.500 85.950 +0.100 801 4,420 +184
Oct06 051128 87.200 87.500 86.800 87.500 +0.275 595 1,577 +115
Total Volume and Open Interest 22,385 185,465 +3,199
Feeder Cattle(CME)
Jan06 051128 116.250 117.000 116.050 116.950 +0.925 2,859 17,482 +744
Mar06 051128 114.350 115.200 114.200 115.150 +0.750 1,007 4,816 +482
Apr06 051128 112.800 113.400 112.500 113.325 +0.825 145 1,316 +81
May06 051128 111.900 112.500 111.550 112.500 +0.600 118 1,666 +50
Aug06 051128 111.650 112.400 111.650 112.400 +0.500 69 827 +25
Sep06 051128 110.500 110.800 110.500 110.800 +0.400 10 73 +10
Oct06 051128 110.000 110.000 109.800 109.800 +0.300 4 17 +4
Total Volume and Open Interest 4,212 26,197 +1,396
Lean Hogs(CME)
Dec05 051128 62.800 63.500 62.750 63.000 +0.450 1,927 21,442 -222
Feb06 051128 66.850 68.000 66.800 67.750 +1.200 2,644 65,707 +845
Apr06 051128 68.550 69.600 68.550 69.450 +0.950 593 15,886 +87
May06 051128 69.900 70.450 69.900 70.375 +0.400 78 2,928 +48
Jun06 051128 72.000 72.700 72.000 72.675 +0.525 223 7,202 +93
Jul06 051128 69.100 69.400 69.050 69.325 +0.425 104 2,848 -35
Aug06 051128 65.250 65.750 65.100 65.750 +0.550 56 1,041 +35
Oct06 051128 57.150 57.550 57.150 57.550 +0.300 22 540 -1
Total Volume and Open Interest 5,649 117,746 +852
Pork Bellies(CME)
Feb06 051128 88.900 89.700 88.275 88.350 -0.100 112 1,130 -38
Mar06 051128 88.900 89.225 87.900 87.900 +0.300 0 111 +0
May06 051128 89.400 89.400 89.400 89.400 unch 0 89 +0
Jul06 051128 92.000 92.000 92.000 92.000 +0.300 0 34 +0
Aug06 051128 92.650 92.650 92.650 92.650 unch 0 27 +0
Total Volume and Open Interest 112 1,391 -38
Class III Milk(CME)
Nov05 051128 13.36 13.36 13.36 13.36 unch      
Dec05 051128 13.05 13.15 13.05 13.14 +0.09      
Jan06 051128 12.79 12.80 12.77 12.80 +0.03      
Feb06 051128 12.54 12.55 12.54 12.55 unch      
Mar06 051128 12.48 12.52 12.48 12.52 +0.01      
Total Volume and Open Interest      
Cocoa(NYBOT)
Dec05 051128 1395 1420 1390 1409 -1 44 1,567 +0
Mar06 051128 1395 1427 1390 1409 -4 8,220 60,328 +0
May06 051128 1410 1445 1410 1430 -2 1,334 13,043 +0
Jul06 051128 1432 1449 1432 1449 -3 236 11,384 +0
Sep06 051128 1452 1480 1452 1468 -3 25 11,842 +0
Dec06 051128 1497 1497 1497 1497 -3 400 9,997 +0
Mar07 051128 1522 1522 1522 1522 -3 0 11,064 +0
Total Volume and Open Interest 10,259 120,710 +0
Coffee "C"(NYBOT)
Dec05 051128 99.20 99.60 95.80 96.15 -1.25 630 1,131 +0
Mar06 051128 103.30 103.40 99.90 100.15 -1.15 6,686 56,674 +0
May06 051128 105.00 105.25 102.30 102.30 -1.10 856 7,435 +0
Jul06 051128 107.00 107.00 104.00 104.05 -1.10 216 3,864 +0
Sep06 051128 108.50 108.50 105.60 105.65 -1.20 263 2,224 +0
Dec06 051128 110.50 110.50 108.20 108.20 -1.05 32 1,432 +0
Total Volume and Open Interest 8,703 74,016 +0
Orange Juice(NYBOT)
Jan06 051128 115.95 118.20 115.40 117.65 +1.15 2,982 24,685 +0
Mar06 051128 118.15 120.15 117.30 119.65 +1.25 331 7,534 +0
May06 051128 119.25 120.65 118.75 120.65 +1.25 110 1,582 +0
Jul06 051128 121.65 121.65 121.65 121.65 +1.25 3 500 +0
Sep06 051128 122.65 122.65 122.65 122.65 +1.25 0 441 +0
Total Volume and Open Interest 3,446 35,024 +0
Sugar #11(NYBOT)
Mar06 051128 12.32 12.49 12.28 12.45 +0.30 17,029 300,274 +0
May06 051128 12.17 12.36 12.16 12.34 +0.32 4,227 70,499 +0
Jul06 051128 11.85 12.03 11.82 12.02 +0.33 1,570 44,701 +0
Oct06 051128 11.73 11.93 11.70 11.92 +0.36 2,260 26,642 +0
Mar07 051128 11.70 11.88 11.69 11.88 +0.33 1,140 28,571 +0
Total Volume and Open Interest 26,823 488,989 +0
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051128 21.96 21.96 21.87 21.87 -0.10 391 2,072 +0
Mar06 051128 21.60 21.60 21.40 21.45 -0.20 42 3,138 +0
May06 051128 21.50 21.50 21.40 21.40 -0.16 120 2,966 +0
Jul06 051128 21.60 21.61 21.55 21.61 -0.14 45 3,486 +0
Total Volume and Open Interest 622 13,896 +0
London Cocoa(LCE)
Dec05 051128 848 861 838 845 unch 5,370 43,682 -9,943
Mar06 051128 863 876 851 860 +3 6,502 60,742 -724
May06 051128 870 885 863 870 +3 1,116 19,994 +682
Jul06 051128 880 894 875 884 +4 440 27,238 +97
Sep06 051128 911 911 893 895 +3 219 14,210 -23
Dec06 051128 900 908 899 906 +3 198 17,277 +82
Mar07 051128 911 918 911 918 +3 121 3,892 +135
Total Volume and Open Interest 13,969 187,435 -9,693
London Coffee(LCE)
Nov05 051128 1058.00 1066.00 1053.00 1053.00 -1.00 0 526 -19
Jan06 051128 1056.00 1071.00 1053.00 1059.00 +4.00 2,001 65,928 -378
Mar06 051128 1073.00 1088.00 1071.00 1077.00 +3.00 903 37,213 -161
May06 051128 1087.00 1099.00 1087.00 1091.00 +3.00 50 11,052 -8
Jul06 051128 1106.00 1106.00 1103.00 1103.00 +3.00 7 5,448 -27
Sep06 051128 1114.00 1120.00 1114.00 1120.00 +4.00 0 2,124 +0
Total Volume and Open Interest 2,965 122,635 -584
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051128 305.50 312.00 304.50 310.30 +5.30 4,202 31,635 +3,381
May06 051128 312.90 317.10 312.00 316.90 +4.40 122 7,206 -263
Aug06 051128 318.50 323.40 317.80 322.60 +4.50 68 6,861 +46
Oct06 051128 320.80 326.70 320.80 326.70 +4.50 43 5,682 +30
Total Volume and Open Interest 4,445 56,847 +3,193
Cotton(NYBOT)
Dec05 051128 48.25 52.15 48.25 48.85 -0.10 1,388 1,551 +0
Mar06 051128 52.45 53.50 52.10 52.15 -0.46 10,285 71,730 +0
May06 051128 53.90 54.50 53.30 53.40 -0.50 1,530 10,330 +0
Jul06 051128 54.75 55.00 54.10 54.10 -0.65 171 3,564 +0
Oct06 051128 54.55 54.55 54.55 54.55 -0.45 0 63 +0
Dec06 051128 56.40 56.40 55.60 55.61 -0.39 31 1,793 +0
Total Volume and Open Interest 13,405 89,118 +0
Lumber(CME)
Jan06 051128 321.0 328.3 321.0 323.5 +1.6 259 3,560 +0
Mar06 051128 335.4 341.3 335.4 340.8 +5.3 88 962 -7
May06 051128 336.0 337.7 335.0 337.7 -0.1 7 406 +2
Jul06 051128 336.0 336.0 336.0 336.0 +5.0 0 103 +0
Total Volume and Open Interest 354 5,062 -5
Crude Oil(NYM)
Jan06 051128 58.00 58.25 56.70 57.36 -1.35 81,621 281,735 +0
Feb06 051128 58.70 58.75 57.40 57.99 -1.26 27,037 71,862 +0
Mar06 051128 59.00 59.05 57.75 58.40 -1.20 13,286 48,172 +0
Apr06 051128 59.20 59.30 58.25 58.70 -1.16 5,839 22,245 +0
May06 051128 58.93 58.93 58.93 58.93 -1.12 1,360 18,296 +0
Jun06 051128 59.55 59.55 58.60 59.11 -1.09 6,501 48,325 +0
Jul06 051128 59.22 59.22 59.22 59.22 -1.07 1,504 12,129 +0
Aug06 051128 59.32 59.32 59.32 59.32 -1.05 978 10,051 +0
Sep06 051128 59.00 59.39 58.90 59.39 -1.03 1,295 10,055 +0
Oct06 051128 59.25 59.44 59.25 59.44 -1.01 230 4,966 +0
Nov06 051128 59.45 59.45 59.45 59.45 -0.99 609 10,819 +0
Dec06 051128 59.75 59.75 59.00 59.44 -0.97 6,706 48,311 +0
Jan07 051128 58.80 59.39 58.80 59.39 -0.95 1,544 12,878 +0
Feb07 051128 59.36 59.36 59.36 59.36 -0.93 0 4,264 +0
Mar07 051128 59.32 59.32 59.32 59.32 -0.91 200 6,714 +0
Apr07 051128 59.28 59.28 59.28 59.28 -0.89 0 4,424 +0
Total Volume and Open Interest 163,700 805,527 +0
Heating Oil(NYM)
Dec05 051128 167.00 168.00 163.00 163.56 -5.36 17,401 24,721 +0
Jan06 051128 173.00 173.75 168.25 169.26 -5.62 16,796 72,660 +0
Feb06 051128 176.80 177.00 172.50 172.81 -5.37 3,359 28,978 +0
Mar06 051128 176.50 176.80 172.50 172.76 -4.97 2,322 17,067 +0
Apr06 051128 173.75 173.75 170.00 170.01 -4.57 541 8,964 +0
May06 051128 168.75 168.75 166.50 166.96 -4.02 322 5,957 +0
Jun06 051128 167.25 167.25 165.16 165.16 -3.82 559 7,689 +0
Jul06 051128 167.50 167.50 165.51 165.51 -3.72 345 4,322 +0
Aug06 051128 168.40 168.40 166.71 166.71 -3.67 14 2,624 +0
Sep06 051128 170.00 170.25 168.51 168.51 -3.62 104 1,896 +0
Oct06 051128 173.00 173.00 170.00 170.71 -3.52 4 486 +0
Nov06 051128 174.50 174.50 173.06 173.06 -3.47 70 635 +0
Total Volume and Open Interest 42,262 184,489 +0
Unleaded Gas(NYM)
Dec05 051128 144.50 145.00 141.40 141.82 -3.94 22,970 24,326 +0
Jan06 051128 151.50 151.50 146.80 147.69 -5.09 17,357 61,699 +0
Feb06 051128 156.25 156.50 152.00 152.49 -5.04 2,671 14,698 +0
Mar06 051128 158.70 158.70 155.19 155.19 -4.84 1,735 12,191 +0
Apr06 051128 167.00 168.50 165.00 165.09 -4.84 2,005 9,164 +0
May06 051128 169.50 169.50 166.30 166.54 -4.79 1,011 6,465 +0
Jun06 051128 167.00 167.54 167.00 167.54 -4.79 1,120 6,515 +0
Jul06 051128 167.84 167.84 167.84 167.84 -4.79 395 2,829 +0
Aug06 051128 167.39 167.39 167.39 167.39 -4.74 125 2,352 +0
Sep06 051128 165.84 165.84 165.84 165.84 -4.69 500 1,836 +0
Oct06 051128 157.39 157.39 157.39 157.39 -4.64 75 429 +0
Nov06 051128 156.00 156.00 154.89 154.89 -4.59 0 122 +0
Total Volume and Open Interest 49,972 142,891 +0
Natural Gas(NYM)
Dec05 051128 11.600 11.610 10.880 11.180 -0.440 0 26,608 +0
Jan06 051128 12.050 12.080 11.210 11.634 -0.416 0 97,164 +0
Feb06 051128 12.110 12.130 11.330 11.739 -0.391 0 31,130 +0
Mar06 051128 11.960 11.960 11.200 11.554 -0.396 0 55,675 +0
Apr06 051128 10.230 10.230 9.800 10.004 -0.216 0 32,272 +0
May06 051128 10.090 10.090 9.700 9.889 -0.191 0 25,129 +0
Jun06 051128 10.120 10.120 9.700 9.924 -0.191 0 11,011 +0
Jul06 051128 10.160 10.160 9.750 9.969 -0.191 0 15,615 +0
Aug06 051128 10.200 10.200 9.770 10.009 -0.191 0 17,287 +0
Sep06 051128 10.200 10.200 9.790 10.009 -0.188 0 14,813 +0
Oct06 051128 10.240 10.245 9.830 10.057 -0.188 0 25,269 +0
Nov06 051128 10.720 10.720 10.400 10.537 -0.183 0 11,162 +0
Dec06 051128 11.205 11.205 10.800 11.017 -0.178 0 12,635 +0
Jan07 051128 11.575 11.575 11.200 11.402 -0.173 108 13,634 +0
Feb07 051128 11.510 11.510 11.250 11.352 -0.163 152 5,744 +0
Mar07 051128 11.205 11.210 10.970 11.052 -0.158 1,293 11,211 +0
Total Volume and Open Interest 56,422 550,058 +0
Brent Crude Oil(ICE)
Jan06 051128 55.50 55.70 54.20 54.88 -0.13 29,186 92,211 +880
Feb06 051128 56.21 56.43 55.01 55.69 +0.02 13,403 86,150 +1,049
Mar06 051128 56.82 56.96 55.60 56.29 +0.10 6,168 26,114 +321
Apr06 051128 57.20 57.38 56.15 56.75 +0.18 2,827 12,503 -1,029
May06 051128 57.45 57.69 56.48 57.09 +0.24 1,086 8,111 -322
Jun06 051128 57.30 57.98 56.76 57.37 +0.27 560 32,470 -232
Jul06 051128 58.04 58.20 57.03 57.62 +0.28 0 5,020 -29
Aug06 051128 57.80 57.80 57.80 57.80 +0.32 0 2,176 +460
Sep06 051128 57.81 57.91 57.77 57.91 +0.31 0 7,094 +12
Oct06 051128 57.82 57.96 57.82 57.96 +0.30 0 4,427 -2,000
Nov06 051128 57.88 57.98 57.88 57.98 +0.30 0 3,748 +2,442
Dec06 051128 58.20 58.48 57.48 58.00 +0.30 426 30,956 -654
Jan07 051128 57.97 57.97 57.97 57.97 +0.30 0 2,948 +0
Feb07 051128 57.95 57.95 57.95 57.95 +0.30 0 1,610 +0
Total Volume and Open Interest 53,663 358,133 +623
Gas Oil(ICE)
Dec05 051128 498.00 505.00 490.75 494.25 +0.50 11,462 30,902 -420
Jan06 051128 515.00 519.00 506.75 509.75 -1.00 5,908 67,561 +2,628
Feb06 051128 520.75 527.00 516.00 518.25 -1.50 2,696 28,069 +1,570
Mar06 051128 523.50 530.50 521.00 522.75 -2.00 2,145 16,652 +879
Apr06 051128 529.50 530.25 524.25 524.25 -2.00 494 9,484 +444
May06 051128 531.25 532.75 525.25 525.25 -2.50 192 2,890 +211
Jun06 051128 532.75 533.75 526.25 526.25 -2.75 460 22,401 -177
Jul06 051128 528.50 528.50 528.50 528.50 -2.75 0 949 +0
Aug06 051128 530.75 530.75 530.75 530.75 -2.75 0 164 +0
Sep06 051128 532.75 532.75 532.75 532.75 -2.75 0 1,567 +0
Total Volume and Open Interest 23,907 208,176 +5,485
US Dollar Index(NYBOT)
Dec05 051128 91.95 92.27 90.70 90.90 -1.08 1,696 34,295 +266
Mar06 051128 91.80 91.96 90.53 90.62 -1.08 43 2,699 +19
Jun06 051128 90.33 90.33 90.33 90.33 -1.08 0 12 +0
Total Volume and Open Interest 1,739 37,008 +285
Australian Dollar(CME)
Dec05 051128 73.47 74.50 73.28 74.25 +0.77 3,477 78,722 -856
Mar06 051128 73.20 74.06 73.06 74.06 +0.77 7 140 +21
Jun06 051128 73.89 73.89 73.89 73.89 +0.77 0 81 +0
Total Volume and Open Interest 3,484 78,953 -835
British Pound(CME)
Dec05 051128 170.97 173.40 170.83 173.26 +1.98 3,156 91,624 +1,091
Mar06 051128 171.10 173.30 170.80 173.22 +2.01 10 654 +31
Jun06 051128 173.20 173.42 173.20 173.42 +2.01 0 8 +0
Total Volume and Open Interest 3,166 92,301 +1,122
Canadian Dollar(CME)
Dec05 051128 85.54 85.94 85.41 85.77 +0.10 5,174 105,526 +2,628
Mar06 051128 85.77 86.10 85.64 85.98 +0.10 99 3,001 +44
Jun06 051128 86.25 86.25 86.21 86.21 +0.10 25 730 -4
Sep06 051128 86.44 86.44 86.44 86.44 +0.10 0 122 +0
Total Volume and Open Interest 5,300 109,531 +2,668
Japanese Yen(CME)
Dec05 051128 83.72 84.70 83.63 84.52 +0.72 6,067 185,484 +3,154
Mar06 051128 84.52 85.55 84.52 85.40 +0.72 1,098 22,288 +1,165
Jun06 051128 86.45 86.45 86.45 86.45 +0.72 0 65 +0
Total Volume and Open Interest 7,165 207,879 +4,321
Swiss Franc(CME)
Dec05 051128 75.91 77.10 75.80 76.90 +1.01 3,398 103,786 +2,258
Mar06 051128 76.52 77.57 76.52 77.51 +1.01 42 489 +41
Jun06 051128 78.15 78.15 78.15 78.15 +1.01 0 26 +0
Total Volume and Open Interest 3,440 104,321 +2,299
EuroFX(CME)
Dec05 051128 117.32 119.16 117.20 118.87 +1.58 5,629 174,524 -3,852
Mar06 051128 117.84 119.58 117.83 119.40 +1.57 77 4,032 +122
Jun06 051128 119.00 120.04 119.00 120.04 +1.57 0 1,597 +0
Total Volume and Open Interest 5,707 180,363 -3,729
Mexican Peso(CME)
Dec05 051128 9405.0 9455.0 9402.0 9445.0 +43.0 3,544 106,533 +508
Mar06 051128 9320.0 9352.0 9320.0 9350.0 +43.0 2 647 +0
Total Volume and Open Interest 6,311 128,072 +2,615
30-Year T-Bonds(CBOT)
Dec05 051128 112~31 113~18 112~15 113~11 +0~14 125,410 452,286 -41,064
Mar06 051128 112~24 113~11 112~08 113~04 +0~14 50,282 140,447 +25,007
Jun06 051128 112~31 112~31 112~31 112~31 +0~14 0 842 +0
Total Volume and Open Interest 175,692 593,576 -16,057
10-Year T-Notes(CBOT)
Dec05 051128 109~105 109~170 109~000 109~130 +0~045 357,381 1,270,291 -125,212
Mar06 051128 109~040 109~120 108~270 109~075 +0~045 158,759 415,422 +78,419
Total Volume and Open Interest 516,140 1,687,150 -46,793
5-Year T-Notes(CBOT)
Dec05 051128 106~130 106~195 106~115 106~175 +0~015 191,394 0 +0
Mar06 051128 106~080 106~150 106~075 106~135 +0~020 89,388 0 +0
Jun06 051128 106~110 106~110 106~110 106~110 +1~030      
Total Volume and Open Interest 431,770    
2 Year T-Notes(CBOT)
Dec05 051128 102~096 102~105 102~094 102~104 unch 1,987 268,815 -14,168
Mar06 051128 102~085 102~096 102~082 102~092 -0~001 1,649 71,862 +7,884
Total Volume and Open Interest 3,636 340,677 -6,284
Eurodollars(CME)
Dec05 051128 95.510 95.518 95.507 95.512 unch 4,248 1,264,015 +10,309
Mar06 051128 95.275 95.305 95.260 95.290 unch 9,027 1,190,786 -2,628
Jun06 051128 95.210 95.250 95.195 95.230 -0.005 3,031 1,306,538 -3,264
Sep06 051128 95.255 95.285 95.215 95.265 unch 229,050 913,114 -19,418
Dec06 051128 95.280 95.330 95.265 95.310 +0.005 7,341 968,818 -11,494
Mar07 051128 95.310 95.370 95.305 95.355 +0.010 9,880 833,397 +6,761
Jun07 051128 95.310 95.365 95.300 95.350 +0.010 3,376 621,288 +1,028
Sep07 051128 95.300 95.345 95.280 95.330 +0.010 3,553 356,617 +248
Dec07 051128 95.255 95.315 95.255 95.300 +0.010 2,174 297,360 +6
Mar08 051128 95.250 95.295 95.250 95.285 +0.015 1,893 255,520 +302
Jun08 051128 95.225 95.270 95.225 95.255 +0.015 1,866 258,737 +315
Sep08 051128 95.200 95.240 95.195 95.225 +0.015 1,990 219,176 -23
Dec08 051128 95.160 95.195 95.160 95.185 +0.020 1,083 150,881 +436
Mar09 051128 95.175 95.175 95.170 95.170 +0.025 476 132,026 -119
Jun09 051128 95.145 95.145 95.140 95.140 +0.025 602 106,970 -40
Sep09 051128 95.065 95.115 95.065 95.105 +0.025 486 101,153 -528
Dec09 051128 95.030 95.075 95.030 95.065 +0.030 843 81,780 -196
Mar10 051128 95.035 95.050 95.035 95.045 +0.030 962 52,999 +62
Total Volume and Open Interest 58,322 9,336,371 +8,221
3-Mth Euro-Yen(CME)
Dec05 051128 99.91 99.91 99.91 99.91 unch 0 6,609 -2
Mar06 051128 99.86 99.86 99.86 99.86 -0.01 1 4,917 +22
Jun06 051128 99.79 99.79 99.79 99.79 -0.01 4 7,820 +305
Sep06 051128 99.69 99.69 99.69 99.69 -0.01 33 4,744 -2
Dec06 051128 99.60 99.60 99.60 99.60 unch 17 7,151 +304
Mar07 051128 99.49 99.49 99.49 99.49 unch 5 2,151 +0
Jun07 051128 99.39 99.39 99.39 99.39 unch 0 2,742 +20
Sep07 051128 99.27 99.27 99.27 99.27 +0.03 0 683 +50
Dec07 051128 99.18 99.18 99.18 99.18 -0.01 0 38 +0
Mar08 051128 99.07 99.07 99.07 99.07 -0.01 0 51 +0
Total Volume and Open Interest 60 37,158 +697
3-Mth Euro-Yen(SIMEX)
Dec05 051128 99.91 99.91 99.91 99.91 unch 5,492 89,332 +5,119
Mar06 051128 99.87 99.87 99.87 99.87 unch 8,205 66,713 +6,135
Jun06 051128 99.80 99.80 99.79 99.79 unch 2,417 63,041 +317
Sep06 051128 99.70 99.71 99.69 99.69 -0.01 6,006 35,458 +1,558
Dec06 051128 99.61 99.61 99.59 99.59 -0.01 1,513 47,680 +437
Mar07 051128 99.50 99.50 99.48 99.49 unch 695 28,647 +835
Jun07 051128 99.40 99.40 99.38 99.39 -0.01 626 17,497 +713
Sep07 051128 99.29 99.29 99.28 99.28 -0.01 443 2,612 +517
Total Volume and Open Interest 25,697 379,536 +16,131
German Euro-Bund(EUREX)
Dec05 051128 120.46 120.68 120.21 120.53 +0.03 966,802 1,445,980 -39,943
Mar06 051128 120.72 120.95 120.50 120.81 +0.05 25,051 124,154 +14,341
Jun06 051128 119.93 119.93 119.93 119.93 +0.02 1,036 6 -1
Total Volume and Open Interest 992,889 1,570,140 +40,912
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051128 112.91 113.02 112.74 112.92 -0.01 16,649 76,407 -156
Jun06 051128 112.25 112.25 112.25 112.25 -0.06 1,256 578 -116
Total Volume and Open Interest 570,182 1,178,303 -87,443
Long Gilt(LIFFE)
Dec05 051128 113~08 113~11 113~00 113~08 -0~02 152,607 188,993 -34,122
Mar06 051128 113~22 113~25 113~14 113~21 -0~03 98,980 72,712 +50,205
Total Volume and Open Interest 251,587 261,705 +16,083
3-Mth Short Sterling(LIFFE)
Dec05 051128 95.40 95.40 95.40 95.40 unch 14,219 279,063 -4,261
Mar06 051128 95.49 95.49 95.49 95.49 unch 35,924 359,458 -12,484
Jun06 051128 95.51 95.51 95.51 95.51 unch 35,939 312,481 +6,736
Total Volume and Open Interest 170,425 1,812,596 +13,829
3-Mth Euribor(LIFFE)
Dec05 051128 97.485 97.490 97.480 97.485 -0.010 104,967 711,253 -9,955
Mar06 051128 97.310 97.310 97.280 97.295 -0.020 161,818 680,508 +11,869
Jun06 051128 97.190 97.195 97.150 97.170 -0.030 161,162 605,153 +3,154
Total Volume and Open Interest 805,137 3,709,779 -10,769
3-Mth Aus T-Bills(SFE)
Dec05 051128 94.38 94.39 94.38 94.39 unch 1,456 71,753 -2,566
Mar06 051128 94.40 94.40 94.38 94.40 unch 6,874 155,918 -21,405
Jun06 051128 94.39 94.40 94.38 94.40 +0.01 2,013 87,629 -3,614
Sep06 051128 94.38 94.38 94.37 94.38 +0.01 801 33,823 -1,703
Dec06 051128 94.36 94.36 94.35 94.35 unch 553 35,915 +289
Mar07 051128 94.31 94.31 94.30 94.31 +0.01 47 18,432 -3
Jun07 051128 94.26 94.26 94.26 94.26 +0.01 218 35,603 +448
Sep07 051128 94.22 94.22 94.22 94.22 +0.01 15 9,099 +28
Dec07 051128 94.20 94.20 94.20 94.20 +0.03 2 4,505 -75
Mar08 051128 94.18 94.18 94.18 94.18 +0.04 0 2,451 -25
Total Volume and Open Interest 11,979 457,262 -28,626
10-Year Aus T-Bonds(SFE)
Dec05 051128 94.62 94.64 94.61 94.62 +0.03 13,348 297,900 -13,616
Mar06 051128 94.61 94.61 94.61 94.61 +0.02      
Total Volume and Open Interest 13,348 297,900 -13,616
3-Year Aus T-Bonds(SFE)
Dec05 051128 94.70 94.71 94.68 94.70 +0.02 32,967 380,360 -48,984
Mar06 051128 94.69 94.69 94.69 94.69 +0.02      
Total Volume and Open Interest 32,967 380,360 -48,984
Gold(CMX)
Dec05 051128 496.5 498.7 493.2 498.3 +6.0 98,163 117,416 +0
Feb06 051128 501.0 503.2 497.2 502.6 +6.2 56,700 164,885 +0
Apr06 051128 506.0 508.0 501.5 506.9 +6.3 1,289 7,993 +0
Jun06 051128 508.5 512.2 505.3 511.1 +6.4 2,005 17,750 +0
Aug06 051128 515.0 515.6 515.0 515.4 +6.5 36 2,364 +0
Oct06 051128 517.5 519.7 517.5 519.7 +6.5 1 5,327 +0
Dec06 051128 523.5 525.0 519.5 524.0 +6.6 1,281 9,337 +0
Feb07 051128 528.3 528.3 528.3 528.3 +6.7 0 5,500 +0
Apr07 051128 532.5 532.5 532.5 532.5 +6.8 0 1,328 +0
Jun07 051128 534.0 536.7 534.0 536.7 +6.8 0 6,248 +0
Aug07 051128 540.9 540.9 540.9 540.9 +7.0 15 20 +0
Total Volume and Open Interest 159,501 350,603 +0
Silver(CMX)
Dec05 051128 820.5 837.5 818.0 835.3 +22.3 38,126 47,629 +0
Mar06 051128 831.0 847.0 829.0 845.7 +22.8 24,508 71,887 +0
May06 051128 837.0 850.4 837.0 850.4 +22.9 70 2,749 +0
Jul06 051128 840.0 854.8 839.0 854.8 +23.0 255 8,736 +0
Sep06 051128 859.1 859.1 859.1 859.1 +23.1 40 3,224 +0
Dec06 051128 850.0 867.0 846.5 863.5 +23.3 670 10,567 +0
Mar07 051128 868.6 868.6 868.6 868.6 +23.3 0 51 +0
Total Volume and Open Interest 64,116 149,698 +0
Platinum(NYM)
Jan06 051128 1000.0 1004.0 993.0 1001.1 +16.8 795 13,249 +0
Apr06 051128 1000.0 1006.0 995.0 1001.1 +16.8 1 242 +0
Total Volume and Open Interest 796 13,491 +0
Palladium(NYME)
Dec05 051128 264.00 264.00 260.00 262.70 +0.75 2,634 7,175 +0
Mar06 051128 267.50 268.00 265.00 266.90 +1.20 2,617 7,737 +0
Jun06 051128 270.00 270.00 268.90 268.90 +1.20 5 44 +0
Total Volume and Open Interest 5,260 14,981 +0
Copper(CMX)
Dec05 051128 200.00 201.70 196.90 201.60 +4.75 18,506 24,548 +0
Mar06 051128 189.50 191.20 188.80 191.10 +5.00 20,465 65,931 +0
May06 051128 183.70 184.90 183.50 184.80 +4.70 468 5,025 +0
Jul06 051128 178.00 178.80 178.00 178.80 +4.45 278 3,984 +0
Sep06 051128 172.00 172.90 172.00 172.90 +4.45 18 2,098 +0
Total Volume and Open Interest 41,754 113,630 +0
Aluminum(CMX)
Nov05 051128 97.35 97.35 97.35 97.35 +2.30 2 7 +0
Dec05 051128 97.65 97.65 97.65 97.65 +2.30 160 1,524 +0
Jan06 051128 98.50 98.50 98.45 98.45 +2.50 10 148 +0
Feb06 051128 98.15 98.15 98.15 98.15 +2.55 0 70 +0
Mar06 051128 97.85 97.85 97.85 97.85 +2.60 0 70 +0
Apr06 051128 97.40 97.40 97.40 97.40 +2.65 0 50 +0
Total Volume and Open Interest 172 2,014 +0
DJIA Index(CBOT)
Dec05 051128 10977 10980 10895 10923 -34 1,784 36,589 +210
Mar06 051128 11027 11027 10950 10977 -33 15 1,088 +4
Jun06 051128 11010 11010 11010 11010 -34 0 5 +0
Total Volume and Open Interest 1,799 37,687 +214
S & P 500(CME)
Dec05 051128 1271.00 1271.20 1258.80 1260.90 -9.20 11,010 606,109 +211
Mar06 051128 1279.00 1279.00 1268.00 1269.00 -9.30 62 47,217 +172
Jun06 051128 1278.20 1278.20 1278.20 1278.20 -9.40 195 3,688 +0
Sep06 051128 1287.50 1287.50 1287.50 1287.50 -9.40 12 676 +12
Total Volume and Open Interest 11,279 657,732 +395
S & P 500 E-Mini(Globex)
Dec05 051128 1269.75 1273.00 1258.75 1261.00 -9.00 189,175 1,148,814 -4,221
Mar06 051128 1277.00 1280.75 1267.25 1269.00 -9.25 1,686 67,851 +1,196
Total Volume and Open Interest 190,861 1,216,665 -3,025
NASDAQ 100(CME)
Dec05 051128 1706.50 1706.50 1686.50 1692.50 -12.00 2,540 58,804 +424
Mar06 051128 1723.00 1723.00 1709.00 1709.00 -11.50 0 55 +0
Jun06 051128 1723.50 1723.50 1723.50 1723.50 -12.00 0 17 +0
Total Volume and Open Interest 2,540 58,876 +424
NASDAQ 100 E-Mini(Globex)
Dec05 051128 1704.00 1710.00 1686.50 1692.50 -12.00 61,001 425,705 -2,308
Mar06 051128 1720.50 1745.00 1704.00 1709.00 -11.50 277 526 -3
Total Volume and Open Interest 61,278 426,231 -2,311
S & P Midcap 400(CME)
Dec05 051128 744.20 744.50 732.25 733.40 -10.40 259 12,961 +47
Mar06 051128 739.00 739.00 739.00 739.00 -10.30      
Jun06 051128 742.00 742.00 742.00 742.00 -10.30      
Total Volume and Open Interest 227 12,969 +8
Russell 2000(CME)
Dec05 051128 685.25 685.25 672.00 674.00 -10.00 224 37,016 +27
Mar06 051128 678.40 678.40 678.40 678.40 -10.10 0 35 +0
Jun06 051128 682.40 682.40 682.40 682.40 -10.10      
Total Volume and Open Interest 224 37,056 +27
Russell 2000 E-Mini(Globex)
Dec05 051128 683.80 685.80 671.90 674.00 -10.00 22,931 290,681 +176
Mar06 051128 687.70 692.00 676.80 678.40 -10.10 247 2,213 -5
Total Volume and Open Interest 23,178 292,894 +171
Value Line(KCBT)
Dec05 051128 1930.00 1930.00 1902.00 1907.00 -19.50 48 174 +7
Total Volume and Open Interest 120 182 +0
Nikkei 225(CME)
Dec05 051128 14820 14990 14820 14970 +195 51,914 250,300 +4,009
Mar06 051128 14835 14985 14835 14980 +205 2,107 2,762 +116
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051128 14820 14990 14820 14970 +195 51,914 250,300 +4,009
Mar06 051128 14835 14985 14835 14980 +205 2,107 2,762 +116
Jun06 051128 14915 14915 14915 14915 +205      
Total Volume and Open Interest 54,021 253,203 +4,126
CAC 40(MATIF)
Nov05 051118 4548.5 4575.5 4547.5 4555.0 +34.5 277,432 385,171 -43,597
Dec05 051128 4616.5 4639.0 4579.0 4582.0 -23.0 24,684 419,801 +2,181
Jan06 051128 4640.5 4647.5 4591.5 4591.5 -23.0 263 2,232 +348
Total Volume and Open Interest 24,957 427,176 +2,538
Hang Seng Index(HKFE)
Nov05 051128 15110 15149 15057 15124 +66 48,007 81,930 -6,381
Dec05 051128 15187 15190 15097 15158 +61 33,462 30,946 +13,424
Total Volume and Open Interest 81,495 113,703 +7,044
DAX Index(EUREX)
Dec05 051128 5234.5 5249.0 5153.0 5181.5 -15.0 41,078 224,238 -531
Mar06 051128 5273.0 5281.0 5186.0 5214.0 -15.0 456 10,619 -597
Jun06 051128 5305.0 5317.0 5221.5 5249.5 -15.0 624 4,074 +284
Total Volume and Open Interest 42,158 238,931 -844
FT-SE 100(LIFFE)
Dec05 051128 5560.00 5568.00 5483.50 5490.00 -48.50 26,235 469,870 +5,012
Mar06 051128 5570.00 5570.00 5497.50 5500.00 -48.50 75 31,925 +81
Jun06 051128 5510.50 5510.50 5510.50 5510.50 -49.00 0 13,834 -1
Total Volume and Open Interest 26,310 516,379 +5,092
SPI 200(SFE)
Dec05 051128 4666.0 4685.0 4657.0 4685.0 +33.0 9,132 188,732 -26,545
Mar06 051128 4676.0 4687.0 4666.0 4687.0 +33.0 82 5,303 -12
Jun06 051128 4699.0 4714.0 4699.0 4714.0 +35.0 2 3,149 +0
Total Volume and Open Interest 9,218 200,017 -26,557
GSCI(CME)
Dec05 051128 412.00 415.50 407.80 409.60 -6.90 27 17,293 +12
Jan06 051128 419.35 419.35 414.00 414.00 -6.00 0 2 +0
Feb06 051128 414.50 414.50 414.50 414.50 -6.00 0 1 +0
Total Volume and Open Interest 27 17,296 +12
Reuters CRB Index(NYBOT)
Jan06 051128 331.50 331.50 331.10 331.25 +0.25 10 572 +0
Feb06 051128 328.00 328.00 327.20 328.00 -0.50 7 12 +0
Apr06 051128 329.00 329.00 329.00 329.00 +0.25 0 413 +0
Total Volume and Open Interest 1 7 -990
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!