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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 Wed November 30, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051130 557.50 561.50 552.50 558.00 +4.00 41,767 159,099 -1,552
Mar06 051130 565.00 569.00 560.00 566.25 +4.75 9,836 48,548 -327
May06 051130 570.50 574.50 566.00 571.25 +4.00 4,044 26,414 +505
Jul06 051130 576.00 580.50 571.50 576.50 +3.50 4,107 31,907 +794
Aug06 051130 578.00 581.00 575.00 579.00 +4.00 476 2,777 +258
Sep06 051130 578.50 583.00 576.00 580.00 +3.50 5 1,445 +1
Nov06 051130 585.50 587.50 580.50 586.50 +4.00 865 15,219 +15
Total Volume and Open Interest 61,118 286,517 -303
Soybean Meal(CBOT)
Dec05 051130 171.70 174.50 171.20 171.80 +1.50 14,100 10,650 -4,998
Jan06 051130 172.00 174.70 171.30 172.10 +1.30 15,440 44,455 +3,522
Mar06 051130 173.50 176.20 172.60 173.50 +1.30 5,501 33,683 +749
May06 051130 175.20 177.80 174.30 175.10 +1.20 2,026 19,950 -90
Jul06 051130 177.50 179.50 176.30 177.10 +1.20 2,289 20,744 +462
Aug06 051130 178.50 180.50 177.60 178.00 +1.00 468 5,022 -38
Sep06 051130 180.00 181.50 178.70 179.00 +0.90 154 4,753 +40
Oct06 051130 179.50 180.30 178.50 178.70 +0.90 122 2,674 +105
Total Volume and Open Interest 40,320 147,540 -298
Soybean Oil(CBOT)
Dec05 051130 21.00 21.05 20.80 21.05 +0.10 8,394 7,954 -1,303
Jan06 051130 21.15 21.30 21.00 21.29 +0.12 16,237 78,197 +2,533
Mar06 051130 21.42 21.67 21.30 21.64 +0.20 4,658 36,909 +488
May06 051130 21.75 21.93 21.65 21.93 +0.20 2,519 18,671 +221
Jul06 051130 22.03 22.18 21.93 22.16 +0.18 2,749 24,084 +338
Aug06 051130 22.28 22.28 22.10 22.25 +0.15 420 2,891 +239
Sep06 051130 22.38 22.38 22.22 22.35 +0.15 141 2,809 +83
Oct06 051130 22.45 22.50 22.30 22.46 +0.15 198 1,685 +73
Total Volume and Open Interest 35,790 184,199 +2,785
Canola(WCE)
Jan06 051130 250.5 250.7 248.2 249.1 -1.1 5,119 52,497 +2,228
Mar06 051130 257.3 257.3 255.0 255.3 -1.0 1,954 11,355 +1,125
May06 051130 261.1 262.2 261.0 262.2 -0.8 346 3,412 +23
Jul06 051130 269.0 270.5 267.0 268.6 -0.8 204 3,071 +143
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 051130 187.00 187.75 186.50 187.50 +1.25 90,432 32,464 -39,629
Mar06 051130 201.50 202.00 200.75 201.75 +1.25 101,515 482,411 +6,649
May06 051130 209.75 210.75 209.25 210.00 +0.75 17,401 72,642 +2,876
Jul06 051130 218.25 218.75 217.50 218.00 +0.50 21,437 91,346 -4,409
Sep06 051130 227.50 227.50 226.25 226.75 unch 2,133 16,561 +1,160
Dec06 051130 238.50 239.25 237.50 237.75 -0.25 5,855 80,392 +2,465
Total Volume and Open Interest 239,587 788,586 -30,673
Wheat(CBOT)
Dec05 051130 299.50 305.00 295.50 304.00 +3.50 23,011 8,163 -14,134
Mar06 051130 316.50 321.75 311.25 320.75 +4.00 32,270 212,004 +5,061
May06 051130 326.00 330.00 320.50 329.50 +4.00 1,485 10,502 +852
Jul06 051130 334.50 339.00 329.25 338.75 +4.25 4,640 38,665 +1,005
Sep06 051130 343.00 347.00 338.50 346.50 +3.50 272 2,503 +175
Total Volume and Open Interest 63,271 291,053 -7,429
Wheat(KCBT)
Dec05 051130 360.50 369.00 355.25 369.00 +9.75 11,467 5,804 -4,591
Mar06 051130 364.50 371.00 359.50 370.50 +7.00 13,986 64,422 +2,200
May06 051130 356.00 357.00 352.75 356.50 +1.75 2,312 9,211 +1,180
Jul06 051130 350.00 355.00 346.25 354.50 +4.50 2,922 31,522 +401
Sep06 051130 354.00 356.25 351.50 356.25 +2.25 112 2,521 +91
Total Volume and Open Interest 30,961 115,737 -619
Wheat(MGE)
Dec05 051130 366.00 373.00 363.00 372.00 +7.50 4,676 1,672 -1,792
Mar06 051130 372.50 377.00 368.50 376.50 +4.25 5,144 21,156 +1,099
May06 051130 369.00 372.00 365.00 372.00 +2.50 231 2,514 +51
Jul06 051130 365.00 369.00 361.00 368.50 +3.00 382 9,176 +113
Sep06 051130 363.00 363.50 358.00 363.50 unch 93 3,032 +48
Total Volume and Open Interest 10,549 38,789 -467
Oats(CBOT)
Dec05 051130 181.50 186.00 181.00 185.00 +3.50 1,235 849 -794
Mar06 051130 181.50 185.00 181.00 181.25 -3.25 1,581 7,583 +238
May06 051130 183.00 184.00 182.00 182.00 -3.00 67 265 -3
Jul06 051130 179.00 180.00 179.00 180.00 unch 27 90 +19
Total Volume and Open Interest 2,926 8,830 -530
Rough Rice(CBOT)
Jan06 051130 7.57 7.59 7.52 7.53 -0.05 122 5,113 +23
Mar06 051130 7.81 7.85 7.80 7.81 -0.05 73 1,894 +25
May06 051130 8.04 8.06 8.04 8.06 -0.02 1 209 +1
Jul06 051130 8.26 8.27 8.26 8.27 -0.01 0 19 +0
Total Volume and Open Interest 196 7,281 +49
Live Cattle(CME)
Dec05 051130 92.800 93.500 92.650 93.450 +0.600 7,042 27,663 -2,446
Feb06 051130 95.050 95.750 94.800 95.725 +0.550 8,897 110,511 +1,003
Apr06 051130 92.800 93.300 92.550 93.250 +0.375 4,071 29,106 +1,204
Jun06 051130 86.700 87.000 86.500 87.000 +0.150 880 12,693 +251
Aug06 051130 85.650 85.950 85.650 85.950 unch 429 4,638 +136
Oct06 051130 87.200 87.325 87.000 87.325 -0.075 58 1,720 +4
Total Volume and Open Interest 21,411 187,344 +154
Feeder Cattle(CME)
Jan06 051130 116.750 117.000 116.475 116.900 -0.300 1,270 18,141 +79
Mar06 051130 114.750 115.400 114.575 115.325 -0.125 762 5,600 +385
Apr06 051130 113.150 114.100 112.650 113.725 +0.175 122 1,443 +62
May06 051130 112.000 112.500 111.750 112.325 -0.125 61 1,741 +8
Aug06 051130 111.950 112.525 111.900 112.375 -0.175 27 902 +20
Sep06 051130 110.500 110.900 110.500 110.900 -0.400 10 83 +7
Oct06 051130 110.000 110.000 109.500 109.900 -0.250 4 20 +3
Total Volume and Open Interest 2,256 27,930 +564
Lean Hogs(CME)
Dec05 051130 62.350 62.550 61.900 62.500 +0.150 5,232 16,851 -1,205
Feb06 051130 67.000 67.500 66.700 67.350 +0.525 9,006 70,727 +779
Apr06 051130 68.950 69.800 68.850 69.775 +0.950 2,287 17,474 +407
May06 051130 70.300 70.600 70.050 70.600 +0.400 185 3,150 +41
Jun06 051130 72.300 73.000 72.100 72.975 +0.625 1,376 8,415 +485
Jul06 051130 69.300 69.750 69.000 69.725 +0.525 234 2,978 +20
Aug06 051130 65.350 65.700 65.200 65.650 +0.450 245 1,227 +136
Oct06 051130 57.350 57.750 57.200 57.750 +0.425 24 555 -7
Total Volume and Open Interest 18,600 121,551 +664
Pork Bellies(CME)
Feb06 051130 87.300 88.550 86.525 88.250 +0.750 283 1,062 +17
Mar06 051130 87.350 87.400 87.350 87.400 +0.050 6 117 +6
May06 051130 88.700 88.700 88.700 88.700 unch 7 96 +7
Jul06 051130 91.750 91.750 91.750 91.750 +0.100 2 32 -2
Aug06 051130 92.550 92.550 92.550 92.550 unch 0 27 +0
Total Volume and Open Interest 298 1,334 +28
Class III Milk(CME)
Nov05 051130 13.34 13.35 13.34 13.35 unch 19 2,088 -4
Dec05 051130 13.17 13.19 13.16 13.18 +0.01 224 2,177 +55
Jan06 051130 12.79 12.80 12.77 12.78 -0.03 143 1,990 +1
Feb06 051130 12.51 12.52 12.50 12.50 -0.02 20 1,705 +12
Mar06 051130 12.50 12.50 12.48 12.50 unch 32 1,624 +5
Total Volume and Open Interest 548 20,923 +113
Cocoa(NYBOT)
Dec05 051130 1412 1416 1408 1408 +5 216 1,253 -205
Mar06 051130 1404 1419 1399 1415 +11 3,668 58,846 +126
May06 051130 1426 1438 1422 1435 +10 583 13,520 -87
Jul06 051130 1448 1455 1447 1454 +10 283 11,741 +210
Sep06 051130 1464 1478 1464 1476 +12 47 10,997 +20
Dec06 051130 1504 1504 1504 1504 +11 0 10,147 +0
Mar07 051130 1527 1528 1520 1528 +10 20 11,184 +20
Total Volume and Open Interest 4,914 123,283 +144
Coffee "C"(NYBOT)
Dec05 051130 96.25 96.75 92.25 93.00 -2.70 141 327 -121
Mar06 051130 100.00 101.10 96.60 97.00 -2.95 10,116 57,543 +122
May06 051130 102.00 103.10 99.00 99.20 -2.85 1,400 8,382 +432
Jul06 051130 103.80 103.80 100.60 100.95 -2.75 135 4,089 +61
Sep06 051130 105.05 105.05 102.00 102.55 -2.75 47 2,344 -52
Dec06 051130 108.25 108.50 105.15 105.15 -2.70 13 1,455 +6
Total Volume and Open Interest 11,856 75,398 +449
Orange Juice(NYBOT)
Jan06 051130 118.25 120.30 118.25 120.15 +1.95 1,177 23,976 -197
Mar06 051130 120.50 122.30 120.20 122.25 +2.05 659 7,990 +98
May06 051130 122.40 123.25 121.80 123.25 +2.05 0 1,600 +0
Jul06 051130 122.50 124.25 122.50 124.25 +2.05 0 500 +0
Sep06 051130 125.25 125.25 125.25 125.25 +2.05 0 441 +0
Total Volume and Open Interest 1,836 34,791 -99
Sugar #11(NYBOT)
Mar06 051130 12.35 12.53 12.30 12.43 -0.02 33,911 296,712 -4,129
May06 051130 12.32 12.41 12.27 12.34 -0.05 11,726 75,578 +2,683
Jul06 051130 12.02 12.08 11.98 12.03 -0.07 5,654 48,649 +2,701
Oct06 051130 11.96 12.02 11.93 11.97 -0.07 4,668 30,654 +1,548
Mar07 051130 11.93 12.00 11.88 11.96 -0.05 1,887 30,051 +409
Total Volume and Open Interest 58,985 500,572 +3,593
Sugar #14(NYBOT)
Nov05 051010 21.45 21.45 21.45 21.45 +0.16 256 1,302 -865
Jan06 051130 21.70 21.70 21.43 21.43 -0.30 502 1,781 -406
Mar06 051130 21.20 21.27 21.20 21.26 +0.01 91 3,152 -23
May06 051130 21.20 21.20 21.20 21.20 -0.05 30 3,054 +30
Jul06 051130 21.40 21.45 21.40 21.45 -0.06 1 3,475 -50
Total Volume and Open Interest 658 13,771 -420
London Cocoa(LCE)
Dec05 051130 840 841 834 835 -4 3,537 40,913 -330
Mar06 051130 857 861 852 858 +2 3,255 60,484 +141
May06 051130 864 872 864 869 +3 233 20,225 -9
Jul06 051130 878 885 878 883 +3 252 27,390 +218
Sep06 051130 896 896 893 894 +3 32 14,197 -18
Dec06 051130 900 907 900 905 +3 297 17,331 +47
Mar07 051130 918 918 916 916 +3 5 3,947 +5
Total Volume and Open Interest 7,611 184,887 +54
London Coffee(LCE)
Nov05 051130 1055.00 1055.00 1047.00 1047.00 unch 46 20 -38
Jan06 051130 1054.00 1075.00 1052.00 1055.00 +5.00 3,800 63,958 -1,526
Mar06 051130 1071.00 1090.00 1070.00 1072.00 +5.00 1,753 37,627 +264
May06 051130 1086.00 1099.00 1084.00 1084.00 +4.00 577 11,570 +479
Jul06 051130 1108.00 1108.00 1098.00 1098.00 +6.00 17 5,461 +14
Sep06 051130 1113.00 1113.00 1113.00 1113.00 +5.00 0 2,124 +0
Total Volume and Open Interest 6,193 121,109 -807
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051130 310.00 311.00 307.40 309.80 -0.60 2,722 34,243 +1,255
May06 051130 315.40 317.50 315.40 317.50 +0.10 581 7,690 +261
Aug06 051130 323.00 324.00 321.80 322.80 -1.10 203 7,331 +167
Oct06 051130 326.40 327.00 324.80 327.00 -0.50 78 5,637 +55
Total Volume and Open Interest 3,594 60,348 +1,736
Cotton(NYBOT)
Dec05 051130 49.50 49.50 49.00 49.19 +0.21 119 966 -117
Mar06 051130 52.47 52.85 52.20 52.28 -0.03 4,194 73,017 +78
May06 051130 53.75 54.10 53.50 53.58 +0.08 1,136 10,953 +347
Jul06 051130 54.65 54.65 54.30 54.30 -0.08 20 3,579 +6
Oct06 051130 54.95 54.95 54.95 54.95 +0.15 6 63 +0
Dec06 051130 56.25 56.25 56.00 56.05 +0.15 27 1,909 +25
Total Volume and Open Interest 5,502 90,574 +339
Lumber(CME)
Jan06 051130 325.1 328.5 324.4 326.5 +1.7 522 3,663 +87
Mar06 051130 343.5 346.2 343.0 345.1 +0.5 218 1,079 +87
May06 051130 338.3 338.3 338.0 338.0 -1.3 19 404 +1
Jul06 051130 329.0 337.0 328.8 337.0 +0.3 7 98 -5
Total Volume and Open Interest 770 5,275 +170
Crude Oil(NYM)
Jan06 051130 56.40 57.55 56.00 57.32 +0.82 98,126 279,905 -1,604
Feb06 051130 57.25 58.40 56.90 58.23 +0.94 46,128 82,788 +4,152
Mar06 051130 57.65 58.75 57.50 58.68 +0.94 17,419 52,192 +2,114
Apr06 051130 58.05 59.05 58.00 59.01 +0.95 8,469 26,615 +1,853
May06 051130 58.30 59.27 58.30 59.27 +0.96 3,912 22,015 +594
Jun06 051130 58.55 59.48 58.55 59.48 +0.97 17,660 51,296 +3,219
Jul06 051130 59.65 59.65 59.65 59.65 +0.99 1,000 12,335 +31
Aug06 051130 59.80 59.80 59.80 59.80 +1.01 361 10,085 +72
Sep06 051130 59.00 59.92 59.00 59.92 +1.04 11,125 17,171 +6,049
Oct06 051130 60.00 60.00 60.00 60.00 +1.05 193 5,099 +23
Nov06 051130 60.05 60.05 60.05 60.05 +1.07 445 10,766 +115
Dec06 051130 59.10 60.08 58.90 60.08 +1.09 7,893 48,436 -172
Jan07 051130 60.06 60.06 60.06 60.06 +1.09 2,349 12,054 -876
Feb07 051130 60.05 60.05 60.05 60.05 +1.09 157 4,207 -57
Mar07 051130 60.03 60.03 60.03 60.03 +1.09 757 6,948 +159
Apr07 051130 60.01 60.01 60.01 60.01 +1.09 0 4,424 +0
Total Volume and Open Interest 225,219 836,948 +14,734
Heating Oil(NYM)
Dec05 051130 161.25 163.00 158.75 161.64 +0.67 21,323 9,713 -6,450
Jan06 051130 168.00 170.00 165.25 168.97 +1.77 29,447 79,698 +1,586
Feb06 051130 171.50 173.50 169.25 172.77 +2.12 8,373 30,854 +1,025
Mar06 051130 172.00 174.00 169.10 173.12 +2.52 5,367 18,785 +747
Apr06 051130 168.85 170.67 168.00 170.67 +2.82 2,076 10,490 +575
May06 051130 165.80 169.00 165.00 167.92 +3.12 1,490 6,498 +61
Jun06 051130 164.20 167.50 163.00 166.37 +3.37 961 7,781 +10
Jul06 051130 165.25 168.50 164.70 166.92 +3.52 365 4,507 +164
Aug06 051130 166.60 168.17 165.75 168.17 +3.57 13 2,662 +13
Sep06 051130 168.10 170.17 168.10 170.17 +3.72 105 1,890 -30
Oct06 051130 170.40 172.47 169.50 172.47 +3.77 14 506 +4
Nov06 051130 172.80 174.92 172.80 174.92 +3.82 35 663 +10
Total Volume and Open Interest 69,824 182,746 -2,097
Unleaded Gas(NYM)
Dec05 051130 139.50 145.00 138.50 142.49 +2.98 23,844 8,589 -6,395
Jan06 051130 145.50 150.00 144.80 149.71 +4.15 22,995 70,158 +1,905
Feb06 051130 150.50 155.50 149.90 154.86 +4.75 4,847 17,400 +1,577
Mar06 051130 153.00 157.80 153.00 157.61 +4.55 2,943 12,717 -273
Apr06 051130 162.75 166.81 162.75 166.81 +3.90 1,413 12,387 +645
May06 051130 165.70 168.31 164.40 168.31 +3.85 707 8,820 +169
Jun06 051130 167.00 169.39 167.00 169.39 +3.78 501 6,514 -28
Jul06 051130 167.50 169.69 167.50 169.69 +3.73 38 2,866 +15
Aug06 051130 166.00 169.44 166.00 169.44 +3.78 206 2,525 +37
Sep06 051130 167.99 167.99 167.99 167.99 +3.73 141 2,265 +55
Oct06 051130 157.75 159.79 157.75 159.79 +3.73 5 550 -2
Nov06 051130 157.44 157.44 157.44 157.44 +3.68 381 523 +221
Total Volume and Open Interest 58,027 145,655 -2,072
Natural Gas(NYM)
Jan06 051130 11.960 12.650 11.800 12.587 +0.851 29,778 100,342 -406
Feb06 051130 12.070 12.720 11.930 12.687 +0.846 7,482 32,769 +975
Mar06 051130 11.850 12.500 11.750 12.481 +0.824 9,109 59,880 -270
Apr06 051130 10.150 10.431 10.000 10.431 +0.414 4,780 33,641 +826
May06 051130 9.970 10.291 9.900 10.291 +0.389 1,782 25,304 +31
Jun06 051130 9.990 10.326 9.970 10.326 +0.389 643 10,922 +45
Jul06 051130 10.050 10.371 10.020 10.371 +0.387 1,104 15,643 -21
Aug06 051130 10.060 10.411 10.060 10.411 +0.386 658 17,612 +120
Sep06 051130 10.070 10.408 10.050 10.408 +0.381 894 14,839 -42
Oct06 051130 10.110 10.456 10.100 10.456 +0.381 388 25,625 +114
Nov06 051130 10.600 10.931 10.575 10.931 +0.376 92 11,309 -11
Dec06 051130 11.070 11.406 11.070 11.406 +0.371 8 12,598 -1
Jan07 051130 11.781 11.781 11.781 11.781 +0.361 342 13,454 +39
Feb07 051130 11.721 11.721 11.721 11.721 +0.353 240 5,950 +199
Mar07 051130 11.400 11.426 11.400 11.426 +0.358 553 10,866 -85
Apr07 051130 8.980 9.236 8.980 9.236 +0.298 1,898 11,171 +9
Total Volume and Open Interest 62,857 536,585 +441
Brent Crude Oil(ICE)
Jan06 051130 54.01 55.22 53.75 55.05 +0.73 61,379 90,342 -9,736
Feb06 051130 54.71 56.20 54.66 56.02 +0.87 29,191 90,509 +943
Mar06 051130 55.43 56.90 55.34 56.75 +0.94 15,352 31,028 +2,113
Apr06 051130 56.18 57.38 55.78 57.23 +0.95 4,046 12,295 -358
May06 051130 56.45 57.71 56.25 57.60 +0.97 1,959 8,755 +43
Jun06 051130 56.73 58.02 56.57 57.93 +1.01 11,462 32,575 -492
Jul06 051130 57.00 58.27 56.87 58.19 +1.01 1,060 5,506 -184
Aug06 051130 58.40 58.40 58.40 58.40 +1.03 50 2,226 +50
Sep06 051130 57.26 58.51 57.15 58.51 +1.02 8,500 13,707 +6,600
Oct06 051130 57.64 58.62 57.54 58.62 +1.06 139 4,327 +0
Nov06 051130 57.70 58.70 57.70 58.70 +1.10 100 3,835 +100
Dec06 051130 57.61 58.73 57.42 58.73 +1.11 3,240 32,034 +712
Jan07 051130 58.73 58.73 58.73 58.73 +1.11 0 2,948 +0
Feb07 051130 58.71 58.71 58.71 58.71 +1.11 0 1,610 +0
Total Volume and Open Interest 137,758 375,685 +616
Gas Oil(ICE)
Dec05 051130 488.00 497.50 487.50 492.50 -4.25 16,317 30,675 -922
Jan06 051130 508.00 513.00 502.50 507.75 -4.75 15,372 70,583 -940
Feb06 051130 515.00 519.25 511.25 517.00 -4.50 6,390 28,923 -191
Mar06 051130 520.50 522.75 516.75 522.25 -4.00 3,931 18,311 +1,043
Apr06 051130 523.00 525.25 522.25 525.25 -2.75 1,637 9,099 +90
May06 051130 526.50 527.25 525.50 527.25 -2.50 599 3,637 +222
Jun06 051130 527.00 529.00 524.00 529.00 -2.25 525 22,645 +45
Jul06 051130 531.50 531.50 531.50 531.50 -2.00 715 1,364 +415
Aug06 051130 534.25 534.25 534.25 534.25 -1.50 0 164 +0
Sep06 051130 536.75 536.75 536.75 536.75 -1.25 0 1,567 +0
Total Volume and Open Interest 45,936 216,343 +62
US Dollar Index(NYBOT)
Dec05 051130 91.77 91.77 91.35 91.51 -0.08 4,523 26,303 -318
Mar06 051130 91.41 91.43 91.12 91.23 -0.09 164 2,797 +18
Jun06 051130 90.94 90.94 90.94 90.94 -0.10 0 12 +0
Total Volume and Open Interest 4,687 29,114 -300
Australian Dollar(CME)
Dec05 051130 73.86 74.00 73.84 73.88 +0.14 1,611 78,697 +4
Mar06 051130 73.83 73.83 73.69 73.69 +0.14 25 185 +41
Jun06 051130 73.52 73.52 73.52 73.52 +0.14 0 81 +0
Total Volume and Open Interest 1,636 78,973 +45
British Pound(CME)
Dec05 051130 172.53 173.45 172.50 172.89 +0.93 2,631 93,173 +4,258
Mar06 051130 172.58 173.40 172.58 172.86 +0.94 1,030 6,851 +1,051
Jun06 051130 173.06 173.06 173.06 173.06 +0.94 3 8 +2
Total Volume and Open Interest 3,664 100,047 +5,311
Canadian Dollar(CME)
Dec05 051130 85.70 85.93 85.57 85.86 +0.21 2,521 108,570 +446
Mar06 051130 85.87 86.15 85.83 86.07 +0.21 269 5,550 +222
Jun06 051130 86.15 86.30 86.15 86.30 +0.21 73 759 +24
Sep06 051130 86.53 86.53 86.53 86.53 +0.21 0 122 +0
Total Volume and Open Interest 2,863 115,153 +692
Japanese Yen(CME)
Dec05 051130 83.76 83.95 83.60 83.65 -0.19 8,258 178,745 -2,494
Mar06 051130 84.70 84.85 84.53 84.53 -0.19 5,073 28,025 +3,894
Jun06 051130 85.45 85.58 85.45 85.58 -0.19 0 65 +0
Total Volume and Open Interest 13,331 206,878 +1,400
Swiss Franc(CME)
Dec05 051130 76.14 76.30 76.02 76.20 -0.12 5,062 97,271 +287
Mar06 051130 76.72 76.94 76.72 76.81 -0.12 1,456 2,028 +1,460
Jun06 051130 77.45 77.45 77.45 77.45 -0.12 0 20 +0
Total Volume and Open Interest 6,548 99,363 +1,777
EuroFX(CME)
Dec05 051130 117.83 118.15 117.66 118.04 +0.02 11,339 176,071 -3,155
Mar06 051130 118.38 118.62 118.24 118.57 +0.02 148 4,179 +102
Jun06 051130 119.21 119.21 119.21 119.21 +0.02 0 1,605 +0
Total Volume and Open Interest 11,553 182,131 -2,987
Mexican Peso(CME)
Dec05 051130 9410.0 9455.0 9405.0 9445.0 +20.0 6,614 110,097 -811
Mar06 051130 9330.0 9350.0 9330.0 9350.0 +20.0 155 935 +155
Total Volume and Open Interest 11,275 136,925 +4,246
30-Year T-Bonds(CBOT)
Dec05 051130 112~16 112~24 112~02 112~09 -0~05 547,713 268,655 -110,363
Mar06 051130 112~10 112~16 111~26 112~01 -0~05 250,404 337,625 +108,593
Jun06 051130 112~06 112~06 111~25 111~28 -0~05 72 848 +0
Total Volume and Open Interest 798,189 607,130 -1,770
10-Year T-Notes(CBOT)
Dec05 051130 108~290 109~025 108~210 108~235 -0~050 1,517,104 652,520 -377,480
Mar06 051130 108~220 108~285 108~140 108~170 -0~050 750,047 1,058,457 +383,362
Total Volume and Open Interest 2,269,562 1,714,204 +7,661
5-Year T-Notes(CBOT)
Dec05 051130 106~085 106~095 106~025 106~035 -0~030 748,525 0 +0
Mar06 051130 106~030 106~045 105~280 105~300 -0~025 366,825 0 +0
Jun06 051130 106~010 106~010 105~275 105~275 -0~025 2 0 +0
Total Volume and Open Interest 1,115,352    
2 Year T-Notes(CBOT)
Dec05 051130 102~086 102~088 102~078 102~080 -0~005 55,453 127,123 -75,760
Mar06 051130 102~078 102~080 102~066 102~069 -0~007 52,342 217,811 +78,357
Total Volume and Open Interest 107,795 344,934 +2,597
Eurodollars(CME)
Dec05 051130 95.510 95.510 95.503 95.505 -0.003 28,562 1,239,346 -2,961
Mar06 051130 95.245 95.255 95.210 95.215 -0.030 35,300 1,176,775 -6,637
Jun06 051130 95.150 95.165 95.110 95.115 -0.035 40,544 1,332,137 +16,607
Sep06 051130 95.185 95.200 95.125 95.140 -0.040 205,426 905,755 -14,222
Dec06 051130 95.225 95.235 95.165 95.185 -0.040 28,367 1,019,175 +39,629
Mar07 051130 95.270 95.275 95.210 95.225 -0.040 27,221 861,213 +7,034
Jun07 051130 95.260 95.270 95.205 95.220 -0.040 28,265 628,189 -3,715
Sep07 051130 95.245 95.260 95.185 95.205 -0.035 23,778 358,585 +849
Dec07 051130 95.215 95.215 95.160 95.180 -0.030 8,748 292,288 -3,793
Mar08 051130 95.200 95.200 95.145 95.165 -0.025 9,504 253,118 -3,316
Jun08 051130 95.170 95.170 95.115 95.140 -0.020 8,878 254,809 -2,169
Sep08 051130 95.140 95.145 95.085 95.110 -0.020 6,288 214,676 -1,239
Dec08 051130 95.105 95.110 95.050 95.070 -0.020 6,601 157,455 -788
Mar09 051130 95.085 95.085 95.040 95.055 -0.020 6,869 130,151 -2,292
Jun09 051130 95.070 95.070 95.010 95.025 -0.020 3,992 106,198 -491
Sep09 051130 95.025 95.035 94.980 94.990 -0.020 5,219 101,668 +411
Dec09 051130 94.995 94.995 94.940 94.950 -0.020 5,243 81,058 +68
Mar10 051130 94.975 94.975 94.920 94.930 -0.020 5,222 52,174 -683
Total Volume and Open Interest 321,993 9,399,428 +51,989
3-Mth Euro-Yen(CME)
Dec05 051130 99.91 99.91 99.91 99.91 unch 51 6,499 +50
Mar06 051130 99.87 99.87 99.87 99.87 unch 3 5,948 -105
Jun06 051130 99.80 99.80 99.80 99.80 +0.01 132 7,671 -149
Sep06 051130 99.70 99.70 99.70 99.70 +0.01 620 7,099 +750
Dec06 051130 99.61 99.61 99.61 99.61 +0.02 5 7,134 +0
Mar07 051130 99.50 99.50 99.50 99.50 +0.01 0 2,051 -100
Jun07 051130 99.40 99.40 99.40 99.40 +0.01 0 2,741 -1
Sep07 051130 99.30 99.30 99.30 99.30 +0.02 0 683 +0
Dec07 051130 99.20 99.20 99.20 99.20 +0.02 0 38 +0
Mar08 051130 99.09 99.09 99.09 99.09 +0.02 0 51 +0
Total Volume and Open Interest 811 40,167 +445
3-Mth Euro-Yen(SIMEX)
Dec05 051130 99.91 99.91 99.91 99.91 unch 12 81,323 -2,061
Mar06 051130 99.86 99.87 99.86 99.87 unch 228 64,153 -692
Jun06 051130 99.79 99.80 99.78 99.80 +0.01 2,703 62,738 -706
Sep06 051130 99.69 99.71 99.68 99.70 +0.01 1,511 34,696 -576
Dec06 051130 99.57 99.62 99.57 99.61 +0.02 1,428 48,633 +491
Mar07 051130 99.48 99.50 99.47 99.50 +0.01 35 28,720 -15
Jun07 051130 99.38 99.40 99.38 99.40 +0.01 1 17,534 +0
Sep07 051130 99.30 99.30 99.30 99.30 +0.02 0 2,621 +0
Total Volume and Open Interest 5,918 368,974 -3,559
German Euro-Bund(EUREX)
Dec05 051129 120.67 120.83 120.00 120.13 -0.40 850,463 1,375,708 -70,272
Mar06 051130 120.41 120.62 120.34 120.56 +0.15 173,796 151,088 +20,238
Jun06 051130 119.67 119.67 119.67 119.67 +0.09 5,110 6 +0
Total Volume and Open Interest 1,655,977 1,502,647 -3,917
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051130 112.68 112.80 112.65 112.75 +0.05 67,743 96,691 +18,917
Jun06 051130 112.11 112.11 112.11 112.11 +0.05 700 2 -576
Total Volume and Open Interest 870,530 1,118,111 -16,554
Long Gilt(LIFFE)
Dec05 051130 113~00 113~09 112~27 113~04 +0~06 105,338 61,109 -35,779
Mar06 051130 113~13 113~20 113~07 113~16 +0~05 44,892 174,608 +12,141
Total Volume and Open Interest 150,230 235,717 -23,638
3-Mth Short Sterling(LIFFE)
Dec05 051130 95.38 95.38 95.38 95.38 -0.01 15,259 279,166 +593
Mar06 051130 95.41 95.41 95.41 95.41 -0.04 35,764 357,290 -4,259
Jun06 051130 95.41 95.41 95.41 95.41 -0.05 44,730 321,803 +3,576
Total Volume and Open Interest 161,611 1,819,349 +3,296
3-Mth Euribor(LIFFE)
Dec05 051130 97.485 97.485 97.480 97.480 -0.005 73,967 713,016 +1,769
Mar06 051130 97.275 97.290 97.270 97.280 unch 98,697 679,093 -10,080
Jun06 051130 97.140 97.150 97.125 97.135 -0.005 128,031 615,470 +2,920
Total Volume and Open Interest 591,780 3,704,138 -6,598
3-Mth Aus T-Bills(SFE)
Dec05 051130 94.39 94.39 94.38 94.39 unch 1,463 67,213 +738
Mar06 051130 94.39 94.41 94.39 94.41 unch 12,478 166,064 +4,270
Jun06 051130 94.38 94.39 94.37 94.39 -0.01 4,476 91,075 +1,479
Sep06 051130 94.36 94.38 94.36 94.38 -0.01 1,005 33,090 -1,045
Dec06 051130 94.34 94.35 94.33 94.35 -0.01 525 36,628 +70
Mar07 051130 94.30 94.30 94.30 94.30 -0.02 0 18,727 -5
Jun07 051130 94.25 94.25 94.25 94.25 -0.02 400 36,008 +405
Sep07 051130 94.21 94.22 94.21 94.22 -0.01 6 9,104 +5
Dec07 051130 94.19 94.19 94.19 94.19 -0.02 0 4,505 +0
Mar08 051130 94.17 94.17 94.17 94.17 -0.02 0 2,451 +0
Total Volume and Open Interest 20,353 466,999 +5,917
10-Year Aus T-Bonds(SFE)
Dec05 051130 94.60 94.62 94.59 94.61 -0.03 19,902 305,466 +2,895
Mar06 051130 94.61 94.61 94.61 94.61 -0.03 0 20 +20
Total Volume and Open Interest 19,902 305,486 +2,915
3-Year Aus T-Bonds(SFE)
Dec05 051130 94.67 94.69 94.66 94.69 -0.02 42,672 386,647 +8,502
Mar06 051130 94.68 94.68 94.68 94.68 -0.03      
Total Volume and Open Interest 42,672 386,647 +8,502
Gold(CMX)
Dec05 051130 494.1 496.6 492.8 494.6 -4.5 42,519 26,470 -19,565
Feb06 051130 499.3 500.7 497.3 498.7 -4.8 80,651 250,356 +16,216
Apr06 051130 503.1 505.2 502.0 503.0 -4.9 847 8,790 +10
Jun06 051130 506.5 509.1 506.3 507.3 -4.9 1,179 19,051 +510
Aug06 051130 511.6 511.6 511.6 511.6 -4.9 23 2,350 -12
Oct06 051130 515.0 517.5 515.0 515.9 -4.9 283 5,363 +71
Dec06 051130 521.5 522.8 519.5 520.2 -4.9 851 10,945 +505
Feb07 051130 525.0 525.0 524.5 524.5 -4.9 0 5,519 +10
Apr07 051130 528.8 528.8 528.8 528.8 -4.9 0 1,328 +0
Jun07 051130 533.0 533.0 533.0 533.0 -4.9 100 6,768 +10
Aug07 051130 537.3 537.3 537.3 537.3 -4.9 0 48 +0
Oct07 051130 541.6 541.6 541.6 541.6        
Silver(CMX)
Dec05 051130 822.0 829.0 818.5 828.0 -1.6 16,856 10,168 -9,084
Mar06 051130 834.0 840.0 828.5 838.5 -2.0 28,692 103,952 +8,237
May06 051130 843.5 843.5 843.5 843.5 -2.0 306 3,110 +168
Jul06 051130 846.0 848.0 839.0 848.0 -1.9 109 9,054 +57
Sep06 051130 852.0 852.0 852.0 852.0 -2.2 180 3,391 +0
Dec06 051130 857.0 857.0 847.0 857.0 -2.2 859 10,593 -5
Mar07 051130 858.0 862.1 858.0 862.1 -2.2 16 61 +10
Total Volume and Open Interest 47,109 145,136 -604
Platinum(NYM)
Jan06 051130 986.5 988.0 979.5 980.4 -22.8 1,234 13,091 +183
Apr06 051130 980.0 990.0 980.0 985.3 -19.9 257 395 +150
Total Volume and Open Interest 1,491 13,486 +333
Palladium(NYME)
Dec05 051130 258.00 260.35 255.50 255.50 -7.90 2,626 2,651 -1,280
Mar06 051130 266.00 267.00 259.00 260.00 -8.10 2,930 13,409 +1,635
Jun06 051130 265.50 265.50 262.50 262.50 -7.60 9 44 -1
Total Volume and Open Interest 5,568 16,130 +353
Copper(CMX)
Dec05 051130 206.00 207.75 204.30 207.50 +3.45 6,701 10,656 -3,437
Mar06 051130 192.00 193.00 191.20 192.60 +1.45 10,578 74,556 +1,813
May06 051130 185.90 187.00 185.60 186.75 +1.70 568 5,845 +362
Jul06 051130 179.30 180.85 179.30 180.85 +1.90 33 3,990 -2
Sep06 051130 175.15 175.15 175.15 175.15 +2.10 23 2,072 -21
Total Volume and Open Interest 19,349 108,347 -1,094
Aluminum(CMX)
Dec05 051130 98.45 98.45 98.45 98.45 +0.50 112 1,451 +92
Jan06 051130 99.15 99.15 99.15 99.15 +0.45 110 1,222 +99
Feb06 051130 98.85 98.85 98.85 98.85 +0.40 0 70 +0
Mar06 051130 100.00 100.00 98.55 98.55 +0.35 0 70 +0
Apr06 051130 98.10 98.10 98.10 98.10 +0.30 0 50 +0
May06 051130 97.65 97.65 97.65 97.65 +0.25 0 50 +0
Total Volume and Open Interest 222 3,008 +187
DJIA Index(CBOT)
Dec05 051130 10913 10945 10820 10833 -76 4,823 36,844 +514
Mar06 051130 10965 10980 10875 10887 -76 514 2,117 +14
Jun06 051130 10920 10920 10920 10920 -76 0 5 +0
Total Volume and Open Interest 5,337 38,971 +528
S & P 500(CME)
Dec05 051130 1259.10 1262.70 1250.50 1251.10 -8.20 49,660 578,021 -13,821
Mar06 051130 1267.30 1270.00 1259.00 1259.20 -8.20 23,465 82,040 +19,061
Jun06 051130 1268.60 1268.60 1268.60 1268.60 -8.10 198 3,780 +67
Sep06 051130 1278.10 1278.10 1278.10 1278.10 -8.10 143 834 +37
Total Volume and Open Interest 73,480 664,728 +5,355
S & P 500 E-Mini(Globex)
Dec05 051130 1259.25 1263.00 1250.50 1251.00 -8.25 845,046 1,166,570 +19,909
Mar06 051130 1267.25 1271.00 1256.50 1259.25 -8.25 5,067 80,135 +4,218
Total Volume and Open Interest 850,113 1,246,705 +24,127
NASDAQ 100(CME)
Dec05 051130 1678.50 1686.00 1673.50 1675.00 -6.00 8,258 55,653 -2,292
Mar06 051130 1701.00 1701.00 1691.50 1691.50 -6.00 1,953 2,775 +2,717
Jun06 051130 1706.00 1706.00 1706.00 1706.00 -6.00 0 17 +0
Total Volume and Open Interest 10,211 58,445 +425
NASDAQ 100 E-Mini(Globex)
Dec05 051130 1680.00 1686.00 1673.50 1675.00 -6.00 257,094 416,639 +1,063
Mar06 051130 1697.00 1701.50 1691.00 1691.50 -6.00 1,212 1,336 +761
Total Volume and Open Interest 258,306 417,975 +1,824
S & P Midcap 400(CME)
Dec05 051130 735.30 738.50 732.50 734.60 -0.80 493 12,924 -45
Mar06 051130 739.00 740.35 739.00 740.35 -0.80      
Jun06 051130 743.35 743.35 743.35 743.35 -0.80      
Total Volume and Open Interest 438 12,804 -120
Russell 2000(CME)
Dec05 051130 674.75 681.20 674.50 678.10 +2.80 1,311 36,261 -333
Mar06 051130 679.50 686.00 679.50 682.50 +2.75 150 592 +107
Jun06 051130 686.50 686.50 686.50 686.50 +2.75      
Total Volume and Open Interest 1,461 36,858 -226
Russell 2000 E-Mini(Globex)
Dec05 051130 675.30 681.30 673.00 678.10 +2.80 114,168 295,536 -1,037
Mar06 051130 680.70 685.30 679.30 682.50 +2.70 429 2,797 +132
Total Volume and Open Interest 114,597 298,333 -905
Value Line(KCBT)
Dec05 051130 1911.00 1917.00 1903.50 1908.50 -1.00 128 127 -43
Total Volume and Open Interest 128 146 -43
Nikkei 225(CME)
Dec05 051130 14935 15015 14860 14870 -50 51,435 255,488 +3,061
Mar06 051130 14925 15000 14855 14865 -55 1,092 5,109 +288
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051130 14935 15015 14860 14870 -50 51,435 255,488 +3,061
Mar06 051130 14925 15000 14855 14865 -55 1,092 5,109 +288
Jun06 051130 14800 14800 14800 14800 -55      
Total Volume and Open Interest 52,527 260,741 +3,352
CAC 40(MATIF)
Nov05 051118 4548.5 4575.5 4547.5 4555.0 +34.5 277,432 385,171 -43,597
Dec05 051130 4589.5 4589.5 4554.0 4574.0 -16.5 65,841 453,588 +12,344
Jan06 051130 4592.5 4596.0 4569.5 4583.5 -16.5 316 3,165 +100
Total Volume and Open Interest 66,297 462,028 +12,584
Hang Seng Index(HKFE)
Nov05 051129 15086 15092 14976 14991 -133 49,678 57,877 -24,053
Dec05 051130 15082 15137 14900 14905 -165 37,930 84,704 +29,502
Jan06 051130 15136 15183 14957 14957        
DAX Index(EUREX)
Dec05 051130 5188.0 5215.5 5171.0 5208.0 +12.5 155,061 231,870 +1,505
Mar06 051130 5218.0 5247.0 5204.0 5240.5 +12.5 998 11,130 +181
Jun06 051130 5261.0 5282.5 5242.0 5276.5 +12.5 796 4,709 +391
Total Volume and Open Interest 156,855 247,709 +2,077
FT-SE 100(LIFFE)
Dec05 051130 5487.00 5487.50 5428.00 5438.50 -60.50 66,877 464,717 -6,750
Mar06 051130 5489.00 5489.00 5440.00 5448.00 -60.50 4,637 36,896 +1,378
Jun06 051130 5483.50 5483.50 5458.50 5458.50 -61.00 36 13,854 +20
Total Volume and Open Interest 71,550 516,217 -5,352
SPI 200(SFE)
Dec05 051130 4650.0 4688.0 4625.0 4626.0 -23.0 13,670 192,153 +2,159
Mar06 051130 4655.0 4686.0 4627.0 4627.0 -24.0 440 5,718 +415
Jun06 051130 4689.0 4689.0 4654.0 4654.0 -24.0 0 3,149 +0
Total Volume and Open Interest 14,170 203,900 +2,621
GSCI(CME)
Dec05 051130 408.00 415.50 406.50 415.50 +7.50 462 17,226 -78
Jan06 051130 420.80 420.80 420.80 420.80 +8.30 57 198 +57
Feb06 051130 421.50 421.50 421.50 421.50 +7.50 0 1 +0
Total Volume and Open Interest 519 17,425 -21
Reuters CRB Index(NYBOT)
Jan06 051130 332.00 333.50 330.75 333.25 +1.75 13 568 -1
Feb06 051130 330.50 331.25 330.50 331.25 +2.50 1 7 -1
Apr06 051130 331.50 331.50 331.50 331.50 +1.75 0 413 +0
Total Volume and Open Interest 15 989 -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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Newsflash

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!