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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu December 01, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051201 556.00 564.00 554.00 559.75 +1.75 44,968 158,383 -716
Mar06 051201 565.00 571.25 562.50 568.00 +1.75 12,538 52,260 +3,712
May06 051201 570.00 576.00 568.00 573.25 +2.00 3,345 26,233 -181
Jul06 051201 576.50 581.50 573.00 578.25 +1.75 2,713 31,995 +88
Aug06 051201 583.00 584.00 577.00 580.50 +1.50 192 2,779 +2
Sep06 051201 580.00 584.00 580.00 582.00 +2.00 11 1,448 +3
Nov06 051201 585.00 591.00 583.50 587.00 +0.50 888 15,452 +233
Total Volume and Open Interest 64,660 289,661 +3,144
Soybean Meal(CBOT)
Dec05 051201 171.80 174.00 171.50 172.30 +0.50 9,057 8,111 -2,539
Jan06 051201 171.50 174.30 171.50 172.50 +0.40 20,902 42,948 -1,507
Mar06 051201 173.70 175.50 173.00 173.90 +0.40 9,614 33,888 +205
May06 051201 175.00 176.80 174.70 175.00 -0.10 2,673 20,518 +568
Jul06 051201 177.00 178.90 176.80 177.50 +0.40 2,004 20,696 -48
Aug06 051201 178.40 179.60 178.00 178.00 unch 272 5,074 +52
Sep06 051201 179.50 180.80 179.00 179.00 unch 88 4,821 +68
Oct06 051201 180.50 180.50 178.70 178.90 +0.20 22 2,678 +4
Total Volume and Open Interest 45,150 144,456 -3,084
Soybean Oil(CBOT)
Dec05 051201 20.97 21.10 20.84 21.04 -0.01 8,323 4,666 -3,288
Jan06 051201 21.20 21.40 21.09 21.27 -0.02 24,070 75,748 -2,449
Mar06 051201 21.57 21.69 21.39 21.66 +0.02 11,027 41,283 +4,374
May06 051201 21.85 21.98 21.72 21.96 +0.03 1,416 18,268 -403
Jul06 051201 22.10 22.28 22.02 22.25 +0.09 1,527 24,193 +109
Aug06 051201 22.30 22.37 22.18 22.37 +0.12 117 2,872 -19
Sep06 051201 22.40 22.55 22.32 22.51 +0.16 158 2,854 +45
Oct06 051201 22.50 22.60 22.42 22.60 +0.14 114 1,616 -69
Total Volume and Open Interest 48,577 182,941 -1,258
Canola(WCE)
Jan06 051201 249.0 249.5 247.1 248.0 -1.1 9,850 54,971 +2,474
Mar06 051201 256.5 256.5 254.0 254.8 -0.5 5,859 15,217 +3,862
May06 051201 261.0 262.5 260.7 262.5 +0.3 238 3,431 +19
Jul06 051201 265.9 269.7 265.8 269.6 +1.0 262 3,100 +29
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 051201 187.75 189.50 186.50 189.25 +1.75 28,413 21,855 -10,609
Mar06 051201 202.25 204.00 200.50 203.75 +2.00 52,827 483,429 +1,018
May06 051201 210.50 212.50 209.25 212.25 +2.25 8,444 73,354 +712
Jul06 051201 218.50 220.50 217.50 220.25 +2.25 6,900 91,270 -76
Sep06 051201 227.00 228.75 226.75 228.50 +1.75 1,269 17,030 +469
Dec06 051201 238.50 239.75 237.50 239.50 +1.75 4,070 79,573 -819
Total Volume and Open Interest 102,253 779,442 -9,144
Wheat(CBOT)
Dec05 051201 305.00 306.75 301.00 305.50 +1.50 7,924 4,588 -3,575
Mar06 051201 321.50 323.50 317.00 322.00 +1.25 37,150 218,419 +6,415
May06 051201 329.00 332.75 326.75 331.50 +2.00 1,704 11,264 +762
Jul06 051201 338.50 341.50 335.25 340.00 +1.25 3,784 38,837 +172
Sep06 051201 345.50 349.00 344.00 348.00 +1.50 79 2,562 +59
Total Volume and Open Interest 52,113 294,869 +3,816
Wheat(KCBT)
Dec05 051201 368.50 371.00 365.00 370.75 +1.75 5,991 2,193 -3,611
Mar06 051201 369.50 375.00 368.00 374.00 +3.50 12,146 65,644 +1,222
May06 051201 361.00 364.50 359.00 362.50 +6.00 1,013 9,253 +42
Jul06 051201 355.00 360.00 354.00 358.00 +3.50 2,505 30,817 -705
Sep06 051201 359.25 363.00 359.00 362.50 +6.25 627 2,869 +348
Total Volume and Open Interest 22,452 112,997 -2,740
Wheat(MGE)
Dec05 051201 373.50 381.00 373.50 376.50 +4.50 1,509 986 -686
Mar06 051201 376.00 383.00 375.00 380.00 +3.50 4,541 21,686 +530
May06 051201 372.00 377.00 372.00 376.00 +4.00 287 2,615 +101
Jul06 051201 369.50 375.00 368.00 372.00 +3.50 690 9,252 +76
Sep06 051201 365.00 371.50 365.00 367.00 +3.50 466 3,071 +39
Total Volume and Open Interest 7,672 38,947 +158
Oats(CBOT)
Dec05 051201 187.75 200.00 186.75 200.00 +15.00 117 700 -149
Mar06 051201 181.75 186.00 180.00 185.75 +4.50 1,455 7,565 -18
May06 051201 180.00 183.00 180.00 182.75 +0.75 60 269 +4
Jul06 051201 180.00 180.00 180.00 180.00 unch 8 90 +0
Total Volume and Open Interest 1,641 8,667 -163
Rough Rice(CBOT)
Jan06 051201 7.53 7.53 7.38 7.46 -0.07 1,489 5,154 +41
Mar06 051201 7.78 7.78 7.65 7.72 -0.09 1,323 2,836 +942
May06 051201 8.01 8.01 7.92 7.95 -0.11 60 247 +38
Jul06 051201 8.15 8.18 8.15 8.18 -0.09 1 19 +0
Total Volume and Open Interest 2,918 8,315 +1,034
Live Cattle(CME)
Dec05 051201 93.475 94.450 93.400 94.375 +0.925 7,439 26,486 -1,177
Feb06 051201 95.850 96.950 95.675 96.900 +1.175 14,603 113,506 +2,995
Apr06 051201 93.400 94.350 93.300 94.300 +1.050 4,830 29,077 -29
Jun06 051201 87.000 87.950 86.850 87.850 +0.850 1,303 13,276 +583
Aug06 051201 85.850 86.750 85.850 86.675 +0.725 410 4,881 +243
Oct06 051201 87.325 87.950 87.150 87.900 +0.575 102 1,734 +14
Total Volume and Open Interest 28,687 189,973 +2,629
Feeder Cattle(CME)
Jan06 051201 117.400 117.900 116.475 117.650 +0.750 1,635 18,349 +208
Mar06 051201 115.500 116.100 114.650 115.875 +0.550 912 5,891 +291
Apr06 051201 113.800 114.375 112.950 114.375 +0.650 291 1,588 +145
May06 051201 112.400 113.100 111.900 113.050 +0.725 86 1,790 +49
Aug06 051201 112.400 114.000 112.150 113.625 +1.250 125 949 +47
Sep06 051201 111.000 111.500 110.900 111.500 +0.600 30 110 +27
Oct06 051201 110.200 110.500 110.200 110.500 +0.600 4 23 +3
Total Volume and Open Interest 3,083 28,700 +770
Lean Hogs(CME)
Dec05 051201 62.350 63.400 62.350 63.350 +0.850 5,347 15,353 -1,498
Feb06 051201 67.400 68.000 67.250 67.950 +0.600 10,416 74,375 +3,648
Apr06 051201 69.650 70.200 69.600 70.150 +0.375 3,861 19,177 +1,703
May06 051201 70.400 71.000 70.400 70.975 +0.375 318 3,369 +219
Jun06 051201 72.850 73.450 72.800 73.375 +0.400 1,193 9,000 +585
Jul06 051201 69.600 70.250 69.600 70.250 +0.525 262 3,009 +31
Aug06 051201 65.750 66.450 65.750 66.200 +0.550 106 1,257 +30
Oct06 051201 57.775 57.950 57.775 57.950 +0.200 8 558 +3
Total Volume and Open Interest 21,515 126,272 +4,721
Pork Bellies(CME)
Feb06 051201 88.600 89.225 88.100 89.150 +0.900 381 1,071 +9
Mar06 051201 88.900 88.900 88.000 88.000 +0.600 2 118 +1
May06 051201 89.050 89.050 89.050 89.050 +0.350 0 96 +0
Jul06 051201 92.000 92.250 92.000 92.250 +0.500 6 26 -6
Aug06 051201 93.000 93.000 93.000 93.000 +0.450 0 27 +0
Total Volume and Open Interest 389 1,338 +4
Class III Milk(CME)
Dec05 051201 13.15 13.24 13.15 13.22 +0.04 64 2,171 -6
Jan06 051201 12.79 12.82 12.76 12.80 +0.02 90 1,950 -40
Feb06 051201 12.50 12.50 12.46 12.48 -0.02 19 1,704 -1
Mar06 051201 12.50 12.50 12.50 12.50 unch 9 1,628 +4
Apr06 051201 12.48 12.48 12.45 12.45 -0.03 10 1,547 +5
Total Volume and Open Interest 315 18,832 -2,091
Cocoa(NYBOT)
Dec05 051201 1444 1468 1444 1460 +52 62 1,198 -55
Mar06 051201 1430 1474 1425 1465 +50 3,986 58,406 -440
May06 051201 1450 1491 1446 1484 +49 533 13,611 +91
Jul06 051201 1475 1503 1466 1503 +49 141 11,737 -4
Sep06 051201 1492 1525 1492 1524 +48 425 11,273 +276
Dec06 051201 1553 1553 1553 1553 +49 0 10,147 +0
Mar07 051201 1540 1577 1539 1577 +49 238 11,221 +37
Total Volume and Open Interest 5,410 123,201 -82
Coffee "C"(NYBOT)
Dec05 051201 92.50 93.40 92.40 92.40 -0.60 218 321 -6
Mar06 051201 97.00 97.70 96.15 96.45 -0.55 13,371 58,528 +985
May06 051201 99.00 99.60 98.45 98.65 -0.55 1,888 9,085 +703
Jul06 051201 100.70 101.50 100.40 100.40 -0.55 497 4,290 +201
Sep06 051201 102.80 103.25 102.05 102.05 -0.50 186 2,308 -36
Dec06 051201 105.00 105.50 104.50 104.65 -0.50 42 1,456 +1
Total Volume and Open Interest 16,206 77,243 +1,845
Orange Juice(NYBOT)
Jan06 051201 122.50 124.40 122.50 123.10 +2.95 2,514 23,065 -911
Mar06 051201 124.50 126.40 124.00 125.00 +2.75 1,713 8,287 +297
May06 051201 125.50 126.60 125.50 126.00 +2.75 56 1,586 -14
Jul06 051201 127.50 127.90 127.00 127.00 +2.75 56 517 +17
Sep06 051201 128.00 128.00 128.00 128.00 +2.75 0 441 +0
Total Volume and Open Interest 4,340 34,181 -610
Sugar #11(NYBOT)
Mar06 051201 12.50 12.96 12.50 12.92 +0.49 29,128 298,886 +2,174
May06 051201 12.42 12.86 12.42 12.84 +0.50 8,508 76,123 +545
Jul06 051201 12.12 12.56 12.12 12.53 +0.50 2,090 48,811 +162
Oct06 051201 12.10 12.51 12.09 12.50 +0.53 1,690 30,786 +132
Mar07 051201 12.06 12.53 12.06 12.50 +0.54 945 30,298 +247
Total Volume and Open Interest 43,236 504,174 +3,602
Sugar #14(NYBOT)
Jan06 051201 21.21 21.25 21.21 21.25 -0.18 121 1,726 -55
Mar06 051201 21.21 21.26 21.20 21.20 -0.06 78 3,118 -34
May06 051201 21.19 21.19 21.19 21.19 -0.01 2 3,056 +2
Jul06 051201 21.45 21.45 21.45 21.45 unch 12 3,477 +2
Sep06 051201 21.80 21.80 21.80 21.80 unch 0 1,538 +0
Total Volume and Open Interest 213 13,686 -85
London Cocoa(LCE)
Dec05 051201 841 865 840 863 +28 18,748 27,828 -13,085
Mar06 051201 858 892 858 889 +31 19,860 69,286 +8,802
May06 051201 872 901 872 900 +31 1,078 20,228 +3
Jul06 051201 896 914 892 914 +31 272 27,517 +127
Sep06 051201 908 926 903 926 +32 225 14,211 +14
Dec06 051201 912 937 912 937 +32 786 17,864 +533
Mar07 051201 927 947 926 947 +31 150 4,090 +143
Total Volume and Open Interest 41,119 181,424 -3,463
London Coffee(LCE)
Jan06 051201 1048.00 1070.00 1038.00 1066.00 +11.00 5,925 62,187 -1,771
Mar06 051201 1065.00 1089.00 1058.00 1085.00 +13.00 2,544 37,672 +45
May06 051201 1081.00 1100.00 1072.00 1098.00 +14.00 1,140 12,592 +1,022
Jul06 051201 1095.00 1111.00 1084.00 1111.00 +13.00 8 5,463 +2
Sep06 051201 1097.00 1127.00 1095.00 1127.00 +14.00 0 2,124 +0
Nov06 051201 1111.00 1140.00 1110.00 1140.00 +14.00 0 214 +0
Total Volume and Open Interest 9,629 120,387 -722
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051201 309.90 321.50 309.80 320.70 +10.90 1,951 34,864 +621
May06 051201 317.60 328.60 317.00 328.60 +11.10 130 7,686 -4
Aug06 051201 324.00 335.00 322.00 335.00 +12.20 373 7,562 +231
Oct06 051201 326.70 338.00 326.50 338.00 +11.00 97 5,702 +65
Total Volume and Open Interest 2,651 61,361 +1,013
Cotton(NYBOT)
Dec05 051201 49.50 49.50 48.30 48.30 -0.89 28 914 -52
Mar06 051201 52.46 52.60 51.40 51.53 -0.75 7,524 74,242 +1,225
May06 051201 53.80 53.80 52.70 52.80 -0.78 1,336 11,302 +349
Jul06 051201 54.60 54.60 53.60 53.70 -0.60 276 3,673 +94
Oct06 051201 54.37 54.37 54.37 54.37 -0.58 0 63 +0
Dec06 051201 56.25 56.25 55.45 55.50 -0.55 133 1,930 +21
Total Volume and Open Interest 9,297 92,211 +1,637
Lumber(CME)
Jan06 051201 336.5 336.5 333.1 336.5 +10.0 1,656 2,992 -671
Mar06 051201 347.0 355.1 347.0 351.6 +6.5 1,379 1,575 +496
May06 051201 341.4 345.0 341.4 343.0 +5.0 7 404 +0
Jul06 051201 341.7 341.7 341.7 341.7 +4.7 2 99 +1
Total Volume and Open Interest 3,044 5,101 -174
Crude Oil(NYM)
Jan06 051201 57.55 58.80 57.10 58.47 +1.15 131,180 272,728 -7,177
Feb06 051201 58.50 59.60 57.90 59.35 +1.12 69,196 96,319 +13,531
Mar06 051201 58.95 60.00 58.50 59.84 +1.16 20,182 52,892 +700
Apr06 051201 59.20 60.14 59.10 60.14 +1.13 8,943 27,454 +839
May06 051201 59.50 60.50 59.15 60.38 +1.11 3,743 22,280 +265
Jun06 051201 59.85 60.65 59.25 60.58 +1.10 22,018 54,786 +3,490
Jul06 051201 59.95 60.80 59.95 60.75 +1.10 3,816 12,002 -333
Aug06 051201 60.00 60.90 60.00 60.90 +1.10 834 10,077 -8
Sep06 051201 59.85 61.02 59.85 61.02 +1.10 10,019 18,827 +1,656
Oct06 051201 61.09 61.09 61.09 61.09 +1.09 822 5,564 +465
Nov06 051201 61.14 61.14 61.14 61.14 +1.09 417 10,801 +35
Dec06 051201 60.40 61.40 60.00 61.16 +1.08 10,614 47,844 -592
Jan07 051201 61.14 61.14 61.14 61.14 +1.08 654 11,989 -65
Feb07 051201 61.13 61.13 61.13 61.13 +1.08 59 4,247 +40
Mar07 051201 61.11 61.11 61.11 61.11 +1.08 200 6,808 -140
Apr07 051201 61.09 61.09 61.09 61.09 +1.08 50 4,424 +0
Total Volume and Open Interest 287,816 849,986 +13,038
Heating Oil(NYM)
Jan06 051201 169.50 174.50 168.25 173.87 +4.90 37,139 82,509 +2,811
Feb06 051201 173.50 177.75 172.50 177.58 +4.81 12,649 33,107 +2,253
Mar06 051201 174.50 178.00 172.50 177.78 +4.66 5,634 20,224 +1,439
Apr06 051201 171.75 176.00 171.00 175.18 +4.51 1,390 10,512 +22
May06 051201 169.50 173.00 168.00 172.28 +4.36 1,099 6,437 -61
Jun06 051201 167.30 170.73 167.00 170.73 +4.36 1,858 7,913 +132
Jul06 051201 168.60 171.28 167.75 171.28 +4.36 868 4,325 -182
Aug06 051201 170.00 173.20 170.00 172.53 +4.36 103 2,702 +40
Sep06 051201 171.60 174.53 171.60 174.53 +4.36 198 1,897 +7
Oct06 051201 173.00 176.83 173.00 176.83 +4.36 56 556 +50
Nov06 051201 176.80 179.28 176.80 179.28 +4.36 430 931 +268
Dec06 051201 178.25 181.83 178.25 181.83 +4.36 177 4,846 +74
Total Volume and Open Interest 78,404 182,929 +183
Unleaded Gas(NYM)
Jan06 051201 150.50 157.20 150.00 156.26 +6.55 29,937 72,514 +2,356
Feb06 051201 155.50 161.10 155.05 160.48 +5.62 9,093 17,156 -244
Mar06 051201 157.70 163.75 157.70 162.93 +5.32 4,615 13,259 +542
Apr06 051201 169.00 171.63 168.50 171.63 +4.82 3,301 12,899 +512
May06 051201 169.00 174.00 169.00 173.03 +4.72 1,345 9,281 +461
Jun06 051201 170.50 173.93 170.00 173.93 +4.54 706 6,720 +206
Jul06 051201 170.50 174.18 170.50 174.18 +4.49 206 3,007 +141
Aug06 051201 173.83 173.83 173.83 173.83 +4.39 200 2,587 +62
Sep06 051201 172.33 172.33 172.33 172.33 +4.34 526 2,558 +293
Oct06 051201 164.13 164.13 164.13 164.13 +4.34 504 874 +324
Nov06 051201 161.73 161.73 161.73 161.73 +4.29 51 523 +0
Dec06 051201 160.43 160.43 160.43 160.43 +4.24 2 258 +0
Total Volume and Open Interest 64,658 143,059 -2,596
Natural Gas(NYM)
Jan06 051201 12.690 13.100 12.380 13.027 +0.440 27,609 99,135 -1,207
Feb06 051201 12.770 13.150 12.490 13.117 +0.430 8,502 34,677 +1,908
Mar06 051201 12.570 12.990 12.300 12.947 +0.466 10,449 59,197 -683
Apr06 051201 10.480 10.677 10.300 10.677 +0.246 3,526 33,986 +345
May06 051201 10.340 10.517 10.180 10.517 +0.226 2,198 25,735 +431
Jun06 051201 10.385 10.552 10.230 10.552 +0.226 428 10,987 +65
Jul06 051201 10.410 10.597 10.270 10.597 +0.226 122 15,635 -8
Aug06 051201 10.550 10.637 10.550 10.637 +0.226 162 17,661 +49
Sep06 051201 10.420 10.629 10.300 10.629 +0.221 270 14,817 -22
Oct06 051201 10.470 10.677 10.330 10.677 +0.221 366 25,652 +27
Nov06 051201 10.980 11.147 10.980 11.147 +0.216 27 11,325 +16
Dec06 051201 11.400 11.612 11.300 11.612 +0.206 51 12,635 +37
Jan07 051201 11.770 11.987 11.690 11.987 +0.206 85 13,384 -70
Feb07 051201 11.650 11.927 11.650 11.927 +0.206 7 5,955 +5
Mar07 051201 11.500 11.632 11.500 11.632 +0.206 1,197 11,233 +367
Apr07 051201 9.220 9.422 9.220 9.422 +0.186 1,194 10,916 -255
Total Volume and Open Interest 58,653 538,843 +2,258
Brent Crude Oil(ICE)
Jan06 051201 55.00 56.43 54.63 56.15 +1.10 67,318 87,678 -2,664
Feb06 051201 56.00 57.34 55.56 57.06 +1.04 35,185 92,616 +2,107
Mar06 051201 56.73 57.94 56.29 57.76 +1.01 16,232 31,076 +48
Apr06 051201 57.22 58.34 56.79 58.23 +1.00 7,026 13,416 +1,121
May06 051201 57.45 58.74 57.18 58.63 +1.03 5,472 9,892 +1,137
Jun06 051201 57.80 59.10 57.52 58.97 +1.04 19,188 40,832 +8,257
Jul06 051201 57.89 59.22 57.89 59.22 +1.03 5,890 8,210 +2,704
Aug06 051201 58.24 59.40 58.24 59.40 +1.00 0 2,226 +0
Sep06 051201 58.71 59.53 58.45 59.53 +1.02 8,828 20,957 +7,250
Oct06 051201 59.61 59.61 59.61 59.61 +0.99 478 4,705 +378
Nov06 051201 59.69 59.69 59.69 59.69 +0.99 100 3,735 -100
Dec06 051201 58.64 59.76 58.37 59.72 +0.99 2,521 32,695 +661
Jan07 051201 59.74 59.74 59.74 59.74 +1.01 0 2,948 +0
Feb07 051201 59.73 59.73 59.73 59.73 +1.02 0 1,610 +0
Total Volume and Open Interest 168,939 396,554 +20,869
Gas Oil(ICE)
Dec05 051201 497.50 509.00 493.00 497.00 +4.50 16,075 27,068 -3,607
Jan06 051201 512.50 523.75 507.50 511.75 +4.00 18,471 69,961 -622
Feb06 051201 519.50 530.75 516.75 520.75 +3.75 7,766 28,980 +57
Mar06 051201 521.50 535.75 521.50 526.25 +4.00 3,223 19,798 +1,487
Apr06 051201 529.50 535.00 526.25 529.50 +4.25 237 8,868 -231
May06 051201 530.75 532.25 530.75 531.50 +4.25 55 3,485 -152
Jun06 051201 530.50 533.25 530.50 533.25 +4.25 1,337 22,772 +127
Jul06 051201 536.00 536.00 536.00 536.00 +4.50 0 1,364 +0
Aug06 051201 538.50 538.50 538.50 538.50 +4.25 0 164 +0
Sep06 051201 541.00 541.00 541.00 541.00 +4.25 0 1,567 +0
Total Volume and Open Interest 48,742 213,536 -2,807
US Dollar Index(NYBOT)
Dec05 051201 91.50 92.20 91.48 91.77 +0.26 12,779 29,710 +3,407
Mar06 051201 91.20 91.88 91.20 91.49 +0.26 367 2,952 +155
Jun06 051201 91.20 91.20 91.20 91.20 +0.26 0 12 +0
Total Volume and Open Interest 13,146 32,676 +3,562
Australian Dollar(CME)
Dec05 051201 74.02 74.28 73.98 74.15 +0.27 584 80,246 +1,549
Mar06 051201 73.80 74.14 73.80 73.96 +0.27 367 597 +412
Jun06 051201 73.79 73.79 73.79 73.79 +0.27 0 81 +0
Total Volume and Open Interest 951 80,934 +1,961
British Pound(CME)
Dec05 051201 172.57 173.43 172.57 173.23 +0.34 3,653 92,995 -178
Mar06 051201 172.65 173.38 172.65 173.20 +0.34 1,214 8,411 +1,560
Jun06 051201 173.40 173.40 173.40 173.40 +0.34 0 8 +0
Total Volume and Open Interest 4,868 101,430 +1,383
Canadian Dollar(CME)
Dec05 051201 85.65 86.08 85.24 86.02 +0.16 4,213 114,886 +6,316
Mar06 051201 85.85 86.23 85.50 86.23 +0.16 386 6,280 +730
Jun06 051201 85.92 86.46 85.87 86.46 +0.16 34 761 +2
Sep06 051201 86.69 86.69 86.69 86.69 +0.16 0 122 +0
Total Volume and Open Interest 4,633 122,201 +7,048
Japanese Yen(CME)
Dec05 051201 83.29 83.43 82.99 83.18 -0.47 6,592 184,614 +5,869
Mar06 051201 84.25 84.32 83.85 84.05 -0.48 1,214 29,486 +1,461
Jun06 051201 85.10 85.10 85.10 85.10 -0.48 7 70 +5
Total Volume and Open Interest 7,813 214,213 +7,335
Swiss Franc(CME)
Dec05 051201 75.92 76.08 75.73 76.04 -0.16 1,510 98,839 +1,568
Mar06 051201 76.51 76.65 76.33 76.65 -0.16 1,381 3,474 +1,446
Jun06 051201 77.29 77.29 77.29 77.29 -0.16 0 20 +0
Total Volume and Open Interest 2,896 102,388 +3,025
EuroFX(CME)
Dec05 051201 117.35 117.65 116.98 117.54 -0.50 4,921 170,934 -5,137
Mar06 051201 117.87 118.11 117.55 118.08 -0.49 80 4,287 +108
Jun06 051201 118.72 118.72 118.72 118.72 -0.49 0 1,605 +0
Total Volume and Open Interest 5,001 177,094 -5,037
Mexican Peso(CME)
Dec05 051201 9452.0 9505.0 9450.0 9497.0 +52.0 3,182 110,554 +457
Mar06 051201 9385.0 9410.0 9370.0 9405.0 +55.0 2,927 4,163 +3,228
Total Volume and Open Interest 6,925 140,217 +3,292
30-Year T-Bonds(CBOT)
Dec05 051201 112~13 112~22 111~24 112~02 -0~07 184,058 185,369 -83,286
Mar06 051201 112~05 112~15 111~16 111~26 -0~07 399,915 395,415 +57,790
Jun06 051201 112~04 112~08 111~16 111~21 -0~07 957 944 +96
Total Volume and Open Interest 584,930 581,730 -25,400
10-Year T-Notes(CBOT)
Dec05 051201 108~250 109~000 108~135 108~185 -0~050 558,287 422,928 -229,592
Mar06 051201 108~195 108~260 108~060 108~110 -0~060 962,619 1,225,308 +166,851
Total Volume and Open Interest 1,521,468 1,651,654 -62,550
5-Year T-Notes(CBOT)
Dec05 051201 106~080 106~080 105~300 106~000 -0~035 248,172 0 +0
Mar06 051201 106~005 106~040 105~240 105~260 -0~040 474,750 0 +0
Jun06 051201 105~235 105~235 105~235 105~235 -0~040 2 0 +0
Total Volume and Open Interest 722,924    
2 Year T-Notes(CBOT)
Dec05 051201 102~082 102~088 102~070 102~073 -0~007 8,036 104,754 -22,369
Mar06 051201 102~073 102~080 102~058 102~061 -0~008 14,156 239,138 +21,327
Total Volume and Open Interest 22,192 343,892 -1,042
Eurodollars(CME)
Dec05 051201 95.503 95.507 95.495 95.497 -0.007 24,992 1,231,464 -7,882
Mar06 051201 95.220 95.245 95.170 95.190 -0.025 33,507 1,187,092 +10,317
Jun06 051201 95.125 95.160 95.060 95.075 -0.040 44,223 1,351,762 +19,625
Sep06 051201 95.145 95.185 95.085 95.100 -0.040 316,856 922,885 +17,130
Dec06 051201 95.195 95.225 95.130 95.145 -0.040 36,153 1,040,778 +21,603
Mar07 051201 95.235 95.270 95.170 95.185 -0.040 35,487 886,463 +25,250
Jun07 051201 95.240 95.245 95.160 95.180 -0.040 46,347 661,399 +33,210
Sep07 051201 95.220 95.225 95.150 95.165 -0.040 30,417 365,544 +6,959
Dec07 051201 95.195 95.200 95.125 95.140 -0.040 12,932 297,091 +4,803
Mar08 051201 95.185 95.190 95.110 95.125 -0.040 12,319 255,177 +2,059
Jun08 051201 95.160 95.165 95.080 95.100 -0.040 17,004 265,952 +11,143
Sep08 051201 95.125 95.135 95.050 95.070 -0.040 7,501 216,770 +2,094
Dec08 051201 95.090 95.095 95.010 95.030 -0.040 4,652 155,699 -1,756
Mar09 051201 95.075 95.080 94.995 95.010 -0.045 12,991 127,809 -2,342
Jun09 051201 95.045 95.045 94.955 94.980 -0.045 3,686 105,104 -1,094
Sep09 051201 95.005 95.005 94.920 94.945 -0.045 4,338 102,777 +1,109
Dec09 051201 94.970 94.970 94.880 94.905 -0.045 4,894 80,696 -362
Mar10 051201 94.940 94.940 94.860 94.885 -0.045 3,553 53,263 +1,089
Total Volume and Open Interest 371,507 9,534,077 +134,649
3-Mth Euro-Yen(CME)
Dec05 051201 99.91 99.91 99.91 99.91 unch 723 6,448 -51
Mar06 051201 99.87 99.87 99.87 99.87 unch 23 5,915 -33
Jun06 051201 99.80 99.80 99.80 99.80 unch 197 8,320 +649
Sep06 051201 99.71 99.71 99.71 99.71 +0.01 0 7,350 +251
Dec06 051201 99.62 99.62 99.61 99.61 unch 10 7,134 +0
Mar07 051201 99.50 99.50 99.50 99.50 unch 120 2,151 +100
Jun07 051201 99.40 99.40 99.40 99.40 unch 46 2,776 +35
Sep07 051201 99.30 99.30 99.30 99.30 unch 0 683 +0
Dec07 051201 99.21 99.21 99.21 99.21 +0.01 0 38 +0
Mar08 051201 99.10 99.10 99.10 99.10 +0.01 0 51 +0
Total Volume and Open Interest 1,119 41,118 +951
3-Mth Euro-Yen(SIMEX)
Dec05 051201 99.91 99.91 99.91 99.91 unch 3,662 82,053 +730
Mar06 051201 99.87 99.87 99.87 99.87 unch 1,580 65,513 +1,360
Jun06 051201 99.80 99.81 99.80 99.80 unch 2,038 63,453 +715
Sep06 051201 99.71 99.72 99.71 99.71 +0.01 1,726 35,441 +745
Dec06 051201 99.62 99.62 99.61 99.61 unch 1,938 49,260 +627
Mar07 051201 99.51 99.51 99.51 99.51 +0.01 351 28,752 +32
Jun07 051201 99.41 99.41 99.41 99.41 +0.01 600 17,589 +55
Sep07 051201 99.30 99.31 99.30 99.31 +0.01 0 2,621 +0
Total Volume and Open Interest 11,895 373,238 +4,264
German Euro-Bund(EUREX)
Dec05 051201 120.26 120.89 120.14 120.63 +0.50 1,477,071 1,351,553 -24,155
Mar06 051201 120.58 121.20 120.45 120.94 +0.38 73,169 183,491 +32,403
Jun06 051201 120.02 120.02 120.02 120.02 +0.35 50 6 +0
Total Volume and Open Interest 1,201,716 1,462,176 -40,471
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051201 112.77 113.17 112.72 113.05 +0.30 53,375 124,203 +27,512
Jun06 051201 112.39 112.39 112.39 112.39 +0.28 527 2 +0
Total Volume and Open Interest 767,222 1,086,396 -31,715
Long Gilt(LIFFE)
Dec05 051201 113~02 113~20 113~02 113~15 +0~11 102,429 47,046 -14,063
Mar06 051201 113~12 113~30 113~12 113~26 +0~10 77,701 177,869 +3,261
Total Volume and Open Interest 180,130 224,915 -10,802
3-Mth Short Sterling(LIFFE)
Dec05 051201 95.39 95.39 95.39 95.39 +0.01 12,563 278,537 -629
Mar06 051201 95.44 95.44 95.44 95.44 +0.03 47,554 352,842 -4,448
Jun06 051201 95.46 95.46 95.46 95.46 +0.05 70,883 310,888 -10,915
Total Volume and Open Interest 272,433 1,786,583 -32,766
3-Mth Euribor(LIFFE)
Dec05 051201 97.485 97.515 97.480 97.515 +0.035 78,130 718,231 +5,215
Mar06 051201 97.275 97.350 97.270 97.335 +0.055 149,349 677,854 -1,239
Jun06 051201 97.135 97.215 97.125 97.200 +0.065 164,101 627,998 +12,528
Total Volume and Open Interest 791,111 3,738,359 +34,221
3-Mth Aus T-Bills(SFE)
Dec05 051201 94.39 94.39 94.38 94.39 unch 1,331 63,880 -3,333
Mar06 051201 94.39 94.41 94.39 94.41 unch 18,323 166,446 +382
Jun06 051201 94.37 94.39 94.37 94.39 unch 5,884 92,358 +1,283
Sep06 051201 94.36 94.37 94.35 94.37 -0.01 1,791 35,759 +2,669
Dec06 051201 94.33 94.34 94.33 94.34 -0.01 1,117 38,107 +1,479
Mar07 051201 94.28 94.29 94.28 94.29 -0.01 0 19,027 +300
Jun07 051201 94.23 94.24 94.23 94.24 -0.01 75 36,144 +136
Sep07 051201 94.19 94.20 94.19 94.20 -0.02 320 9,430 +326
Dec07 051201 94.17 94.17 94.17 94.17 -0.02 0 4,505 +0
Mar08 051201 94.15 94.15 94.15 94.15 -0.02 0 2,451 +0
Total Volume and Open Interest 28,841 470,241 +3,242
10-Year Aus T-Bonds(SFE)
Dec05 051201 94.59 94.61 94.58 94.61 -0.01 29,099 319,209 +13,743
Mar06 051201 94.59 94.60 94.59 94.60 -0.01 50 70 +50
Total Volume and Open Interest 29,149 319,279 +13,793
3-Year Aus T-Bonds(SFE)
Dec05 051201 94.65 94.68 94.65 94.67 -0.02 58,963 400,421 +13,774
Mar06 051201 94.66 94.66 94.66 94.66 -0.02      
Total Volume and Open Interest 58,963 400,421 +13,774
Gold(CMX)
Dec05 051201 496.0 503.0 496.0 502.5 +7.9 5,688 10,835 -15,635
Feb06 051201 501.0 506.8 500.6 506.3 +7.6 48,514 257,586 +7,230
Apr06 051201 506.5 511.5 506.0 510.6 +7.6 937 8,976 +186
Jun06 051201 508.5 515.0 508.5 514.9 +7.6 702 19,034 -17
Aug06 051201 518.0 519.2 518.0 519.2 +7.6 12 2,352 +2
Oct06 051201 519.0 523.6 519.0 523.6 +7.7 593 5,686 +323
Dec06 051201 524.0 527.9 523.5 527.9 +7.7 414 10,990 +45
Feb07 051201 532.3 532.3 532.3 532.3 +7.8 3 5,521 +2
Apr07 051201 536.7 536.7 536.7 536.7 +7.9 13 1,328 +0
Jun07 051201 541.0 541.0 541.0 541.0 +8.0 150 6,866 +98
Aug07 051201 545.3 545.3 545.3 545.3 +8.0 5 53 +5
Oct07 051201 549.6 549.6 549.6 549.6 +8.0      
Total Volume and Open Interest 57,103 342,510  
Silver(CMX)
Dec05 051201 830.0 850.0 828.5 849.9 +21.9 3,233 4,207 -5,961
Mar06 051201 841.0 862.0 837.5 860.2 +21.7 17,372 105,605 +1,653
May06 051201 850.0 865.0 848.5 865.0 +21.5 6 3,112 +2
Jul06 051201 850.5 870.0 850.5 869.2 +21.2 326 9,177 +123
Sep06 051201 873.2 873.2 873.2 873.2 +21.2 0 3,391 +0
Dec06 051201 865.0 877.9 859.0 877.9 +20.9 387 10,519 -74
Mar07 051201 883.0 883.0 883.0 883.0 +20.9 4 57 -4
Total Volume and Open Interest 21,446 140,909 -4,227
Platinum(NYM)
Jan06 051201 989.0 999.0 989.0 994.7 +14.3 3,255 11,964 -1,127
Apr06 051201 1000.0 1005.0 992.0 999.2 +13.9 1,548 1,306 +911
Total Volume and Open Interest 4,803 13,270 -216
Palladium(NYME)
Dec05 051201 257.00 265.00 257.00 264.40 +8.90 190 1,287 -1,364
Mar06 051201 262.00 273.00 262.00 268.40 +8.40 905 13,573 +164
Jun06 051201 268.00 270.90 268.00 270.90 +8.40 11 48 +4
Total Volume and Open Interest 1,106 14,934 -1,196
Copper(CMX)
Dec05 051201 210.50 217.00 208.60 216.80 +9.30 4,080 9,413 -1,243
Mar06 051201 194.50 200.00 193.70 199.95 +7.35 10,088 74,870 +314
May06 051201 188.50 193.90 188.00 193.65 +6.90 255 5,821 -24
Jul06 051201 182.70 187.70 182.50 187.65 +6.80 123 4,043 +53
Sep06 051201 181.50 182.50 181.50 181.95 +6.80 2 2,072 +0
Total Volume and Open Interest 15,531 107,682 -665
Aluminum(CMX)
Dec05 051201 101.55 101.55 101.55 101.55 +3.10 0 772 -679
Jan06 051201 102.25 102.25 102.25 102.25 +3.10 2 1,220 -2
Feb06 051201 101.85 101.85 101.85 101.85 +3.00 0 70 +0
Mar06 051201 101.45 101.45 101.45 101.45 +2.90 1 71 +1
Apr06 051201 100.90 100.90 100.90 100.90 +2.80 0 50 +0
May06 051201 100.35 100.35 100.35 100.35 +2.70 0 50 +0
Total Volume and Open Interest 3 2,328 -680
DJIA Index(CBOT)
Dec05 051201 10875 10952 10872 10919 +86 5,884 37,271 +427
Mar06 051201 10925 11000 10925 10973 +86 400 2,419 +302
Jun06 051201 11006 11006 11006 11006 +86 0 5 +0
Total Volume and Open Interest 6,284 39,700 +729
S & P 500(CME)
Dec05 051201 1257.70 1267.90 1257.50 1264.60 +13.50 69,101 566,729 -11,292
Mar06 051201 1265.80 1275.50 1265.80 1272.80 +13.60 22,364 98,625 +16,585
Jun06 051201 1282.50 1282.50 1282.50 1282.50 +13.90 120 3,816 +36
Sep06 051201 1292.30 1292.30 1292.30 1292.30 +14.20 5 821 -13
Total Volume and Open Interest 91,591 670,044 +5,316
S & P 500 E-Mini(Globex)
Dec05 051201 1252.50 1268.00 1251.75 1264.50 +13.50 1,036,807 1,172,043 +5,473
Mar06 051201 1261.00 1275.75 1261.00 1272.75 +13.50 20,176 94,742 +14,607
Total Volume and Open Interest 1,056,983 1,266,785 +20,080
NASDAQ 100(CME)
Dec05 051201 1687.50 1709.00 1686.00 1704.00 +29.00 6,893 55,212 -441
Mar06 051201 1704.50 1724.50 1704.50 1721.00 +29.50 2,052 3,869 +1,094
Jun06 051201 1735.50 1735.50 1735.50 1735.50 +29.50 0 17 +0
Total Volume and Open Interest 8,945 59,098 +653
NASDAQ 100 E-Mini(Globex)
Dec05 051201 1676.50 1708.50 1676.00 1704.00 +29.00 254,039 431,356 +14,717
Mar06 051201 1693.50 1724.50 1693.50 1721.00 +29.50 463 1,432 +96
Total Volume and Open Interest 254,502 432,788 +14,813
S & P Midcap 400(CME)
Dec05 051201 735.40 746.50 734.75 744.90 +10.30 438 12,804 -120
Mar06 051201 750.75 750.75 750.75 750.75 +10.40 4 3 +3
Jun06 051201 753.75 753.75 753.75 753.75 +10.40      
Total Volume and Open Interest 379 12,902 +98
Russell 2000(CME)
Dec05 051201 681.00 692.00 680.25 689.50 +11.40 2,195 35,435 -826
Mar06 051201 688.00 695.50 688.00 694.00 +11.50 301 916 +324
Jun06 051201 698.75 698.75 698.75 698.75 +12.25      
Total Volume and Open Interest 2,496 36,356 -502
Russell 2000 E-Mini(Globex)
Dec05 051201 677.40 692.10 677.30 689.50 +11.40 149,415 295,027 -509
Mar06 051201 684.80 696.30 684.70 694.00 +11.50 1,558 3,543 +746
Total Volume and Open Interest 150,973 298,570 +237
Value Line(KCBT)
Dec05 051201 1916.00 1943.00 1916.00 1940.50 +32.00 140 106 -21
Total Volume and Open Interest 147 132 -14
Nikkei 225(CME)
Dec05 051201 14870 15150 14855 15135 +265 50,463 254,811 -677
Mar06 051201 14855 15135 14855 15135 +270 6,163 5,874 +765
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051201 14870 15150 14855 15135 +265 50,463 254,811 -677
Mar06 051201 14855 15135 14855 15135 +270 6,163 5,874 +765
Jun06 051201 15055 15055 15055 15055 +255      
Total Volume and Open Interest 56,666 260,827 +86
CAC 40(MATIF)
Dec05 051201 4576.5 4646.0 4574.5 4643.0 +69.0 63,605 458,099 +4,511
Jan06 051201 4596.0 4652.5 4596.0 4652.5 +69.0 327 3,163 -2
Feb06 051201 4660.5 4660.5 4660.5 4660.5 +69.0 0 100 +0
Total Volume and Open Interest 64,016 466,609 +4,581
Hang Seng Index(HKFE)
Dec05 051201 14916 15155 14905 15155 +250 32,785 92,257 +7,553
Jan06 051201 14970 15200 14960 15200 +243 294 0  
Total Volume and Open Interest 33,249 93,097  
DAX Index(EUREX)
Dec05 051201 5210.0 5269.0 5210.0 5269.0 +61.0 139,647 236,886 +5,016
Mar06 051201 5241.0 5322.0 5241.0 5302.0 +61.5 1,994 12,125 +995
Jun06 051201 5296.0 5358.5 5283.5 5338.0 +61.5 553 4,788 +79
Total Volume and Open Interest 142,194 253,799 +6,090
FT-SE 100(LIFFE)
Dec05 051201 5450.00 5504.50 5449.00 5498.00 +59.50 97,542 464,336 -381
Mar06 051201 5447.00 5511.00 5447.00 5507.50 +59.50 3,514 39,299 +2,403
Jun06 051201 5474.50 5517.50 5474.50 5517.50 +59.00 1 13,854 +0
Total Volume and Open Interest 101,057 518,239 +2,022
SPI 200(SFE)
Dec05 051201 4600.0 4624.0 4574.0 4593.0 -33.0 18,301 192,651 +498
Mar06 051201 4599.0 4623.0 4577.0 4594.0 -33.0 31 5,704 -14
Jun06 051201 4649.0 4649.0 4611.0 4619.0 -35.0 6 3,148 -1
Total Volume and Open Interest 18,380 204,425 +525
GSCI(CME)
Dec05 051201 418.50 425.80 415.70 425.80 +10.30 435 17,123 -103
Jan06 051201 424.40 431.10 422.00 431.10 +10.30 78 235 +37
Feb06 051201 431.50 431.50 431.50 431.50 +10.00 0 1 +0
Total Volume and Open Interest 513 17,359 -66
Reuters CRB Index(NYBOT)
Jan06 051201 336.25 339.50 336.25 339.50 +6.25 33 569 +1
Feb06 051201 335.25 337.50 335.25 337.50 +6.25 14 15 +8
Apr06 051201 337.75 337.75 337.75 337.75 +6.25 0 413 +0
Total Volume and Open Interest 47 998 +9
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!