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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri December 02, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051202 561.00 564.50 558.00 562.75 +3.00 40,121 155,274 -3,109
Mar06 051202 569.50 572.00 566.00 570.50 +2.50 11,765 54,817 +2,557
May06 051202 576.00 577.50 571.00 574.75 +1.50 2,005 25,784 -449
Jul06 051202 580.00 581.50 576.50 580.00 +1.75 2,903 31,887 -108
Aug06 051202 582.00 582.50 579.50 581.00 +0.50 80 2,793 +14
Sep06 051202 583.50 583.50 582.00 582.00 unch 4 1,449 +1
Nov06 051202 589.50 590.00 585.00 587.00 unch 615 15,296 -156
Total Volume and Open Interest 58,096 288,712 -949
Soybean Meal(CBOT)
Dec05 051202 173.00 174.00 171.70 173.80 +1.50 5,277 6,896 -1,215
Jan06 051202 173.00 174.30 172.10 173.70 +1.20 12,714 43,247 +299
Mar06 051202 174.30 175.30 173.40 174.80 +0.90 4,764 33,654 -234
May06 051202 175.50 176.30 174.80 175.30 +0.30 1,713 20,929 +411
Jul06 051202 178.00 178.20 176.80 177.40 -0.10 1,933 20,702 +6
Aug06 051202 178.50 179.00 178.00 178.00 unch 39 5,089 +15
Sep06 051202 179.50 180.00 178.00 178.00 -1.00 54 4,856 +35
Oct06 051202 178.90 179.50 178.30 178.30 -0.60 8 2,686 +8
Total Volume and Open Interest 26,692 143,907 -549
Soybean Oil(CBOT)
Dec05 051202 21.02 21.29 21.02 21.29 +0.25 5,503 2,861 -1,805
Jan06 051202 21.27 21.60 21.27 21.56 +0.29 19,562 75,365 -383
Mar06 051202 21.67 21.93 21.66 21.91 +0.25 7,947 44,115 +2,832
May06 051202 21.98 22.20 21.98 22.20 +0.24 464 18,269 +1
Jul06 051202 22.30 22.52 22.28 22.52 +0.27 675 24,246 +53
Aug06 051202 22.49 22.60 22.44 22.60 +0.23 180 2,924 +52
Sep06 051202 22.60 22.68 22.60 22.68 +0.17 236 3,035 +181
Oct06 051202 22.62 22.83 22.62 22.83 +0.23 218 1,594 -22
Total Volume and Open Interest 35,290 183,890 +949
Canola(WCE)
Jan06 051202 247.4 247.4 245.0 245.5 -2.5 4,662 54,619 -352
Mar06 051202 254.8 254.8 252.6 253.1 -1.7 793 15,346 +129
May06 051202 260.0 262.0 259.7 260.8 -1.7 283 3,514 +83
Jul06 051202 264.6 269.5 264.6 269.5 -0.1 33 3,100 +0
Sep06 050908 298.4 298.4 298.4 298.4 -2.7      
Total Volume and Open Interest 4,325 63,425 -1,198
Corn(CBOT)
Dec05 051202 190.00 191.25 189.25 189.75 +0.50 25,885 14,572 -7,283
Mar06 051202 204.50 204.75 202.75 203.25 -0.50 67,848 487,048 +3,619
May06 051202 212.75 213.25 211.25 211.75 -0.50 10,126 75,102 +1,748
Jul06 051202 221.00 221.25 219.50 220.00 -0.25 4,713 90,348 -922
Sep06 051202 229.75 229.75 228.00 228.00 -0.50 675 16,986 -44
Dec06 051202 240.00 240.25 238.75 239.00 -0.50 2,261 79,359 -214
Total Volume and Open Interest 112,088 776,569 -2,873
Wheat(CBOT)
Dec05 051202 305.00 306.50 303.00 303.50 -2.00 4,807 2,657 -1,931
Mar06 051202 320.50 322.75 319.00 319.75 -2.25 32,753 219,061 +642
May06 051202 330.50 331.75 328.00 328.75 -2.75 705 11,439 +175
Jul06 051202 339.00 340.50 336.50 337.25 -2.75 3,605 38,705 -132
Sep06 051202 347.50 348.00 344.50 345.50 -2.50 305 2,805 +243
Total Volume and Open Interest 43,258 293,858 -1,011
Wheat(KCBT)
Dec05 051202 369.00 369.50 364.00 366.00 -4.75 1,380 1,279 -914
Mar06 051202 372.50 375.50 368.00 370.25 -3.75 11,091 67,167 +1,523
May06 051202 359.50 363.00 358.50 359.00 -3.50 1,343 9,950 +697
Jul06 051202 357.00 358.50 354.25 355.00 -3.00 2,453 31,022 +205
Sep06 051202 361.00 362.50 357.00 358.00 -4.50 71 2,862 -7
Total Volume and Open Interest 16,673 114,424 +1,427
Wheat(MGE)
Dec05 051202 376.00 380.00 371.50 371.50 -5.00 666 822 -164
Mar06 051202 379.00 382.00 374.50 375.00 -5.00 4,680 23,188 +1,502
May06 051202 376.00 377.00 372.50 373.00 -3.00 245 2,701 +86
Jul06 051202 373.50 373.50 368.25 369.25 -2.75 915 9,355 +103
Sep06 051202 368.00 369.00 364.00 364.50 -2.50 106 3,043 -28
Total Volume and Open Interest 6,728 40,416 +1,469
Oats(CBOT)
Dec05 051202 202.50 204.00 201.75 204.00 +4.00 277 613 -87
Mar06 051202 187.50 191.75 186.50 190.75 +5.00 1,197 7,850 +285
May06 051202 183.25 186.50 183.25 186.50 +3.75 21 262 -7
Jul06 051202 181.00 184.00 181.00 184.00 +4.00 0 90 +0
Total Volume and Open Interest 1,495 8,858 +191
Rough Rice(CBOT)
Jan06 051202 7.42 7.46 7.37 7.40 -0.06 1,334 4,850 -304
Mar06 051202 7.68 7.72 7.63 7.68 -0.04 463 2,782 -54
May06 051202 7.95 7.95 7.88 7.89 -0.06 87 279 +32
Jul06 051202 8.19 8.20 8.14 8.14 -0.04 27 33 +14
Total Volume and Open Interest 1,917 8,007 -308
Live Cattle(CME)
Dec05 051202 93.900 94.000 92.775 93.025 -1.350 7,703 24,851 -1,635
Feb06 051202 96.400 96.500 95.300 95.825 -1.075 21,619 119,786 +6,280
Apr06 051202 93.900 93.950 92.900 93.475 -0.825 6,711 31,400 +2,323
Jun06 051202 87.450 87.500 86.650 87.200 -0.650 2,566 14,133 +857
Aug06 051202 86.450 86.475 85.700 86.250 -0.425 1,027 5,333 +452
Oct06 051202 87.500 87.500 87.300 87.500 -0.400 526 2,141 +407
Total Volume and Open Interest 40,277 198,815 +8,842
Feeder Cattle(CME)
Jan06 051202 117.200 117.200 116.400 116.675 -0.975 2,507 18,621 +272
Mar06 051202 115.600 115.600 114.550 115.000 -0.875 1,334 6,332 +441
Apr06 051202 113.550 113.550 112.750 113.225 -1.150 206 1,622 +34
May06 051202 112.200 112.450 111.750 112.450 -0.600 111 1,860 +70
Aug06 051202 112.800 112.850 112.300 112.750 -0.875 201 1,043 +94
Sep06 051202 110.800 111.200 110.800 111.200 -0.300 9 118 +8
Oct06 051202 110.300 110.500 110.300 110.500 unch 1 24 +1
Total Volume and Open Interest 4,370 29,621 +921
Lean Hogs(CME)
Dec05 051202 63.500 63.800 62.000 62.800 -0.550 3,747 15,149 -204
Feb06 051202 68.100 68.300 65.950 66.225 -1.725 9,651 76,747 +2,372
Apr06 051202 70.000 70.400 68.250 68.900 -1.250 3,555 20,372 +1,195
May06 051202 70.900 71.000 69.725 70.225 -0.750 290 3,468 +99
Jun06 051202 73.200 73.450 71.700 72.675 -0.700 1,753 9,817 +817
Jul06 051202 70.250 70.550 68.950 69.500 -0.750 337 3,128 +119
Aug06 051202 66.250 66.525 65.500 65.700 -0.500 190 1,416 +159
Oct06 051202 57.750 57.750 57.250 57.500 -0.450 14 560 +2
Total Volume and Open Interest 19,552 130,831 +4,559
Pork Bellies(CME)
Feb06 051202 89.250 89.450 88.075 88.775 -0.375 301 1,133 +62
Mar06 051202 88.000 88.000 87.800 87.800 -0.200 1 119 +1
May06 051202 90.725 90.725 88.800 88.800 -0.250 2 97 +1
Jul06 051202 92.500 92.500 92.500 92.500 +0.250 3 26 +0
Aug06 051202 93.300 93.300 93.300 93.300 +0.300 0 27 +0
Total Volume and Open Interest 307 1,402 +64
Class III Milk(CME)
Dec05 051202 13.25 13.30 13.25 13.30 +0.08 103 2,176 +5
Jan06 051202 12.82 12.87 12.82 12.87 +0.07 69 1,956 +6
Feb06 051202 12.50 12.52 12.48 12.52 +0.04 40 1,708 +4
Mar06 051202 12.50 12.53 12.48 12.48 -0.02 6 1,630 +2
Apr06 051202 12.48 12.49 12.42 12.42 -0.03 7 1,551 +4
Total Volume and Open Interest 377 18,928 +96
Cocoa(NYBOT)
Dec05 051202 1460 1474 1460 1473 +13 10 1,197 -1
Mar06 051202 1462 1484 1460 1478 +13 13,898 56,979 -1,427
May06 051202 1480 1500 1479 1498 +14 1,240 13,823 +212
Jul06 051202 1502 1525 1502 1518 +15 158 11,741 +4
Sep06 051202 1520 1540 1520 1537 +13 185 11,389 +116
Dec06 051202 1548 1566 1548 1566 +13 25 10,163 +16
Mar07 051202 1570 1590 1570 1590 +13 315 11,226 +5
Total Volume and Open Interest 15,856 122,151 -1,050
Coffee "C"(NYBOT)
Dec05 051202 93.00 93.00 90.75 90.75 -1.65 54 244 -77
Mar06 051202 96.95 97.65 94.65 94.75 -1.70 11,530 58,179 -349
May06 051202 98.90 99.80 96.90 96.95 -1.70 2,657 9,397 +312
Jul06 051202 100.80 100.80 98.75 98.75 -1.65 790 4,302 +12
Sep06 051202 102.40 102.70 100.40 100.40 -1.65 177 2,378 +70
Dec06 051202 104.65 104.65 103.00 103.00 -1.65 146 1,527 +71
Total Volume and Open Interest 15,355 77,282 +39
Orange Juice(NYBOT)
Jan06 051202 123.00 127.90 123.00 126.50 +3.40 4,462 22,808 -257
Mar06 051202 125.00 129.90 124.90 128.40 +3.40 1,510 9,015 +728
May06 051202 126.70 129.20 126.70 129.20 +3.20 8 1,587 +1
Jul06 051202 127.70 130.30 127.70 130.10 +3.10 59 573 +56
Sep06 051202 130.90 130.90 130.90 130.90 +2.90 0 441 +0
Total Volume and Open Interest 6,044 34,714 +533
Sugar #11(NYBOT)
Mar06 051202 12.98 13.05 12.77 12.86 -0.06 56,610 298,549 -337
May06 051202 12.97 12.97 12.70 12.79 -0.05 11,263 75,786 -337
Jul06 051202 12.65 12.66 12.41 12.49 -0.04 6,764 48,790 -21
Oct06 051202 12.62 12.64 12.40 12.44 -0.06 5,620 31,911 +1,125
Mar07 051202 12.60 12.60 12.34 12.41 -0.09 6,403 31,429 +1,131
Total Volume and Open Interest 91,285 505,756 +1,582
Sugar #14(NYBOT)
Jan06 051202 21.26 21.35 21.26 21.35 +0.10 65 1,699 -27
Mar06 051202 21.20 21.32 21.20 21.31 +0.11 63 3,114 -4
May06 051202 21.20 21.20 21.20 21.20 +0.01 0 3,056 +0
Jul06 051202 21.45 21.55 21.45 21.55 +0.10 5 3,482 +5
Sep06 051202 21.75 21.75 21.75 21.75 -0.05 3 1,541 +3
Total Volume and Open Interest 136 13,663 -23
London Cocoa(LCE)
Dec05 051202 864 872 853 861 -2 2,993 26,362 -1,466
Mar06 051202 895 902 881 890 +1 9,737 67,871 -1,415
May06 051202 900 910 894 901 +1 1,319 21,021 +793
Jul06 051202 921 921 913 915 +1 506 27,605 +88
Sep06 051202 927 932 918 927 +1 597 14,600 +389
Dec06 051202 930 941 928 938 +1 642 18,262 +398
Mar07 051202 951 952 940 947 unch 336 4,378 +288
Total Volume and Open Interest 16,130 180,499 -925
London Coffee(LCE)
Jan06 051202 1066.00 1074.00 1050.00 1058.00 -8.00 5,635 61,470 -717
Mar06 051202 1082.00 1092.00 1067.00 1076.00 -9.00 3,001 37,186 -486
May06 051202 1095.00 1105.00 1086.00 1088.00 -10.00 1,009 13,096 +504
Jul06 051202 1111.00 1113.00 1101.00 1101.00 -10.00 51 5,467 +4
Sep06 051202 1125.00 1125.00 1116.00 1116.00 -11.00 25 2,140 +16
Nov06 051202 1130.00 1130.00 1130.00 1130.00 -10.00 16 230 +16
Total Volume and Open Interest 9,737 119,724 -663
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051202 320.80 324.20 317.00 319.20 -1.50 6,810 35,760 +896
May06 051202 327.00 333.00 327.00 328.60 unch 285 7,802 +116
Aug06 051202 334.50 338.60 332.20 337.20 +2.20 658 7,555 -7
Oct06 051202 337.00 339.00 337.00 339.00 +1.00 647 5,838 +136
Total Volume and Open Interest 8,587 62,442 +1,081
Cotton(NYBOT)
Dec05 051202 48.90 48.90 48.30 48.30 unch 64 893 -21
Mar06 051202 51.80 52.10 51.38 51.77 +0.24 14,789 75,704 +1,462
May06 051202 53.10 53.35 52.65 52.90 +0.10 1,826 11,570 +268
Jul06 051202 54.00 54.05 53.55 53.86 +0.16 503 3,802 +129
Oct06 051202 54.50 54.50 54.50 54.50 +0.13 50 88 +25
Dec06 051202 55.80 55.80 55.35 55.68 +0.18 423 2,193 +263
Total Volume and Open Interest 17,656 94,337 +2,126
Lumber(CME)
Jan06 051202 340.6 344.6 338.8 339.5 +3.0 591 2,973 -19
Mar06 051202 351.9 354.0 351.0 352.8 +1.2 488 1,627 +52
May06 051202 344.0 346.9 344.0 345.5 +2.5 46 408 +4
Jul06 051202 341.8 343.3 341.8 343.3 +1.6 0 99 +0
Total Volume and Open Interest 1,125 5,138 +37
Crude Oil(NYM)
Jan06 051202 58.80 59.55 58.50 59.32 +0.85 112,884 260,783 -11,945
Feb06 051202 59.80 60.30 59.30 60.21 +0.86 54,377 102,497 +6,178
Mar06 051202 60.30 60.76 59.90 60.76 +0.92 27,634 58,019 +5,127
Apr06 051202 60.55 61.07 60.15 61.07 +0.93 9,535 30,037 +2,583
May06 051202 60.55 61.31 60.55 61.31 +0.93 5,444 21,915 -365
Jun06 051202 61.00 61.51 60.60 61.51 +0.93 9,834 56,689 +1,903
Jul06 051202 61.60 61.68 61.60 61.68 +0.93 1,202 12,107 +105
Aug06 051202 61.30 61.83 61.30 61.83 +0.93 947 10,118 +41
Sep06 051202 61.95 61.95 61.95 61.95 +0.93 2,636 22,819 +3,992
Oct06 051202 62.02 62.02 62.02 62.02 +0.93 538 5,734 +170
Nov06 051202 62.07 62.07 62.07 62.07 +0.93 50 10,786 -15
Dec06 051202 61.60 62.09 61.40 62.09 +0.93 8,301 49,418 +1,574
Jan07 051202 62.07 62.07 62.07 62.07 +0.93 245 12,166 +177
Feb07 051202 62.06 62.06 62.06 62.06 +0.93 0 4,247 +0
Mar07 051202 62.04 62.04 62.04 62.04 +0.93 0 6,808 +0
Apr07 051202 62.02 62.02 62.02 62.02 +0.93 0 4,424 +0
Total Volume and Open Interest 240,148 861,617 +11,631
Heating Oil(NYM)
Jan06 051202 176.50 179.00 174.25 177.20 +3.33 30,479 80,658 -1,851
Feb06 051202 180.25 181.50 177.75 180.60 +3.02 14,778 36,060 +2,953
Mar06 051202 180.00 181.25 178.32 180.40 +2.62 5,256 20,558 +334
Apr06 051202 176.00 177.75 175.75 177.35 +2.17 1,937 10,455 -57
May06 051202 173.00 174.50 173.00 174.05 +1.77 1,437 6,166 -271
Jun06 051202 171.20 173.40 171.20 172.40 +1.67 1,219 7,948 +35
Jul06 051202 172.60 173.25 172.50 172.85 +1.57 944 4,492 +167
Aug06 051202 173.50 174.50 173.50 174.05 +1.52 112 2,798 +96
Sep06 051202 176.00 176.50 176.00 176.00 +1.47 42 1,906 +9
Oct06 051202 178.40 179.00 178.00 178.25 +1.42 28 584 +28
Nov06 051202 179.70 181.25 179.70 180.65 +1.37 4 933 +2
Dec06 051202 182.40 183.50 182.35 183.20 +1.37 279 4,837 -9
Total Volume and Open Interest 56,623 181,467 -1,462
Unleaded Gas(NYM)
Jan06 051202 158.00 161.85 156.85 161.13 +4.87 28,870 70,348 -2,166
Feb06 051202 162.00 164.50 160.40 164.22 +3.74 11,839 18,780 +1,624
Mar06 051202 163.50 166.10 162.90 166.10 +3.17 4,708 13,867 +608
Apr06 051202 171.50 174.00 171.50 174.00 +2.37 972 12,768 -131
May06 051202 172.00 175.30 172.00 175.30 +2.27 356 9,276 -5
Jun06 051202 174.00 176.10 174.00 176.10 +2.17 1,073 6,475 -245
Jul06 051202 176.30 176.30 176.30 176.30 +2.12 221 3,006 -1
Aug06 051202 174.50 175.90 174.50 175.90 +2.07 122 2,681 +94
Sep06 051202 174.35 174.35 174.35 174.35 +2.02 379 2,657 +99
Oct06 051202 164.00 166.10 164.00 166.10 +1.97 0 874 +0
Nov06 051202 163.65 163.65 163.65 163.65 +1.92 0 523 +0
Dec06 051202 162.35 162.35 162.35 162.35 +1.92 2 324 +66
Total Volume and Open Interest 48,542 141,663 -1,396
Natural Gas(NYM)
Jan06 051202 13.150 13.950 13.050 13.931 +0.904 32,781 98,953 -182
Feb06 051202 13.270 14.000 13.140 13.951 +0.834 11,612 35,994 +1,317
Mar06 051202 13.100 13.800 13.000 13.765 +0.818 10,605 58,453 -744
Apr06 051202 10.750 11.050 10.600 11.005 +0.328 4,090 34,223 +237
May06 051202 10.530 10.750 10.480 10.750 +0.233 2,360 25,965 +230
Jun06 051202 10.570 10.800 10.500 10.780 +0.228 703 11,056 +69
Jul06 051202 10.550 10.818 10.550 10.818 +0.221 315 15,725 +90
Aug06 051202 10.610 10.860 10.610 10.860 +0.223 308 17,740 +79
Sep06 051202 10.600 10.852 10.600 10.852 +0.223 371 14,949 +132
Oct06 051202 10.630 10.900 10.630 10.895 +0.218 1,014 25,949 +297
Nov06 051202 11.120 11.358 11.120 11.358 +0.211 55 11,310 -15
Dec06 051202 11.620 11.815 11.550 11.815 +0.203 359 12,933 +298
Jan07 051202 11.950 12.190 11.950 12.190 +0.203 415 13,468 +84
Feb07 051202 12.125 12.125 12.125 12.125 +0.198 114 5,980 +25
Mar07 051202 11.820 11.820 11.820 11.820 +0.188 710 11,258 +25
Apr07 051202 9.520 9.520 9.520 9.520 +0.098 718 11,132 +216
Total Volume and Open Interest 69,847 541,623 +2,780
Brent Crude Oil(ICE)
Jan06 051202 56.30 57.21 55.71 57.05 +0.90 67,882 91,857 +4,179
Feb06 051202 56.96 58.01 56.64 57.93 +0.87 36,165 95,836 +3,220
Mar06 051202 57.63 58.66 57.36 58.61 +0.85 17,736 34,946 +3,870
Apr06 051202 58.05 59.06 57.84 59.06 +0.83 5,364 14,321 +905
May06 051202 58.50 59.42 58.50 59.42 +0.79 3,694 11,089 +1,197
Jun06 051202 58.70 59.75 58.70 59.73 +0.76 4,823 34,903 -5,929
Jul06 051202 59.67 60.01 59.60 60.01 +0.79 612 8,235 +25
Aug06 051202 60.20 60.20 60.20 60.20 +0.80 508 2,253 +27
Sep06 051202 60.34 60.34 60.34 60.34 +0.81 1,750 20,259 -698
Oct06 051202 60.43 60.43 60.43 60.43 +0.82 0 4,477 -228
Nov06 051202 59.95 60.47 59.95 60.47 +0.78 0 3,635 -100
Dec06 051202 60.00 60.51 59.53 60.51 +0.79 2,308 32,295 -400
Jan07 051202 60.53 60.53 60.53 60.53 +0.79 0 2,948 +0
Feb07 051202 60.02 60.52 59.98 60.52 +0.79 0 1,610 +0
Total Volume and Open Interest 142,973 402,895 +6,341
Gas Oil(ICE)
Dec05 051202 508.00 519.00 502.00 507.75 +10.75 14,598 25,790 -1,278
Jan06 051202 523.00 534.00 517.00 523.75 +12.00 16,946 69,851 -110
Feb06 051202 531.25 542.00 526.00 533.25 +12.50 5,874 30,550 +1,570
Mar06 051202 536.00 546.50 531.00 538.00 +11.75 2,245 20,933 +1,135
Apr06 051202 543.50 543.50 538.75 541.00 +11.50 371 8,789 -79
May06 051202 543.00 543.00 543.00 543.00 +11.50 62 3,532 +47
Jun06 051202 549.50 551.75 544.75 544.75 +11.50 179 22,867 +95
Jul06 051202 547.75 547.75 547.75 547.75 +11.75 0 1,364 +0
Aug06 051202 550.50 550.50 550.50 550.50 +12.00 0 164 +0
Sep06 051202 553.00 553.00 553.00 553.00 +12.00 0 1,567 +0
Total Volume and Open Interest 41,925 215,941 +2,405
US Dollar Index(NYBOT)
Dec05 051202 91.87 92.33 91.67 91.88 +0.11 2,395 30,562 +852
Mar06 051202 91.70 92.05 91.43 91.60 +0.11 162 2,986 +34
Jun06 051202 91.31 91.31 91.31 91.31 +0.11 0 12 +0
Total Volume and Open Interest 2,557 33,562 +886
Australian Dollar(CME)
Dec05 051202 74.38 74.87 74.38 74.85 +0.70 2,081 70,737 -9,509
Mar06 051202 74.25 74.66 74.20 74.66 +0.70 16 884 +287
Jun06 051202 74.49 74.49 74.49 74.49 +0.70 0 81 +0
Total Volume and Open Interest 2,097 71,712 -9,222
British Pound(CME)
Dec05 051202 172.76 173.66 172.75 173.36 +0.13 4,817 93,523 +528
Mar06 051202 172.80 173.70 172.65 173.33 +0.13 4,194 12,818 +4,407
Jun06 051202 173.53 173.53 173.53 173.53 +0.13 0 8 +0
Total Volume and Open Interest 9,011 106,365 +4,935
Canadian Dollar(CME)
Dec05 051202 85.96 86.22 85.86 86.14 +0.12 8,599 113,932 -954
Mar06 051202 86.13 86.41 86.07 86.35 +0.12 156 6,601 +321
Jun06 051202 86.60 86.60 86.40 86.56 +0.10 13 769 +8
Sep06 051202 86.77 86.77 86.77 86.77 +0.08 0 122 +0
Total Volume and Open Interest 8,770 121,574 -627
Japanese Yen(CME)
Dec05 051202 82.91 83.33 82.63 83.09 -0.09 9,278 193,248 +8,634
Mar06 051202 83.74 84.22 83.54 83.96 -0.09 2,223 32,567 +3,081
Jun06 051202 85.01 85.01 85.01 85.01 -0.09 0 68 -2
Total Volume and Open Interest 11,501 225,929 +11,716
Swiss Franc(CME)
Dec05 051202 75.90 76.18 75.69 76.01 -0.03 3,083 113,261 +14,422
Mar06 051202 76.48 76.72 76.30 76.62 -0.03 480 3,788 +314
Jun06 051202 77.26 77.26 77.26 77.26 -0.03 0 20 +0
Total Volume and Open Interest 3,563 117,118 +14,730
EuroFX(CME)
Dec05 051202 117.11 117.60 116.70 117.22 -0.32 11,146 180,210 +9,276
Mar06 051202 117.64 118.12 117.27 117.77 -0.31 216 4,960 +673
Jun06 051202 118.43 118.43 118.43 118.43 -0.29 0 1,605 +0
Total Volume and Open Interest 11,362 187,043 +9,949
Mexican Peso(CME)
Dec05 051202 9540.0 9580.0 9525.0 9532.0 +35.0 4,860 111,487 +933
Mar06 051202 9460.0 9462.0 9440.0 9440.0 +35.0 541 4,892 +729
Total Volume and Open Interest 5,728 141,882 +1,665
30-Year T-Bonds(CBOT)
Dec05 051202 112~04 112~10 111~23 112~05 +0~03 84,530 151,722 -33,647
Mar06 051202 111~29 112~05 111~15 111~29 +0~03 393,086 454,430 +59,015
Jun06 051202 111~16 111~25 111~16 111~24 +0~03 27 959 +15
Total Volume and Open Interest 477,643 607,113 +25,383
10-Year T-Notes(CBOT)
Dec05 051202 108~185 108~225 108~130 108~190 +0~005 223,058 332,801 -90,127
Mar06 051202 108~115 108~150 108~055 108~110 unch 1,110,968 1,333,958 +108,650
Total Volume and Open Interest 1,334,597 1,670,465 +18,811
5-Year T-Notes(CBOT)
Dec05 051202 105~315 106~010 105~315 106~010 +0~010 106,791 0 +0
Mar06 051202 105~255 105~295 105~245 105~270 +0~010 602,957 0 +0
Jun06 051202 105~245 105~245 105~245 105~245 +0~010      
Total Volume and Open Interest 709,749    
2 Year T-Notes(CBOT)
Dec05 051202 102~076 102~077 102~073 102~076 +0~003 10,181 85,498 -19,256
Mar06 051202 102~064 102~068 102~061 102~064 +0~003 12,654 261,434 +22,296
Total Volume and Open Interest 22,835 346,932 +3,040
Eurodollars(CME)
Dec05 051202 95.500 95.503 95.495 95.500 +0.003 52,056 1,215,697 -15,767
Mar06 051202 95.190 95.210 95.185 95.205 +0.015 37,067 1,184,784 -2,308
Jun06 051202 95.085 95.100 95.070 95.085 +0.010 58,198 1,355,281 +3,519
Sep06 051202 95.105 95.145 95.090 95.105 +0.005 322,186 928,259 +5,374
Dec06 051202 95.150 95.175 95.130 95.145 unch 29,558 1,076,073 +35,295
Mar07 051202 95.185 95.210 95.175 95.180 -0.005 45,376 886,151 -312
Jun07 051202 95.185 95.200 95.170 95.175 -0.005 40,791 680,050 +18,651
Sep07 051202 95.160 95.185 95.150 95.165 unch 25,520 378,444 +12,900
Dec07 051202 95.130 95.150 95.130 95.140 unch 15,245 291,970 -5,121
Mar08 051202 95.115 95.135 95.115 95.130 +0.005 17,302 256,949 +1,772
Jun08 051202 95.090 95.110 95.090 95.105 +0.005 20,743 272,238 +6,286
Sep08 051202 95.055 95.080 95.055 95.075 +0.005 19,241 223,530 +6,760
Dec08 051202 95.015 95.035 95.005 95.035 +0.005 11,929 157,340 +1,641
Mar09 051202 94.995 95.015 94.985 95.015 +0.005 21,259 131,808 +3,999
Jun09 051202 94.965 94.985 94.955 94.985 +0.005 9,262 107,668 +2,564
Sep09 051202 94.930 94.950 94.920 94.950 +0.005 7,337 104,516 +1,739
Dec09 051202 94.895 94.910 94.880 94.910 +0.005 9,711 81,567 +871
Mar10 051202 94.880 94.890 94.860 94.890 +0.005 6,504 52,933 -330
Total Volume and Open Interest 475,656 9,646,485 +112,408
3-Mth Euro-Yen(CME)
Dec05 051202 99.91 99.91 99.91 99.91 unch 1 6,449 +1
Mar06 051202 99.87 99.87 99.87 99.87 unch 22 5,715 -200
Jun06 051202 99.80 99.80 99.80 99.80 unch 1 8,569 +249
Sep06 051202 99.70 99.70 99.70 99.70 -0.01 0 7,335 -15
Dec06 051202 99.60 99.60 99.60 99.60 -0.01 2 7,434 +300
Mar07 051202 99.49 99.49 99.49 99.49 -0.01 0 2,091 -60
Jun07 051202 99.39 99.39 99.39 99.39 -0.01 0 2,767 -9
Sep07 051202 99.29 99.29 99.29 99.29 -0.01 0 683 +0
Dec07 051202 99.20 99.20 99.18 99.18 -0.03 0 38 +0
Mar08 051202 99.07 99.07 99.07 99.07 -0.03 0 51 +0
Total Volume and Open Interest 26 41,384 +266
3-Mth Euro-Yen(SIMEX)
Dec05 051202 99.91 99.91 99.91 99.91 unch 2,586 82,207 +154
Mar06 051202 99.87 99.87 99.87 99.87 unch 1,663 65,418 -95
Jun06 051202 99.80 99.80 99.79 99.79 -0.01 3,502 65,164 +1,711
Sep06 051202 99.71 99.71 99.70 99.70 -0.01 594 35,577 +136
Dec06 051202 99.61 99.61 99.59 99.59 -0.02 1,880 49,405 +145
Mar07 051202 99.50 99.50 99.48 99.48 -0.03 319 28,736 -16
Jun07 051202 99.41 99.41 99.38 99.38 -0.03 589 17,830 +241
Sep07 051202 99.31 99.31 99.28 99.28 -0.03 650 2,498 -123
Total Volume and Open Interest 11,783 375,391 +2,153
German Euro-Bund(EUREX)
Dec05 051202 120.58 120.81 120.40 120.78 +0.15 1,520,056 1,274,198 -77,355
Mar06 051202 120.87 121.10 120.70 121.07 +0.13 182,118 226,590 +43,099
Jun06 051202 120.30 120.30 120.15 120.30 +0.28 500 6 +0
Total Volume and Open Interest 1,702,674 1,500,794 +38,618
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051202 112.98 113.14 112.89 113.12 +0.07 121,151 145,926 +21,723
Jun06 051202 112.40 112.46 112.40 112.40 +0.01 0 2 +0
Total Volume and Open Interest 1,083,928 1,056,745 -29,651
Long Gilt(LIFFE)
Dec05 051202 113~11 113~13 113~02 113~05 -0~10 30,098 33,138 -13,908
Mar06 051202 113~23 113~25 113~11 113~15 -0~11 75,001 187,448 +9,579
Total Volume and Open Interest 105,099 220,586 -4,329
3-Mth Short Sterling(LIFFE)
Dec05 051202 95.38 95.38 95.38 95.38 -0.01 15,827 272,319 -6,218
Mar06 051202 95.41 95.41 95.41 95.41 -0.03 48,689 350,933 -1,909
Jun06 051202 95.41 95.41 95.41 95.41 -0.05 53,386 309,813 -1,075
Total Volume and Open Interest 257,043 1,786,216 -367
3-Mth Euribor(LIFFE)
Dec05 051202 97.510 97.540 97.510 97.535 +0.020 32,893 719,022 +791
Mar06 051202 97.335 97.380 97.330 97.370 +0.035 109,029 677,556 -298
Jun06 051202 97.195 97.245 97.190 97.230 +0.030 96,584 628,100 +102
Total Volume and Open Interest 516,693 3,752,772 +14,413
3-Mth Aus T-Bills(SFE)
Dec05 051202 94.39 94.39 94.38 94.39 unch 1,582 61,453 -2,427
Mar06 051202 94.40 94.42 94.40 94.42 +0.01 20,973 173,172 +6,726
Jun06 051202 94.37 94.41 94.37 94.41 +0.02 8,514 95,849 +3,491
Sep06 051202 94.35 94.39 94.35 94.39 +0.02 2,930 35,904 +145
Dec06 051202 94.32 94.36 94.32 94.36 +0.02 442 36,984 -1,123
Mar07 051202 94.31 94.31 94.31 94.31 +0.02 464 19,332 +305
Jun07 051202 94.24 94.26 94.24 94.26 +0.02 305 35,949 -195
Sep07 051202 94.22 94.22 94.22 94.22 +0.02 616 8,777 -653
Dec07 051202 94.19 94.19 94.19 94.19 +0.02 1 4,505 +0
Mar08 051202 94.17 94.17 94.17 94.17 +0.02 0 2,451 +0
Total Volume and Open Interest 35,848 476,525 +6,284
10-Year Aus T-Bonds(SFE)
Dec05 051202 94.61 94.64 94.60 94.63 +0.02 18,061 316,582 -2,627
Mar06 051202 94.61 94.62 94.61 94.62 +0.03 101 191 +121
Total Volume and Open Interest 18,162 316,773 -2,506
3-Year Aus T-Bonds(SFE)
Dec05 051202 94.67 94.70 94.66 94.69 +0.02 34,437 362,159 -38,262
Mar06 051202 94.66 94.68 94.66 94.68 +0.02 1 1 +1
Total Volume and Open Interest 34,438 362,160 -38,261
Gold(CMX)
Dec05 051202 502.0 505.5 500.0 503.3 +0.8 2,665 8,352 -2,483
Feb06 051202 506.0 508.9 503.8 507.0 +0.7 60,345 258,899 +1,313
Apr06 051202 511.0 513.5 508.6 511.3 +0.7 679 9,100 +124
Jun06 051202 515.0 517.8 513.0 515.6 +0.7 392 19,055 +21
Aug06 051202 517.5 521.5 517.5 519.9 +0.7 401 2,337 -15
Oct06 051202 521.5 526.0 521.5 524.3 +0.7 14 5,681 -5
Dec06 051202 528.0 530.5 525.5 528.7 +0.8 354 10,824 -166
Feb07 051202 533.1 533.1 533.1 533.1 +0.8 0 5,521 +0
Apr07 051202 537.5 537.5 537.5 537.5 +0.8 0 1,328 +0
Jun07 051202 541.0 541.8 541.0 541.8 +0.8 0 6,866 +0
Aug07 051202 546.1 546.1 546.1 546.1 +0.8 5 58 +5
Oct07 051202 550.4 550.4 550.4 550.4 +0.8      
Total Volume and Open Interest 64,924 341,290 -1,220
Silver(CMX)
Dec05 051202 850.5 857.5 846.0 854.4 +4.5 885 4,270 +63
Mar06 051202 860.0 867.5 854.5 864.7 +4.5 25,305 107,513 +1,908
May06 051202 867.0 871.0 860.0 869.5 +4.5 78 3,083 -29
Jul06 051202 870.0 875.0 868.0 873.7 +4.5 589 9,158 -19
Sep06 051202 869.0 877.7 869.0 877.7 +4.5 80 3,441 +50
Dec06 051202 882.0 886.0 875.0 882.3 +4.4 979 10,635 +116
Mar07 051202 887.7 887.7 887.7 887.7 +4.7 0 57 +0
Total Volume and Open Interest 27,954 142,991 +2,082
Platinum(NYM)
Jan06 051202 1001.0 1008.9 1001.0 1007.9 +13.2 2,684 11,240 -724
Apr06 051202 1010.0 1014.0 1010.0 1012.4 +13.2 262 1,342 +36
Total Volume and Open Interest 2,946 12,582 -688
Palladium(NYME)
Dec05 051202 266.00 269.10 264.00 269.10 +4.70 232 882 -405
Mar06 051202 274.00 274.00 268.00 272.60 +4.20 1,385 13,817 +244
Jun06 051202 270.00 275.10 270.00 275.10 +4.20 1 47 -1
Total Volume and Open Interest 1,619 14,772 -162
Copper(CMX)
Dec05 051202 215.30 218.30 215.00 215.25 -1.55 2,758 8,491 -922
Mar06 051202 198.35 200.15 197.70 198.10 -1.85 13,998 75,494 +624
May06 051202 191.50 193.10 191.50 191.90 -1.75 1,301 6,145 +324
Jul06 051202 186.00 187.70 185.90 185.90 -1.75 169 4,054 +11
Sep06 051202 182.00 182.00 180.20 180.20 -1.75 232 2,161 +89
Total Volume and Open Interest 20,043 108,064 +382
Aluminum(CMX)
Dec05 051202 101.10 101.10 101.10 101.10 -0.45 0 174 -598
Jan06 051202 101.60 101.60 101.60 101.60 -0.65 2 1,219 -1
Feb06 051202 101.20 101.20 101.20 101.20 -0.65 0 70 +0
Mar06 051202 100.80 100.80 100.80 100.80 -0.65 0 71 +0
Apr06 051202 100.25 100.25 100.25 100.25 -0.65 0 50 +0
May06 051202 99.70 99.70 99.70 99.70 -0.65 0 50 +0
Total Volume and Open Interest 2 1,729 -599
DJIA Index(CBOT)
Dec05 051202 10927 10943 10875 10889 -30 4,486 37,752 +481
Mar06 051202 10976 10993 10935 10943 -30 177 2,414 -5
Jun06 051202 11007 11007 11007 11007 +1 0 5 +0
Total Volume and Open Interest 4,663 40,176 +476
S & P 500(CME)
Dec05 051202 1265.20 1268.20 1262.60 1266.00 +1.40 52,460 550,835 -15,894
Mar06 051202 1273.50 1276.00 1271.50 1274.20 +1.40 18,033 114,835 +16,210
Jun06 051202 1283.90 1283.90 1283.90 1283.90 +1.40 44 3,859 +43
Sep06 051202 1293.70 1293.70 1293.70 1293.70 +1.40 27 849 +28
Total Volume and Open Interest 70,571 670,431 +387
S & P 500 E-Mini(Globex)
Dec05 051202 1265.00 1268.25 1262.50 1266.00 +1.50 880,394 1,170,872 -1,171
Mar06 051202 1272.75 1276.25 1271.00 1274.25 +1.50 12,708 105,844 +11,102
Total Volume and Open Interest 893,102 1,276,716 +9,931
NASDAQ 100(CME)
Dec05 051202 1703.00 1712.00 1701.00 1710.00 +6.00 6,795 54,243 -969
Mar06 051202 1721.50 1728.00 1720.00 1727.00 +6.00 1,011 5,523 +1,654
Jun06 051202 1741.50 1741.50 1741.50 1741.50 +6.00 0 17 +0
Total Volume and Open Interest 7,806 59,783 +685
NASDAQ 100 E-Mini(Globex)
Dec05 051202 1705.00 1712.00 1701.00 1710.00 +6.00 293,719 424,071 -7,285
Mar06 051202 1722.50 1728.00 1718.50 1727.00 +6.00 4,021 4,797 +3,365
Total Volume and Open Interest 297,740 428,868 -3,920
S & P Midcap 400(CME)
Dec05 051202 745.00 746.90 742.25 746.20 +1.30 375 12,899 +95
Mar06 051202 751.00 752.50 749.60 752.10 +1.35 370 351 +348
Jun06 051202 755.10 755.10 755.10 755.10 +1.35      
Total Volume and Open Interest 1,047 13,084 +182
Russell 2000(CME)
Dec05 051202 689.00 691.50 684.80 691.30 +1.80 1,688 35,190 -245
Mar06 051202 694.00 696.00 691.00 695.85 +1.85 356 1,333 +417
Jun06 051202 700.60 700.60 700.60 700.60 +1.85      
Total Volume and Open Interest 2,044 36,528 +172
Russell 2000 E-Mini(Globex)
Dec05 051202 689.60 691.70 684.70 691.30 +1.80 129,445 288,127 -6,900
Mar06 051202 693.70 696.10 689.50 695.90 +1.90 6,766 8,104 +4,561
Total Volume and Open Interest 136,211 296,231 -2,339
Value Line(KCBT)
Dec05 051202 1936.00 1942.00 1932.50 1942.00 +1.50 166 117 +11
Total Volume and Open Interest 166 143 +11
Nikkei 225(CME)
Dec05 051202 15275 15405 15245 15390 +255 62,506 253,192 -1,619
Mar06 051202 15290 15415 15245 15415 +280 1,870 11,991 +6,117
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 051202 15275 15405 15245 15390 +255 62,506 253,192 -1,619
Mar06 051202 15290 15415 15245 15415 +280 1,870 11,991 +6,117
Jun06 051202 15350 15350 15350 15350 +295      
Total Volume and Open Interest 64,387 265,325 +4,498
CAC 40(MATIF)
Dec05 051202 4657.5 4673.5 4641.0 4667.0 +24.0 65,191 469,366 +11,267
Jan06 051202 4671.0 4680.0 4651.0 4676.5 +24.0 1,181 4,199 +1,036
Feb06 051202 4684.5 4684.5 4684.5 4684.5 +24.0 0 100 +0
Total Volume and Open Interest 66,539 478,911 +12,302
Hang Seng Index(HKFE)
Dec05 051202 15240 15300 15185 15258 +103 37,413 93,568 +1,311
Jan06 051202 15260 15350 15243 15310 +110 429 121 +121
Total Volume and Open Interest 38,018 94,565 +1,468
DAX Index(EUREX)
Dec05 051202 5301.0 5313.5 5280.0 5307.5 +38.5 137,625 240,062 +3,176
Mar06 051202 5338.0 5346.5 5315.0 5340.5 +38.5 931 12,373 +248
Jun06 051202 5375.0 5382.5 5351.0 5376.0 +38.0 421 4,835 +47
Total Volume and Open Interest 138,977 257,270 +3,471
FT-SE 100(LIFFE)
Dec05 051202 5505.00 5541.00 5492.00 5535.50 +37.50 78,883 467,991 +3,655
Mar06 051202 5519.50 5548.00 5505.00 5545.00 +37.50 5,120 42,878 +3,579
Jun06 051202 5535.00 5556.00 5535.00 5556.00 +38.50 2 13,854 +0
Total Volume and Open Interest 84,005 525,473 +7,234
SPI 200(SFE)
Dec05 051202 4648.0 4658.0 4617.0 4624.0 +31.0 20,280 196,176 +3,525
Mar06 051202 4656.0 4656.0 4618.0 4624.0 +30.0 655 6,000 +296
Jun06 051202 4649.0 4649.0 4649.0 4649.0 +30.0 90 3,172 +24
Total Volume and Open Interest 21,026 208,270 +3,845
GSCI(CME)
Dec05 051202 428.80 435.20 427.20 434.90 +9.10 394 17,190 +67
Jan06 051202 433.70 439.35 433.70 439.35 +8.25 187 337 +102
Feb06 051202 435.50 439.50 435.50 439.50 +8.00 1 2 +1
Total Volume and Open Interest 582 17,529 +170
Reuters CRB Index(NYBOT)
Jan06 051202 340.75 340.75 339.95 340.75 +1.25 117 556 -13
Feb06 051202 339.00 339.00 338.75 338.75 +1.25 6 19 +4
Apr06 051202 339.00 339.00 339.00 339.00 +1.25 0 413 +0
Total Volume and Open Interest 123 989 -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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