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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 15, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051215 593.00 594.00 585.00 587.25 -5.25 55,370 93,738 -5,565
Mar06 051215 605.00 605.50 595.25 598.00 -5.50 29,764 112,091 +5,190
May06 051215 614.00 614.00 603.00 606.25 -5.00 7,785 25,955 +273
Jul06 051215 619.00 619.00 609.50 613.75 -3.75 7,521 34,404 +415
Aug06 051215 613.50 617.50 613.50 616.00 -2.00 304 3,458 +138
Sep06 051215 617.50 617.50 617.50 617.50 -2.50 6 1,533 -4
Nov06 051215 621.50 622.50 617.00 620.75 -2.75 4,668 18,237 +851
Total Volume and Open Interest 105,514 291,246 +1,356
Soybean Meal(CBOT)
Jan06 051215 191.50 191.80 186.70 187.40 -3.60 15,453 37,287 -893
Mar06 051215 192.50 192.50 188.00 188.90 -3.60 10,961 36,987 +796
May06 051215 194.00 194.00 190.00 190.80 -3.20 2,431 22,696 +75
Jul06 051215 195.50 195.50 191.70 193.40 -2.30 3,464 21,781 -9
Aug06 051215 192.50 194.60 192.50 194.50 -2.00 350 5,634 -34
Sep06 051215 197.00 197.00 193.50 195.00 -1.50 262 5,328 +88
Oct06 051215 193.00 194.30 192.00 194.00 -1.00 198 3,131 -18
Dec06 051215 195.50 196.50 193.00 195.00 -1.50 2,982 6,841 -30
Total Volume and Open Interest 36,445 139,787 -340
Soybean Oil(CBOT)
Jan06 051215 21.25 21.47 21.18 21.40 +0.10 13,299 52,341 -4,137
Mar06 051215 21.52 21.77 21.49 21.69 +0.10 13,149 76,990 +1,591
May06 051215 21.85 22.07 21.80 22.00 +0.10 1,867 21,102 +402
Jul06 051215 22.13 22.40 22.13 22.31 +0.12 2,555 27,262 -409
Aug06 051215 22.34 22.52 22.30 22.43 +0.14 373 3,672 +111
Sep06 051215 22.45 22.66 22.45 22.53 +0.13 283 2,968 -90
Oct06 051215 22.55 22.80 22.55 22.60 +0.10 209 1,628 +58
Dec06 051215 22.75 23.00 22.75 22.87 +0.07 1,290 13,230 -225
Total Volume and Open Interest 33,031 199,221 -2,861
Canola(WCE)
Jan06 051215 234.4 236.5 232.0 233.2 -2.2 3,787 41,688 -2,639
Mar06 051215 240.0 243.3 239.0 240.3 -1.4 6,985 32,650 +4,134
May06 051215 246.6 250.0 246.6 246.6 -2.1 286 5,114 +158
Jul06 051215 254.5 254.5 254.5 254.5 -1.4 85 3,683 +55
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)
Mar06 051215 206.50 206.75 204.50 204.75 -2.50 54,817 472,863 +2,796
May06 051215 215.50 215.50 213.75 214.00 -2.25 8,595 84,458 +2,274
Jul06 051215 224.00 224.00 222.25 222.50 -2.25 4,822 94,701 +1,137
Sep06 051215 232.75 232.75 231.25 231.50 -1.75 907 19,437 +368
Dec06 051215 243.50 243.75 242.50 242.75 -1.25 4,077 87,976 +1,078
Mar07 051215 250.50 250.75 249.75 250.25 -1.50 213 4,736 +114
Total Volume and Open Interest 75,503 777,453 +7,142
Wheat(CBOT)
Mar06 051215 323.75 326.75 318.00 318.75 -5.00 29,471 225,047 -2,152
May06 051215 334.50 335.75 328.00 328.50 -4.75 887 12,570 +177
Jul06 051215 342.00 345.00 337.00 337.25 -5.25 3,562 39,216 +133
Sep06 051215 351.00 352.00 345.50 345.50 -5.25 164 2,857 -2
Dec06 051215 363.00 364.50 357.00 357.75 -3.75 1,920 21,673 +974
Total Volume and Open Interest 36,102 301,855 -1,067
Wheat(KCBT)
Dec05 051214 360.00 361.00 359.00 361.00 +8.00 32 29 -152
Mar06 051215 366.00 369.00 364.00 366.50 +0.50 9,787 68,763 +162
May06 051215 359.00 363.00 358.00 359.50 +1.25 785 12,160 +26
Jul06 051215 356.50 359.00 355.25 356.50 +1.25 4,348 34,307 +897
Sep06 051215 363.00 363.50 360.50 361.00 +1.00 1,609 4,584 +1,528
Total Volume and Open Interest 18,263 123,310 +3,250
Wheat(MGE)
Dec05 051214 370.50 370.50 370.50 370.50 +3.50 7 5 -37
Mar06 051215 375.00 376.50 371.50 373.50 -1.00 2,018 21,712 +490
May06 051215 374.00 374.00 370.00 370.50 -1.50 261 3,722 +58
Jul06 051215 369.00 370.00 367.00 367.50 -1.25 458 9,865 -102
Sep06 051215 369.00 370.00 366.00 366.00 -2.00 294 3,430 +118
Total Volume and Open Interest 3,424 40,077 +644
Oats(CBOT)
Mar06 051215 199.75 201.50 186.00 187.50 -16.00 836 9,583 +204
May06 051215 193.50 193.50 183.00 184.50 -11.50 10 415 +3
Jul06 051215 189.50 189.50 179.00 179.00 -11.50 9 218 +3
Sep06 051215 171.00 171.00 171.00 171.00 -1.00 0 17 +0
Total Volume and Open Interest 896 10,415 +197
Rough Rice(CBOT)
Jan06 051215 7.68 7.85 7.64 7.75 +0.05 364 3,603 -76
Mar06 051215 7.95 8.10 7.90 8.02 +0.06 510 4,585 +253
May06 051215 8.16 8.32 8.14 8.25 +0.05 24 392 +15
Jul06 051215 8.33 8.50 8.33 8.48 +0.08 12 79 +8
Total Volume and Open Interest 913 8,765 +200
Live Cattle(CME)
Dec05 051215 94.550 94.700 94.125 94.325 -0.275 6,909 12,133 -2,651
Feb06 051215 96.850 97.100 96.000 96.200 -0.675 18,356 121,118 +305
Apr06 051215 94.600 94.600 94.000 94.050 -0.600 11,455 34,703 +1,474
Jun06 051215 87.250 87.250 86.500 86.650 -0.700 2,333 17,827 +390
Aug06 051215 86.350 86.350 85.500 85.650 -0.750 1,331 7,491 +76
Oct06 051215 88.600 88.800 88.250 88.300 -0.400 970 3,805 +580
Total Volume and Open Interest 41,657 199,433 +267
Feeder Cattle(CME)
Jan06 051215 114.850 114.850 113.750 113.825 -1.000 2,394 13,985 -846
Mar06 051215 114.100 114.100 113.200 113.225 -0.975 2,069 10,632 +630
Apr06 051215 113.050 113.050 112.350 112.400 -0.950 868 2,955 +281
May06 051215 112.500 112.500 111.900 112.000 -0.700 162 2,013 +75
Aug06 051215 113.250 113.300 112.900 113.225 -0.575 126 1,490 +82
Sep06 051215 111.800 111.800 111.800 111.800 -0.600 8 164 +8
Oct06 051215 111.400 111.400 111.400 111.400 unch 5 31 +3
Total Volume and Open Interest 5,643 31,297 +244
Lean Hogs(CME)
Feb06 051215 65.500 65.800 64.200 64.375 -1.800 7,501 76,262 +644
Apr06 051215 67.950 68.050 66.625 67.100 -1.500 3,414 25,112 +967
May06 051215 70.100 70.100 68.800 68.875 -1.875 34 3,911 +10
Jun06 051215 71.850 71.925 70.575 70.900 -1.625 963 13,018 +468
Jul06 051215 68.800 68.800 67.800 68.000 -1.650 634 4,146 +147
Aug06 051215 65.400 65.400 64.900 65.050 -1.450 134 1,545 +28
Oct06 051215 59.225 59.225 57.700 57.975 -1.425 68 767 +38
Dec06 051215 56.600 56.600 55.200 55.200 -1.550 127 332 +95
Total Volume and Open Interest 14,557 129,986 +1,761
Pork Bellies(CME)
Feb06 051215 82.850 83.150 82.000 82.850 -0.625 244 1,444 +38
Mar06 051215 83.150 83.150 82.850 82.850 -0.650 20 202 +16
May06 051215 85.400 85.400 84.800 84.800 -0.600 26 149 +24
Jul06 051215 86.050 86.050 86.050 86.050 -0.750 2 98 +0
Aug06 051215 87.500 87.500 87.500 87.500 -1.500 0 2 +0
Total Volume and Open Interest 292 1,895 +78
Class III Milk(CME)
Dec05 051215 13.42 13.44 13.42 13.43 -0.01 17 2,150 +0
Jan06 051215 13.04 13.19 13.04 13.18 +0.14 146 2,195 +49
Feb06 051215 12.54 12.65 12.54 12.60 +0.06 62 1,878 +19
Mar06 051215 12.53 12.80 12.51 12.60 +0.09 18 1,740 +12
Apr06 051215 12.50 12.53 12.50 12.53 +0.02 36 1,644 +14
Total Volume and Open Interest 442 20,216 +210
Cocoa(NYBOT)
Dec05 051214 1465 1465 1465 1465 -20 8 307 -59
Mar06 051215 1453 1474 1445 1468 +8 5,215 54,721 -920
May06 051215 1475 1493 1468 1489 +9 573 14,513 +93
Jul06 051215 1493 1507 1491 1507 +7 671 12,630 +30
Sep06 051215 1515 1528 1515 1528 +8 179 12,578 -179
Dec06 051215 1553 1553 1553 1553 +6 330 10,303 -267
Mar07 051215 1558 1578 1556 1578 +6 0 11,244 +0
Total Volume and Open Interest 7,001 121,957 -1,320
Coffee "C"(NYBOT)
Dec05 051215 95.00 95.00 94.35 94.35 +1.15 18 37 -10
Mar06 051215 96.30 98.50 95.80 97.85 +1.15 14,872 61,548 -336
May06 051215 98.40 100.50 98.25 100.15 +1.15 1,968 10,241 -67
Jul06 051215 100.25 101.95 100.25 101.95 +1.15 688 4,890 +108
Sep06 051215 101.90 103.65 101.90 103.65 +1.25 364 2,412 -102
Dec06 051215 104.50 106.25 104.40 106.25 +1.25 219 1,772 +77
Total Volume and Open Interest 18,151 82,176 -317
Orange Juice(NYBOT)
Jan06 051215 128.00 129.50 127.00 128.25 -0.15 2,786 19,832 -465
Mar06 051215 130.00 130.90 129.50 130.40 -0.05 2,393 13,002 +885
May06 051215 130.30 131.40 130.25 131.40 +0.10 101 1,941 +4
Jul06 051215 132.25 132.25 132.25 132.25 -0.05 2 1,225 +2
Sep06 051215 132.55 132.55 132.55 132.55 -0.35 0 852 +0
Total Volume and Open Interest 5,282 37,328 +386
Sugar #11(NYBOT)
Mar06 051215 13.55 13.88 13.43 13.87 +0.28 32,955 296,756 -1,049
May06 051215 13.66 13.93 13.52 13.93 +0.26 13,519 80,090 +271
Jul06 051215 13.23 13.47 13.10 13.47 +0.21 5,395 50,267 +1,698
Oct06 051215 13.16 13.36 13.03 13.36 +0.16 1,360 37,241 -39
Mar07 051215 13.14 13.33 13.05 13.33 +0.14 1,049 35,274 -51
Total Volume and Open Interest 54,633 520,432 +1,005
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 051215 21.20 21.35 21.20 21.25 +0.02 70 3,175 +15
May06 051215 21.40 21.40 21.40 21.40 +0.10 35 3,129 +0
Jul06 051215 21.55 21.75 21.55 21.75 unch 2 3,484 -23
Sep06 051215 21.70 21.90 21.70 21.90 unch 2 1,572 +2
Total Volume and Open Interest 109 12,128 -6
London Cocoa(LCE)
Dec05 051213 837 843 830 843 +6 9,125 8,584 -6,098
Mar06 051215 861 870 853 868 +7 5,584 69,068 -946
May06 051215 874 881 865 878 +6 1,851 26,214 +709
Jul06 051215 880 893 879 891 +6 507 28,697 +160
Sep06 051215 903 903 903 903 +6 73 14,779 +38
Dec06 051215 905 916 905 914 +7 461 18,664 +309
Mar07 051215 916 927 912 925 +8 35 6,075 +34
Total Volume and Open Interest 8,515 163,891 +308
London Coffee(LCE)
Jan06 051215 1144.00 1153.00 1105.00 1130.00 +5.00 13,769 44,872 -3,803
Mar06 051215 1159.00 1169.00 1121.00 1146.00 +5.00 12,178 50,308 +3,488
May06 051215 1177.00 1184.00 1138.00 1160.00 +6.00 1,558 19,464 +229
Jul06 051215 1189.00 1189.00 1163.00 1171.00 +5.00 620 6,459 +306
Sep06 051215 1199.00 1199.00 1160.00 1183.00 +5.00 41 2,267 +4
Nov06 051215 1197.00 1197.00 1197.00 1197.00 +6.00 23 247 +0
Total Volume and Open Interest 28,209 123,752 +224
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051215 329.20 337.00 329.00 336.20 +6.10 3,823 43,054 +493
May06 051215 340.50 347.00 338.00 346.90 +6.10 687 8,865 -13
Aug06 051215 353.50 357.60 352.00 357.60 +4.80 324 8,059 -5
Oct06 051215 356.00 361.00 354.00 360.00 +4.20 458 6,795 +86
Total Volume and Open Interest 5,614 72,982 +720
Cotton(NYBOT)
Mar06 051215 53.24 53.35 52.90 53.01 -0.23 9,851 79,027 -8
May06 051215 54.00 54.05 53.70 53.76 -0.32 1,802 14,132 +166
Jul06 051215 55.00 55.14 54.70 54.70 -0.37 593 4,205 +114
Oct06 051215 55.70 55.70 55.70 55.70 -0.45 0 93 +0
Dec06 051215 57.15 57.15 56.70 56.70 -0.50 461 2,993 +202
Mar07 051215 58.60 58.60 58.60 58.60 -0.45 0 28 +0
Total Volume and Open Interest 12,707 100,537 +474
Lumber(CME)
Jan06 051215 333.8 339.8 333.8 335.9 +5.5 309 2,636 -64
Mar06 051215 346.5 353.0 346.5 350.4 +6.6 190 1,857 +12
May06 051215 339.4 345.4 339.4 342.2 +2.9 23 408 -8
Jul06 051215 337.7 342.9 337.7 341.4 +3.6 5 97 +1
Total Volume and Open Interest 529 5,029 -59
Crude Oil(NYM)
Jan06 051215 60.60 61.20 59.95 59.99 -0.86 84,305 106,291 -21,624
Feb06 051215 61.60 62.30 61.00 61.10 -0.77 80,552 206,820 +14,643
Mar06 051215 62.45 63.05 61.70 61.78 -0.74 26,442 84,670 +2,519
Apr06 051215 62.95 63.10 62.20 62.21 -0.69 8,168 46,657 +663
May06 051215 63.25 63.30 62.54 62.54 -0.64 3,206 26,929 +21
Jun06 051215 63.45 63.65 62.70 62.81 -0.60 2,594 46,001 -203
Jul06 051215 64.00 64.00 63.03 63.03 -0.56 716 13,858 -389
Aug06 051215 64.15 64.15 63.22 63.22 -0.53 731 10,170 +133
Sep06 051215 64.20 64.20 63.38 63.38 -0.51 646 24,066 +92
Oct06 051215 63.50 63.50 63.50 63.50 -0.49 99 6,665 -35
Nov06 051215 63.60 63.60 63.50 63.59 -0.47 0 12,019 -191
Dec06 051215 64.20 64.60 63.60 63.66 -0.45 7,611 53,209 -165
Jan07 051215 63.85 63.85 63.68 63.68 -0.44 120 13,160 +0
Feb07 051215 63.70 63.70 63.70 63.70 -0.43 0 4,462 +0
Mar07 051215 63.71 63.71 63.71 63.71 -0.43 344 6,524 -166
Apr07 051215 63.71 63.71 63.71 63.71 -0.43 100 4,976 -100
Total Volume and Open Interest 219,401 863,809 -5,400
Heating Oil(NYM)
Jan06 051215 183.00 185.50 178.50 178.73 -5.77 27,866 41,271 -4,389
Feb06 051215 187.00 188.50 182.00 182.20 -5.77 20,686 62,845 +2,278
Mar06 051215 187.80 189.00 183.00 183.00 -5.37 9,047 29,540 +3,113
Apr06 051215 184.50 185.00 180.00 180.00 -4.97 3,192 12,756 +605
May06 051215 180.50 180.80 176.00 176.20 -4.62 1,151 7,329 +413
Jun06 051215 178.00 179.00 174.50 174.95 -4.37 841 8,458 +23
Jul06 051215 180.50 180.50 175.75 175.75 -4.27 215 5,171 +44
Aug06 051215 181.00 181.00 177.05 177.05 -4.17 312 3,041 +102
Sep06 051215 183.00 183.00 179.15 179.15 -4.07 394 1,927 +150
Oct06 051215 184.60 184.60 181.60 181.60 -3.97 117 722 +79
Nov06 051215 184.05 184.05 184.05 184.05 -3.92 80 1,232 -76
Dec06 051215 190.25 190.25 186.65 186.65 -3.87 83 5,006 +50
Total Volume and Open Interest 64,070 184,102 +2,426
Unleaded Gas(NYM)
Jan06 051215 164.00 167.00 160.75 161.68 -2.39 24,898 37,413 -3,165
Feb06 051215 168.80 170.20 164.50 165.18 -2.94 15,771 44,124 +2,268
Mar06 051215 171.30 172.50 168.00 168.28 -3.04 5,044 20,461 -443
Apr06 051215 178.75 180.00 176.30 176.38 -2.89 1,469 14,132 +308
May06 051215 181.50 181.50 177.12 177.83 -2.79 503 11,096 +158
Jun06 051215 179.00 179.50 177.97 178.68 -2.79 350 6,727 +236
Jul06 051215 182.60 182.60 178.22 179.03 -2.69 5 2,894 +0
Aug06 051215 181.90 181.90 178.78 178.78 -2.59 94 3,036 +3
Sep06 051215 180.75 181.00 177.33 177.33 -2.49 51 3,243 -14
Oct06 051215 173.00 173.00 169.33 169.33 -2.29 6 892 +0
Nov06 051215 166.98 166.98 166.98 166.98 -2.19 3 529 +2
Dec06 051215 165.88 165.88 165.88 165.88 -2.04 0 307 +0
Total Volume and Open Interest 48,194 144,940 -647
Natural Gas(NYM)
Jan06 051215 14.200 14.920 13.750 13.781 -0.898 25,157 49,621 -4,931
Feb06 051215 14.280 14.950 13.830 13.880 -0.848 11,115 66,102 +566
Mar06 051215 14.200 14.850 13.750 13.810 -0.792 7,635 76,997 +222
Apr06 051215 11.200 11.320 10.900 10.985 -0.337 5,848 38,167 +529
May06 051215 10.830 10.900 10.600 10.645 -0.262 4,524 26,585 -367
Jun06 051215 10.830 10.950 10.670 10.670 -0.257 3,209 13,944 +1,492
Jul06 051215 10.870 10.920 10.705 10.705 -0.247 2,025 17,649 +1,166
Aug06 051215 10.882 10.950 10.740 10.740 -0.242 825 18,466 -20
Sep06 051215 10.872 10.970 10.740 10.740 -0.232 602 14,848 -36
Oct06 051215 10.907 11.000 10.782 10.782 -0.225 1,817 27,853 +129
Nov06 051215 11.440 11.440 11.232 11.232 -0.215 136 10,597 -3
Dec06 051215 11.850 11.880 11.677 11.677 -0.205 674 13,159 +186
Jan07 051215 12.180 12.190 12.042 12.042 -0.195 750 12,825 -90
Feb07 051215 12.000 12.070 11.992 11.992 -0.185 180 5,677 +33
Mar07 051215 11.700 11.780 11.700 11.702 -0.170 799 10,685 +93
Apr07 051215 9.480 9.480 9.380 9.382 -0.080 590 11,206 -436
Total Volume and Open Interest 67,957 555,559 -1,687
Brent Crude Oil(ICE)
Feb06 051215 59.76 60.42 59.28 59.40 -0.44 80,199 111,708 +13,889
Mar06 051215 60.20 60.97 59.90 60.02 -0.40 29,722 91,967 +11,153
Apr06 051215 60.64 61.40 60.41 60.53 -0.39 9,098 25,062 +1,849
May06 051215 61.20 61.77 60.89 60.96 -0.40 3,217 13,945 +1,018
Jun06 051215 61.44 62.02 61.25 61.33 -0.39 2,859 26,306 -287
Jul06 051215 62.01 62.05 61.56 61.64 -0.38 200 9,783 +186
Aug06 051215 61.88 61.88 61.88 61.88 -0.36 350 3,140 +208
Sep06 051215 62.56 62.56 62.04 62.04 -0.37 350 20,455 +200
Oct06 051215 62.66 62.66 62.19 62.19 -0.35 180 4,505 +30
Nov06 051215 62.69 62.69 62.26 62.26 -0.35 30 3,715 +5
Dec06 051215 62.54 62.92 62.29 62.31 -0.36 2,747 33,072 -1,548
Jan07 051215 62.35 62.35 62.35 62.35 -0.35 602 3,448 +500
Feb07 051215 62.40 62.40 62.40 62.40 -0.35 0 1,910 +0
Mar07 051215 62.93 62.93 62.42 62.42 -0.35 0 3,585 +0
Total Volume and Open Interest 172,210 414,131 +7,469
Gas Oil(ICE)
Jan06 051215 539.50 551.75 530.25 543.75 +1.25 23,437 63,906 -399
Feb06 051215 549.25 560.00 543.50 553.50 unch 13,911 50,501 +4,008
Mar06 051215 553.50 563.25 548.50 557.25 +1.50 4,132 26,244 -376
Apr06 051215 556.50 566.25 551.25 560.00 -0.75 1,636 12,020 +315
May06 051215 560.00 569.25 560.00 563.00 -1.25 250 4,385 +108
Jun06 051215 563.25 571.50 558.75 566.25 -1.75 1,613 23,672 -444
Jul06 051215 571.50 575.00 570.00 570.00 -2.00 150 1,926 +78
Aug06 051215 573.75 573.75 573.75 573.75 -2.25 0 227 +0
Sep06 051215 577.75 577.75 577.75 577.75 -1.75 330 1,872 +300
Oct06 051215 580.75 580.75 580.75 580.75 -2.00 0 1,542 +0
Total Volume and Open Interest 46,539 216,465 +3,882
US Dollar Index(NYBOT)
Dec05 051215 90.04 90.13 89.65 90.03 +0.25 2,570 10,768 -1,328
Mar06 051215 89.69 89.90 89.26 89.75 +0.25 10,032 18,917 -2,076
Jun06 051215 89.29 89.42 89.04 89.41 +0.24 1 2,015 -1
Total Volume and Open Interest 12,603 31,703 -3,405
Australian Dollar(CME)
Dec05 051215 74.70 74.72 74.68 74.72 -0.85 3,491 38,231 -8,671
Mar06 051215 74.68 74.77 74.38 74.53 -0.85 3,612 41,294 +5,648
Jun06 051215 74.36 74.36 74.36 74.36 -0.85 14 269 +11
Total Volume and Open Interest 7,117 79,805 -3,012
British Pound(CME)
Dec05 051215 177.34 177.38 176.38 176.43 -0.87 3,116 44,344 -5,443
Mar06 051215 177.32 177.37 176.15 176.40 -0.87 4,669 64,579 +3,179
Jun06 051215 176.50 176.50 176.50 176.50 -0.87 0 64 +0
Total Volume and Open Interest 7,785 109,004 -2,264
Canadian Dollar(CME)
Dec05 051215 86.44 86.53 86.17 86.37 -0.48 5,500 45,085 -7,068
Mar06 051215 86.67 86.77 86.34 86.59 -0.48 5,650 94,541 +5,985
Jun06 051215 86.88 86.88 86.64 86.80 -0.48 238 1,474 +118
Sep06 051215 87.01 87.01 87.01 87.01 -0.48 49 240 +8
Total Volume and Open Interest 11,443 141,502 -948
Japanese Yen(CME)
Dec05 051215 86.27 86.27 85.73 85.99 +0.73 28,870 92,301 -27,178
Mar06 051215 87.13 87.27 86.53 86.88 +0.73 49,208 114,472 +10,399
Jun06 051215 87.95 87.95 87.95 87.95 +0.73 13 20,013 +18
Total Volume and Open Interest 78,091 226,838 -16,761
Swiss Franc(CME)
Dec05 051215 77.91 77.91 77.49 77.57 -0.51 3,102 49,541 -3,871
Mar06 051215 78.50 78.52 78.09 78.20 -0.50 16,811 60,634 +252
Jun06 051215 78.85 78.85 78.85 78.85 -0.50 0 45 +1
Total Volume and Open Interest 19,917 110,291 -3,618
EuroFX(CME)
Dec05 051215 120.04 120.09 119.46 119.70 -0.38 21,287 108,072 -8,637
Mar06 051215 120.59 120.74 119.94 120.26 -0.38 26,848 91,919 +18,709
Jun06 051215 120.88 120.92 120.88 120.92 -0.38 134 2,152 -52
Total Volume and Open Interest 48,302 202,444 +10,052
Mexican Peso(CME)
Dec05 051215 9270.0 9315.0 9260.0 9297.0 -25.0 6,793 35,208 -1,296
Mar06 051215 9197.0 9245.0 9180.0 9220.0 -25.0 15,066 80,064 +3,990
Total Volume and Open Interest 21,861 140,969 +2,695
30-Year T-Bonds(CBOT)
Dec05 051215 113~03 113~12 112~15 112~30 -0~06 9,052 20,577 -1,536
Mar06 051215 112~26 113~05 112~06 112~23 -0~05 377,611 553,098 +29,210
Jun06 051215 112~25 112~25 112~17 112~18 -0~05 85 1,238 -17
Total Volume and Open Interest 386,750 574,920 +27,657
10-Year T-Notes(CBOT)
Dec05 051215 109~020 109~095 108~255 109~025 -0~025 28,900 62,576 -15,336
Mar06 051215 108~285 109~040 108~175 108~285 -0~020 865,552 1,619,463 -12,896
Total Volume and Open Interest 895,061 1,690,384 -28,241
5-Year T-Notes(CBOT)
Dec05 051215 106~145 106~145 106~055 106~095 -0~015 4,447 0 +0
Mar06 051215 106~080 106~095 105~295 106~040 -0~020 451,508 0 +0
Jun06 051215 106~050 106~070 106~050 106~070 -0~010 2 4 +2
Total Volume and Open Interest 455,957 5 +2
2 Year T-Notes(CBOT)
Dec05 051215 102~092 102~092 102~092 102~092 unch 705 24,361 -4,540
Mar06 051215 102~084 102~085 102~070 102~080 unch 2,177 340,102 +11,977
Total Volume and Open Interest 2,882 364,463 +7,437
Eurodollars(CME)
Dec05 051215 95.495 95.500 95.493 95.495 +0.003 23,643 1,077,807 +533
Mar06 051215 95.250 95.260 95.220 95.240 -0.010 39,304 1,191,983 +24,069
Jun06 051215 95.205 95.220 95.145 95.180 -0.020 32,980 1,326,435 -12,267
Sep06 051215 95.205 95.240 95.155 95.190 -0.025 322,115 955,396 +12,176
Dec06 051215 95.265 95.275 95.195 95.230 -0.020 39,319 1,068,743 -32,275
Mar07 051215 95.295 95.300 95.230 95.260 -0.020 28,450 863,666 -4,387
Jun07 051215 95.295 95.300 95.230 95.260 -0.015 32,966 667,686 +177
Sep07 051215 95.285 95.285 95.215 95.250 -0.015 20,479 409,679 +2,262
Dec07 051215 95.260 95.260 95.195 95.225 -0.015 7,019 293,263 +2,261
Mar08 051215 95.250 95.250 95.185 95.215 -0.015 4,790 252,224 +2,036
Jun08 051215 95.200 95.200 95.165 95.190 -0.020 8,610 269,425 -801
Sep08 051215 95.200 95.200 95.135 95.160 -0.020 4,392 218,046 +151
Dec08 051215 95.160 95.160 95.085 95.120 -0.020 3,218 161,967 +124
Mar09 051215 95.140 95.140 95.065 95.100 -0.020 2,013 127,410 -147
Jun09 051215 95.035 95.075 95.035 95.070 -0.020 2,693 105,880 +314
Sep09 051215 95.005 95.040 95.005 95.040 -0.020 2,315 101,143 +292
Dec09 051215 94.970 95.000 94.955 95.000 -0.020 1,412 84,425 -91
Mar10 051215 95.030 95.035 94.945 94.985 -0.025 1,444 54,544 -179
Total Volume and Open Interest 281,138 9,474,719 -2,935
3-Mth Euro-Yen(CME)
Dec05 051215 99.91 99.91 99.91 99.91 unch 114 6,610 -351
Mar06 051215 99.87 99.87 99.87 99.87 -0.01 2,679 6,260 -1,164
Jun06 051215 99.79 99.79 99.79 99.79 unch 214 7,676 +70
Sep06 051215 99.70 99.70 99.70 99.70 +0.01 109 7,791 +102
Dec06 051215 99.60 99.60 99.60 99.60 unch 260 7,829 -300
Mar07 051215 99.50 99.50 99.50 99.50 unch 3 2,454 +3
Jun07 051215 99.40 99.40 99.40 99.40 +0.01 6 2,789 +6
Sep07 051215 99.29 99.29 99.29 99.29 unch 5 1,685 -77
Dec07 051215 99.17 99.18 99.17 99.18 -0.01 0 36 +0
Mar08 051215 99.10 99.10 99.10 99.10 +0.02 0 51 +0
Total Volume and Open Interest 3,390 43,433 -1,711
3-Mth Euro-Yen(SIMEX)
Mar06 051215 99.87 99.87 99.87 99.87 unch 3,141 67,748 +207
Jun06 051215 99.80 99.80 99.79 99.80 +0.01 1,111 61,072 +18
Sep06 051215 99.70 99.71 99.70 99.70 +0.01 875 41,079 -398
Dec06 051215 99.60 99.61 99.60 99.60 +0.01 1,028 49,712 -143
Mar07 051215 99.50 99.51 99.50 99.50 +0.01 220 30,949 +206
Jun07 051215 99.40 99.42 99.40 99.41 +0.02 340 17,108 -117
Sep07 051215 99.30 99.31 99.30 99.31 +0.02 57 3,521 -139
Dec07 051215 99.20 99.22 99.20 99.20 +0.01 184 11,604 +67
Total Volume and Open Interest 6,956 300,030 -80,616
German Euro-Bund(EUREX)
Mar06 051215 121.30 121.48 121.13 121.21 +0.02 855,645 1,338,885 +79,476
Jun06 051215 120.47 120.58 120.39 120.41 +0.04 709 977 +7
Sep06 051215 120.39 120.39 120.39 120.39 +0.04      
Total Volume and Open Interest 856,354 1,339,862 +79,483
German Euro-Bobl(EUREX)
Mar06 051208 113.02 113.20 112.94 113.08 +0.09 724,236 681,465 +214,154
Jun06 051215 112.02 112.05 112.02 112.05 -0.02 203 5 +2
Sep06 051215 111.70 111.70 111.70 111.70 -0.02      
Total Volume and Open Interest 509,496 1,004,828 +76,565
Long Gilt(LIFFE)
Dec05 051215 112~28 112~28 112~22 112~22 -0~01 236 20,882 -5
Mar06 051215 113~02 113~07 112~23 112~29 -0~01 61,096 205,733 +2,876
Total Volume and Open Interest 61,332 226,615 +2,871
3-Mth Short Sterling(LIFFE)
Dec05 051215 95.36 95.36 95.36 95.36 unch 10,234 271,573 -4,104
Mar06 051215 95.37 95.37 95.37 95.37 -0.01 43,581 350,003 -3,257
Jun06 051215 95.32 95.32 95.32 95.32 -0.03 62,642 335,667 +645
Total Volume and Open Interest 250,824 1,847,998 -7,062
3-Mth Euribor(LIFFE)
Dec05 051215 97.535 97.535 97.515 97.520 -0.010 66,615 586,762 -8,747
Mar06 051215 97.325 97.325 97.295 97.310 -0.005 143,164 674,403 +4,893
Jun06 051215 97.135 97.145 97.105 97.120 -0.005 134,731 631,747 +5,213
Total Volume and Open Interest 732,174 3,662,054 +10,245
3-Mth Aus T-Bills(SFE)
Dec05 051208 94.38 94.38 94.36 94.37 -0.01 20,080 40,791 -13,189
Mar06 051215 94.32 94.34 94.32 94.34 +0.03 24,214 182,067 +1,680
Jun06 051215 94.27 94.30 94.27 94.30 +0.04 28,016 131,817 +10,946
Sep06 051215 94.26 94.30 94.26 94.30 +0.06 6,581 50,824 +2,312
Dec06 051215 94.24 94.29 94.24 94.29 +0.06 2,868 42,365 -37
Mar07 051215 94.21 94.26 94.21 94.26 +0.08 401 21,454 +112
Jun07 051215 94.18 94.23 94.18 94.23 +0.08 120 40,928 -95
Sep07 051215 94.14 94.20 94.14 94.20 +0.09 100 9,104 +20
Dec07 051215 94.11 94.17 94.11 94.17 +0.08 20 5,644 +20
Mar08 051215 94.09 94.15 94.09 94.15 +0.08 0 2,447 +0
Total Volume and Open Interest 62,320 488,895 +14,958
10-Year Aus T-Bonds(SFE)
Dec05 051215 94.61 94.64 94.61 94.64 +0.06 97,147 237,241 -163,437
Mar06 051215 94.60 94.68 94.60 94.65 +0.09 98,006 294,674 +63,340
Total Volume and Open Interest 195,153 531,915 -100,097
3-Year Aus T-Bonds(SFE)
Dec05 051215 94.63 94.64 94.61 94.62 +0.02 147,160 327,465 -54,508
Mar06 051215 94.61 94.68 94.60 94.67 +0.09 138,909 227,785 +84,739
Total Volume and Open Interest 286,069 555,250 +30,231
Gold(CMX)
Dec05 051215 504.0 509.0 502.0 503.9 -2.6 712 886 -836
Feb06 051215 506.5 512.5 503.8 506.6 -2.9 86,223 247,287 -8,779
Apr06 051215 511.0 516.3 508.0 510.8 -2.9 1,290 12,305 +137
Jun06 051215 514.0 521.0 511.2 515.1 -2.8 1,409 21,097 +29
Aug06 051215 518.0 524.0 517.0 519.4 -2.9 100 2,193 +25
Oct06 051215 523.5 523.8 523.5 523.8 -3.0 43 5,610 -36
Dec06 051215 529.0 533.5 527.0 528.2 -3.0 2,071 11,498 +862
Feb07 051215 535.6 536.0 532.6 532.6 -3.0 102 5,715 -99
Apr07 051215 536.9 536.9 536.9 536.9 -3.0 0 1,332 +0
Jun07 051215 539.5 541.3 539.5 541.3 -3.0 16 7,079 +11
Aug07 051215 548.7 548.7 545.7 545.7 -3.0 2 104 +2
Oct07 051215 550.0 550.0 550.0 550.0 -3.0      
Total Volume and Open Interest 92,399 329,238 -8,336
Silver(CMX)
Dec05 051215 845.0 856.0 845.0 854.9 +17.2 78 623 -119
Mar06 051215 847.5 872.0 846.0 863.5 +17.0 23,880 102,437 -1,985
May06 051215 853.0 875.0 853.0 869.6 +17.1 606 3,340 +265
Jul06 051215 859.0 880.0 859.0 875.5 +17.1 261 9,257 -83
Sep06 051215 885.0 885.0 881.0 881.0 +17.3 710 4,141 +500
Dec06 051215 874.0 894.0 874.0 887.8 +17.3 800 11,243 +340
Mar07 051215 880.0 895.0 880.0 894.0 +17.0 0 236 +0
Total Volume and Open Interest 26,590 136,077 -1,172
Platinum(NYM)
Jan06 051215 960.0 965.0 950.0 962.3 -6.0 4,115 8,844 -1,368
Apr06 051215 956.0 970.0 956.0 967.3 -6.0 1,027 2,317 +590
Total Volume and Open Interest 5,142 11,161 -778
Palladium(NYME)
Dec05 051215 263.00 265.45 263.00 265.45 +3.30 23 626 +1
Mar06 051215 256.20 274.00 256.20 268.00 +3.20 1,360 13,151 -263
Jun06 051215 262.00 278.00 257.00 271.00 +3.20 3 112 -1
Total Volume and Open Interest 1,388 13,931 -260
Copper(CMX)
Dec05 051215 213.00 215.00 210.50 214.15 +1.55 900 4,586 -544
Mar06 051215 197.50 201.05 196.70 200.10 +3.15 9,409 73,560 -1,490
May06 051215 192.30 194.40 191.50 194.40 +3.10 884 6,783 -65
Jul06 051215 187.00 189.60 186.70 189.20 +3.10 500 4,646 +416
Sep06 051215 181.50 185.30 181.50 184.20 +3.10 14 2,098 +11
Total Volume and Open Interest 12,491 103,188 -1,703
Aluminum(CMX)
Dec05 051215 102.15 102.15 102.15 102.15 +0.70 0 49 +0
Jan06 051215 102.70 102.70 102.70 102.70 +0.70 22 1,174 -6
Feb06 051215 102.70 102.70 102.70 102.70 +0.70 0 70 +0
Mar06 051215 102.70 102.70 102.70 102.70 +0.70 0 71 +0
Apr06 051215 102.10 102.10 102.10 102.10 +0.70 0 50 +0
May06 051215 101.50 101.50 101.50 101.50 +0.70 0 50 +0
Total Volume and Open Interest 22 1,559 -6
DJIA Index(CBOT)
Dec05 051215 10893 10940 10870 10875 -21 7,447 35,794 +1,366
Mar06 051215 10945 10995 10920 10929 -22 11,251 35,303 +5,434
Jun06 051215 11010 11010 10994 10994 -22 1 19 -1
Total Volume and Open Interest 18,700 71,122 +6,800
S & P 500(CME)
Dec05 051215 1273.70 1275.30 1267.50 1269.60 -4.20 80,891 157,062 -28,772
Mar06 051215 1282.00 1283.70 1275.70 1277.80 -4.30 101,236 605,168 +42,849
Jun06 051215 1287.50 1290.50 1287.30 1287.30 -4.50 1,354 8,240 +1,103
Sep06 051215 1296.80 1296.80 1296.80 1296.80 -4.80 39 1,017 +28
Total Volume and Open Interest 183,520 771,540 +15,208
S & P 500 E-Mini(Globex)
Dec05 051215 1273.50 1275.50 1267.50 1269.50 -4.25 131,032 568,645 -35,931
Mar06 051215 1282.00 1283.75 1275.50 1277.75 -4.25 949,045 940,621 +42,921
Total Volume and Open Interest 1,080,077 1,509,266 +6,990
NASDAQ 100(CME)
Dec05 051215 1704.50 1707.00 1691.00 1700.00 -1.00 9,594 39,241 -1,767
Mar06 051215 1721.00 1724.00 1705.00 1717.00 -1.50 11,085 48,649 +5,853
Jun06 051215 1731.50 1731.50 1731.50 1731.50 -1.50 0 17 +0
Total Volume and Open Interest 20,679 87,907 +4,086
NASDAQ 100 E-Mini(Globex)
Dec05 051215 1701.50 1707.00 1687.50 1700.00 -1.00 25,168 273,844 -9,139
Mar06 051215 1719.00 1724.00 1704.50 1717.00 -1.50 267,963 242,662 +23,233
Total Volume and Open Interest 293,131 516,506 +14,094
S & P Midcap 400(CME)
Dec05 051215 747.00 747.00 742.00 746.00 -4.75 2,356 6,025 -1,333
Mar06 051215 756.30 756.30 747.75 751.90 -4.30 1,166 11,896 +637
Jun06 051215 761.00 761.00 761.00 761.00 -4.30 0 2 +1
Total Volume and Open Interest 3,322 16,306 -979
Russell 2000(CME)
Dec05 051215 690.00 690.50 681.25 684.25 -6.50 7,115 24,194 -1,193
Mar06 051215 695.00 695.00 684.25 688.00 -6.40 4,703 27,844 +2,917
Jun06 051215 692.75 692.75 692.75 692.75 -6.40      
Total Volume and Open Interest 11,818 52,043 +1,724
Russell 2000 E-Mini(Globex)
Dec05 051215 690.60 691.30 680.50 684.30 -6.50 47,316 160,218 +1,664
Mar06 051215 694.40 695.40 684.00 688.00 -6.40 143,146 245,118 +42,872
Total Volume and Open Interest 190,462 405,336 +44,536
Value Line(KCBT)
Dec05 051215 1948.00 1948.00 1938.00 1938.50 -12.50 82 62 -16
Total Volume and Open Interest 246 209 +40
Nikkei 225(CME)
Mar06 051215 15355 15460 15165 15170 -315 108,735 202,528 +120
Jun06 051215 15180 15180 15180 15180 -210      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 051215 15355 15460 15165 15170 -315 108,735 202,528 +120
Jun06 051215 15180 15180 15180 15180 -210      
Sep06 051215 15175 15175 15175 15175 -215 0 3 +0
Total Volume and Open Interest 108,785 202,897 +176
CAC 40(MATIF)
Dec05 051215 4693.0 4693.0 4656.5 4672.5 -4.5 216,887 459,946 -9,345
Jan06 051215 4703.0 4703.0 4666.5 4682.0 -4.5 137,518 240,180 +76,292
Feb06 051215 4694.0 4695.0 4678.5 4690.0 -3.5 0 100 +0
Total Volume and Open Interest 377,345 759,016 +81,217
Hang Seng Index(HKFE)
Dec05 051215 15125 15132 15041 15087 +46 36,962 93,823 -901
Jan06 051215 15140 15180 15091 15135 +38 496 1,372 +232
Total Volume and Open Interest 37,563 96,757 -541
DAX Index(EUREX)
Dec05 051215 5300.0 5306.5 5280.5 5292.5 +6.5 175,290 177,386 -34,826
Mar06 051215 5336.0 5339.5 5313.5 5325.5 +6.5 83,517 147,485 +47,547
Jun06 051215 5364.0 5375.0 5355.0 5362.0 +6.0 4,770 7,631 +503
Total Volume and Open Interest 263,577 332,502 +13,224
FT-SE 100(LIFFE)
Dec05 051215 5530.00 5533.50 5487.50 5491.00 -32.00 149,849 211,797 -46,141
Mar06 051215 5540.00 5543.50 5497.50 5501.50 -32.00 114,983 360,212 +47,934
Jun06 051215 5551.00 5551.00 5510.50 5512.00 -32.50 143 13,817 +0
Total Volume and Open Interest 264,975 586,576 +1,793
SPI 200(SFE)
Dec05 051215 4630.0 4647.0 4620.0 4647.0 +32.0 50,111 236,759 +17,914
Mar06 051215 4621.0 4645.0 4601.0 4615.0 +8.0 50,366 168,474 +36,620
Jun06 051215 4651.0 4651.0 4634.0 4640.0 +7.0 123 3,287 -19
Total Volume and Open Interest 100,600 411,605 +54,515
GSCI(CME)
Jan06 051215 449.40 454.50 443.10 443.40 -8.40 601 17,837 +167
Feb06 051215 454.00 454.00 445.50 445.50 -7.00 1 1 -1
Mar06 051215 440.00 440.00 440.00 440.00        
Reuters CRB Index(NYBOT)
Jan06 051215 343.75 345.00 343.50 344.00 -1.75 16 566 +4
Feb06 051215 343.50 343.50 341.25 341.25 -1.75 0 64 +0
Apr06 051215 342.25 342.25 342.25 342.25 -1.75 2 419 +1
Total Volume and Open Interest 18 1,053 +5
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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