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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 16, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051216 595.00 600.00 589.50 592.25 +5.00 39,221 84,083 -9,655
Mar06 051216 605.00 610.75 599.50 602.50 +4.50 23,716 120,029 +7,938
May06 051216 614.00 618.75 608.00 610.50 +4.25 4,539 26,557 +602
Jul06 051216 620.00 625.50 615.00 618.00 +4.25 3,299 34,560 +156
Aug06 051216 624.00 627.00 618.00 618.00 +2.00 68 3,489 +31
Sep06 051216 625.00 625.00 620.00 620.00 +2.50 0 1,533 +0
Nov06 051216 624.00 630.00 620.50 623.25 +2.50 1,896 18,671 +434
Total Volume and Open Interest 72,821 290,786 -460
Soybean Meal(CBOT)
Jan06 051216 190.50 192.30 188.20 191.40 +4.00 12,591 35,740 -1,547
Mar06 051216 192.80 193.30 189.20 191.70 +2.80 10,982 37,747 +760
May06 051216 193.50 195.00 191.30 192.90 +2.10 2,228 22,992 +296
Jul06 051216 196.50 197.20 193.50 195.00 +1.60 3,514 22,157 +376
Aug06 051216 197.00 198.20 194.60 196.00 +1.50 271 5,566 -68
Sep06 051216 197.50 199.00 194.80 196.00 +1.00 92 5,328 +0
Oct06 051216 195.50 196.00 194.50 194.50 +0.50 54 3,080 -51
Dec06 051216 196.00 198.30 195.00 195.50 +0.50 1,010 6,366 -475
Total Volume and Open Interest 30,742 139,028 -759
Soybean Oil(CBOT)
Jan06 051216 21.51 21.73 21.25 21.30 -0.10 10,541 46,717 -5,624
Mar06 051216 21.90 22.07 21.52 21.56 -0.13 13,066 78,181 +1,191
May06 051216 22.10 22.31 21.87 21.87 -0.13 732 21,260 +158
Jul06 051216 22.47 22.65 22.20 22.20 -0.11 932 27,167 -95
Aug06 051216 22.70 22.70 22.32 22.32 -0.11 98 3,616 -56
Sep06 051216 22.65 22.65 22.42 22.42 -0.11 4 2,967 -1
Oct06 051216 22.90 22.90 22.55 22.55 -0.05 28 1,630 +2
Dec06 051216 23.15 23.25 22.75 22.78 -0.09 259 13,236 +6
Total Volume and Open Interest 25,660 194,799 -4,422
Canola(WCE)
Jan06 051216 233.3 237.7 231.0 232.7 -0.5 10,096 35,961 -5,727
Mar06 051216 242.9 243.8 238.0 239.7 -0.6 12,395 41,247 +8,597
May06 051216 251.0 251.0 246.1 247.2 +0.6 130 5,205 +91
Jul06 051216 256.2 257.7 254.5 254.5 unch 10 3,683 +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)
Mar06 051216 206.25 208.75 206.25 207.50 +2.75 38,368 471,649 -1,214
May06 051216 215.25 217.75 215.25 216.25 +2.25 8,277 84,947 +489
Jul06 051216 224.00 226.25 224.00 225.25 +2.75 5,709 94,511 -190
Sep06 051216 233.50 234.50 233.00 234.00 +2.50 978 19,792 +355
Dec06 051216 244.25 246.00 244.00 244.75 +2.00 2,092 87,956 -20
Mar07 051216 251.50 253.00 251.50 252.00 +1.75 177 4,807 +71
Total Volume and Open Interest 56,238 776,008 -1,445
Wheat(CBOT)
Mar06 051216 320.50 323.00 318.00 319.75 +1.00 23,030 223,061 -1,986
May06 051216 330.00 332.50 328.00 328.75 +0.25 1,849 12,795 +225
Jul06 051216 339.00 341.00 336.50 338.00 +0.75 4,538 39,597 +381
Sep06 051216 347.00 347.50 345.00 346.25 +0.75 312 3,072 +215
Dec06 051216 358.00 361.00 356.50 358.50 +0.75 1,638 22,495 +822
Total Volume and Open Interest 31,435 301,464 -391
Wheat(KCBT)
Dec05 051214 360.00 361.00 359.00 361.00 +8.00 32 29 -152
Mar06 051216 367.00 369.00 365.50 367.50 +1.00 6,648 67,875 -888
May06 051216 362.00 363.00 359.25 360.00 +0.50 1,153 12,533 +373
Jul06 051216 358.50 359.50 355.50 357.00 +0.50 3,056 33,960 -347
Sep06 051216 363.50 364.50 361.00 361.00 unch 640 4,783 +199
Total Volume and Open Interest 12,618 123,091 -219
Wheat(MGE)
Dec05 051214 370.50 370.50 370.50 370.50 +3.50 7 5 -37
Mar06 051216 374.50 375.50 372.50 373.75 +0.25 1,944 21,527 -185
May06 051216 372.50 372.50 371.00 371.00 +0.50 429 3,728 +6
Jul06 051216 368.00 369.00 366.50 367.25 -0.25 242 9,808 -57
Sep06 051216 367.50 368.00 366.00 366.25 +0.25 363 3,232 -198
Total Volume and Open Interest 3,076 39,664 -413
Oats(CBOT)
Mar06 051216 187.00 187.25 182.50 184.00 -3.50 3,107 8,860 -723
May06 051216 185.00 186.00 182.00 182.25 -2.25 190 387 -28
Jul06 051216 178.00 182.00 177.00 177.25 -1.75 50 222 +4
Sep06 051216 171.00 171.00 171.00 171.00 unch 0 17 +0
Total Volume and Open Interest 3,423 9,671 -744
Rough Rice(CBOT)
Jan06 051216 7.76 7.88 7.76 7.84 +0.09 935 3,056 -547
Mar06 051216 8.03 8.15 8.03 8.11 +0.09 940 4,942 +357
May06 051216 8.34 8.37 8.32 8.35 +0.10 27 402 +10
Jul06 051216 8.50 8.56 8.50 8.56 +0.08 1 79 +0
Total Volume and Open Interest 1,955 8,614 -151
Live Cattle(CME)
Dec05 051216 94.350 95.600 94.200 95.525 +1.200 2,990 11,552 -581
Feb06 051216 96.150 97.250 96.000 97.075 +0.875 11,201 120,689 -429
Apr06 051216 94.050 94.775 93.850 94.700 +0.650 5,898 35,328 +625
Jun06 051216 86.800 87.000 86.550 86.975 +0.325 2,152 18,483 +656
Aug06 051216 85.750 86.300 85.700 86.100 +0.450 998 7,820 +329
Oct06 051216 88.500 89.300 88.500 89.150 +0.850 554 4,028 +223
Total Volume and Open Interest 24,141 200,448 +1,015
Feeder Cattle(CME)
Jan06 051216 114.200 114.550 113.850 114.325 +0.500 2,608 13,259 -726
Mar06 051216 113.600 113.900 113.225 113.850 +0.625 1,881 11,381 +749
Apr06 051216 112.600 113.300 112.500 113.275 +0.875 471 3,051 +96
May06 051216 111.950 112.900 111.900 112.800 +0.800 359 2,035 +22
Aug06 051216 113.000 113.800 112.600 113.750 +0.525 72 1,509 +19
Sep06 051216 111.500 112.200 111.500 112.200 +0.400 0 164 +0
Oct06 051216 111.000 111.200 111.000 111.200 -0.200 1 32 +1
Total Volume and Open Interest 5,393 31,459 +162
Lean Hogs(CME)
Feb06 051216 64.300 64.750 64.000 64.325 -0.050 11,751 73,590 -2,672
Apr06 051216 67.075 67.500 66.600 67.225 +0.125 4,363 25,359 +247
May06 051216 68.725 69.150 68.500 69.125 +0.250 79 3,932 +21
Jun06 051216 71.000 71.100 70.125 70.825 -0.075 1,592 12,954 -64
Jul06 051216 68.000 68.000 67.350 67.675 -0.325 215 4,156 +10
Aug06 051216 64.850 64.900 64.500 64.825 -0.225 145 1,608 +63
Oct06 051216 57.500 57.800 57.000 57.800 -0.175 96 781 +14
Dec06 051216 55.300 55.300 54.800 55.000 -0.200 67 350 +18
Total Volume and Open Interest 18,308 122,730 -7,256
Pork Bellies(CME)
Feb06 051216 83.000 84.200 82.450 83.975 +1.125 313 1,454 +10
Mar06 051216 83.100 84.200 83.100 83.600 +0.750 32 226 +24
May06 051216 85.150 85.775 85.150 85.500 +0.700 21 171 +22
Jul06 051216 87.175 87.175 86.900 86.900 +0.850 0 98 +0
Aug06 051216 87.500 87.500 87.500 87.500 unch 0 2 +0
Total Volume and Open Interest 366 1,951 +56
Class III Milk(CME)
Dec05 051216 13.41 13.41 13.37 13.40 -0.03 10 2,144 -6
Jan06 051216 13.18 13.25 13.15 13.15 -0.03 161 2,182 -13
Feb06 051216 12.65 12.75 12.65 12.67 +0.07 22 1,880 +2
Mar06 051216 12.60 12.75 12.60 12.63 +0.03 30 1,758 +18
Apr06 051216 12.54 12.55 12.53 12.55 +0.02 43 1,664 +20
Total Volume and Open Interest 383 20,270 +54
Cocoa(NYBOT)
Dec05 051214 1465 1465 1465 1465 -20 8 307 -59
Mar06 051216 1470 1480 1456 1461 -7 4,190 54,475 -246
May06 051216 1492 1500 1479 1482 -7 1,039 14,578 +65
Jul06 051216 1499 1510 1499 1500 -7 356 12,844 +214
Sep06 051216 1521 1521 1521 1521 -7 83 12,603 +25
Dec06 051216 1547 1547 1547 1547 -6 0 10,303 +0
Mar07 051216 1575 1576 1565 1569 -9 145 11,323 +79
Total Volume and Open Interest 5,815 121,878 -79
Coffee "C"(NYBOT)
Dec05 051216 95.70 95.70 94.35 94.35 unch 2 36 -1
Mar06 051216 98.00 99.25 97.10 97.85 unch 6,584 61,677 +129
May06 051216 100.30 101.45 99.70 100.15 unch 1,052 10,289 +48
Jul06 051216 102.00 102.40 101.90 101.95 unch 205 4,887 -3
Sep06 051216 103.65 103.65 103.65 103.65 unch 324 2,451 +39
Dec06 051216 107.25 107.25 106.15 106.15 -0.10 405 1,883 +111
Total Volume and Open Interest 8,766 82,524 +348
Orange Juice(NYBOT)
Jan06 051216 127.10 127.80 124.70 127.55 -0.70 2,123 19,275 -557
Mar06 051216 129.40 129.65 126.00 129.30 -1.10 1,614 13,858 +856
May06 051216 130.00 130.75 130.00 130.30 -1.10 52 1,981 +40
Jul06 051216 131.45 132.00 130.80 131.15 -1.10 0 1,225 +0
Sep06 051216 131.45 131.45 131.45 131.45 -1.10 0 852 +0
Total Volume and Open Interest 3,791 37,665 +337
Sugar #11(NYBOT)
Mar06 051216 13.81 14.31 13.78 14.20 +0.33 28,315 296,036 -720
May06 051216 13.96 14.35 13.96 14.27 +0.34 8,542 80,405 +315
Jul06 051216 13.55 13.85 13.55 13.80 +0.33 4,910 51,001 +734
Oct06 051216 13.46 13.68 13.46 13.63 +0.27 3,500 38,074 +833
Mar07 051216 13.43 13.64 13.43 13.58 +0.25 1,976 35,659 +385
Total Volume and Open Interest 47,832 522,253 +1,821
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 051216 21.35 21.40 21.35 21.40 +0.15 124 3,075 -100
May06 051216 21.45 21.50 21.45 21.48 +0.08 105 3,226 +97
Jul06 051216 21.70 21.70 21.65 21.65 -0.10 17 3,501 +17
Sep06 051216 21.90 21.90 21.90 21.90 unch 4 1,572 +0
Total Volume and Open Interest 250 12,142 +14
London Cocoa(LCE)
Dec05 051213 837 843 830 843 +6 9,125 8,584 -6,098
Mar06 051216 873 874 860 861 -7 3,889 69,873 +805
May06 051216 882 884 871 871 -7 581 26,384 +170
Jul06 051216 895 895 884 884 -7 210 28,530 -167
Sep06 051216 907 907 896 896 -7 0 14,779 +0
Dec06 051216 917 917 907 907 -7 196 18,669 +5
Mar07 051216 928 930 917 918 -7 281 6,277 +202
Total Volume and Open Interest 5,187 164,936 +1,045
London Coffee(LCE)
Jan06 051216 1133.00 1139.00 1118.00 1134.00 +4.00 4,990 42,347 -2,525
Mar06 051216 1145.00 1156.00 1134.00 1151.00 +5.00 8,746 52,626 +2,318
May06 051216 1161.00 1170.00 1153.00 1164.00 +4.00 566 19,490 +26
Jul06 051216 1171.00 1177.00 1165.00 1177.00 +6.00 38 6,452 -7
Sep06 051216 1190.00 1190.00 1190.00 1190.00 +7.00 55 2,278 +11
Nov06 051216 1193.00 1203.00 1193.00 1203.00 +6.00 0 247 +0
Total Volume and Open Interest 14,395 123,575 -177
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051216 337.10 343.90 334.00 342.40 +6.20 3,803 42,667 -387
May06 051216 347.50 353.00 344.60 352.20 +5.30 738 9,416 +551
Aug06 051216 358.50 365.50 357.30 364.20 +6.60 74 8,079 +20
Oct06 051216 360.50 368.00 360.00 368.00 +8.00 73 6,776 -19
Total Volume and Open Interest 4,762 73,114 +132
Cotton(NYBOT)
Mar06 051216 52.89 53.45 52.80 53.39 +0.38 8,058 79,436 +409
May06 051216 53.60 54.25 53.60 54.23 +0.47 912 14,024 -108
Jul06 051216 55.20 55.25 55.10 55.10 +0.40 328 4,185 -20
Oct06 051216 56.15 56.15 56.15 56.15 +0.45 0 93 +0
Dec06 051216 57.00 57.25 57.00 57.25 +0.55 193 3,111 +118
Mar07 051216 58.95 58.95 58.95 58.95 +0.35 0 28 +0
Total Volume and Open Interest 9,491 100,933 +396
Lumber(CME)
Jan06 051216 334.1 340.0 333.2 339.5 +3.6 700 2,567 -69
Mar06 051216 350.4 353.7 349.6 353.6 +3.2 405 1,958 +101
May06 051216 343.5 345.7 342.5 345.6 +3.4 20 409 +1
Jul06 051216 343.7 343.7 343.7 343.7 +2.3 11 96 -1
Total Volume and Open Interest 1,141 5,061 +32
Crude Oil(NYM)
Jan06 051216 59.65 59.75 58.00 58.06 -1.93 100,827 68,814 -37,477
Feb06 051216 60.70 60.80 58.90 59.05 -2.05 83,814 222,366 +15,546
Mar06 051216 61.45 61.45 59.60 59.76 -2.02 21,905 87,421 +2,751
Apr06 051216 61.85 61.85 60.00 60.22 -1.99 11,801 48,581 +1,924
May06 051216 62.00 62.00 60.30 60.57 -1.97 5,319 28,635 +1,706
Jun06 051216 62.35 62.35 60.86 60.86 -1.95 10,909 48,895 +2,894
Jul06 051216 62.35 62.35 61.09 61.09 -1.94 2,408 14,230 +372
Aug06 051216 61.29 61.29 61.29 61.29 -1.93 2,016 10,265 +95
Sep06 051216 62.00 62.50 61.46 61.46 -1.92 306 24,265 +199
Oct06 051216 61.59 61.59 61.59 61.59 -1.91 1,030 6,619 -46
Nov06 051216 63.00 63.00 61.68 61.68 -1.91 185 11,974 -45
Dec06 051216 63.30 63.35 61.75 61.75 -1.91 5,826 53,204 -5
Jan07 051216 61.78 61.78 61.78 61.78 -1.90 305 13,265 +105
Feb07 051216 63.00 63.00 61.81 61.81 -1.89 0 4,462 +0
Mar07 051216 62.60 62.60 61.83 61.83 -1.88 0 6,524 +0
Apr07 051216 61.84 61.84 61.84 61.84 -1.87 150 5,126 +150
Total Volume and Open Interest 251,975 852,005 -11,804
Heating Oil(NYM)
Jan06 051216 176.00 176.50 172.90 173.20 -5.53 28,107 37,936 -3,335
Feb06 051216 180.25 180.25 175.50 176.20 -6.00 18,231 63,428 +583
Mar06 051216 181.00 181.50 177.00 177.00 -6.00 7,497 29,148 -392
Apr06 051216 178.50 178.50 174.25 174.35 -5.65 1,927 12,949 +193
May06 051216 175.00 175.25 171.00 171.00 -5.20 745 7,513 +184
Jun06 051216 174.00 174.75 170.05 170.05 -4.90 404 8,415 -43
Jul06 051216 175.50 175.50 170.75 170.95 -4.80 93 5,199 +28
Aug06 051216 177.00 177.00 171.80 172.35 -4.70 20 3,054 +13
Sep06 051216 179.25 179.25 174.60 174.60 -4.55 94 1,951 +24
Oct06 051216 181.60 181.80 177.20 177.20 -4.40 101 700 -22
Nov06 051216 184.25 184.25 179.80 179.80 -4.25 5 1,235 +3
Dec06 051216 186.65 186.65 182.55 182.55 -4.10 247 5,080 +74
Total Volume and Open Interest 57,603 181,421 -2,681
Unleaded Gas(NYM)
Jan06 051216 160.00 160.20 154.50 156.89 -4.79 27,400 36,826 -587
Feb06 051216 163.50 163.60 159.00 160.07 -5.11 12,639 44,622 +498
Mar06 051216 166.80 166.80 162.25 163.22 -5.06 4,150 20,204 -257
Apr06 051216 174.80 174.80 170.25 171.42 -4.96 1,468 14,198 +66
May06 051216 173.90 175.50 173.00 173.07 -4.76 1,192 11,764 +668
Jun06 051216 176.30 176.30 174.00 174.12 -4.56 349 6,645 -82
Jul06 051216 176.75 176.75 174.62 174.62 -4.41 118 2,918 +24
Aug06 051216 177.25 177.25 174.52 174.52 -4.26 192 3,065 +29
Sep06 051216 175.50 175.50 173.32 173.32 -4.01 289 3,489 +246
Oct06 051216 167.75 167.75 165.42 165.42 -3.91 54 909 +17
Nov06 051216 166.50 166.50 163.22 163.22 -3.76 3 532 +3
Dec06 051216 162.32 162.32 162.32 162.32 -3.56 3 307 +0
Total Volume and Open Interest 47,859 145,567 +627
Natural Gas(NYM)
Jan06 051216 13.500 13.750 13.460 13.633 -0.148 31,999 47,160 -2,461
Feb06 051216 13.650 13.800 13.570 13.722 -0.158 10,381 68,160 +2,058
Mar06 051216 13.590 13.760 13.520 13.652 -0.158 10,287 78,065 +1,068
Apr06 051216 10.800 10.950 10.800 10.867 -0.118 4,953 38,985 +818
May06 051216 10.550 10.640 10.530 10.542 -0.103 4,172 26,595 +10
Jun06 051216 10.570 10.640 10.567 10.567 -0.103 1,682 14,280 +336
Jul06 051216 10.600 10.670 10.600 10.602 -0.103 917 17,923 +274
Aug06 051216 10.650 10.690 10.640 10.640 -0.100 1,249 18,285 -181
Sep06 051216 10.665 10.690 10.640 10.640 -0.100 200 14,904 +56
Oct06 051216 10.710 10.760 10.685 10.685 -0.097 2,063 28,123 +270
Nov06 051216 11.170 11.200 11.120 11.140 -0.092 99 10,625 +28
Dec06 051216 11.500 11.630 11.500 11.590 -0.087 479 13,209 +50
Jan07 051216 11.950 12.000 11.930 11.955 -0.087 660 13,133 +308
Feb07 051216 11.980 11.980 11.905 11.905 -0.087 84 5,690 +13
Mar07 051216 11.700 11.700 11.625 11.625 -0.077 384 10,816 +131
Apr07 051216 9.350 9.360 9.325 9.325 -0.057 797 11,302 +96
Total Volume and Open Interest 72,467 559,056 +3,497
Brent Crude Oil(ICE)
Feb06 051216 59.36 59.36 57.06 57.13 -2.27 72,830 106,044 -5,664
Mar06 051216 59.89 59.89 57.77 57.83 -2.19 27,307 92,248 +281
Apr06 051216 60.31 60.31 58.40 58.41 -2.12 10,666 25,914 +852
May06 051216 60.60 60.60 58.60 58.89 -2.07 3,729 14,269 +324
Jun06 051216 60.86 60.86 59.28 59.31 -2.02 6,061 27,264 +958
Jul06 051216 61.11 61.11 59.61 59.65 -1.99 1,560 10,943 +1,160
Aug06 051216 59.90 59.90 59.90 59.90 -1.98 0 3,140 +0
Sep06 051216 60.07 60.07 60.07 60.07 -1.97 300 20,605 +150
Oct06 051216 60.25 60.25 60.25 60.25 -1.94 200 4,675 +170
Nov06 051216 61.71 61.71 60.35 60.35 -1.91 175 3,677 -38
Dec06 051216 61.72 61.87 60.42 60.42 -1.89 1,628 32,574 -498
Jan07 051216 60.49 60.49 60.49 60.49 -1.86 200 3,248 -200
Feb07 051216 61.86 61.86 60.55 60.55 -1.85 0 1,910 +0
Mar07 051216 60.58 60.58 60.58 60.58 -1.84 200 3,785 +200
Total Volume and Open Interest 139,408 391,415 -22,716
Gas Oil(ICE)
Jan06 051216 535.00 535.00 509.75 515.25 -28.50 24,202 60,571 -3,335
Feb06 051216 544.50 545.00 522.00 526.50 -27.00 16,009 47,635 -2,866
Mar06 051216 547.00 549.00 528.50 532.75 -24.50 7,632 25,506 -738
Apr06 051216 548.25 548.25 534.75 537.50 -22.50 3,633 12,188 +168
May06 051216 550.50 550.50 536.50 541.75 -21.25 2,768 5,377 +992
Jun06 051216 555.25 555.25 541.00 546.00 -20.25 4,897 22,905 -767
Jul06 051216 553.75 553.75 549.75 549.75 -20.25 730 2,393 +467
Aug06 051216 553.75 553.75 553.75 553.75 -20.00 0 227 +0
Sep06 051216 560.50 560.50 557.75 557.75 -20.00 0 1,325 -547
Oct06 051216 561.00 561.00 561.00 561.00 -19.75 0 1,542 +0
Total Volume and Open Interest 62,768 211,517 -4,948
US Dollar Index(NYBOT)
Dec05 051216 90.10 90.10 89.63 89.67 -0.36 643 10,425 -343
Mar06 051216 89.75 89.84 89.37 89.40 -0.35 7,384 18,248 -669
Jun06 051216 89.23 89.23 89.04 89.07 -0.34 6 2,013 -2
Total Volume and Open Interest 8,033 30,689 -1,014
Australian Dollar(CME)
Dec05 051216 74.35 74.41 74.30 74.41 -0.31 4,208 34,782 -3,449
Mar06 051216 74.16 74.24 74.00 74.22 -0.31 6,947 44,036 +2,742
Jun06 051216 74.05 74.05 74.05 74.05 -0.31 5 275 +6
Total Volume and Open Interest 11,160 79,104 -701
British Pound(CME)
Dec05 051216 177.05 177.30 176.93 177.25 +0.82 3,870 39,655 -4,689
Mar06 051216 177.03 177.30 176.69 177.22 +0.82 4,195 73,778 +9,199
Jun06 051216 177.32 177.32 177.32 177.32 +0.82 0 64 +0
Total Volume and Open Interest 8,065 113,514 +4,510
Canadian Dollar(CME)
Dec05 051216 86.41 86.54 86.33 86.34 -0.03 7,538 40,236 -4,849
Mar06 051216 86.63 86.83 86.50 86.56 -0.03 18,009 108,251 +13,710
Jun06 051216 86.94 86.94 86.77 86.77 -0.03 94 1,567 +93
Sep06 051216 86.98 86.98 86.98 86.98 -0.03 50 251 +11
Total Volume and Open Interest 25,700 150,462 +8,960
Japanese Yen(CME)
Dec05 051216 86.07 86.45 85.90 86.43 +0.44 8,963 83,880 -8,421
Mar06 051216 87.00 87.35 86.75 87.33 +0.45 14,648 121,030 +6,558
Jun06 051216 88.40 88.40 88.40 88.40 +0.45 14 20,019 +6
Total Volume and Open Interest 23,625 224,981 -1,857
Swiss Franc(CME)
Dec05 051216 77.54 77.54 77.44 77.50 -0.07 1,102 45,687 -3,854
Mar06 051216 78.17 78.26 77.98 78.13 -0.07 3,007 64,950 +4,316
Jun06 051216 78.78 78.78 78.78 78.78 -0.07 0 54 +9
Total Volume and Open Interest 4,109 110,762 +471
EuroFX(CME)
Dec05 051216 119.94 120.15 119.67 120.13 +0.43 4,347 101,604 -6,468
Mar06 051216 120.53 120.74 120.24 120.69 +0.43 7,425 124,220 +32,301
Jun06 051216 121.35 121.35 121.35 121.35 +0.43 60 2,139 -13
Total Volume and Open Interest 11,842 228,269 +25,825
Mexican Peso(CME)
Dec05 051216 9265.0 9325.0 9265.0 9310.0 +13.0 1,727 31,060 -4,148
Mar06 051216 9192.0 9255.0 9180.0 9232.0 +12.0 12,323 78,298 -1,766
Total Volume and Open Interest 14,108 135,097 -5,872
30-Year T-Bonds(CBOT)
Dec05 051216 113~01 113~17 113~01 113~09 +0~11 5,868 15,680 -4,897
Mar06 051216 112~22 113~10 112~22 113~01 +0~10 307,416 540,079 -13,019
Jun06 051216 113~06 113~24 112~28 112~28 +0~10 10 1,244 +6
Total Volume and Open Interest 313,297 557,012 -17,908
10-Year T-Notes(CBOT)
Dec05 051216 109~055 109~115 109~055 109~065 +0~040 22,248 59,812 -2,764
Mar06 051216 108~290 109~070 108~285 109~020 +0~055 787,423 1,614,177 -5,286
Total Volume and Open Interest 809,941 1,682,454 -7,930
5-Year T-Notes(CBOT)
Dec05 051216 106~135 106~135 106~110 106~120 +0~025 4,113 0 +0
Mar06 051216 106~075 106~095 106~060 106~065 +0~025 410,486 0 +0
Jun06 051216 106~120 106~120 106~085 106~085 +0~015 3 7 +3
Total Volume and Open Interest 414,602 8 +3
2 Year T-Notes(CBOT)
Dec05 051216 102~094 102~094 102~094 102~094 +0~002 0 23,928 -433
Mar06 051216 102~082 102~084 102~081 102~082 +0~002 780 344,556 +4,454
Total Volume and Open Interest 780 368,484 +4,021
Eurodollars(CME)
Dec05 051216 95.497 95.500 95.495 95.497 +0.002 33,450 1,055,509 -22,298
Mar06 051216 95.255 95.260 95.250 95.250 +0.010 30,129 1,192,218 +235
Jun06 051216 95.195 95.205 95.185 95.185 +0.005 37,171 1,307,112 -19,323
Sep06 051216 95.190 95.220 95.185 95.190 unch 327,874 969,330 +13,934
Dec06 051216 95.245 95.260 95.235 95.235 +0.005 28,270 1,056,429 -12,314
Mar07 051216 95.280 95.290 95.270 95.270 +0.010 23,853 871,890 +8,224
Jun07 051216 95.285 95.290 95.270 95.275 +0.015 20,806 663,532 -4,154
Sep07 051216 95.275 95.290 95.265 95.265 +0.015 20,784 410,273 +594
Dec07 051216 95.250 95.265 95.240 95.245 +0.020 7,757 298,323 +5,060
Mar08 051216 95.255 95.260 95.235 95.235 +0.020 8,484 252,358 +134
Jun08 051216 95.230 95.240 95.215 95.215 +0.025 3,827 270,923 +1,498
Sep08 051216 95.195 95.210 95.180 95.190 +0.030 5,051 218,444 +398
Dec08 051216 95.165 95.170 95.145 95.150 +0.030 6,161 162,852 +885
Mar09 051216 95.145 95.150 95.130 95.130 +0.030 3,923 128,837 +1,427
Jun09 051216 95.115 95.120 95.100 95.100 +0.030 2,360 106,089 +209
Sep09 051216 95.075 95.090 95.070 95.070 +0.030 2,200 100,706 -437
Dec09 051216 95.040 95.055 95.025 95.030 +0.030 1,748 85,137 +712
Mar10 051216 95.025 95.045 95.010 95.020 +0.035 1,722 54,720 +176
Total Volume and Open Interest 269,231 9,481,999 +7,280
3-Mth Euro-Yen(CME)
Dec05 051216 99.91 99.91 99.91 99.91 unch 682 6,962 +352
Mar06 051216 99.87 99.87 99.87 99.87 unch 430 5,945 -315
Jun06 051216 99.78 99.78 99.78 99.78 -0.01 30 7,921 +245
Sep06 051216 99.68 99.68 99.68 99.68 -0.02 5 6,754 -1,037
Dec06 051216 99.59 99.59 99.59 99.59 -0.01 63 7,766 -63
Mar07 051216 99.49 99.49 99.49 99.49 -0.01 0 2,312 -142
Jun07 051216 99.40 99.40 99.40 99.40 unch 2 2,791 +2
Sep07 051216 99.29 99.29 99.29 99.29 unch 0 1,685 +0
Dec07 051216 99.19 99.19 99.19 99.19 +0.01 14 46 +10
Mar08 051216 99.08 99.08 99.08 99.08 -0.02 0 51 +0
Total Volume and Open Interest 1,226 42,485 -948
3-Mth Euro-Yen(SIMEX)
Mar06 051216 99.87 99.87 99.86 99.86 -0.01 5,531 69,133 +1,385
Jun06 051216 99.79 99.80 99.78 99.78 -0.02 822 60,497 -575
Sep06 051216 99.70 99.70 99.68 99.68 -0.02 1,126 40,875 -204
Dec06 051216 99.60 99.60 99.59 99.59 -0.01 1,796 50,533 +821
Mar07 051216 99.50 99.50 99.49 99.49 -0.01 155 30,792 -157
Jun07 051216 99.41 99.41 99.39 99.39 -0.02 719 17,314 +206
Sep07 051216 99.29 99.29 99.29 99.29 -0.02 10 3,520 -1
Dec07 051216 99.19 99.19 99.19 99.19 -0.01 221 11,791 +187
Total Volume and Open Interest 10,380 301,692 +1,662
German Euro-Bund(EUREX)
Mar06 051216 121.44 121.60 121.21 121.43 +0.22      
Jun06 051216 120.48 120.78 120.48 120.67 +0.26      
Sep06 051216 120.61 120.61 120.61 120.61 +0.22      
Total Volume and Open Interest      
German Euro-Bobl(EUREX)
Mar06 051208 113.02 113.20 112.94 113.08 +0.09 724,236 681,465 +214,154
Jun06 051216 112.16 112.16 112.16 112.16 +0.11      
Sep06 051216 111.81 111.81 111.81 111.81 +0.11      
Total Volume and Open Interest      
Long Gilt(LIFFE)
Dec05 051216 112~26 113~02 112~26 113~02 +0~12 303 21,034 +152
Mar06 051216 112~29 113~13 112~28 113~10 +0~12 46,955 203,803 -1,930
Total Volume and Open Interest 47,258 224,837 -1,778
3-Mth Short Sterling(LIFFE)
Dec05 051216 95.35 95.35 95.35 95.35 -0.01 7,867 273,268 +1,695
Mar06 051216 95.38 95.38 95.38 95.38 +0.01 37,600 351,285 +1,282
Jun06 051216 95.34 95.34 95.34 95.34 +0.02 56,929 342,430 +6,763
Total Volume and Open Interest 199,232 1,857,891 +9,893
3-Mth Euribor(LIFFE)
Dec05 051216 97.520 97.525 97.515 97.515 -0.005 18,630 580,528 -6,234
Mar06 051216 97.315 97.315 97.300 97.300 -0.010 71,195 671,913 -2,490
Jun06 051216 97.130 97.130 97.110 97.110 -0.010 66,052 629,841 -1,906
Total Volume and Open Interest 427,479 3,636,330 -25,724
3-Mth Aus T-Bills(SFE)
Mar06 051216 94.32 94.35 94.32 94.34 unch 12,605 183,060 +993
Jun06 051216 94.29 94.34 94.28 94.34 +0.04 11,270 132,521 +704
Sep06 051216 94.27 94.35 94.27 94.34 +0.04 4,451 51,907 +1,083
Dec06 051216 94.26 94.33 94.26 94.33 +0.04 5,143 42,648 +283
Mar07 051216 94.26 94.30 94.26 94.30 +0.04 1,590 22,333 +879
Jun07 051216 94.22 94.26 94.22 94.26 +0.03 1,277 41,182 +254
Sep07 051216 94.19 94.22 94.19 94.22 +0.02 505 9,169 +65
Dec07 051216 94.19 94.19 94.19 94.19 +0.02 150 5,592 -52
Mar08 051216 94.17 94.17 94.17 94.17 +0.02 50 2,447 +0
Jun08 051216 94.15 94.15 94.15 94.15 +0.02 10 867 +10
Total Volume and Open Interest 37,061 493,124 +4,229
10-Year Aus T-Bonds(SFE)
Mar06 051216 94.65 94.71 94.64 94.69 +0.04 77,836 314,881 +20,207
Jun06 051216 94.69 94.69 94.69 94.69        
3-Year Aus T-Bonds(SFE)
Mar06 051216 94.66 94.72 94.66 94.71 +0.04 195,651 331,845 +104,060
Jun06 051216 94.71 94.71 94.71 94.71        
Gold(CMX)
Dec05 051216 508.0 508.0 502.5 503.4 -0.5 378 799 -87
Feb06 051216 508.0 510.5 504.5 505.9 -0.7 75,285 251,518 +4,231
Apr06 051216 512.5 515.0 508.7 510.1 -0.7 2,727 12,382 +77
Jun06 051216 518.0 519.0 513.0 514.3 -0.8 1,347 20,893 -204
Aug06 051216 519.4 522.0 517.4 518.6 -0.8 83 2,204 +11
Oct06 051216 522.9 522.9 522.9 522.9 -0.9 55 5,613 +3
Dec06 051216 531.0 532.0 526.0 527.2 -1.0 970 11,876 +378
Feb07 051216 536.0 536.0 531.5 531.5 -1.1 32 5,715 +0
Apr07 051216 535.7 535.7 535.7 535.7 -1.2 0 1,332 +0
Jun07 051216 540.0 540.0 540.0 540.0 -1.3 13 7,077 -2
Aug07 051216 544.2 544.2 544.2 544.2 -1.5 2 106 +2
Oct07 051216 550.0 550.0 548.4 548.4 -1.6      
Total Volume and Open Interest 80,921 333,647 +4,409
Silver(CMX)
Dec05 051216 863.0 864.5 852.1 852.1 -2.8 47 541 -82
Mar06 051216 871.0 872.5 856.0 860.0 -3.5 20,733 100,649 -1,788
May06 051216 878.0 879.0 866.1 866.1 -3.5 232 3,461 +121
Jul06 051216 884.0 884.0 872.1 872.1 -3.4 105 9,288 +31
Sep06 051216 877.6 877.6 877.6 877.6 -3.4 77 4,166 +25
Dec06 051216 892.0 895.0 882.0 884.4 -3.4 224 11,223 -20
Mar07 051216 890.5 890.5 890.5 890.5 -3.5 2 237 +1
Total Volume and Open Interest 21,514 134,387 -1,690
Platinum(NYM)
Jan06 051216 967.0 971.0 960.2 961.0 -1.3 3,358 8,636 -208
Apr06 051216 976.0 976.0 965.0 966.0 -1.3 259 2,332 +15
Total Volume and Open Interest 3,617 10,968 -193
Palladium(NYME)
Dec05 051216 262.50 262.50 262.50 262.50 -2.95 42 541 -85
Mar06 051216 266.00 267.75 264.00 264.70 -3.30 2,056 13,538 +387
Jun06 051216 267.70 267.70 267.70 267.70 -3.30 18 117 +5
Total Volume and Open Interest 2,125 14,242 +311
Copper(CMX)
Dec05 051216 215.80 217.00 215.20 216.95 +2.80 587 4,293 -293
Mar06 051216 201.30 203.20 200.90 202.90 +2.80 5,260 73,682 +122
May06 051216 195.90 197.20 195.90 197.00 +2.60 102 6,818 +35
Jul06 051216 191.00 192.00 191.00 191.80 +2.60 58 4,645 -1
Sep06 051216 186.80 186.80 186.80 186.80 +2.60 18 2,110 +12
Total Volume and Open Interest 6,726 103,113 -75
Aluminum(CMX)
Dec05 051216 103.20 103.20 103.20 103.20 +1.05 0 48 -1
Jan06 051216 103.75 103.75 103.75 103.75 +1.05 2 1,172 -2
Feb06 051216 103.85 103.85 103.85 103.85 +1.15 0 70 +0
Mar06 051216 104.00 104.00 103.95 103.95 +1.25 0 71 +0
Apr06 051216 103.35 103.35 103.35 103.35 +1.25 0 50 +0
May06 051216 102.75 102.75 102.75 102.75 +1.25 0 50 +0
Total Volume and Open Interest 2 1,556 -3
DJIA Index(CBOT)
Dec05 051215 10893 10940 10870 10875 -21 7,447 35,794 +1,366
Mar06 051216 10965 10995 10918 10922 -7 7,430 37,471 +2,168
Jun06 051216 11045 11045 10980 10992 -2 1 20 +1
Total Volume and Open Interest 11,109 69,970 -1,152
S & P 500(CME)
Mar06 051216 1282.60 1283.80 1273.80 1274.20 -3.60 63,398 626,267 +21,099
Jun06 051216 1293.00 1293.00 1283.80 1283.80 -3.50 122 8,245 +5
Sep06 051216 1293.50 1293.50 1293.50 1293.50 -3.30 0 1,017 +0
Dec06 051216 1303.30 1303.30 1303.30 1303.30 -3.30 0 36 +0
Total Volume and Open Interest 111,725 771,615 +75
S & P 500 E-Mini(Globex)
Mar06 051216 1277.50 1284.50 1273.75 1274.25 -3.50 889,367 977,887 +37,266
Jun06 051216 1283.75 1283.75 1283.75 1283.75 +1.25      
Total Volume and Open Interest 893,102 1,276,716 +9,931
NASDAQ 100(CME)
Mar06 051216 1719.00 1723.00 1706.00 1709.50 -7.50 9,173 51,849 +3,200
Jun06 051216 1724.00 1724.00 1724.00 1724.00 -7.50 12 22 +5
Sep06 051216 1738.50 1738.50 1738.50 1738.50        
NASDAQ 100 E-Mini(Globex)
Mar06 051216 1716.50 1724.50 1706.00 1709.50 -7.50 263,798 253,722 +11,060
Jun06 051216 1724.00 1724.00 1724.00 1724.00 -11.50      
Total Volume and Open Interest 297,740 428,868 -3,920
S & P Midcap 400(CME)
Mar06 051216 754.25 755.25 746.50 746.70 -5.20 702 12,110 +214
Jun06 051216 755.80 755.80 755.80 755.80 -5.20 0 1 -1
Sep06 051216 104.44 104.44 104.44 104.44 -5.20      
Total Volume and Open Interest 1,135 15,848 -458
Russell 2000(CME)
Mar06 051216 690.75 691.75 684.25 684.60 -3.40 2,583 28,563 +719
Jun06 051216 689.35 689.35 689.35 689.35 -3.40      
Sep06 051216 693.60 693.60 693.60 693.60 -3.40 0 5 +0
Total Volume and Open Interest 6,377 50,675 -1,368
Russell 2000 E-Mini(Globex)
Dec05 051216 683.40 686.10 683.40 686.10 +1.80 24,687 147,617 -12,601
Mar06 051216 687.40 692.90 684.30 684.60 -3.40 130,210 256,165 +11,047
Total Volume and Open Interest 154,897 403,782 -1,554
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 051216 15095 15370 15075 15165 -5 77,788 201,965 -563
Jun06 051216 15100 15100 15100 15100 -80      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 051216 15095 15370 15075 15165 -5 77,788 201,965 -563
Jun06 051216 15100 15100 15100 15100 -80      
Sep06 051216 15095 15095 15095 15095 -80 0 3 +0
Total Volume and Open Interest 77,854 202,333 -564
CAC 40(MATIF)
Dec05 051216 4684.0 4720.5 4673.0 4704.5 +32.0 191,881 376,699 -83,247
Jan06 051216 4694.0 4730.5 4682.5 4713.5 +31.5 138,637 297,685 +57,505
Feb06 051216 4698.0 4730.0 4698.0 4721.5 +31.5 88 152 +52
Total Volume and Open Interest 336,317 734,575 -24,441
Hang Seng Index(HKFE)
Dec05 051216 15112 15145 14968 15039 -48 28,977 93,079 -744
Jan06 051216 15165 15195 15018 15090 -45 555 1,394 +22
Total Volume and Open Interest 29,604 96,049 -708
DAX Index(EUREX)
Dec05 051216 5303.0 5350.5 5302.0 5348.8 +56.3 143,300 177,386 +0
Mar06 051216 5335.5 5388.5 5335.5 5383.0 +57.5 77,052 176,390 +28,905
Jun06 051216 5373.5 5425.5 5373.5 5419.5 +57.5 2,211 7,303 -328
Total Volume and Open Interest 222,563 361,079 +28,577
FT-SE 100(LIFFE)
Dec05 051216 5498.50 5547.00 5498.50 5539.50 +48.50 136,645 149,394 -62,403
Mar06 051216 5537.00 5565.00 5509.00 5546.50 +45.00 94,574 392,514 +32,302
Jun06 051216 5525.00 5557.50 5525.00 5557.50 +45.50 1,477 14,447 +630
Total Volume and Open Interest 232,696 557,105 -29,471
SPI 200(SFE)
Dec05 051215 4630.0 4647.0 4620.0 4647.0 +32.0 50,111 236,759 +17,914
Mar06 051216 4613.0 4648.0 4596.0 4645.0 +30.0 12,840 176,049 +7,575
Jun06 051216 4632.0 4669.0 4628.0 4669.0 +29.0 106 3,298 +11
Total Volume and Open Interest 16,516 360,008 -51,597
GSCI(CME)
Jan06 051216 438.55 440.00 433.05 433.05 -10.35 163 17,888 +51
Feb06 051216 436.50 436.50 436.50 436.50 -9.00 4 2 +1
Mar06 051216 425.50 425.50 425.50 425.50 -14.50      
Total Volume and Open Interest 283 19,380  
Reuters CRB Index(NYBOT)
Jan06 051216 344.75 345.00 343.75 344.15 +0.15 33 562 -4
Feb06 051216 342.15 342.15 342.15 342.15 +0.90 1 65 +1
Apr06 051216 342.50 342.50 342.00 342.40 +0.15 0 419 +0
Total Volume and Open Interest 34 1,050 -3
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!