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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 Mon December 19, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051219 602.00 610.00 594.00 608.50 +16.25 26,673 75,443 -8,640
Mar06 051219 614.00 622.00 605.00 620.50 +18.00 47,444 127,138 +7,109
May06 051219 619.50 630.00 614.00 628.25 +17.75 3,561 27,058 +501
Jul06 051219 629.00 635.00 621.50 634.50 +16.50 4,470 35,215 +655
Aug06 051219 624.00 629.00 624.00 629.00 +11.00 52 3,480 -9
Sep06 051219 626.00 630.00 626.00 629.50 +9.50 54 1,533 +0
Nov06 051219 631.00 640.00 626.50 638.25 +15.00 3,201 19,644 +973
Total Volume and Open Interest 85,670 291,459 +673
Soybean Meal(CBOT)
Jan06 051219 194.00 199.00 192.00 198.60 +7.20 11,027 32,807 -2,933
Mar06 051219 195.50 199.50 193.20 199.20 +7.50 9,976 38,651 +904
May06 051219 196.50 199.00 194.80 199.00 +6.10 2,992 23,822 +830
Jul06 051219 198.50 201.00 197.00 201.00 +6.00 2,070 22,417 +260
Aug06 051219 199.50 202.00 197.90 201.50 +5.50 206 5,548 -18
Sep06 051219 200.00 201.50 198.50 201.00 +5.00 76 5,347 +19
Oct06 051219 197.50 201.00 197.00 200.20 +5.70 44 3,088 +8
Dec06 051219 199.00 201.50 198.00 201.00 +5.50 978 6,657 +291
Total Volume and Open Interest 27,369 138,389 -639
Soybean Oil(CBOT)
Jan06 051219 21.55 21.65 21.42 21.57 +0.27 14,794 38,404 -8,313
Mar06 051219 21.92 22.00 21.72 21.91 +0.35 18,500 81,625 +3,444
May06 051219 22.30 22.30 22.06 22.27 +0.40 2,555 20,768 -492
Jul06 051219 22.50 22.65 22.39 22.61 +0.41 2,775 26,983 -184
Aug06 051219 22.50 22.73 22.50 22.73 +0.41 107 3,601 -15
Sep06 051219 22.70 22.80 22.70 22.80 +0.38 184 2,967 +0
Oct06 051219 22.90 22.95 22.90 22.90 +0.35 15 1,645 +15
Dec06 051219 23.15 23.15 23.00 23.15 +0.37 732 13,243 +7
Total Volume and Open Interest 39,662 189,261 -5,538
Canola(WCE)
Jan06 051219 233.5 239.8 233.1 237.3 +4.6 3,829 33,950 -2,011
Mar06 051219 240.6 246.5 239.7 244.5 +4.8 6,145 44,061 +2,814
May06 051219 253.5 253.5 248.0 251.8 +4.6 319 5,303 +98
Jul06 051219 257.1 257.6 255.2 256.5 +2.0 378 3,811 +128
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 051219 209.50 209.75 206.50 208.75 +1.25 41,088 467,870 -3,779
May06 051219 218.25 219.00 216.00 217.75 +1.50 5,634 85,583 +636
Jul06 051219 227.50 227.50 224.75 226.75 +1.50 3,875 94,729 +218
Sep06 051219 235.25 235.50 233.75 235.00 +1.00 993 20,014 +222
Dec06 051219 246.00 246.25 244.25 245.50 +0.75 4,338 88,913 +957
Mar07 051219 253.00 253.00 251.50 253.00 +1.00 236 4,967 +160
Total Volume and Open Interest 56,736 774,755 -1,253
Wheat(CBOT)
Mar06 051219 323.00 323.50 319.50 323.25 +3.50 16,058 222,754 -307
May06 051219 332.50 332.50 329.50 332.00 +3.25 1,695 13,506 +711
Jul06 051219 343.00 343.00 338.50 341.75 +3.75 3,593 39,482 -115
Sep06 051219 350.00 350.50 347.00 350.25 +4.00 69 3,118 +46
Dec06 051219 361.00 362.00 358.50 360.75 +2.25 1,416 23,282 +787
Total Volume and Open Interest 22,839 302,586 +1,122
Wheat(KCBT)
Dec05 051214 360.00 361.00 359.00 361.00 +8.00 32 29 -152
Mar06 051219 368.00 371.50 366.50 371.00 +3.50 5,097 67,731 -144
May06 051219 362.00 365.00 360.00 362.75 +2.75 1,077 12,403 -130
Jul06 051219 358.50 361.00 357.50 359.00 +2.00 3,016 33,743 -217
Sep06 051219 364.00 365.00 362.25 363.00 +2.00 145 4,881 +98
Total Volume and Open Interest 10,053 122,955 -136
Wheat(MGE)
Dec05 051214 370.50 370.50 370.50 370.50 +3.50 7 5 -37
Mar06 051219 375.00 377.00 372.50 377.00 +3.25 2,105 21,683 +156
May06 051219 372.00 375.00 370.50 374.00 +3.00 623 3,993 +265
Jul06 051219 367.00 371.25 366.00 371.25 +4.00 434 9,863 +55
Sep06 051219 367.00 371.00 366.00 370.25 +4.00 363 3,232 +0
Total Volume and Open Interest 3,527 40,229 +565
Oats(CBOT)
Mar06 051219 183.50 194.75 183.25 194.50 +10.50 2,146 8,115 -745
May06 051219 182.00 191.00 182.00 191.00 +8.75 68 366 -21
Jul06 051219 182.00 185.50 182.00 185.50 +8.25 87 247 +25
Sep06 051219 173.00 173.00 173.00 173.00 +2.00 0 17 +0
Total Volume and Open Interest 2,424 8,986 -685
Rough Rice(CBOT)
Jan06 051219 7.87 7.88 7.82 7.86 +0.02 637 2,903 -153
Mar06 051219 8.12 8.14 8.06 8.13 +0.02 937 5,217 +275
May06 051219 8.37 8.37 8.35 8.35 +0.01 63 432 +30
Jul06 051219 8.56 8.56 8.56 8.56 unch 18 79 +0
Total Volume and Open Interest 1,706 8,808 +194
Live Cattle(CME)
Dec05 051219 95.400 95.850 95.200 95.775 +0.250 2,658 10,551 -1,001
Feb06 051219 96.900 97.275 96.700 96.800 -0.275 9,889 119,949 -740
Apr06 051219 94.600 94.875 94.425 94.625 -0.075 3,787 36,015 +687
Jun06 051219 86.700 86.950 86.500 86.850 -0.125 1,282 18,549 +66
Aug06 051219 85.900 86.150 85.750 86.025 -0.075 512 7,909 +89
Oct06 051219 89.100 89.350 89.000 89.000 -0.150 696 4,325 +297
Total Volume and Open Interest 18,955 199,871 -577
Feeder Cattle(CME)
Jan06 051219 114.350 114.850 114.200 114.575 +0.250 2,219 12,423 -836
Mar06 051219 113.600 114.250 113.600 114.075 +0.225 1,954 12,192 +811
Apr06 051219 113.250 113.675 113.125 113.575 +0.300 499 3,283 +232
May06 051219 112.500 113.000 112.500 112.900 +0.100 189 2,167 +132
Aug06 051219 113.600 113.700 113.500 113.700 -0.050 117 1,562 +53
Sep06 051219 112.375 112.375 112.375 112.375 +0.175 3 166 +2
Oct06 051219 111.400 111.400 111.400 111.400 +0.200 5 37 +5
Total Volume and Open Interest 4,987 31,859 +400
Lean Hogs(CME)
Feb06 051219 64.000 64.650 63.750 64.550 +0.225 8,487 72,574 -1,016
Apr06 051219 67.000 67.350 66.375 67.275 +0.050 2,910 25,120 -239
May06 051219 68.600 69.300 68.600 69.225 +0.100 157 3,916 -16
Jun06 051219 70.650 70.950 70.150 70.900 +0.075 931 12,932 -22
Jul06 051219 67.600 67.900 67.250 67.900 +0.225 184 4,122 -34
Aug06 051219 64.500 64.900 64.450 64.800 -0.025 53 1,634 +26
Oct06 051219 57.550 57.650 57.500 57.650 -0.150 58 799 +18
Dec06 051219 55.025 55.025 54.750 54.750 -0.250 25 360 +10
Total Volume and Open Interest 12,805 121,457 -1,273
Pork Bellies(CME)
Feb06 051219 83.400 83.850 82.750 83.625 -0.350 194 1,494 +40
Mar06 051219 83.600 83.600 83.200 83.250 -0.350 14 236 +10
May06 051219 85.450 86.000 85.450 85.475 -0.025 14 172 +1
Jul06 051219 86.850 86.850 86.850 86.850 -0.050 1 98 +0
Aug06 051219 86.700 86.700 86.300 86.300 -1.200 0 2 +0
Total Volume and Open Interest 223 2,002 +51
Class III Milk(CME)
Dec05 051219 13.41 13.41 13.41 13.41 +0.01 30 2,129 -15
Jan06 051219 13.10 13.55 13.05 13.53 +0.38 210 2,273 +91
Feb06 051219 12.61 13.00 12.61 12.96 +0.29 80 1,897 +17
Mar06 051219 12.55 12.78 12.55 12.78 +0.15 65 1,784 +26
Apr06 051219 12.51 12.59 12.50 12.59 +0.04 42 1,671 +7
Total Volume and Open Interest 705 20,488 +218
Cocoa(NYBOT)
Mar06 051219 1450 1451 1436 1439 -22 3,285 54,815 +340
May06 051219 1469 1471 1457 1459 -23 296 14,965 +387
Jul06 051219 1490 1490 1480 1480 -20 284 12,814 -30
Sep06 051219 1510 1510 1498 1499 -22 101 12,704 +101
Dec06 051219 1530 1530 1527 1527 -20 100 10,303 +0
Mar07 051219 1552 1552 1552 1552 -17 245 11,308 -15
May07 051219 1572 1572 1572 1572 -20 45 1,869 +29
Total Volume and Open Interest 4,356 122,690 +812
Coffee "C"(NYBOT)
Dec05 051219 97.70 99.00 97.70 98.10 +3.75 9 33 -3
Mar06 051219 98.50 101.70 97.70 101.35 +3.50 5,927 61,089 -588
May06 051219 100.80 103.90 100.40 103.65 +3.50 998 10,167 -122
Jul06 051219 102.80 106.00 102.80 105.45 +3.50 100 4,882 -5
Sep06 051219 107.00 107.50 106.90 107.15 +3.50 2 2,401 -50
Dec06 051219 107.20 109.70 107.20 109.70 +3.55 37 1,880 -3
Total Volume and Open Interest 7,073 81,728 -796
Orange Juice(NYBOT)
Jan06 051219 127.10 127.50 126.05 126.45 -1.10 4,705 15,780 -3,495
Mar06 051219 128.50 129.00 127.80 128.25 -1.05 3,868 16,316 +2,458
May06 051219 129.70 129.70 129.00 129.15 -1.15 16 1,988 +7
Jul06 051219 130.00 130.00 129.85 129.85 -1.30 29 1,231 +6
Sep06 051219 129.95 129.95 129.95 129.95 -1.50 0 852 +0
Total Volume and Open Interest 8,623 36,639 -1,026
Sugar #11(NYBOT)
Mar06 051219 14.25 14.43 14.25 14.33 +0.13 37,310 291,779 -4,257
May06 051219 14.35 14.51 14.35 14.43 +0.16 13,162 83,770 +3,365
Jul06 051219 13.93 14.05 13.92 13.99 +0.19 11,199 53,605 +2,604
Oct06 051219 13.77 13.87 13.75 13.82 +0.19 7,261 38,693 +619
Mar07 051219 13.73 13.80 13.72 13.75 +0.17 2,668 36,501 +842
Total Volume and Open Interest 72,608 526,031 +3,778
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 051219 21.40 21.60 21.40 21.60 +0.20 86 3,051 -24
May06 051219 21.40 21.65 21.40 21.65 +0.17 5 3,220 -6
Jul06 051219 21.70 21.78 21.70 21.78 +0.13 15 3,494 -7
Sep06 051219 21.95 21.95 21.95 21.95 +0.05 41 1,613 +41
Total Volume and Open Interest 148 12,147 +5
London Cocoa(LCE)
Dec05 051213 837 843 830 843 +6 9,125 8,584 -6,098
Mar06 051219 867 867 850 852 -9 2,535 70,120 +247
May06 051219 875 876 861 862 -9 608 26,479 +95
Jul06 051219 879 881 875 876 -8 257 28,683 +153
Sep06 051219 898 898 887 887 -9 27 14,775 -4
Dec06 051219 901 901 896 898 -9 243 18,778 +109
Mar07 051219 908 908 908 908 -10 463 6,606 +329
Total Volume and Open Interest 4,143 165,865 +929
London Coffee(LCE)
Jan06 051219 1140.00 1157.00 1134.00 1155.00 +21.00 6,006 39,650 -2,697
Mar06 051219 1156.00 1177.00 1151.00 1175.00 +24.00 8,263 55,631 +3,005
May06 051219 1168.00 1190.00 1168.00 1188.00 +24.00 1,252 19,570 +80
Jul06 051219 1198.00 1201.00 1197.00 1201.00 +24.00 599 6,397 -55
Sep06 051219 1195.00 1214.00 1195.00 1214.00 +24.00 0 2,278 +0
Nov06 051219 1214.00 1225.00 1214.00 1224.00 +21.00 4 247 +0
Total Volume and Open Interest 16,128 123,908 +333
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051219 340.40 345.90 340.40 343.10 +0.70 3,451 42,302 -365
May06 051219 352.00 353.60 351.80 352.80 +0.60 761 9,480 +64
Aug06 051219 364.80 367.60 364.50 365.50 +1.30 320 8,225 +146
Oct06 051219 370.30 370.30 368.30 369.50 +1.50 394 7,031 +255
Total Volume and Open Interest 5,079 73,199 +85
Cotton(NYBOT)
Mar06 051219 53.50 53.65 53.39 53.63 +0.24 4,381 79,361 -75
May06 051219 54.40 54.60 54.20 54.57 +0.34 937 14,105 +81
Jul06 051219 55.25 55.65 55.25 55.54 +0.44 216 4,163 -22
Oct06 051219 56.40 56.40 56.40 56.40 +0.25 0 93 +0
Dec06 051219 57.25 57.50 57.25 57.50 +0.25 47 3,093 -18
Mar07 051219 59.30 59.30 59.30 59.30 +0.35 0 28 +0
Total Volume and Open Interest 5,581 100,899 -34
Lumber(CME)
Jan06 051219 336.0 339.5 332.7 333.1 -6.4 361 2,552 -15
Mar06 051219 351.7 354.5 349.3 349.8 -3.8 265 2,044 +86
May06 051219 345.1 345.1 343.1 343.1 -2.5 34 408 -1
Jul06 051219 343.7 344.9 343.7 344.0 +0.3 0 96 +0
Total Volume and Open Interest 662 5,131 +70
Crude Oil(NYM)
Jan06 051219 58.39 58.39 56.90 57.33 -0.73 91,102 47,911 -20,903
Feb06 051219 59.25 59.30 57.75 58.05 -1.00 109,931 230,585 +8,219
Mar06 051219 59.85 59.90 58.50 58.71 -1.05 25,770 89,310 +1,889
Apr06 051219 60.25 60.35 59.00 59.17 -1.05 11,423 50,327 +1,746
May06 051219 60.60 60.70 59.25 59.56 -1.01 4,089 28,974 +339
Jun06 051219 60.90 60.90 59.80 59.88 -0.98 6,442 49,832 +937
Jul06 051219 60.80 60.80 60.15 60.15 -0.94 2,424 14,440 +210
Aug06 051219 61.00 61.00 60.35 60.39 -0.90 1,114 10,443 +178
Sep06 051219 60.75 60.85 60.58 60.58 -0.88 1,415 24,459 +194
Oct06 051219 61.00 61.00 60.72 60.72 -0.87 400 6,419 -200
Nov06 051219 60.83 60.83 60.83 60.83 -0.85 1 11,974 +0
Dec06 051219 61.90 61.90 60.90 60.91 -0.84 4,098 53,084 -120
Jan07 051219 61.20 61.20 60.95 60.95 -0.83 447 13,385 +120
Feb07 051219 60.99 60.99 60.99 60.99 -0.82 108 4,367 -95
Mar07 051219 61.02 61.02 61.02 61.02 -0.81 2 6,524 +0
Apr07 051219 61.04 61.04 61.04 61.04 -0.80 0 5,126 +0
Total Volume and Open Interest 265,460 843,887 -8,118
Heating Oil(NYM)
Jan06 051219 173.50 173.80 169.60 170.33 -2.87 26,843 34,674 -3,262
Feb06 051219 176.25 176.50 172.75 173.47 -2.73 17,175 64,310 +882
Mar06 051219 176.50 177.10 174.00 174.67 -2.33 4,880 29,483 +335
Apr06 051219 173.60 173.60 171.00 172.42 -1.93 2,674 13,364 +415
May06 051219 170.50 170.75 169.00 169.32 -1.68 1,482 7,193 -320
Jun06 051219 169.00 170.00 168.00 168.52 -1.53 929 8,423 +8
Jul06 051219 170.00 170.15 169.47 169.47 -1.48 480 5,309 +110
Aug06 051219 171.50 172.25 170.92 170.92 -1.43 113 3,049 -5
Sep06 051219 173.50 174.50 173.22 173.22 -1.38 77 1,950 -1
Oct06 051219 176.25 177.30 175.92 175.92 -1.28 33 718 +18
Nov06 051219 179.00 179.50 178.52 178.52 -1.28 57 1,236 +1
Dec06 051219 182.50 182.50 181.27 181.27 -1.28 244 5,086 +6
Total Volume and Open Interest 55,103 179,671 -1,750
Unleaded Gas(NYM)
Jan06 051219 156.35 156.50 152.50 152.69 -4.20 25,833 32,582 -4,244
Feb06 051219 159.75 160.00 156.60 156.77 -3.30 14,790 48,282 +3,660
Mar06 051219 163.00 163.00 159.70 159.97 -3.25 2,401 20,066 -138
Apr06 051219 169.00 169.00 168.17 168.17 -3.25 1,196 14,246 +48
May06 051219 173.10 173.10 169.82 169.82 -3.25 790 11,471 -293
Jun06 051219 174.40 174.40 170.50 170.97 -3.15 290 6,676 +31
Jul06 051219 173.00 173.00 171.52 171.52 -3.10 7 2,925 +7
Aug06 051219 173.20 173.20 171.47 171.47 -3.05 10 3,074 +9
Sep06 051219 172.00 172.00 170.27 170.27 -3.05 429 3,600 +111
Oct06 051219 164.40 164.40 162.42 162.42 -3.00 3 912 +3
Nov06 051219 162.20 162.20 160.27 160.27 -2.95 5 537 +5
Dec06 051219 162.00 162.00 159.42 159.42 -2.90 42 339 +32
Total Volume and Open Interest 45,798 144,800 -767
Natural Gas(NYM)
Jan06 051219 13.830 14.200 13.380 14.043 +0.410 18,423 43,877 -3,283
Feb06 051219 13.900 14.250 13.460 14.104 +0.382 6,682 68,132 -28
Mar06 051219 13.800 14.150 13.470 14.014 +0.362 5,977 77,752 -313
Apr06 051219 11.050 11.064 10.800 11.064 +0.197 4,197 38,907 -78
May06 051219 10.650 10.724 10.530 10.724 +0.182 3,389 25,831 -764
Jun06 051219 10.650 10.750 10.570 10.749 +0.182 808 14,805 +525
Jul06 051219 10.640 10.784 10.620 10.784 +0.182 616 17,872 -51
Aug06 051219 10.750 10.822 10.620 10.822 +0.182 354 18,335 +50
Sep06 051219 10.670 10.822 10.650 10.822 +0.182 945 15,088 +184
Oct06 051219 10.720 10.867 10.700 10.867 +0.182 389 28,107 -16
Nov06 051219 11.140 11.322 11.140 11.322 +0.182 86 10,614 -11
Dec06 051219 11.600 11.772 11.600 11.772 +0.182 426 13,250 +41
Jan07 051219 11.950 12.137 11.950 12.137 +0.182 256 13,210 +77
Feb07 051219 11.900 12.087 11.900 12.087 +0.182 46 5,671 -19
Mar07 051219 11.690 11.807 11.690 11.807 +0.182 44 10,796 -20
Apr07 051219 9.320 9.477 9.320 9.477 +0.152 192 11,380 +78
Total Volume and Open Interest 51,911 560,784 +1,728
Brent Crude Oil(ICE)
Feb06 051219 57.12 57.68 55.91 56.11 -1.02 61,048 110,682 +4,638
Mar06 051219 57.58 58.36 56.64 56.87 -0.96 24,646 98,003 +5,755
Apr06 051219 58.27 58.88 57.22 57.52 -0.89 10,877 27,619 +1,705
May06 051219 58.70 59.34 57.67 58.06 -0.83 4,945 15,847 +1,578
Jun06 051219 59.08 59.69 58.15 58.52 -0.79 2,987 27,248 -16
Jul06 051219 59.98 59.98 58.70 58.87 -0.78 835 10,343 -600
Aug06 051219 60.12 60.12 58.94 59.13 -0.77 0 3,140 +0
Sep06 051219 60.30 60.30 59.13 59.34 -0.73 200 20,614 +9
Oct06 051219 59.52 59.52 59.52 59.52 -0.73 0 4,675 +0
Nov06 051219 59.86 59.86 59.62 59.62 -0.73 95 3,727 +50
Dec06 051219 60.66 60.81 59.35 59.72 -0.70 950 32,472 -102
Jan07 051219 59.79 59.79 59.79 59.79 -0.70 0 3,248 +0
Feb07 051219 59.85 59.85 59.85 59.85 -0.70 25 1,935 +25
Mar07 051219 59.88 59.88 59.88 59.88 -0.70 0 3,785 +0
Total Volume and Open Interest 106,909 404,473 +13,058
Gas Oil(ICE)
Jan06 051219 511.00 518.75 500.25 501.25 -14.00 22,013 63,283 +2,712
Feb06 051219 524.75 530.25 512.00 512.75 -13.75 9,940 50,984 +3,349
Mar06 051219 531.00 535.75 518.00 518.75 -14.00 2,473 25,591 +85
Apr06 051219 536.50 540.25 523.50 523.50 -14.00 870 12,465 +277
May06 051219 543.25 543.25 527.75 528.00 -13.75 282 5,153 -224
Jun06 051219 546.25 546.25 531.50 532.50 -13.50 1,441 21,904 -1,001
Jul06 051219 536.75 536.75 536.75 536.75 -13.00 108 2,456 +63
Aug06 051219 540.50 540.50 540.50 540.50 -13.25 0 227 +0
Sep06 051219 544.50 544.50 544.50 544.50 -13.25 150 1,425 +100
Oct06 051219 550.25 553.50 548.25 548.25 -12.75 0 1,542 +0
Total Volume and Open Interest 38,714 217,222 +5,705
US Dollar Index(NYBOT)
Dec05 051219 89.55 90.04 89.55 89.86 +0.19 190 10,156 -269
Mar06 051219 89.35 89.75 89.27 89.57 +0.17 3,656 17,422 -826
Jun06 051219 89.24 89.24 89.24 89.24 +0.17 48 2,016 +3
Total Volume and Open Interest 3,894 29,597 -1,092
Australian Dollar(CME)
Dec05 051219 74.30 74.35 74.29 74.29 -0.12 1,069 32,110 -2,672
Mar06 051219 74.16 74.19 73.80 73.86 -0.36 5,094 41,114 -2,922
Jun06 051219 73.69 73.69 73.69 73.69 -0.36 0 276 +1
Total Volume and Open Interest 6,163 73,511 -5,593
British Pound(CME)
Dec05 051219 176.20 176.48 176.20 176.48 -0.77 1,118 34,618 -5,037
Mar06 051219 176.18 176.44 175.87 176.24 -0.98 3,138 71,151 -2,627
Jun06 051219 176.34 176.34 176.34 176.34 -0.98 0 64 +0
Total Volume and Open Interest 4,256 105,850 -7,664
Canadian Dollar(CME)
Dec05 051219 86.00 86.07 85.62 85.62 -0.72 2,988 34,691 -5,545
Mar06 051219 86.18 86.35 85.82 85.83 -0.73 4,902 114,121 +5,870
Jun06 051219 86.37 86.48 86.04 86.04 -0.73 40 1,563 -4
Sep06 051219 86.25 86.25 86.25 86.25 -0.73 2 251 +0
Total Volume and Open Interest 7,935 150,783 +321
Japanese Yen(CME)
Dec05 051219 86.23 86.23 86.23 86.23 -0.20 6,156 70,120 -13,760
Mar06 051219 86.92 87.17 86.92 87.12 -0.21 10,262 118,126 -2,904
Jun06 051219 88.19 88.19 88.19 88.19 -0.21 3 20,018 -1
Total Volume and Open Interest 16,421 208,316 -16,665
Swiss Franc(CME)
Dec05 051219 77.29 77.30 77.29 77.30 -0.20 3,780 42,131 -3,556
Mar06 051219 77.90 78.05 77.85 78.02 -0.11 5,082 69,425 +4,475
Jun06 051219 78.69 78.69 78.69 78.69 -0.09 0 54 +0
Total Volume and Open Interest 8,865 111,681 +919
EuroFX(CME)
Dec05 051219 119.82 120.00 119.82 120.00 -0.13 4,949 84,171 -17,433
Mar06 051219 120.37 120.71 120.33 120.64 -0.05 9,364 112,656 -11,564
Jun06 051219 121.30 121.30 121.30 121.30 -0.05 96 2,234 +95
Total Volume and Open Interest 14,409 199,367 -28,902
Mexican Peso(CME)
Dec05 051219 9290.0 9315.0 9290.0 9302.0 -8.0 1,548 29,348 -1,712
Mar06 051219 9210.0 9260.0 9190.0 9210.0 -22.0 0 71,801 -6,497
Total Volume and Open Interest 14,000 127,002 -8,095
30-Year T-Bonds(CBOT)
Dec05 051219 113~09 113~19 113~01 113~11 +0~02 6,008 13,872 -1,808
Mar06 051219 113~02 113~13 112~23 113~03 +0~02 201,158 550,093 +10,014
Jun06 051219 113~01 113~07 112~23 112~30 +0~02 72 1,250 +6
Total Volume and Open Interest 207,239 565,224 +8,212
10-Year T-Notes(CBOT)
Dec05 051219 109~090 109~110 109~030 109~060 -0~005 10,682 50,498 -9,314
Mar06 051219 109~025 109~075 108~275 109~020 unch 480,566 1,599,977 -14,200
Total Volume and Open Interest 495,580 1,660,639 -21,815
5-Year T-Notes(CBOT)
Dec05 051219 106~120 106~120 106~110 106~110 -0~010 5,517 0 +0
Mar06 051219 106~050 106~080 106~025 106~060 -0~005 237,325 0 +0
Jun06 051219 106~080 106~080 106~080 106~080 -0~005 2 7 +0
Total Volume and Open Interest 242,844 8 +0
2 Year T-Notes(CBOT)
Dec05 051219 102~089 102~092 102~089 102~092 -0~002 100 22,351 -1,577
Mar06 051219 102~080 102~082 102~076 102~078 -0~004 650 344,210 -346
Total Volume and Open Interest 750 366,561 -1,923
Eurodollars(CME)
Dec05 051219 95.497 95.500 95.495 95.500 +0.003 33,317 1,008,283 -47,226
Mar06 051219 95.245 95.245 95.230 95.235 -0.015 21,354 1,213,953 +21,735
Jun06 051219 95.170 95.180 95.160 95.175 -0.010 16,905 1,287,300 -19,812
Sep06 051219 95.195 95.205 95.150 95.180 -0.010 370,023 1,012,946 +43,616
Dec06 051219 95.220 95.235 95.195 95.220 -0.015 62,215 972,724 -83,705
Mar07 051219 95.260 95.270 95.240 95.260 -0.010 21,914 866,000 -5,890
Jun07 051219 95.265 95.275 95.240 95.265 -0.010 12,153 666,527 +2,995
Sep07 051219 95.245 95.265 95.230 95.260 -0.005 19,568 411,897 +1,624
Dec07 051219 95.230 95.250 95.210 95.240 -0.005 19,452 298,936 +613
Mar08 051219 95.215 95.240 95.215 95.235 unch 8,536 253,166 +808
Jun08 051219 95.190 95.220 95.190 95.215 unch 4,939 272,151 +1,228
Sep08 051219 95.165 95.195 95.165 95.190 unch 7,295 217,868 -576
Dec08 051219 95.125 95.155 95.120 95.150 unch 7,956 162,634 -218
Mar09 051219 95.120 95.135 95.100 95.130 unch 4,734 127,771 -1,066
Jun09 051219 95.090 95.110 95.070 95.100 unch 6,922 105,199 -890
Sep09 051219 95.050 95.075 95.040 95.070 unch 5,474 100,651 -55
Dec09 051219 95.010 95.040 95.010 95.030 unch 7,366 85,184 +47
Mar10 051219 94.995 95.025 94.995 95.020 unch 4,264 53,218 -1,502
Total Volume and Open Interest 294,008 9,421,465 -60,534
3-Mth Euro-Yen(CME)
Dec05 051219 99.91 99.91 99.91 99.91 unch 1,802 8,222 +1,260
Mar06 051219 99.87 99.87 99.87 99.87 unch 0 5,945 +0
Jun06 051219 99.79 99.79 99.79 99.79 +0.01 10 8,421 +500
Sep06 051219 99.71 99.71 99.70 99.70 +0.02 10 6,764 +10
Dec06 051219 99.60 99.60 99.60 99.60 +0.01 41 8,028 +262
Mar07 051219 99.49 99.49 99.49 99.49 unch 0 2,112 -200
Jun07 051219 99.40 99.40 99.40 99.40 unch 0 2,793 +2
Sep07 051219 99.29 99.29 99.29 99.29 unch 0 1,683 -2
Dec07 051219 99.19 99.19 99.19 99.19 unch 0 50 +4
Mar08 051219 99.10 99.10 99.10 99.10 +0.02 0 51 +0
Total Volume and Open Interest 1,863 44,321 +1,836
3-Mth Euro-Yen(SIMEX)
Mar06 051219 99.87 99.87 99.86 99.87 +0.01 1,101 67,635 -1,498
Jun06 051219 99.79 99.79 99.79 99.79 +0.01 1,953 61,828 +1,331
Sep06 051219 99.69 99.70 99.69 99.70 +0.02 996 41,436 +561
Dec06 051219 99.60 99.61 99.59 99.61 +0.02 3,443 52,153 +1,620
Mar07 051219 99.49 99.50 99.49 99.50 +0.01 851 30,495 -297
Jun07 051219 99.39 99.41 99.39 99.41 +0.02 150 17,044 -270
Sep07 051219 99.31 99.31 99.31 99.31 +0.02 0 3,520 +0
Dec07 051219 99.20 99.20 99.20 99.20 +0.01 14 11,791 +0
Total Volume and Open Interest 8,508 303,139 +1,447
German Euro-Bund(EUREX)
Mar06 051219 121.44 121.65 121.34 121.56 +0.13      
Jun06 051219 120.79 120.85 120.69 120.79 +0.12      
Sep06 051219 119.40 121.00 119.40 121.00 +0.39      
Total Volume and Open Interest      
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 051219 112.16 112.16 112.16 112.16 unch      
Sep06 051219 112.57 112.57 112.57 112.57 +0.76      
Total Volume and Open Interest      
Long Gilt(LIFFE)
Dec05 051219 113~10 113~13 113~07 113~13 +0~11 184 20,949 -85
Mar06 051219 113~13 113~29 113~13 113~21 +0~12 50,496 202,414 -1,389
Total Volume and Open Interest 50,680 223,363 -1,474
3-Mth Short Sterling(LIFFE)
Dec05 051219 95.36 95.36 95.36 95.36 +0.01 30,248 275,274 +2,006
Mar06 051219 95.48 95.48 95.48 95.48 +0.10 22,204 350,703 -582
Jun06 051219 95.49 95.49 95.49 95.49 +0.15 33,894 340,383 -2,047
Total Volume and Open Interest 165,965 1,854,441 -3,450
3-Mth Euribor(LIFFE)
Dec05 051219 97.515 97.520 97.515 97.515 unch 88,538 572,806 -7,722
Mar06 051219 97.305 97.310 97.280 97.295 -0.005 97,144 661,571 -10,342
Jun06 051219 97.110 97.140 97.095 97.110 unch 90,016 633,253 +3,412
Total Volume and Open Interest 575,988 3,615,367 -20,963
3-Mth Aus T-Bills(SFE)
Mar06 051219 94.33 94.35 94.33 94.35 +0.01 15,488 183,143 +83
Jun06 051219 94.33 94.35 94.33 94.35 +0.01 14,943 136,954 +4,433
Sep06 051219 94.34 94.36 94.33 94.34 unch 3,829 53,685 +1,778
Dec06 051219 94.33 94.34 94.32 94.32 -0.01 2,228 41,382 -1,266
Mar07 051219 94.30 94.31 94.29 94.30 unch 5 22,243 -90
Jun07 051219 94.26 94.27 94.26 94.26 unch 56 41,112 -70
Sep07 051219 94.24 94.24 94.23 94.23 +0.01 7 9,169 +0
Dec07 051219 94.20 94.20 94.20 94.20 +0.01 5 5,594 +2
Mar08 051219 94.18 94.18 94.18 94.18 +0.01 1 2,427 -20
Jun08 051219 94.16 94.16 94.16 94.16 +0.01 1 868 +1
Total Volume and Open Interest 36,576 497,988 +4,864
10-Year Aus T-Bonds(SFE)
Mar06 051219 94.70 94.70 94.65 94.66 -0.03 33,373 302,958 -11,923
Jun06 051219 94.66 94.66 94.66 94.66 -0.03      
Total Volume and Open Interest 33,373 302,958  
3-Year Aus T-Bonds(SFE)
Mar06 051219 94.72 94.72 94.68 94.69 -0.02 86,441 330,147 -1,698
Jun06 051219 94.69 94.69 94.69 94.69 -0.02      
Total Volume and Open Interest 86,441 330,147  
Gold(CMX)
Dec05 051219 508.7 509.0 503.6 503.6 +0.2 276 702 -97
Feb06 051219 510.8 512.1 506.0 506.1 +0.2 63,071 255,302 +3,784
Apr06 051219 516.0 516.6 510.3 510.3 +0.2 1,409 12,187 -195
Jun06 051219 519.5 521.0 514.3 514.5 +0.2 235 20,804 -89
Aug06 051219 518.8 518.8 518.8 518.8 +0.2 29 2,230 +26
Oct06 051219 523.1 523.1 523.1 523.1 +0.2 0 5,610 -3
Dec06 051219 533.0 533.5 527.2 527.4 +0.2 213 11,918 +42
Feb07 051219 537.5 537.5 531.7 531.7 +0.2 132 5,825 +110
Apr07 051219 535.9 535.9 535.9 535.9 +0.2 0 1,332 +0
Jun07 051219 540.2 540.2 540.2 540.2 +0.2 60 7,077 +0
Aug07 051219 544.4 544.4 544.4 544.4 +0.2 0 106 +0
Oct07 051219 548.6 548.6 548.6 548.6 +0.2 2 2 +2
Total Volume and Open Interest 65,479 337,248 +3,601
Silver(CMX)
Dec05 051219 858.0 860.0 856.7 856.7 +4.6 221 536 -5
Mar06 051219 867.5 875.0 862.5 864.5 +4.5 15,186 100,493 -156
May06 051219 871.0 877.0 870.6 870.6 +4.5 218 3,594 +133
Jul06 051219 880.0 883.0 876.0 876.5 +4.4 392 9,296 +8
Sep06 051219 882.0 882.0 882.0 882.0 +4.4 3 4,166 +0
Dec06 051219 894.0 899.0 888.8 888.8 +4.4 70 11,212 -11
Mar07 051219 894.8 894.8 894.8 894.8 +4.3 0 237 +0
Total Volume and Open Interest 16,194 134,440 +53
Platinum(NYM)
Jan06 051219 975.0 979.5 975.0 977.0 +16.0 1,664 8,609 -27
Apr06 051219 984.0 984.0 979.0 982.8 +16.8 252 2,381 +49
Total Volume and Open Interest 1,916 10,990 +22
Palladium(NYME)
Dec05 051219 268.00 268.00 263.50 263.50 +1.00 32 473 -68
Mar06 051219 268.00 269.00 263.50 265.75 +1.05 778 13,808 +270
Jun06 051219 269.00 270.00 268.75 268.75 +1.05 0 112 -5
Total Volume and Open Interest 821 14,442 +200
Copper(CMX)
Dec05 051219 216.10 217.50 215.75 215.95 -1.00 844 3,706 -587
Mar06 051219 202.40 203.20 201.00 201.30 -1.60 5,980 73,142 -540
May06 051219 196.50 197.00 195.40 195.40 -1.60 306 6,938 +120
Jul06 051219 191.30 191.30 190.20 190.20 -1.60 29 4,663 +18
Sep06 051219 186.60 186.60 185.20 185.20 -1.60 0 2,110 +0
Total Volume and Open Interest 7,722 102,174 -939
Aluminum(CMX)
Dec05 051219 102.70 102.70 102.70 102.70 -0.50 0 48 +0
Jan06 051219 103.25 103.25 103.25 103.25 -0.50 10 1,163 -9
Feb06 051219 103.55 103.55 103.55 103.55 -0.30 0 70 +0
Mar06 051219 103.65 103.65 103.65 103.65 -0.30 4 75 +4
Apr06 051219 103.05 103.05 103.05 103.05 -0.30 0 50 +0
May06 051219 102.45 102.45 102.45 102.45 -0.30 0 50 +0
Total Volume and Open Interest 14 1,551 -5
DJIA Index(CBOT)
Dec05 051215 10893 10940 10870 10875 -21 7,447 35,794 +1,366
Mar06 051219 10953 10973 10875 10888 -34 3,668 37,515 +44
Jun06 051219 11030 11030 10960 10960 -32 8 25 +5
Total Volume and Open Interest 3,676 37,546 -32,424
S & P 500(CME)
Mar06 051219 1277.60 1278.70 1266.80 1267.50 -6.70 27,138 628,912 +2,645
Jun06 051219 1283.00 1283.00 1277.00 1277.00 -6.80 17 8,256 +11
Sep06 051219 1286.50 1286.50 1286.50 1286.50 -7.00 1 1,018 +1
Dec06 051219 1296.30 1296.30 1296.30 1296.30 -7.00 0 36 +0
Total Volume and Open Interest 27,156 638,239 -133,376
S & P 500 E-Mini(Globex)
Mar06 051219 1275.25 1279.75 1266.75 1267.50 -6.75 698,893 1,011,228 +33,341
Jun06 051219 1286.75 1287.50 1277.00 1277.00 -6.75      
Total Volume and Open Interest 714,693 1,510,591 +233,875
NASDAQ 100(CME)
Mar06 051219 1712.50 1713.00 1677.50 1679.50 -30.00 4,335 52,196 +347
Jun06 051219 1694.00 1694.00 1694.00 1694.00 -30.00 0 22 +0
Sep06 051219 1708.50 1708.50 1708.50 1708.50 -30.00      
Total Volume and Open Interest 4,335 52,218  
NASDAQ 100 E-Mini(Globex)
Mar06 051219 1710.50 1715.00 1677.50 1679.50 -30.00 221,836 261,141 +7,419
Jun06 051219 1707.00 1723.50 1694.00 1694.00 -30.00      
Total Volume and Open Interest 225,786 512,457 +83,589
S & P Midcap 400(CME)
Mar06 051219 748.50 748.50 739.40 740.90 -5.80 254 12,109 -1
Jun06 051219 747.40 747.40 747.40 747.40 -8.40 0 1 +0
Sep06 051219 96.04 96.04 96.04 96.04 -8.40      
Total Volume and Open Interest 254 12,110 -3,738
Russell 2000(CME)
Mar06 051219 686.25 686.25 674.40 676.20 -8.40 1,555 28,429 -134
Jun06 051219 681.20 681.20 681.20 681.20 -8.15      
Sep06 051219 685.45 685.45 685.45 685.45 -8.15 0 5 +0
Total Volume and Open Interest 1,555 28,434 -22,241
Russell 2000 E-Mini(Globex)
Dec05 051216 683.40 686.10 683.40 686.10 +1.80 24,687 147,617 -12,601
Mar06 051219 685.10 686.60 674.30 676.20 -8.40 81,741 256,644 +479
Jun06 051219 687.50 688.50 680.20 681.20        
Value Line(KCBT)
Mar06 051219 1949.00 1949.00 1925.50 1928.50 -18.50 120 223 +29
Total Volume and Open Interest 120 223 -31
Nikkei 225(CME)
Mar06 051219 15220 15440 15180 15425 +260 80,653 202,642 +677
Jun06 051219 15315 15320 15315 15315 +215      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 051219 15220 15440 15180 15425 +260 80,653 202,642 +677
Jun06 051219 15315 15320 15315 15315 +215      
Sep06 051219 15315 15315 15315 15315 +220 0 3 +0
Total Volume and Open Interest 80,694 203,003 +670
CAC 40(MATIF)
Dec05 051216 4684.0 4720.5 4673.0 4704.5 +32.0 191,881 376,699 -83,247
Jan06 051219 4708.0 4722.5 4699.5 4701.5 -12.0 115,613 341,759 +44,074
Feb06 051219 4716.0 4716.0 4709.5 4709.5 -12.0 273 330 +178
Total Volume and Open Interest 186,549 404,698 -329,877
Hang Seng Index(HKFE)
Dec05 051219 15059 15252 15059 15220 +181 30,239 95,532 +2,453
Jan06 051219 15148 15300 15109 15265 +175 1,695 1,609 +215
Total Volume and Open Interest 32,045 98,728 +2,679
DAX Index(EUREX)
Mar06 051219 5370.0 5390.5 5356.0 5383.0 unch 133,871 187,655 +11,265
Jun06 051219 5406.5 5427.0 5392.5 5419.5 unch 5,120 7,797 +494
Sep06 051219 5456.0 5459.0 5456.0 5459.0        
FT-SE 100(LIFFE)
Mar06 051219 5546.00 5559.00 5537.00 5539.00 -7.50 69,763 394,158 +1,644
Jun06 051219 5558.00 5565.00 5549.50 5549.50 -8.00 5 14,442 -5
Sep06 051219 5563.50 5563.50 5563.50 5563.50 -9.00 0 750 +0
Total Volume and Open Interest 87,685 409,350 -147,755
SPI 200(SFE)
Dec05 051215 4630.0 4647.0 4620.0 4647.0 +32.0 50,111 236,759 +17,914
Mar06 051219 4644.0 4674.0 4637.0 4641.0 -4.0 11,137 178,936 +2,887
Jun06 051219 4670.0 4693.0 4665.0 4667.0 -2.0 46 3,296 -2
Total Volume and Open Interest 11,183 185,333 -174,675
GSCI(CME)
Jan06 051219 435.70 435.70 428.00 432.00 -1.05 124 17,870 -18
Feb06 051219 434.00 434.00 434.00 434.00 -2.50 0 2 +0
Mar06 051219 423.00 423.00 423.00 423.00 -2.50      
Total Volume and Open Interest 124 17,872 -1,508
Reuters CRB Index(NYBOT)
Jan06 051219 345.15 345.50 343.50 344.75 +0.60 28 560 -2
Feb06 051219 343.00 343.00 343.00 343.00 +0.85 0 65 +0
Apr06 051219 342.75 343.00 342.75 343.00 +0.60 4 421 +2
Total Volume and Open Interest 32 1,050 +0
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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