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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 October 05, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061005 558.50 567.00 555.00 565.50 +10.25 46,460 216,656 -3,173
Jan07 061005 572.50 581.00 569.00 580.00 +10.50 13,168 78,815 +4,395
Mar07 061005 584.00 591.50 580.50 589.75 +8.75 4,447 24,558 +1,202
May07 061005 591.00 599.50 589.50 598.00 +9.50 1,304 17,675 +561
Jul07 061005 601.50 610.00 599.50 608.50 +10.00 2,841 17,338 +390
Aug07 061005 610.00 611.00 610.00 611.00 +8.50 17 241 +8
Sep07 061005 617.00 617.00 617.00 617.00 +8.00 1 26 +0
Total Volume and Open Interest 69,861 382,023 +3,367
Soybean Meal(CBOT)
Oct06 061005 165.30 168.50 164.30 167.30 +2.30 2,201 4,442 -1,382
Dec06 061005 167.80 170.80 166.30 169.60 +2.50 18,190 105,136 -517
Jan07 061005 168.70 171.80 167.50 170.60 +2.80 1,954 21,578 -187
Mar07 061005 171.00 173.80 170.00 172.90 +2.50 935 19,912 +246
May07 061005 173.20 175.60 172.30 175.10 +2.50 734 24,444 -63
Jul07 061005 175.30 178.50 174.60 177.40 +2.40 1,273 21,528 +77
Aug07 061005 176.50 179.50 176.00 178.50 +2.30 142 5,073 +48
Sep07 061005 177.50 180.00 177.00 179.80 +2.70 102 3,055 +67
Total Volume and Open Interest 26,183 213,850 -1,272
Soybean Oil(CBOT)
Oct06 061005 23.70 23.85 23.59 23.82 +0.30 2,195 4,001 -815
Dec06 061005 23.95 24.15 23.88 24.06 +0.26 22,802 127,506 -5,638
Jan07 061005 24.35 24.52 24.28 24.48 +0.27 5,100 31,136 +3,008
Mar07 061005 24.80 24.92 24.66 24.90 +0.28 1,149 17,743 +311
May07 061005 25.20 25.30 25.05 25.20 +0.20 1,010 23,995 +331
Jul07 061005 25.58 25.64 25.45 25.59 +0.21 662 17,660 +123
Aug07 061005 25.70 25.80 25.65 25.72 +0.20 162 3,481 +153
Sep07 061005 25.85 25.95 25.84 25.84 +0.18 96 2,131 +101
Total Volume and Open Interest 34,853 252,426 -1,941
Canola(WCE)
Nov06 061005 301.8 303.5 300.1 301.5 unch 6,565 24,168 -2,123
Jan07 061005 310.4 311.2 308.5 309.7 -0.3 2,110 34,926 +1,442
Mar07 061005 317.1 318.9 317.1 317.4 -0.1 423 3,353 +4
May07 061005 326.7 326.7 324.3 324.3 +1.0 258 1,653 +63
Jul07 061005 336.0 336.0 332.0 335.3 +4.4 718 6,687 +624
Total Volume and Open Interest 10,248 77,215 +167
Corn(CBOT)
Dec06 061005 275.00 276.25 269.50 271.75 -2.50 75,377 622,624 +1,665
Mar07 061005 288.00 288.00 280.50 283.25 -4.25 20,527 210,716 +1,740
May07 061005 295.50 295.75 288.50 291.00 -5.00 3,282 48,217 +1,368
Jul07 061005 302.00 302.50 295.00 298.25 -4.25 11,631 134,245 +2,884
Sep07 061005 303.50 304.50 300.00 301.00 -4.75 873 19,082 +706
Dec07 061005 312.25 312.25 306.00 308.75 -4.50 12,471 165,524 -793
Total Volume and Open Interest 126,304 1,296,811 +7,876
Wheat(CBOT)
Dec06 061005 469.00 487.00 460.00 464.00 -1.00 40,742 259,037 +1,526
Mar07 061005 484.00 498.00 475.00 477.50 -2.00 18,432 71,631 +2,473
May07 061005 477.00 487.00 477.00 477.50 -1.50 319 4,958 +43
Jul07 061005 480.00 481.00 466.00 474.00 -3.00 15,973 99,410 +3,039
Sep07 061005 471.00 475.00 468.00 475.00 -4.00 418 1,825 +129
Total Volume and Open Interest 85,316 506,710 +10,479
Wheat(KCBT)
Dec06 061005 513.00 517.00 501.00 504.50 +0.50 13,561 78,332 -2,037
Mar07 061005 520.00 527.00 513.00 513.00 -3.00 3,306 23,478 +678
May07 061005 520.00 521.00 510.00 511.00 +2.00 97 983 +0
Jul07 061005 496.00 497.00 485.00 486.50 -6.00 6,085 37,963 -1,764
Sep07 061005 494.00 496.00 482.00 487.50 -10.50 197 2,248 +129
Total Volume and Open Interest 23,461 153,674 -2,910
Wheat(MGE)
Dec06 061005 490.00 494.00 480.00 485.50 unch 4,341 23,262 -533
Mar07 061005 500.00 505.50 493.00 498.00 +3.00 1,544 8,897 +94
May07 061005 503.00 505.00 500.00 500.00 +1.00 52 1,532 +27
Jul07 061005 506.00 510.00 502.00 506.50 -0.50 31 1,150 +26
Sep07 061005 486.00 488.00 480.00 488.00 -1.50 102 2,974 +43
Total Volume and Open Interest 6,348 44,854 -160
Oats(CBOT)
Dec06 061005 212.75 215.00 210.50 213.25 +3.50 524 10,974 +120
Mar07 061005 218.50 221.75 217.75 220.00 +2.25 64 1,099 +62
May07 061005 222.00 224.00 222.00 224.00 +2.50 2 38 -2
Jul07 061005 224.00 224.00 224.00 224.00 +2.00 8 90 +2
Total Volume and Open Interest 605 12,255 +186
Rough Rice(CBOT)
Nov06 061005 9.77 9.78 9.71 9.73 -0.03 345 5,656 -150
Jan07 061005 10.06 10.07 10.01 10.02 -0.01 321 4,021 +26
Mar07 061005 10.29 10.29 10.25 10.25 -0.01 11 2,066 +4
May07 061005 10.47 10.47 10.47 10.47 -0.02 0 1,099 +2
Total Volume and Open Interest 745 13,647 -63
Live Cattle(CME)
Oct06 061005 91.000 91.450 90.750 91.350 +0.975 6,718 32,671 -2,440
Dec06 061005 89.800 90.300 89.600 90.100 +0.825 12,043 116,846 -286
Feb07 061005 90.700 91.400 90.700 91.350 +0.800 4,412 35,987 +357
Apr07 061005 89.900 90.400 89.825 90.325 +0.550 1,453 19,998 +410
Jun07 061005 85.850 86.500 85.850 86.300 +0.525 393 10,130 +144
Aug07 061005 85.350 85.600 85.050 85.600 +0.375 108 4,004 +21
Total Volume and Open Interest 25,177 219,923 -1,777
Feeder Cattle(CME)
Oct06 061005 112.725 113.600 112.300 113.450 +0.525 928 5,630 -181
Nov06 061005 110.750 112.100 110.275 111.600 +0.725 1,418 11,469 +170
Jan07 061005 108.700 109.900 108.150 109.800 +0.975 671 5,836 +288
Mar07 061005 105.800 107.000 105.600 106.950 +0.850 235 1,731 +68
Apr07 061005 105.300 105.800 105.300 105.800 +0.300 2 249 +0
May07 061005 105.100 105.700 104.600 105.700 +0.350 23 233 +3
Aug07 061005 107.000 107.350 107.000 107.350 +0.350 3 41 +1
Total Volume and Open Interest 3,290 25,199 +358
Lean Hogs(CME)
Oct06 061005 65.000 65.600 64.750 65.350 +0.825 7,761 15,403 -1,285
Dec06 061005 60.950 61.800 60.650 61.350 +0.725 14,711 99,082 +1,331
Feb07 061005 62.900 63.600 62.700 63.325 +0.575 4,131 30,570 +1,310
Apr07 061005 63.825 64.400 63.700 64.100 +0.275 2,578 17,266 +688
May07 061005 66.750 67.200 66.750 67.175 +0.175 30 1,639 +13
Jun07 061005 68.000 68.500 68.000 68.350 +0.150 474 7,563 +67
Jul07 061005 65.850 66.325 65.850 66.100 +0.075 47 1,591 +5
Aug07 061005 63.250 63.700 63.100 63.700 +0.450 45 1,234 +9
Total Volume and Open Interest 29,848 174,906 +2,165
Pork Bellies(CME)
Feb07 061005 89.300 91.700 89.300 90.925 +1.800 174 880 -33
Mar07 061005 91.100 91.100 91.100 91.100 +2.250 6 56 +0
May07 061005 92.000 92.000 92.000 92.000 +1.000 0 10 +0
Jul07 061005 91.975 91.975 91.975 91.975 +0.250      
Aug07 061005 90.700 90.700 90.700 90.700 unch 0 1 +0
Total Volume and Open Interest 180 947 -33
Class III Milk(CME)
Oct06 061005 12.40 12.40 12.37 12.39 -0.01 48 4,346 +0
Nov06 061005 12.47 12.49 12.45 12.48 +0.03 127 4,011 +2
Dec06 061005 12.50 12.50 12.46 12.48 unch 68 3,811 -16
Jan07 061005 12.43 12.43 12.43 12.43 unch 35 2,008 +14
Feb07 061005 12.29 12.29 12.27 12.27 -0.02 41 1,589 +16
Total Volume and Open Interest 483 21,546 -4,346
Cocoa(NYBOT)
Dec06 061005 1455 1491 1453 1475 +27 6,138 72,183 -1,315
Mar07 061005 1490 1524 1489 1509 +26 1,899 29,404 -875
May07 061005 1515 1545 1515 1532 +26 420 13,688 +180
Jul07 061005 1542 1563 1541 1556 +24 50 6,047 +34
Sep07 061005 1570 1591 1568 1581 +25 85 10,806 +20
Dec07 061005 1587 1605 1587 1605 +25 169 8,329 +94
Mar08 061005 1633 1633 1633 1633 +25 0 1,225 -1
Total Volume and Open Interest 8,761 145,067 -1,863
Coffee "C"(NYBOT)
Dec06 061005 105.00 106.40 104.00 104.50 +0.05 5,294 74,596 -3,138
Mar07 061005 109.00 110.20 108.10 108.45 +0.10 1,631 18,905 +772
May07 061005 111.45 112.40 110.90 110.90 +0.20 157 4,060 +32
Jul07 061005 113.85 113.90 113.10 113.10 +0.20 31 2,255 -86
Sep07 061005 116.65 116.65 115.35 115.35 +0.20 125 2,011 +63
Dec07 061005 118.10 118.90 118.10 118.10 +0.20 198 2,271 +21
Total Volume and Open Interest 7,832 108,643 -2,225
Orange Juice(NYBOT)
Nov06 061005 170.80 171.10 168.30 168.70 -2.75 501 16,336 -1,065
Jan07 061005 172.80 173.00 170.30 170.60 -2.70 235 9,557 -163
Mar07 061005 172.00 172.05 171.10 171.10 -2.50 120 2,595 -45
May07 061005 171.10 171.10 171.10 171.10 -2.50 0 564 +0
Jul07 061005 171.10 171.10 171.10 171.10 -2.50 0 163 +0
Total Volume and Open Interest 856 29,311 -1,273
Sugar #11(NYBOT)
Mar07 061005 11.10 11.29 11.02 11.14 -0.02 34,060 251,667 -7,136
May07 061005 11.40 11.46 11.24 11.35 unch 7,160 57,890 +229
Jul07 061005 11.50 11.54 11.36 11.48 +0.05 6,472 42,126 -1,850
Oct07 061005 11.66 11.75 11.60 11.69 +0.05 4,778 34,087 +9
Mar08 061005 11.86 11.92 11.84 11.90 +0.04 3,052 23,319 +453
Total Volume and Open Interest 57,478 425,483 -7,501
Sugar #14(NYBOT)
Nov06 061005 20.45 20.45 20.35 20.35 -0.01 395 684 -310
Jan07 061005 20.40 20.40 20.35 20.40 unch 229 2,755 -89
Mar07 061005 20.45 20.50 20.45 20.50 -0.10 21 3,059 -7
May07 061005 20.50 20.50 20.50 20.50 -0.25 21 1,914 +7
Jul07 061005 20.65 20.65 20.65 20.65 -0.11 42 1,574 +42
Total Volume and Open Interest 770 11,541 -300
London Cocoa(LCE)
Dec06 061005 826 851 825 843 +18 4,675 84,069 -88
Mar07 061005 846 865 841 858 +17 1,906 48,892 +70
May07 061005 859 871 859 871 +17 1,988 19,089 -1,636
Jul07 061005 877 889 877 885 +18 32 13,524 +3
Sep07 061005 887 899 887 899 +18 136 10,678 +13
Dec07 061005 904 911 904 911 +17 2 13,274 -2
Mar08 061005 915 924 915 924 +17 0 3,818 +0
Total Volume and Open Interest 8,751 194,674 -1,640
London Coffee(LCE)
Nov06 061005 1522.00 1554.00 1477.00 1482.00 -43.00 3,196 65,856 -737
Jan07 061005 1496.00 1514.00 1455.00 1458.00 -28.00 2,509 42,550 -231
Mar07 061005 1460.00 1475.00 1425.00 1425.00 -27.00 1,475 26,232 +105
May07 061005 1460.00 1480.00 1429.00 1430.00 -21.00 323 4,887 +8
Jul07 061005 1449.00 1449.00 1428.00 1428.00 -20.00 0 2,005 +0
Sep07 061005 1468.00 1468.00 1427.00 1430.00 -17.00 200 3,593 +170
Total Volume and Open Interest 7,703 145,575 -685
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061005 378.60 379.00 374.00 377.50 +2.50 1,941 22,856 +212
Mar07 061005 336.60 341.80 334.50 339.00 +2.50 3,106 21,564 +436
May07 061005 331.20 336.50 330.10 333.50 +1.70 143 4,898 +24
Aug07 061005 333.90 334.00 331.40 331.40 +1.40 3 2,778 +0
Total Volume and Open Interest 5,209 55,032 +665
Cotton(NYBOT)
Oct06 061005 48.40 48.50 48.40 48.50 -0.40 71 32 -73
Dec06 061005 50.16 50.20 49.65 49.69 -0.47 8,154 123,157 -2,086
Mar07 061005 53.48 53.58 53.10 53.24 -0.34 4,479 39,114 +899
May07 061005 54.77 54.90 54.60 54.63 -0.27 384 5,262 +161
Jul07 061005 55.95 55.95 55.65 55.65 -0.23 112 4,936 +19
Oct07 061005 56.60 56.60 56.60 56.60 -0.40 0 66 +0
Total Volume and Open Interest 13,294 183,569 -1,114
Lumber(CME)
Nov06 061005 235.5 235.6 232.2 234.5 -1.1 775 3,625 -43
Jan07 061005 247.1 248.8 245.1 247.1 +0.4 406 2,540 -28
Mar07 061005 256.6 261.8 256.6 261.2 +2.0 40 220 +14
May07 061005 268.3 271.0 268.3 268.6 +0.4 2 37 -1
Total Volume and Open Interest 1,225 6,433 -57
Crude Oil(NYM)
Nov06 061005 60.65 60.90 59.41 60.03 +0.62 178,944 228,879 -12,706
Dec06 061005 61.95 62.15 60.75 61.34 +0.60 89,832 211,595 +11,366
Jan07 061005 62.90 62.90 61.85 62.37 +0.58 22,370 76,223 +2,643
Feb07 061005 63.70 63.70 62.90 63.17 +0.53 7,088 32,588 +303
Mar07 061005 63.75 63.87 63.50 63.87 +0.49 8,955 37,667 -194
Apr07 061005 64.70 64.70 64.05 64.46 +0.46 9,474 40,393 +3,581
May07 061005 64.54 64.97 64.54 64.97 +0.43 2,214 26,142 +1,502
Jun07 061005 65.80 65.80 64.70 65.39 +0.41 8,001 68,012 +160
Jul07 061005 65.76 65.76 65.76 65.76 +0.38 2,241 16,356 +334
Aug07 061005 66.06 66.06 66.06 66.06 +0.35 300 11,816 +100
Sep07 061005 66.32 66.32 66.32 66.32 +0.33 0 20,927 +0
Oct07 061005 66.65 66.65 66.52 66.52 +0.31 2,030 10,016 +1,199
Nov07 061005 67.40 67.40 66.69 66.69 +0.29 2,051 14,383 +1,435
Dec07 061005 67.50 67.50 66.65 66.81 +0.27 16,545 119,529 +1,648
Jan08 061005 66.91 66.91 66.91 66.91 +0.25 2,124 16,373 +56
Feb08 061005 66.99 66.99 66.99 66.99 +0.24 0 9,256 +0
Total Volume and Open Interest 375,380 1,184,054 +10,424
Heating Oil(NYM)
Nov06 061005 171.25 172.50 167.80 169.20 +1.50 22,355 80,253 -2,204
Dec06 061005 177.00 177.50 173.60 174.76 +1.22 8,543 38,371 +1,818
Jan07 061005 182.25 182.25 179.25 179.91 +0.87 3,709 27,713 +1,109
Feb07 061005 185.50 185.50 182.75 183.31 +0.77 1,202 17,919 +233
Mar07 061005 185.80 186.50 183.30 183.86 +0.67 814 10,677 +241
Apr07 061005 185.00 185.00 182.50 182.91 +0.57 911 9,653 +355
May07 061005 181.91 181.91 181.91 181.91 +0.52 430 3,910 +34
Jun07 061005 181.00 181.71 181.00 181.71 +0.42 222 17,263 +62
Jul07 061005 184.00 184.00 182.71 182.71 +0.32 12 2,225 +59
Aug07 061005 184.25 184.31 184.25 184.31 +0.27 10 1,984 +3
Sep07 061005 186.71 186.71 186.71 186.71 +0.22 10 2,514 +2
Oct07 061005 189.41 189.41 189.41 189.41 +0.17 12 1,098 +7
Total Volume and Open Interest 38,572 223,541 +1,867
Unleaded Gas(NYM)
Nov06 061005 152.50 154.25 149.50 151.65 +1.87 11,215 24,189 -1,238
Dec06 061005 156.00 157.50 153.00 154.85 +1.67 781 7,777 +62
Jan07 061005 157.25 158.05 157.25 158.05 +1.47 130 3,818 -6
Total Volume and Open Interest 12,126 35,784 -1,182
RBOB Gasoline(NYMEX)
Nov06 061005 154.40 157.25 152.00 154.35 +0.60 10,269 40,558 +912
Dec06 061005 157.50 160.30 155.70 158.10 +1.10 3,251 15,161 +118
Jan07 061005 161.65 163.80 160.00 160.00 -0.50 1,646 10,391 +405
Feb07 061005 163.00 163.50 163.00 163.50 -0.89 325 2,820 +75
Mar07 061005 169.14 169.14 169.14 169.14 +1.35 419 3,544 +123
Apr07 061005 183.89 183.89 183.89 183.89 +1.20 713 4,615 -124
May07 061005 186.79 186.79 186.79 186.79 +4.79 265 5,169 +114
Jun07 061005 188.94 188.94 188.94 188.94 +5.94 1,213 3,702 +632
Jul07 061005 190.14 190.14 190.14 190.14 +1.20 303 1,351 +250
Aug07 061005 190.54 190.54 190.54 190.54 +1.20 157 888 -100
Total Volume and Open Interest 18,874 92,034 +2,603
e-MiNY RBOB Gasoline(NYMEX)
Nov06 060928 157.43 157.43 157.43 157.43 -1.16      
Dec06 061005 158.54 158.54 158.54 158.54 +1.47      
Jan07 061005 162.64 162.64 162.64 162.64 +1.75      
Feb07 061005 165.94 165.94 165.94 165.94 +1.55      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov06 061005 6.140 6.380 6.040 6.298 +0.303 34,744 117,236 -3,623
Dec06 061005 7.720 7.875 7.650 7.833 +0.283 11,835 63,329 +752
Jan07 061005 8.240 8.363 8.180 8.363 +0.283 5,607 58,228 +720
Feb07 061005 8.300 8.430 8.300 8.428 +0.275 1,898 30,029 -65
Mar07 061005 8.190 8.298 8.180 8.298 +0.285 3,087 90,905 +280
Apr07 061005 7.610 7.700 7.595 7.688 +0.210 2,807 81,716 +172
May07 061005 7.590 7.673 7.570 7.673 +0.210 611 26,569 -30
Jun07 061005 7.690 7.770 7.690 7.760 +0.210 115 15,971 +35
Jul07 061005 7.790 7.853 7.790 7.853 +0.210 1,356 11,737 +43
Aug07 061005 7.850 7.910 7.850 7.910 +0.210 540 13,941 +259
Sep07 061005 7.900 7.990 7.870 7.965 +0.205 254 11,113 +116
Oct07 061005 8.000 8.080 8.000 8.055 +0.205 784 32,795 -60
Nov07 061005 8.550 8.620 8.530 8.595 +0.205 1,420 18,391 -581
Dec07 061005 9.100 9.170 9.100 9.145 +0.205 367 34,113 -252
Jan08 061005 9.530 9.530 9.470 9.505 +0.205 500 31,008 -60
Feb08 061005 9.530 9.530 9.470 9.505 +0.205 218 17,782 +31
Total Volume and Open Interest 69,850 944,272 -2,019
Brent Crude Oil(ICE)
Nov06 061005 59.53 60.94 59.06 60.00 +0.78 98,645 72,623 -8,600
Dec06 061005 60.73 62.06 60.24 61.14 +0.69 63,089 141,838 +2,924
Jan07 061005 61.97 62.88 61.19 62.07 +0.65 22,612 56,575 +732
Feb07 061005 62.52 63.56 61.99 62.79 +0.60 11,339 34,125 +979
Mar07 061005 63.10 64.07 62.74 63.39 +0.57 7,771 25,228 +2,244
Apr07 061005 63.98 64.45 63.93 63.93 +0.51 3,128 18,974 +1,000
May07 061005 64.41 64.41 64.41 64.41 +0.43 1,420 15,812 -70
Jun07 061005 64.86 64.86 64.86 64.86 +0.36 5,010 34,544 +4,399
Jul07 061005 65.26 65.26 65.26 65.26 +0.31 0 5,170 -41
Aug07 061005 65.61 65.61 65.61 65.61 +0.27 0 1,517 +0
Sep07 061005 65.82 65.82 65.82 65.82 +0.21 0 2,436 +0
Oct07 061005 65.96 65.96 65.96 65.96 +0.15 0 552 +0
Nov07 061005 66.16 66.16 66.16 66.16 +0.15 0 8,482 -219
Dec07 061005 66.41 66.70 66.36 66.36 +0.18 9,114 37,419 -557
Total Volume and Open Interest 223,353 502,049 +4,109
Gas Oil(ICE)
Oct06 061005 532.00 546.25 528.25 537.75 +13.50 25,113 33,569 -2,938
Nov06 061005 537.50 550.75 533.75 542.50 +12.50 27,605 78,094 +1,058
Dec06 061005 547.25 558.25 541.75 549.75 +11.00 13,563 52,036 +511
Jan07 061005 555.75 566.00 552.50 557.25 +10.00 4,751 31,207 +1,418
Feb07 061005 562.75 563.75 560.25 563.75 +9.00 1,588 19,919 -66
Mar07 061005 569.75 569.75 569.00 569.00 +8.00 1,373 12,993 +197
Apr07 061005 572.75 572.75 572.75 572.75 +7.50 240 6,022 +58
May07 061005 576.50 576.50 576.50 576.50 +7.50 25 3,957 +198
Jun07 061005 580.25 580.25 580.25 580.25 +7.25 2,654 21,811 +75
Jul07 061005 585.50 585.50 585.50 585.50 +7.25 0 1,949 +100
Total Volume and Open Interest 85,508 298,286 +883
US Dollar Index(NYBOT)
Dec06 061005 85.58 85.75 85.46 85.66 +0.10 1,453 22,638 +164
Mar07 061005 85.12 85.37 85.12 85.37 +0.10 0 2,030 +0
Jun07 061005 85.09 85.09 85.09 85.09 +0.10 2 16 +0
Total Volume and Open Interest 1,455 24,686 +164
Australian Dollar(CME)
Dec06 061005 74.62 74.64 74.42 74.48 +0.04 1,388 53,828 -2,017
Mar07 061005 74.32 74.32 74.32 74.32 +0.04 0 334 -1
Jun07 061005 74.18 74.18 74.18 74.18 +0.04 0 102 +0
Total Volume and Open Interest 1,388 54,274 -2,018
British Pound(CME)
Dec06 061005 188.32 188.32 187.75 188.02 -0.71 1,294 103,646 -753
Mar07 061005 188.10 188.10 188.10 188.10 -0.71 1 303 +49
Jun07 061005 188.06 188.06 188.06 188.06 -0.71 1 12 +1
Total Volume and Open Interest 1,296 103,962 -703
Canadian Dollar(CME)
Dec06 061005 88.95 89.03 88.78 89.03 +0.07 7,836 94,116 -4,250
Mar07 061005 89.17 89.29 89.17 89.29 +0.07 3 1,325 +42
Jun07 061005 89.44 89.56 89.44 89.56 +0.07 2 305 +1
Sep07 061005 89.83 89.83 89.83 89.83 +0.07 0 177 +0
Total Volume and Open Interest 7,841 95,934 -4,207
Japanese Yen(CME)
Dec06 061005 85.93 85.98 85.76 85.79 +0.13 1,292 234,054 +3,809
Mar07 061005 86.84 86.84 86.84 86.84 +0.13 0 13,502 +20
Jun07 061005 87.84 87.84 87.84 87.84 +0.13 0 3 +0
Total Volume and Open Interest 1,292 247,648 +3,829
Swiss Franc(CME)
Dec06 061005 80.62 80.62 80.26 80.43 -0.21 1,574 81,141 +8,746
Mar07 061005 81.11 81.11 81.11 81.11 -0.21 0 211 +0
Jun07 061005 81.80 81.80 81.80 81.80 -0.21 0 32 +0
Total Volume and Open Interest 1,574 81,433 +8,746
EuroFX(CME)
Dec06 061005 127.69 127.69 127.19 127.40 -0.22 8,627 141,148 -33
Mar07 061005 127.93 127.93 127.93 127.93 -0.22 0 884 +1
Jun07 061005 128.37 128.37 128.37 128.37 -0.22 0 65 +2
Total Volume and Open Interest 8,628 142,172 -30
Mexican Peso(CME)
Dec06 061005 6.0 2.9 3.8 1.1 +0.1 26,282 0 -59,669
Mar07 061005 8985.0 8985.0 8985.0 8985.0 -12.0      
Total Volume and Open Interest 26,308    
30-Year T-Bonds(CBOT)
Dec06 061005 113~01 113~01 112~08 112~16 -0~16 310,966 763,873 -8,007
Mar07 061005 112~26 112~26 112~08 112~14 -0~16 927 2,673 +330
Jun07 061005 113~07 113~07 112~09 112~12 -0~16 0 18 +0
Total Volume and Open Interest 311,893 766,564 -7,677
10-Year T-Notes(CBOT)
Dec06 061005 108~190 108~200 108~055 108~080 -0~105 1,114,387 2,231,168 +32,455
Mar07 061005 108~145 108~180 108~080 108~095 -0~105 30,731 53,388 +1,890
Total Volume and Open Interest 1,145,118 2,284,558 +34,345
5-Year T-Notes(CBOT)
Dec06 061005 105~275 105~275 105~195 105~205 -0~075 469,525 0 +0
Mar07 061005 105~275 105~275 105~230 105~230 -0~075 2 30 +25
Total Volume and Open Interest 469,527 30 +25
2 Year T-Notes(CBOT)
Dec06 061005 102~052 102~052 102~040 102~040 -0~013 2,332 692,980 -3,939
Mar07 061005 102~069 102~069 102~069 102~069        
Eurodollars(CME)
Dec06 061005 94.680 94.680 94.660 94.660 -0.020 38,619 1,587,321 +5,628
Mar07 061005 94.905 94.905 94.855 94.855 -0.050 42,114 1,411,407 -2,276
Jun07 061005 95.115 95.120 95.050 95.055 -0.065 37,500 1,115,125 +5,332
Sep07 061005 95.270 95.275 95.200 95.205 -0.070 23,006 1,002,122 +19,781
Dec07 061005 95.340 95.350 95.280 95.280 -0.070 31,291 1,159,916 +22,489
Mar08 061005 95.350 95.355 95.295 95.295 -0.065 28,163 788,146 +18,747
Jun08 061005 95.320 95.330 95.270 95.270 -0.065 19,894 531,054 +5,419
Sep08 061005 95.285 95.295 95.235 95.235 -0.065 21,370 383,774 -4,053
Dec08 061005 95.240 95.245 95.190 95.190 -0.065 17,807 348,120 -2,707
Mar09 061005 95.200 95.200 95.150 95.155 -0.060 11,055 346,460 +4,816
Jun09 061005 95.160 95.165 95.115 95.115 -0.060 10,418 221,034 -104
Sep09 061005 95.120 95.120 95.070 95.080 -0.055 10,252 152,011 -445
Dec09 061005 95.075 95.075 95.030 95.035 -0.055 5,361 129,550 -31
Mar10 061005 95.040 95.040 95.005 95.005 -0.050 5,343 110,616 +250
Jun10 061005 95.000 95.000 94.950 94.970 -0.045 7,094 100,379 +261
Sep10 061005 94.965 94.965 94.930 94.935 -0.045 6,297 89,440 -867
Dec10 061005 94.915 94.915 94.885 94.895 -0.045 4,378 95,327 +517
Mar11 061005 94.870 94.885 94.865 94.875 -0.045 5,131 56,134 -363
Total Volume and Open Interest 343,797 9,886,833 +72,019
3-Mth Euro-Yen(CME)
Dec06 061005 99.47 99.47 99.47 99.47 -0.01 50 16,501 -2,574
Mar07 061005 99.34 99.34 99.34 99.34 -0.03 160 10,209 -330
Jun07 061005 99.25 99.25 99.25 99.25 -0.03 133 9,406 +226
Sep07 061005 99.16 99.16 99.16 99.16 -0.02 205 2,999 +110
Dec07 061005 99.06 99.06 99.06 99.06 -0.02 111 5,897 -1,016
Mar08 061005 98.97 98.97 98.97 98.97 -0.01 20 3,226 -45
Jun08 061005 98.89 98.89 98.89 98.89 unch 10 269 +10
Sep08 061005 98.80 98.80 98.80 98.80 unch 0 1 +0
Dec08 061005 98.68 98.68 98.68 98.68 -0.01 0 4 +0
Mar09 061005 98.55 98.55 98.55 98.55 -0.01      
Total Volume and Open Interest 689 48,512 -3,619
3-Mth Euro-Yen(SIMEX)
Dec06 061005 99.49 99.50 99.47 99.47 -0.01 3,942 87,841 +1,271
Mar07 061005 99.38 99.39 99.34 99.35 -0.01 1,322 70,735 -1,193
Jun07 061005 99.28 99.30 99.25 99.26 -0.01 1,407 36,457 +157
Sep07 061005 99.18 99.19 99.15 99.17 -0.01 788 28,298 -74
Dec07 061005 99.12 99.12 99.06 99.07 -0.01 1,847 42,900 +1,198
Mar08 061005 98.98 99.02 98.97 98.97 -0.01 50 24,898 -8
Jun08 061005 98.88 98.88 98.88 98.88 -0.01 136 4,416 +136
Sep08 061005 98.79 98.84 98.79 98.80 -0.01 111 278 +111
Total Volume and Open Interest 9,603 297,358 +1,598
German Euro-Bund(EUREX)
Dec06 061005 118.25 118.37 118.04 118.12 -0.15 1,231,576 1,496,991 -30,975
Mar07 061005 118.41 118.52 118.25 118.30 -0.15 351 6,570 +32
Jun07 061005 117.72 117.72 117.72 117.72 -0.15      
Total Volume and Open Interest 1,231,927 1,503,561 -30,943
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061005 110.31 110.31 110.27 110.27 -0.07 758 2,054 +751
Jun07 061005 108.53 108.53 108.53 108.53 -0.06 250 0 +0
Total Volume and Open Interest 552,389 977,309 -9,251
Long Gilt(LIFFE)
Dec06 061005 109~27 110~09 109~26 110~02 +0~02 81,836 263,806 +5,702
Mar07 061005 109~30 109~30 109~30 109~30 0~00      
Total Volume and Open Interest 81,836 263,834 +5,702
3-Mth Short Sterling(LIFFE)
Dec06 061005 94.75 94.75 94.75 94.75 +0.03 50,641 426,987 +1,396
Mar07 061005 94.71 94.71 94.71 94.71 +0.03 55,113 423,082 +7,958
Jun07 061005 94.73 94.73 94.73 94.73 +0.03 54,690 351,233 -3,433
Total Volume and Open Interest 289,242 2,000,159 +5,419
3-Mth Euribor(LIFFE)
Dec06 061005 96.325 96.325 96.310 96.320 unch 112,952 709,395 -2,649
Mar07 061005 96.230 96.230 96.190 96.215 unch 102,440 648,815 +3,710
Jun07 061005 96.230 96.230 96.180 96.210 -0.005 124,437 554,063 -1,951
Total Volume and Open Interest 651,202 3,390,484 -4,000
3-Mth Aus T-Bills(SFE)
Dec06 061005 93.79 93.79 93.77 93.78 +0.01 9,288 173,206 +1,891
Mar07 061005 93.81 93.81 93.78 93.79 +0.01 19,887 223,599 +15,472
Jun07 061005 93.85 93.85 93.80 93.81 +0.02 6,318 74,056 +5,513
Sep07 061005 93.88 93.88 93.83 93.84 +0.02 3,154 42,429 +3,493
Dec07 061005 93.90 93.90 93.87 93.88 +0.02 182 30,431 +511
Mar08 061005 93.90 93.91 93.90 93.91 +0.03 501 15,478 +248
Jun08 061005 93.91 93.91 93.91 93.91 +0.02 25 14,634 +25
Sep08 061005 93.91 93.92 93.91 93.92 +0.02 1 4,941 +0
Dec08 061005 93.92 93.92 93.92 93.92 +0.02 2 2,417 +0
Mar09 061005 93.93 93.93 93.92 93.93 +0.03 0 1,722 +0
Total Volume and Open Interest 39,358 583,880 +27,153
10-Year Aus T-Bonds(SFE)
Dec06 061005 94.54 94.54 94.51 94.52 +0.02 24,124 412,872 +13,678
Mar07 061005 94.52 94.52 94.52 94.52 +0.02      
Total Volume and Open Interest 24,124 412,872 +13,678
3-Year Aus T-Bonds(SFE)
Dec06 061005 94.36 94.36 94.32 94.33 +0.02 66,610 488,494 +40,968
Mar07 061005 94.33 94.33 94.33 94.33 +0.02      
Total Volume and Open Interest 66,610 488,494 +40,968
Gold(CMX)
Oct06 061005 575.0 575.0 571.0 571.0 +9.0 4,584 3,729 -856
Dec06 061005 575.5 578.8 571.6 575.5 +8.8 65,100 196,299 -1,863
Feb07 061005 582.5 586.0 577.0 581.1 +8.9 3,111 28,916 +1,524
Apr07 061005 588.0 588.0 586.5 586.5 +9.0 2,605 5,941 +2,105
Jun07 061005 593.0 594.5 590.0 591.7 +9.1 1,950 22,037 -804
Aug07 061005 596.9 596.9 596.9 596.9 +9.3 40 1,692 +20
Oct07 061005 602.0 602.0 602.0 602.0 +9.4 0 11,312 +0
Dec07 061005 609.5 609.5 607.1 607.1 +9.5 1,602 33,782 +293
Feb08 061005 612.1 612.1 612.1 612.1 +9.6 0 2,326 +0
Apr08 061005 617.0 617.0 617.0 617.0 +9.6 200 1,110 +200
Jun08 061005 621.0 622.0 621.0 622.0 +9.7 200 3,734 +200
Aug08 061005 627.1 627.1 627.1 627.1 +9.9      
Total Volume and Open Interest 80,945 331,785 +1,720
Silver(CMX)
Dec06 061005 1103.0 1122.0 1096.0 1107.0 +27.5 14,153 61,853 +952
Mar07 061005 1132.0 1136.0 1118.0 1121.6 +27.9 942 13,897 +89
May07 061005 1129.8 1129.8 1129.8 1129.8 +27.9 198 3,928 +89
Jul07 061005 1152.0 1152.0 1137.9 1137.9 +28.0 230 8,413 -30
Sep07 061005 1142.7 1142.7 1142.7 1142.7 +28.0 16 1,932 +0
Dec07 061005 1145.0 1155.0 1145.0 1148.0 +28.0 437 4,633 -122
Mar08 061005 498.0 498.0 498.0 498.0 +28.0 0 131 +0
Total Volume and Open Interest 16,449 100,072 +1,105
Platinum(NYM)
Oct06 061005 1080.0 1091.5 1080.0 1082.2 +4.8 19 136 -31
Jan07 061005 1093.8 1095.9 1081.5 1086.2 +3.8 2,366 7,782 +316
Apr07 061005 1091.2 1091.2 1091.2 1091.2 +3.8 1 13 +0
Jul07 061005 440.8 440.8 440.8 440.8 +3.8 0 6 +0
Total Volume and Open Interest 2,386 7,937 +255
Palladium(NYME)
Dec06 061005 300.00 302.00 296.50 301.15 +4.50 700 11,299 +20
Mar07 061005 301.00 309.00 301.00 306.45 +4.50 0 29 +0
Jun07 061005 306.50 311.95 306.50 311.95 +4.50 0 35 +0
Total Volume and Open Interest 700 11,364 +20
Copper(CMX)
Dec06 061005 327.80 333.00 327.50 330.00 +9.45 14,617 50,419 +0
Mar07 061005 327.50 329.00 326.00 327.50 +9.15 727 4,958 +0
May07 061005 324.50 325.50 324.10 324.10 +8.75 47 1,274 +0
Jul07 061005 318.00 319.50 318.00 318.75 +8.20 79 1,270 +0
Sep07 061005 312.85 312.85 312.85 312.85 +7.90 49 533 +0
Total Volume and Open Interest 16,650 69,400 +0
Aluminum(CMX)
Oct06 061005 113.25 113.25 113.25 113.25 +1.15 4 212 -2
Nov06 061005 114.25 114.25 114.25 114.25 +1.25 3 109 +3
Dec06 061005 116.50 116.50 114.95 114.95 +1.25 0 587 +0
Jan07 061005 114.50 114.50 114.50 114.50 +1.55 0 10 +0
Feb07 061005 114.00 114.00 114.00 114.00 +1.80      
Mar07 061005 113.35 113.35 113.35 113.35 +1.90      
Total Volume and Open Interest 8 968 +2
DJIA Index(CBOT)
Dec06 061005 11903 11940 11888 11926 +20 8,410 60,591 +867
Mar07 061005 11990 12015 11990 12008 +19 5 70 +1
Jun07 061005 12096 12096 12096 12096 +20      
Sep07 061005 12181 12181 12181 12181 +20 0 2 +0
Total Volume and Open Interest 8,415 60,663 +868
S & P 500(CME)
Dec06 061005 1357.80 1363.20 1356.50 1360.80 +2.50 34,762 588,373 -508
Mar07 061005 1368.70 1372.00 1368.70 1372.00 +2.60 19 1,988 -3
Jun07 061005 1383.40 1383.40 1383.40 1383.40 +2.60 0 4,566 +0
Sep07 061005 1395.20 1395.20 1395.20 1395.20 +2.60 0 1,379 +0
Total Volume and Open Interest 34,781 596,592 -511
S & P 500 E-Mini(Globex)
Dec06 061005 1358.00 1363.25 1356.50 1360.75 +2.50 1,312,184 1,489,039 +37,659
Mar07 061005 1367.25 1372.25 1367.25 1372.00 +2.50 751 2,595 +200
Total Volume and Open Interest 1,312,935 1,491,634 +37,859
NASDAQ 100(CME)
Dec06 061005 1696.00 1706.00 1690.00 1701.80 +9.30 10,278 47,986 +923
Mar07 061005 1721.80 1721.80 1721.80 1721.80 +9.30 0 1 +0
Jun07 061005 1740.80 1740.80 1740.80 1740.80 +9.30      
Total Volume and Open Interest 10,278 47,987 +923
NASDAQ 100 E-Mini(Globex)
Dec06 061005 1692.50 1706.30 1690.80 1701.80 +9.30 457,497 449,901 +19,287
Mar07 061005 1715.80 1726.30 1713.30 1721.80 +9.30 143 125 +7
Total Volume and Open Interest 457,640 450,026 +19,294
S & P Midcap 400(CME)
Dec06 061005 765.50 775.75 765.50 775.50 +9.70 108 8,055 +50
Mar07 061005 782.50 782.50 782.50 782.50 +9.70      
Jun07 061005 789.50 789.50 789.50 789.50 +9.70      
Total Volume and Open Interest 108 8,055 +50
Russell 2000(CME)
Dec06 061005 738.75 749.25 738.75 748.80 +10.10 738 33,934 -1,209
Mar07 061005 755.30 755.30 755.30 755.30 +10.10 0 34 +0
Jun07 061005 761.80 761.80 761.80 761.80 +10.10      
Total Volume and Open Interest 738 33,968 -1,209
Russell 2000 E-Mini(Globex)
Dec06 061005 738.70 749.20 737.70 748.80 +10.10 211,419 423,097 -322
Mar07 061005 745.40 755.30 744.80 755.30 +10.10 138 219 +27
Total Volume and Open Interest 211,557 423,316 -295
Value Line(KCBT)
Dec06 061005 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061005 16450 16505 16415 16455 +110      
Mar07 061005 16480 16480 16480 16480 +110      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061005 16385 16505 16315 16440 +315 72,447 228,791 -868
Mar07 061005 16350 16500 16340 16470 +370 13 10 +0
Jun07 061005 16415 16415 16415 16415 +370 0 1 +0
Total Volume and Open Interest 72,522 229,108 -831
CAC 40(EURONEXT)
Oct06 061005 5305.5 5309.0 5284.0 5295.5 +32.5 90,669 475,189 +12,519
Nov06 061005 5319.5 5319.5 5299.5 5308.0 +32.5 364 3,449 +159
Dec06 061005 5320.0 5320.0 5302.5 5309.5 +32.5 482 78,962 +60
Total Volume and Open Interest 91,526 557,661 +12,749
Hang Seng Index(HKFE)
Oct06 061005 17876 17985 17829 17979 +307 41,047 122,274 +1,993
Nov06 061005 17878 17983 17830 17970 +298 750 802 +384
Dec06 061005 17910 18022 17882 18022 +310 98 1,661 +36
Total Volume and Open Interest 41,895 125,110 +2,413
DAX(EUREX)
Dec06 061005 6139.5 6140.0 6108.0 6118.5 +27.5 148,204 213,986 +7,851
Mar07 061005 6194.0 6194.0 6171.5 6175.0 +28.0 353 6,543 -15
Jun07 061005 6250.0 6253.5 6225.0 6233.5 +28.0 651 1,917 +327
Total Volume and Open Interest 149,208 222,446 +8,163
FT-SE 100(EURONEXT)
Dec06 061005 6030.00 6044.00 6006.00 6025.00 +34.00 65,465 506,031 +2,470
Mar07 061005 6051.00 6060.00 6039.00 6042.50 +34.00 140 2,695 +66
Jun07 061005 6062.50 6062.50 6062.50 6062.50 +34.00 0 1,750 +0
Total Volume and Open Interest 65,605 510,976 +2,536
SPI 200(SFE)
Dec06 061005 5195.0 5240.0 5195.0 5231.0 +79.0 15,741 265,827 +5,616
Mar07 061005 5222.0 5246.0 5219.0 5238.0 +78.0 53 2,941 +42
Jun07 061005 5247.0 5274.0 5247.0 5266.0 +79.0 2 2,456 -8
Total Volume and Open Interest 15,811 273,470 +5,659
GSCI(CME)
Oct06 061005 422.20 422.20 419.20 419.60 +5.90 76 19,256 -1
Nov06 061005 433.10 433.10 433.10 433.10 +5.10 0 18 +0
Dec06 061005 442.00 442.00 442.00 442.00 +5.00      
Total Volume and Open Interest 76 19,274 -1
Reuters CRB Index(NYBOT)
Nov06 061005 370.50 372.75 370.50 371.00 +2.50 15 319 -16
Jan07 061005 376.00 376.00 375.00 375.00 +2.50 17 421 +6
Feb07 061005 375.00 375.00 375.00 375.00 +2.50 0 12 +0
Total Volume and Open Interest 32 951 -10
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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