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MRCI's End of Day Prices
Daily Futures Price Listing Fri November 26, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan05 041126 558.00 558.00 546.50 548.50 -5.50 30,149 105,784 +1,225
Mar05 041126 560.50 560.50 549.50 551.25 -5.25 7,849 55,340 +1,596
May05 041126 566.50 567.00 556.00 557.75 -6.00 3,869 32,642 +1,170
Jul05 041126 574.00 575.00 563.50 565.25 -4.75 2,250 27,100 -181
Aug05 041126 575.50 575.50 568.00 568.50 -4.50 55 1,859 +13
Sep05 041126 576.00 576.00 571.00 571.00 -7.00 1 323 +0
Nov05 041126 589.00 589.00 577.50 578.25 -7.75 673 9,526 +223
Total Volume and Open Interest 44,856 232,620 +4,055
Soybean Meal(CBOT)
Dec04 041126 162.80 163.00 160.00 161.20 +0.10 11,089 24,127 -545
Jan05 041126 164.20 164.30 161.50 162.30 -0.30 7,807 30,089 +1,344
Mar05 041126 166.50 167.00 164.10 165.00 unch 4,732 32,228 -229
May05 041126 168.50 169.00 166.80 167.50 +0.10 1,138 17,611 +97
Jul05 041126 172.00 172.00 170.30 171.10 -0.30 1,558 25,279 +467
Aug05 041126 173.50 173.50 172.00 172.70 unch 94 8,851 +61
Sep05 041126 173.50 174.30 173.50 174.00 unch 104 5,717 +35
Oct05 041126 176.50 176.50 175.00 175.30 unch 62 3,216 -4
Total Volume and Open Interest 26,756 152,970 +1,337
Soybean Oil(CBOT)
Dec04 041126 21.20 21.20 20.70 20.74 -0.37 11,060 16,977 -5,945
Jan05 041126 21.30 21.30 20.83 20.88 -0.30 10,895 40,990 +1,439
Mar05 041126 21.35 21.38 20.93 20.98 -0.30 4,575 33,301 +1,132
May05 041126 21.45 21.45 21.10 21.17 -0.20 958 17,795 -127
Jul05 041126 21.65 21.65 21.22 21.35 -0.20 2,426 17,360 -327
Aug05 041126 21.60 21.60 21.25 21.40 -0.25 124 6,152 +88
Sep05 041126 21.60 21.65 21.35 21.40 -0.25 408 3,722 +342
Oct05 041126 21.65 21.65 21.40 21.40 -0.30 395 2,640 +225
Total Volume and Open Interest 31,496 146,634 -2,899
Canola(WCE)
Jan05 041126 288.5 288.8 283.0 283.3 -6.4 2,769 45,039 -1,093
Mar05 041126 291.5 291.5 287.0 287.1 -6.8 1,627 9,179 -154
May05 041126 292.8 292.8 292.8 292.8 -5.8 0 1,011 +0
Jul05 041126 301.7 301.7 298.3 298.3 -5.7 0 519 +0
Sep05 041126 305.0 305.0 305.0 305.0 unch      
Total Volume and Open Interest 4,418 67,684 -1,341
Corn(CBOT)
Dec04 041126 198.50 198.75 196.50 197.00 -0.75 52,942 120,634 -27,638
Mar05 041126 209.25 209.25 206.75 207.00 -1.25 39,770 308,322 +10,672
May05 041126 216.25 216.50 214.25 214.75 -1.00 8,984 69,884 +3,170
Jul05 041126 223.75 223.75 221.75 222.00 -1.00 2,644 67,316 -250
Sep05 041126 231.75 231.75 230.00 230.00 -1.00 439 17,311 +103
Dec05 041126 240.50 240.50 239.00 239.25 -1.00 1,223 42,086 +276
Total Volume and Open Interest 106,123 628,541 -13,584
Wheat(CBOT)
Dec04 041126 299.00 299.50 291.00 291.25 -8.00 15,708 27,444 -5,362
Mar05 041126 310.00 310.00 302.25 303.00 -7.00 23,953 123,032 +6,826
May05 041126 317.50 317.50 309.00 309.25 -7.50 2,700 14,286 +1,018
Jul05 041126 325.00 325.50 316.50 316.75 -7.75 2,475 11,277 +365
Sep05 041126 332.00 332.00 324.00 324.50 -7.50 47 333 +0
Total Volume and Open Interest 45,390 183,725 +3,049
Wheat(KCBT)
Dec04 041126 343.50 344.50 339.25 339.75 -5.00 6,530 9,448 -3,752
Mar05 041126 337.00 338.00 330.00 331.50 -7.00 7,979 38,937 -1,144
May05 041126 336.50 337.00 329.50 330.50 -7.25 500 5,414 +155
Jul05 041126 334.00 335.00 331.00 331.25 -4.50 1,633 9,814 +537
Sep05 041126 339.50 339.50 338.00 338.00 -3.50 5 1,531 +4
Total Volume and Open Interest 16,647 65,641 -4,200
Wheat(MGE)
Dec04 041126 347.00 347.75 336.75 338.00 -8.75 3,562 6,138 -1,199
Mar05 041126 354.50 355.00 345.50 345.75 -7.75 5,037 18,619 +1,377
May05 041126 358.00 358.00 350.50 350.50 -7.50 373 5,657 +109
Jul05 041126 358.50 358.50 352.00 352.00 -9.00 23 2,451 +2
Sep05 041126 356.50 356.50 349.50 349.50 -8.00 29 1,035 +8
Total Volume and Open Interest 9,025 34,150 +298
Oats(CBOT)
Dec04 041126 151.00 152.00 148.75 149.75 -1.00 906 2,176 -646
Mar05 041126 152.75 153.00 147.00 147.25 -4.75 572 5,044 +276
May05 041126 153.00 153.00 149.00 149.00 -6.50 4 240 +0
Jul05 041126 161.00 161.00 154.00 154.00 -7.00 2 53 +2
Total Volume and Open Interest 1,484 7,517 -368
Rough Rice(CBOT)
Jan05 041126 7.12 7.14 7.12 7.13 +0.01 70 3,280 +4
Mar05 041126 7.31 7.32 7.31 7.32 +0.01 45 898 +0
May05 041126 7.51 7.52 7.51 7.52 +0.01 0 256 +0
Jul05 041126 7.69 7.69 7.69 7.69 unch 0 54 +0
Total Volume and Open Interest 115 4,490 +4
Live Cattle(CME)
Dec04 041126 90.100 90.450 89.700 90.200 +0.300 12,064 20,013 -2,349
Feb05 041126 90.000 90.350 89.750 89.975 +0.025 12,600 59,461 +756
Apr05 041126 86.000 86.250 85.500 85.550 -0.400 3,637 13,623 -275
Jun05 041126 81.500 81.550 81.200 81.250 +0.050 2,208 9,684 +368
Aug05 041126 81.200 81.200 80.800 80.900 -0.100 692 6,380 +151
Oct05 041126 81.600 81.600 81.550 81.550 -0.100 201 3,937 +131
Total Volume and Open Interest 31,417 115,032 -1,212
Feeder Cattle(CME)
Jan05 041126 102.500 103.550 102.500 102.900 +0.625 2,440 8,321 +38
Mar05 041126 98.750 99.550 98.500 99.075 +0.525 554 2,915 +7
Apr05 041126 97.800 98.150 97.500 97.775 +0.650 241 1,759 -51
May05 041126 97.500 98.250 97.500 98.100 +0.800 148 1,653 +48
Aug05 041126 100.400 101.000 100.000 101.000 +0.950 45 426 +17
Sep05 041126 97.000 97.000 97.000 97.000 unch 0 1 +0
Oct05 041126 97.000 97.000 97.000 97.000 unch 0 1 +0
Total Volume and Open Interest 3,428 15,076 +59
Lean Hogs(CME)
Dec04 041126 76.800 77.000 76.250 76.875 +0.325 7,157 18,790 -1,290
Feb05 041126 75.600 75.850 74.750 75.275 unch 8,219 57,476 +3,046
Apr05 041126 71.900 72.600 71.550 72.550 +0.825 1,268 13,032 +311
May05 041126 70.800 71.500 70.800 71.425 +0.800 114 2,087 +50
Jun05 041126 74.200 74.825 74.000 74.750 +0.600 546 6,896 +140
Jul05 041126 70.050 70.600 70.050 70.600 +0.250 143 1,582 +88
Aug05 041126 66.600 67.200 66.600 67.200 +0.600 75 989 +48
Oct05 041126 58.000 58.300 58.000 58.300 +0.300 43 379 +15
Total Volume and Open Interest 17,579 101,379 +2,414
Pork Bellies(CME)
Feb05 041126 101.150 102.650 100.875 101.875 +0.725 296 1,528 +74
Mar05 041126 100.900 100.900 100.900 100.900 +0.600 1 25 +1
May05 041126 100.150 100.150 100.150 100.150 +0.050 0 24 +0
Jul05 041126 102.000 102.000 102.000 102.000 +0.050 0 13 +0
Aug05 041126 101.500 101.500 101.500 101.500 unch 0 1 +0
Total Volume and Open Interest 297 1,591 +75
Class III Milk(CME)
Nov04 041124 14.92 14.92 14.90 14.92 +0.01 14 3,969 -4
Dec04 041124 16.24 16.72 16.20 16.67 +0.43 764 4,425 +14
Jan05 041124 14.39 14.70 14.39 14.66 +0.23 428 2,619 +97
Feb05 041124 13.15 13.35 13.15 13.35 +0.20 46 2,123 +16
Mar05 041124 12.65 12.89 12.65 12.89 +0.24 86 2,428 +31
Total Volume and Open Interest 1,385 23,891 +183
Cocoa(ICE)
Dec04 041124 1580 1610 1580 1610 +17 12 338 +0
Mar05 041124 1595 1605 1582 1600 +5 5,120 51,417 -335
May05 041124 1596 1605 1595 1605 +2 573 12,086 +160
Jul05 041124 1613 1615 1603 1612 +4 499 11,150 +23
Sep05 041124 1606 1617 1606 1617 +4 142 9,441 +49
Dec05 041124 1610 1620 1610 1620 +5 27 8,467 +0
Mar06 041124 1624 1624 1624 1624 +5 90 11,213 +25
Total Volume and Open Interest 6,436 117,133 -78
Coffee "C"(ICE)
Dec04 041124 90.00 90.00 87.40 88.90 -0.35 914 2,123 -215
Mar05 041124 92.00 92.40 90.80 91.95 -1.00 9,843 71,413 +800
May05 041124 94.10 94.10 92.50 93.70 -1.00 973 8,547 +87
Jul05 041124 95.80 95.80 94.20 95.40 -1.00 515 3,075 +236
Sep05 041124 97.50 97.50 95.80 97.10 -1.00 100 2,066 +14
Dec05 041124 100.00 100.00 99.85 99.85 -1.00 3 802 -1
Total Volume and Open Interest 12,352 88,424 +925
Orange Juice(ICE)
Jan05 041124 76.30 77.70 76.05 77.00 +0.85 1,155 14,890 -208
Mar05 041124 78.00 79.50 77.80 78.90 +1.00 462 11,394 +178
May05 041124 80.40 81.45 80.30 81.45 +0.85 41 4,882 +20
Jul05 041124 82.95 82.95 82.95 82.95 +0.85 9 633 +5
Sep05 041124 84.45 84.45 84.45 84.45 +0.85 0 86 +0
Nov05 041124 85.95 85.95 85.95 85.95 +0.85 50 525 +0
Total Volume and Open Interest 1,667 32,457 -5
Sugar #11(ICE)
Mar05 041124 8.85 8.98 8.81 8.97 +0.11 10,591 206,480 -534
May05 041124 8.99 9.13 8.96 9.13 +0.13 2,481 40,153 -418
Jul05 041124 8.81 8.94 8.79 8.94 +0.12 1,013 23,784 +188
Oct05 041124 8.80 8.92 8.78 8.92 +0.11 777 21,197 -62
Mar06 041124 8.72 8.83 8.70 8.83 +0.11 251 8,978 +190
Total Volume and Open Interest 15,138 305,115 -629
Sugar #14(ICE)
Jan05 041124 20.45 20.45 20.45 20.45 unch 355 1,344 +88
Mar05 041124 20.45 20.47 20.45 20.47 -0.01 271 3,530 +65
May05 041124 20.57 20.59 20.57 20.59 +0.01 116 2,090 +20
Jul05 041124 20.78 20.79 20.78 20.79 +0.01 86 1,637 -1
Sep05 041124 20.83 20.86 20.80 20.86 +0.01 55 2,387 +5
Total Volume and Open Interest 893 11,633 +181
London Cocoa(LCE)
Dec04 041126 878 878 863 864 -9 1,534 38,517 -228
Mar05 041126 890 892 880 882 -8 1,509 62,018 +58
May05 041126 903 903 893 893 -8 205 18,999 +29
Jul05 041126 916 921 909 910 -8 129 16,308 +54
Sep05 041126 936 940 928 929 -9 369 38,996 +174
Dec05 041126 915 922 911 911 -9 319 32,288 +175
Mar06 041126 923 927 915 915 -10 50 4,213 +50
Total Volume and Open Interest 4,115 211,781 +312
London Coffee(LCE)
Nov04 041126 675.00 675.00 673.00 674.00 +2.00 154 3,688 +0
Jan05 041126 695.00 695.00 686.00 690.00 unch 2,929 61,210 +1,729
Mar05 041126 714.00 717.00 708.00 713.00 unch 2,211 54,235 +520
May05 041126 737.00 737.00 731.00 732.00 unch 704 34,381 +170
Jul05 041126 749.00 753.00 749.00 751.00 +1.00 29 9,379 +3
Sep05 041126 767.00 767.00 767.00 767.00 unch 17 5,541 +0
Total Volume and Open Interest 6,044 170,477 +2,422
London Sugar(LCE)
Mar05 041126 256.90 257.00 255.70 255.90 -0.80 656 25,608 -82
May05 041126 264.20 264.20 263.00 263.00 -1.20 92 11,580 -8
Aug05 041126 264.00 264.00 262.50 262.50 -0.60 30 5,174 +8
Oct05 041126 263.20 263.20 263.20 263.20 -0.80 10 3,159 +10
Dec05 041126 262.20 262.20 262.20 262.20 -1.40 0 1,738 +0
Total Volume and Open Interest 788 48,808 -72
Cotton(ICE)
Dec04 041124 48.80 49.15 48.40 48.40 -0.60 1,275 2,358 -912
Mar05 041124 43.40 43.53 42.75 42.92 -0.63 6,188 53,286 -439
May05 041124 43.80 43.90 43.25 43.34 -0.66 843 9,093 +159
Jul05 041124 44.31 44.31 43.78 43.80 -0.71 627 10,027 -3
Oct05 041124 45.90 45.90 45.90 45.90 -0.50 0 134 +0
Dec05 041124 47.30 47.40 46.80 46.80 -0.50 166 5,594 +2
Total Volume and Open Interest 9,128 81,787 -1,188
Lumber(CME)
Jan05 041126 329.0 334.0 329.0 333.4 +4.1 223 2,592 -95
Mar05 041126 338.5 340.0 337.8 339.7 +2.6 53 504 -1
May05 041126 342.8 342.8 341.5 341.5 +2.1 5 135 +1
Jul05 041126 345.8 345.8 345.8 345.8 +1.9 0 43 +0
Total Volume and Open Interest 281 3,274 -95
Crude Oil(NYM)
Jan05 041124 48.70 49.60 47.80 49.44 +0.50 96,048 211,580 -238
Feb05 041124 48.80 49.65 48.00 49.45 +0.33 38,101 65,071 +2,061
Mar05 041124 48.75 49.65 48.10 49.37 +0.31 16,966 47,099 +1,891
Apr05 041124 48.40 49.15 47.75 49.04 +0.29 10,261 34,502 +1,913
May05 041124 48.05 48.65 47.56 48.56 +0.28 5,737 19,671 +1,321
Jun05 041124 47.60 48.20 47.06 48.06 +0.27 10,950 34,416 -865
Jul05 041124 47.05 47.57 46.57 47.57 +0.26 5,148 15,309 +2,024
Aug05 041124 47.00 47.10 46.10 47.10 +0.25 601 10,412 +302
Sep05 041124 46.10 46.64 45.64 46.64 +0.24 750 13,296 -53
Oct05 041124 45.65 46.20 45.20 46.20 +0.23 167 6,953 +69
Nov05 041124 45.81 45.81 45.81 45.81 +0.22 204 13,342 +187
Dec05 041124 44.95 45.80 44.40 45.45 +0.21 3,684 55,248 +867
Jan06 041124 45.07 45.07 45.07 45.07 +0.20 675 8,155 -25
Feb06 041124 44.72 44.72 44.72 44.72 +0.19 1,375 4,349 +0
Mar06 041124 44.40 44.40 44.40 44.40 +0.18 450 8,194 +0
Apr06 041124 44.11 44.11 44.11 44.11 +0.17 150 4,180 -61
Total Volume and Open Interest 196,057 692,591 +11,616
Heating Oil(NYM)
Dec04 041124 144.20 146.20 140.50 145.16 +0.58 29,288 18,436 -10,162
Jan05 041124 145.25 147.80 142.00 146.67 +0.88 26,021 71,473 +5,329
Feb05 041124 143.50 146.00 141.45 145.37 +1.03 6,484 26,790 +1,091
Mar05 041124 138.40 140.10 136.80 140.07 +1.18 2,367 17,065 +674
Apr05 041124 131.30 133.00 130.50 132.92 +1.03 1,075 7,072 +490
May05 041124 126.00 128.10 126.00 127.92 +1.03 452 5,265 +14
Jun05 041124 122.60 125.12 122.60 125.12 +1.03 473 7,526 +106
Jul05 041124 121.40 123.92 121.40 123.92 +1.08 198 4,464 +68
Aug05 041124 124.00 124.00 123.72 123.72 +1.08 61 1,980 +0
Sep05 041124 124.27 124.27 124.27 124.27 +1.08 35 2,992 +5
Oct05 041124 124.97 124.97 124.97 124.97 +1.08 1 357 +0
Nov05 041124 125.67 125.67 125.67 125.67 +1.08 9 467 +9
Total Volume and Open Interest 66,768 174,879 -2,164
Gasoline(NYMEX)
Dec04 041124 129.50 130.50 126.40 129.57 -1.06 22,584 18,941 -5,382
Jan05 041124 130.40 131.95 128.00 131.25 -0.57 17,824 54,351 +3,683
Feb05 041124 131.30 132.50 131.00 132.25 -0.37 1,934 14,468 +393
Mar05 041124 130.30 133.05 130.30 133.05 -0.27 1,289 7,094 +388
Apr05 041124 139.20 140.20 137.40 139.85 -0.17 3,414 16,405 +908
May05 041124 139.00 140.00 139.00 139.70 -0.02 1,222 12,862 +141
Jun05 041124 138.80 138.80 138.65 138.65 +0.13 368 6,714 +132
Jul05 041124 136.70 136.70 136.70 136.70 +0.28 100 3,977 -6
Aug05 041124 133.95 133.95 133.95 133.95 +0.38 120 1,954 +62
Sep05 041124 130.60 130.60 130.60 130.60 +0.48 55 5,866 +0
Total Volume and Open Interest      
e-MiNY RBOB Gasoline(NYMEX)
Natural Gas(NYM)
Dec04 041124 6.680 8.639 6.660 7.976 +1.183 31,705 18,614 -10,054
Jan05 041124 7.530 8.700 7.450 8.639 +1.018 16,234 61,142 +516
Feb05 041124 7.660 8.750 7.640 8.709 +0.978 3,628 29,271 +8
Mar05 041124 7.500 8.400 7.460 8.359 +0.823 4,692 30,064 +455
Apr05 041124 6.740 7.250 6.720 7.249 +0.508 2,323 20,990 +72
May05 041124 6.610 7.080 6.600 7.019 +0.418 1,010 18,626 +10
Jun05 041124 6.610 7.060 6.610 7.049 +0.413 390 11,865 +4
Jul05 041124 6.660 7.400 6.650 7.079 +0.408 436 15,011 -19
Aug05 041124 6.690 7.250 6.680 7.094 +0.403 219 11,748 +11
Sep05 041124 6.660 7.100 6.660 7.069 +0.398 219 11,300 -79
Oct05 041124 6.690 7.089 6.690 7.089 +0.395 2,836 20,603 +2,126
Nov05 041124 6.980 7.364 6.970 7.364 +0.389 294 10,117 -82
Dec05 041124 7.270 7.639 7.260 7.639 +0.383 3,040 11,977 +1,325
Jan06 041124 7.480 7.839 7.450 7.839 +0.373 271 12,134 +22
Feb06 041124 7.470 7.829 7.470 7.829 +0.369 48 8,363 +12
Mar06 041124 7.260 7.604 7.260 7.604 +0.359 60 9,717 +11
Total Volume and Open Interest 68,715 378,725 -5,488
Brent Crude Oil(ICE)
Jan05 041126 44.95 45.03 44.52 44.57 -0.25 33,355 63,436 +1,146
Feb05 041126 45.55 45.62 45.25 45.25 -0.37 14,827 72,589 +668
Mar05 041126 45.52 45.58 45.24 45.24 -0.38 6,705 24,056 -495
Apr05 041126 45.35 45.40 45.05 45.06 -0.37 3,674 16,438 +782
May05 041126 45.04 45.04 44.81 44.81 -0.34 493 10,025 +329
Jun05 041126 44.73 44.90 44.54 44.54 -0.32 1,406 18,078 -426
Jul05 041126 44.30 44.30 44.23 44.23 -0.29 0 5,333 +0
Aug05 041126 43.93 43.93 43.93 43.93 -0.26 0 2,735 +107
Sep05 041126 43.63 43.63 43.63 43.63 -0.23 0 6,334 +150
Oct05 041126 43.33 43.33 43.33 43.33 -0.20 0 2,150 +150
Nov05 041126 43.03 43.03 43.03 43.03 -0.17 200 2,972 +200
Dec05 041126 42.75 43.00 42.74 42.74 -0.13 1,395 40,795 +37
Total Volume and Open Interest 62,505 319,326 +2,998
Gas Oil(ICE)
Dec04 041126 446.50 449.00 439.25 440.75 -5.75 7,090 36,918 -5,275
Jan05 041126 439.00 440.00 434.00 435.75 -1.75 4,944 36,630 -234
Feb05 041126 428.75 429.00 426.50 426.75 -1.75 174 12,891 -50
Mar05 041126 414.75 414.75 414.75 414.75 -2.00 0 6,724 -200
Apr05 041126 405.25 405.25 403.25 403.25 -2.00 10 7,093 -50
May05 041126 395.50 395.50 395.50 395.50 -2.00 0 3,428 -50
Jun05 041126 391.25 391.25 391.25 391.25 -2.00 0 10,584 -225
Jul05 041126 389.50 389.50 389.50 389.50 -2.00 0 999 +0
Aug05 041126 390.00 390.00 388.00 388.00 -2.00 50 1,586 +0
Sep05 041126 386.75 386.75 386.75 386.75 -2.00 0 4,839 +0
Total Volume and Open Interest 12,268 142,705 -6,919
US Dollar Index(ICE)
Dec04 041126 81.840 82.450 81.780 81.810 -0.650 102 23,768 -655
Mar05 041126 81.990 82.350 81.880 81.950 -0.640 58 3,182 +46
Jun05 041126 82.300 82.300 82.090 82.090 -0.610 3 14 -1
Total Volume and Open Interest 173 26,980 -600
Australian Dollar(CME)
Dec04 041126 78.54 79.00 78.54 78.91 +0.31 847 69,558 +1,161
Mar05 041126 78.10 78.42 78.08 78.34 +0.31 112 1,365 +121
Jun05 041126 77.84 77.84 77.84 77.84 +0.31 1 273 -1
Total Volume and Open Interest 960 71,418 +1,281
British Pound(CME)
Dec04 041126 188.88 189.50 188.88 189.42 +1.54 7,651 90,166 -6,313
Mar05 041126 188.00 188.50 187.75 188.34 +1.59 69 649 +61
Jun05 041126 187.34 187.34 187.34 187.34 +1.59 0 1 +0
Total Volume and Open Interest 7,721 90,841 -6,253
Canadian Dollar(CME)
Dec04 041126 84.63 85.05 84.62 84.92 +0.12 2,836 97,473 +405
Mar05 041126 84.57 85.00 84.57 84.89 +0.15 141 5,498 +126
Jun05 041126 84.68 84.90 84.68 84.90 +0.18 19 1,900 +8
Sep05 041126 84.78 84.94 84.70 84.94 +0.22 6 704 +0
Total Volume and Open Interest 3,041 105,875 +504
Japanese Yen(CME)
Dec04 041126 97.12 97.67 97.12 97.59 +0.33 2,682 190,321 +1,694
Mar05 041126 97.78 98.26 97.71 98.20 +0.33 129 1,658 +19
Jun05 041126 98.65 98.88 98.65 98.88 +0.33 0 88 +0
Total Volume and Open Interest 2,837 192,111 +1,739
Swiss Franc(CME)
Dec04 041126 87.40 87.93 87.30 87.83 +0.57 2,234 74,333 -2,233
Mar05 041126 87.83 88.23 87.71 88.19 +0.57 212 958 +212
Jun05 041126 88.25 88.56 88.25 88.56 +0.57 3 70 +0
Total Volume and Open Interest 2,482 75,395 -1,988
EuroFX(CME)
Dec04 041126 132.32 132.95 132.17 132.93 +1.26 12,398 221,182 -8,165
Mar05 041126 132.43 133.04 132.36 133.02 +1.27 530 4,165 +338
Jun05 041126 132.60 133.22 132.60 133.22 +1.28 5 393 +0
Total Volume and Open Interest 12,933 226,034 -7,825
Mexican Peso(CME)
Dec04 041126 883.5 890.8 882.5 886.0 +2.0 13,240 86,278 +6,884
Jan05 041126 880.5 881.0 880.2 880.2 +2.0 30 60 +30
Total Volume and Open Interest 13,586 88,404 +6,862
30-Year T-Bonds(CBOT)
Dec04 041126 113~080 113~120 112~070 112~210 -0~170 245,198 488,893 -38,475
Mar05 041126 112~100 112~130 111~100 111~230 -0~170 106,051 209,647 +64,178
Jun05 041126 110~270 110~270 110~270 110~270 -0~160 80 910 -234
Total Volume and Open Interest 351,329 699,454 +25,469
10-Year T-Notes(CBOT)
Dec04 041126 112~120 112~120 111~210 112~015 -0~065 606,871 1,291,144 -83,978
Mar05 041126 111~225 111~230 111~010 111~140 -0~065 154,205 491,708 +68,125
Jun05 041126 110~180 110~180 110~180 110~180 -0~065 594 6,533 +592
Total Volume and Open Interest 761,670 1,789,385 -15,261
5-Year T-Notes(CBOT)
Dec04 041126 109~116 110~002 109~108 109~122 -0~016 291,844 969,448 -62,573
Mar05 041126 109~008 109~022 109~000 109~016 -0~018 64,848 442,372 +98,462
Jun05 041126 108~086 108~086 108~086 108~086 -0~018 500 4,321 +2,986
Total Volume and Open Interest 357,192 4,321 +2,986
2 Year T-Notes(CBOT)
Dec04 041126 105~008 105~012 105~004 105~009 -0~005 10,567 176,286 -8,927
Mar05 041126 104~085 104~089 104~084 104~088 -0~006 11,206 64,760 +12,106
Total Volume and Open Interest 21,773 241,046 +3,179
Eurodollars(CME)
Dec04 041126 97.520 97.527 97.520 97.525 -0.002 24,412 984,353 -8,878
Mar05 041126 97.110 97.125 97.105 97.120 unch 29,908 986,194 -522
Jun05 041126 96.815 96.835 96.800 96.830 -0.005 20,307 962,411 +10,909
Sep05 041126 96.575 96.600 96.555 96.595 -0.015 19,988 811,116 +8,839
Dec05 041126 96.380 96.400 96.360 96.390 -0.030 17,955 623,820 +3,256
Mar06 041126 96.220 96.255 96.220 96.245 -0.045 24,344 463,879 -3,372
Jun06 041126 96.125 96.140 96.115 96.135 -0.045 14,863 338,077 +726
Sep06 041126 96.095 96.100 96.020 96.045 -0.045 27,025 275,282 -1,309
Dec06 041126 95.955 95.955 95.940 95.955 -0.045 8,951 218,368 -2,078
Mar07 041126 95.880 95.885 95.865 95.880 -0.045 12,188 167,958 +3,591
Jun07 041126 95.790 95.800 95.780 95.795 -0.045 8,842 157,176 -1,212
Sep07 041126 95.715 95.720 95.700 95.710 -0.045 7,359 130,585 +1,479
Dec07 041126 95.600 95.625 95.600 95.610 -0.045 3,856 93,423 +448
Mar08 041126 95.520 95.545 95.520 95.530 -0.045 3,232 83,782 -200
Jun08 041126 95.455 95.455 95.445 95.445 -0.040 3,037 85,257 +855
Sep08 041126 95.370 95.370 95.355 95.360 -0.040 3,830 84,700 +1,183
Dec08 041126 95.255 95.265 95.245 95.255 -0.045 2,027 65,146 +278
Mar09 041126 95.170 95.175 95.160 95.170 -0.045 1,660 52,477 -24
Total Volume and Open Interest 237,333 6,735,659 +14,059
30 Day Federal Funds(CBOT)
Nov04 041126 98.070 98.080 98.070 98.080 +0.010 211 144,268 -899
Dec04 041126 97.870 97.870 97.870 97.870 unch 800 146,473 +1,200
Jan05 041126 97.760 97.760 97.760 97.760 unch 6,214 122,892 +738
Feb05 041126 97.540 97.550 97.540 97.550 +0.010 667 47,397 +1,717
Mar05 041126 97.460 97.470 97.460 97.470 +0.010 339 14,489 +223
Apr05 041126 97.320 97.330 97.320 97.330 +0.010 9 5,318 +508
Total Volume and Open Interest 8,240 481,659 +3,492
30 Day Fed Funds(e-CBOT)
Nov04 041124 98.070 98.075 98.070 98.075 unch 2,803 0 +0
Dec04 041124 97.870 97.870 97.865 97.870 unch 1,950 0 +0
Jan05 041124 97.760 97.770 97.760 97.765 unch 7,990 0 +0
Feb05 041124 97.545 97.550 97.540 97.545 unch 6,710 0 +0
Mar05 041124 97.465 97.465 97.460 97.465 unch 2,292 0 +0
Apr05 041124 97.315 97.325 97.315 97.325 -0.005 1,064 0 +0
Total Volume and Open Interest 22,809    
3-Mth Euro-Yen(CME)
Dec04 041126 99.92 99.92 99.92 99.92 unch 0 20,608 -140
Mar05 041126 99.91 99.91 99.91 99.91 +0.01 0 55,142 +1,349
Jun05 041126 99.89 99.89 99.89 99.89 unch 4 30,813 +1,396
Sep05 041126 99.84 99.84 99.84 99.84 -0.01 0 7,287 +522
Dec05 041126 99.79 99.79 99.79 99.79 unch 4 4,565 -477
Mar06 041126 99.70 99.70 99.70 99.70 -0.02 500 8,013 +320
Jun06 041126 99.62 99.62 99.62 99.62 -0.01 0 4,457 -100
Sep06 041126 99.52 99.52 99.52 99.52 -0.01 0 3,109 +0
Dec06 041126 99.41 99.41 99.41 99.41 -0.01 0 411 +0
Mar07 041126 99.30 99.30 99.30 99.30 -0.01 0 6 +0
Total Volume and Open Interest 508 135,458 +2,870
3-Mth Euro-Yen(SGX)
Dec04 041126 99.92 99.92 99.92 99.92 unch 1,756 62,113 -105
Mar05 041126 99.90 99.90 99.90 99.90 +0.00 1,206 97,193 +1,103
Jun05 041126 99.89 99.89 99.89 99.89 +0.00 1,941 87,874 +2,130
Sep05 041126 99.85 99.85 99.84 99.84 -0.01 361 44,135 +405
Dec05 041126 99.79 99.79 99.78 99.79 0.00 419 36,669 -194
Mar06 041126 99.71 99.71 99.70 99.71 -0.01 1,947 28,547 -344
Jun06 041126 99.61 99.62 99.61 99.62 -0.01 250 12,953 -70
Sep06 041126 99.53 99.53 99.51 99.53 -0.01 200 7,400 -11
Total Volume and Open Interest 8,085 390,499 +2,914
Japanese Gov't Bonds(SGX)
Dec04 041126 138.85 138.90 138.64 138.75 -0.22 2,084 37,318 +94
Mar05 041126 137.84 137.84 137.83 137.84 -0.25 0 115 +24
Jun05 041126 137.84 137.84 137.84 137.84 -0.25      
Total Volume and Open Interest 2,084 37,433 +118
Euro-Bund(EUREX)
Dec04 041126 118.35 118.45 118.11 118.42 +0.07 802,600 1,267,536 -20,345
Mar05 041126 117.75 117.77 117.46 117.75 +0.06 49,792 108,193 -998
Jun05 041126 116.87 116.87 116.87 116.87 +0.12 861 255 +5
Total Volume and Open Interest 853,253 1,375,984 -21,338
Euro-Bobl(EUREX)
Dec04 041126 113.05 113.10 112.86 113.08 +0.03 580,360 814,467 -40,852
Mar05 041126 112.81 112.86 112.64 112.86 +0.05 45,716 51,546 +6,374
Jun05 041126 112.13 112.13 112.13 112.13 +0.03 0 800 +0
Total Volume and Open Interest 626,076 866,813 -34,478
3-Mth Euribor(EUREX)
Dec04 041126 97.820 97.830 97.820 97.825 unch 228 9,625 +239
Mar05 041126 97.795 97.795 97.785 97.790 +0.005 393 7,257 +264
Jun05 041126 97.700 97.715 97.700 97.715 -0.005 79 5,417 +194
Total Volume and Open Interest 966 29,640 +709
Long Gilt(LIFFE)
Dec04 041126 109~12 109~18 109~08 109~17 -0~01 117,111 145,099 -43,139
Mar05 041126 111~00 111~07 110~28 111~05 unch 65,878 126,554 +44,034
Total Volume and Open Interest 182,989 271,653 +895
3-Mth Short Sterling(LIFFE)
Dec04 041126 95.15 95.15 95.14 95.15 unch 42,442 234,870 +683
Mar05 041126 95.17 95.20 95.15 95.19 +0.01 58,979 277,975 +5,485
Jun05 041126 95.23 95.28 95.21 95.27 +0.03 57,645 237,132 +9,175
Sep05 041126 95.29 95.33 95.24 95.32 +0.04 52,468 223,690 +5,102
Dec05 041126 95.27 95.33 95.24 95.32 +0.04 41,900 201,602 +2,085
Mar06 041126 95.24 95.30 95.22 95.30 +0.05 10,000 100,144 -771
Total Volume and Open Interest 281,325 1,490,692 +15,714
3-Mth Euribor(LIFFE)
Dec04 041126 97.830 97.830 97.815 97.830 +0.005 73,468 654,885 -11,850
Mar05 041126 97.795 97.815 97.770 97.795 +0.010 155,158 526,631 -2,766
Jun05 041126 97.715 97.735 97.685 97.720 +0.005 121,743 542,197 +15,052
Total Volume and Open Interest 628,399 3,285,827 +34,039
3-Mth Aus T-Bills(SFE)
Dec04 041126 94.60 94.60 94.58 94.59 -0.01 13,020 103,441 -7,902
Mar05 041126 94.61 94.64 94.60 94.63 +0.01 85,172 300,224 +27,162
Jun05 041126 94.60 94.63 94.58 94.61 +0.01 17,405 97,310 -12,484
Sep05 041126 94.59 94.62 94.57 94.59 unch 3,256 31,363 +15
Dec05 041126 94.58 94.60 94.56 94.58 +0.01 793 20,637 -40
Mar06 041126 94.58 94.58 94.56 94.57 +0.01 223 14,395 -27
Jun06 041126 94.55 94.55 94.55 94.55 +0.01 0 10,374 -5
Sep06 041126 94.53 94.53 94.52 94.52 unch 130 6,460 -50
Dec06 041126 94.49 94.49 94.48 94.48 unch 65 2,998 +0
Mar07 041126 94.46 94.46 94.46 94.46 +0.01 0 1,863 +0
Total Volume and Open Interest 120,244 592,492 +6,529
10-Year Aus T-Bonds(SFE)
Dec04 041126 94.74 94.79 94.70 94.74 unch 36,261 277,300 -20,144
Mar05 041126 94.72 94.76 94.72 94.73 unch 52 500 -10
Total Volume and Open Interest 36,313 277,800 -20,154
3-Year Aus T-Bonds(SFE)
Dec04 041126 94.95 94.98 94.90 94.94 -0.01 119,118 531,129 -41,785
Mar05 041126 94.93 94.95 94.92 94.92 -0.01 140 1,616 +140
Total Volume and Open Interest 119,258 532,745 -41,645
Gold(CMX)
Dec04 041124 448.5 449.5 447.7 449.3 +1.4 91,738 112,174 -58,300
Feb05 041124 451.0 451.8 449.8 451.5 +1.3 61,817 161,738 +38,456
Apr05 041124 452.5 454.0 452.5 453.6 +1.3 2,104 11,182 +396
Jun05 041124 455.0 456.5 454.5 455.9 +1.3 1,908 24,282 +745
Aug05 041124 458.3 458.3 458.3 458.3 +1.3 86 6,845 +85
Oct05 041124 460.8 460.8 460.8 460.8 +1.4 0 3,346 +0
Dec05 041124 463.0 463.8 461.5 463.3 +1.5 1,240 13,706 +469
Feb06 041124 465.9 465.9 465.9 465.9 +1.5 0 844 +0
Apr06 041124 468.5 468.5 468.5 468.5 +1.6 0 591 +0
Jun06 041124 471.1 471.1 471.1 471.1 +1.6 11 8,549 +4
Aug06 041124 473.8 473.8 473.8 473.8 +1.6 0 200 +0
Total Volume and Open Interest 159,107 352,638 -18,148
Silver(CMX)
Dec04 041124 757.0 763.0 754.5 761.3 +5.8 44,161 35,351 -23,966
Mar05 041124 762.0 768.0 760.0 766.7 +5.8 33,620 71,631 +21,171
May05 041124 769.0 771.0 765.0 769.9 +5.8 398 2,858 +334
Jul05 041124 774.0 774.0 770.0 773.3 +6.0 177 2,914 +108
Sep05 041124 778.0 778.0 776.3 776.3 +6.5 0 603 +0
Dec05 041124 776.0 781.0 775.0 779.5 +7.0 192 5,910 +132
Mar06 041124 782.4 782.4 782.4 782.4 +7.1 0 1 +0
Total Volume and Open Interest 78,554 121,720 -2,232
Platinum(NYMEX)
Jan05 041124 862.5 863.8 858.0 862.4 +5.5 501 7,641 +140
Apr05 041124 863.0 863.0 860.4 860.4 +5.5 12 525 +3
Total Volume and Open Interest 513 8,166 +143
Palladium(NYMEX)
Dec04 041124 216.20 217.50 214.00 214.00 -3.20 1,643 6,481 -368
Mar05 041124 219.75 219.75 216.40 216.40 -3.05 1,606 6,160 +929
Jun05 041124 222.00 222.00 218.40 218.40 -3.05 2 51 +2
Total Volume and Open Interest 3,251 12,694 +563
Copper(CMX)
Dec04 041124 143.10 144.20 142.60 143.85 +2.10 10,939 16,950 -5,235
Mar05 041124 142.90 143.40 142.30 143.15 +1.70 11,026 52,695 +5,803
May05 041124 137.80 138.15 137.50 138.15 +1.55 284 5,289 +211
Jul05 041124 132.50 133.05 132.50 133.05 +1.30 346 4,245 +167
Sep05 041124 128.05 128.05 128.05 128.05 +0.80 31 2,362 +16
Total Volume and Open Interest 24,059 93,862 +1,323
Aluminum(CMX)
Nov04 041124 89.50 89.50 89.45 89.45 +2.15 8 528 -23
Dec04 041124 88.70 89.55 88.70 89.55 +2.15 126 1,017 +0
Jan05 041124 89.40 89.60 89.25 89.25 +2.15 130 880 -5
Feb05 041124 88.95 88.95 88.95 88.95 +2.05 0 651 +0
Mar05 041124 88.65 88.65 88.65 88.65 +1.85 0 657 +0
Apr05 041124 88.25 88.25 88.25 88.25 +1.75 0 486 +0
Total Volume and Open Interest 264 9,691 -28
DJIA Index(CBOT)
Dec04 041126 10530 10552 10505 10510 -12 3,744 46,829 -187
Mar05 041126 10525 10525 10514 10514 -12 50 201 +46
Jun05 041126 10531 10531 10531 10531 -12 0 3 +0
Total Volume and Open Interest 3,794 47,034 -141
S & P 500(CME)
Dec04 041126 1182.50 1187.50 1180.50 1180.80 -1.10 23,839 618,623 -4,776
Mar05 041126 1184.50 1186.00 1182.90 1182.90 -1.10 3,050 83,345 +2,078
Jun05 041126 1186.40 1186.40 1186.40 1186.40 -1.10 4 3,772 +4
Sep05 041126 1190.40 1190.40 1190.40 1190.40 -1.10 1 1,515 +0
Total Volume and Open Interest 26,893 707,417 -2,694
S & P 500 E-Mini(Globex)
Dec04 041126 1186.00 1187.50 1179.25 1180.75 -1.25 428,298 1,022,032 +5,595
Mar05 041126 1188.75 1189.25 1182.75 1183.00 -1.00 965 56,432 +119
Total Volume and Open Interest 429,263 1,078,464 +5,714
NASDAQ 100(CME)
Dec04 041126 1585.00 1590.00 1577.00 1577.50 -5.00 10,028 87,004 -360
Mar05 041126 1591.00 1591.00 1585.50 1585.50 -5.00 10 386 -10
Jun05 041126 1592.50 1592.50 1592.50 1592.50 -5.00 1 1 +0
Total Volume and Open Interest 10,028 87,391 -370
NASDAQ 100 E-Mini(Globex)
Dec04 041126 1593.00 1594.00 1577.00 1577.50 -5.00 162,828 411,417 +17,761
Mar05 041126 1599.00 1599.00 1585.00 1585.50 -5.00 192 2,150 -19
Total Volume and Open Interest 163,020 413,567 +17,742
S & P Midcap 400(CME)
Dec04 041126 640.75 643.00 639.50 639.50 +0.50 205 14,112 +76
Mar05 041126 640.00 640.00 640.00 640.00 +0.50 0 2 +0
Jun05 041126 640.00 640.00 640.00 640.00 +0.50      
Total Volume and Open Interest 205 14,114 +76
Russell 2000(CME)
Dec04 041126 629.75 633.75 629.75 630.10 +0.35 1,076 27,447 +182
Mar05 041126 631.60 631.60 631.60 631.60 +0.35 0 175 +0
Jun05 041126 631.60 631.60 631.60 631.60 +0.35      
Total Volume and Open Interest 1,076 27,622 +182
Russell 2000 E-Mini(Globex)
Dec04 041124 625.90 631.30 625.00 629.80 +3.50 81,180 134,989 +2,318
Mar05 041124 632.30 632.30 631.30 631.30 +3.50 10 402 +9
Total Volume and Open Interest 81,190 135,391 +2,327
Nikkei 225(CME)
Dec04 041126 10870 10940 10810 10840 -35 9,994 176,669 +26
Mar05 041126 10850 10850 10835 10835 -35 565 39 +0
Total Volume and Open Interest 10,559 176,711 +26
Nikkei 225(SGX)
Dec04 041126 10870 10940 10810 10840 -35 9,994 176,669 +26
Mar05 041126 10850 10850 10835 10835 -35 565 39 +0
Jun05 041126 10780 10780 10780 10780 -35 0 3 +0
Total Volume and Open Interest 10,559 176,711 +26
CAC 40(EURONEXT)
Dec04 041126 3786.0 3795.0 3768.0 3784.5 -15.0 44,272 418,777 +5,828
Jan05 041126 3793.0 3797.5 3774.5 3791.0 -15.0 146 1,007 +92
Feb05 041126 3797.0 3797.0 3797.0 3797.0 -15.0      
Total Volume and Open Interest 44,517 428,716 +6,018
Hang Seng Index(HKFE)
Nov04 041126 14000 14028 13840 13897 -50 35,782 61,507 -24,479
Dec04 041126 14000 14020 13835 13892 -49 31,912 101,641 +44,438
Total Volume and Open Interest 67,741 165,675 +19,990
DAX(EUREX)
Dec04 041126 4150.0 4165.5 4140.0 4143.5 -24.5 54,384 194,812 -1,988
Mar05 041126 4175.0 4187.0 4164.5 4166.5 -24.5 160 10,287 +64
Jun05 041126 4194.0 4210.0 4187.5 4189.5 -25.0 108 1,637 +20
Total Volume and Open Interest 54,652 206,736 -1,904
FT-SE 100(EURONEXT)
Dec04 041126 4750.00 4758.50 4736.00 4749.00 -12.50 36,066 468,062 +284
Mar05 041126 4750.00 4756.00 4743.50 4751.00 -12.50 2,919 24,672 +1,144
Jun05 041126 4764.50 4764.50 4764.50 4764.50 -12.50 5 17,845 +0
Total Volume and Open Interest 39,017 512,644 +1,428
SPI 200(SFE)
Dec04 041126 3919.0 3929.0 3900.0 3923.0 +25.0 13,398 169,943 +3,520
Mar05 041126 3935.0 3940.0 3914.0 3934.0 +25.0 141 4,011 +95
Jun05 041126 3955.0 3955.0 3948.0 3948.0 +26.0 48 3,133 +15
Total Volume and Open Interest 13,742 181,812 +3,755
GSCI(CME)
Dec04 041126 350.75 350.80 350.25 350.50 +0.70 254 16,726 -54
Jan05 041126 350.50 350.50 350.50 350.50 +0.50 0 3 +0
Feb05 041126 345.60 345.60 345.60 345.60 +0.30      
Total Volume and Open Interest 254 16,729 -54
RJ/CRB Index(ICE)
Jan05 041124 286.75 289.00 286.75 288.75 +1.75 41 314 -25
Feb05 041124 287.00 287.00 287.00 287.00 +1.75 0 116 +0
Apr05 041124 286.75 286.75 286.75 286.75 +1.75 1 111 +1
Total Volume and Open Interest 68 601 +2
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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