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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 30, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan05 041130 540.00 540.50 532.50 534.75 -4.75 44,608 102,606 -154
Mar05 041130 541.00 541.00 534.25 536.00 -4.75 14,510 59,968 +3,355
May05 041130 547.50 547.50 540.50 543.50 -2.75 6,125 33,131 +621
Jul05 041130 554.00 554.50 548.00 550.75 -2.75 4,974 27,234 -12
Aug05 041130 551.00 553.50 551.00 553.50 -3.00 77 1,928 +14
Sep05 041130 555.50 555.50 553.50 553.50 -5.50 2 324 +0
Nov05 041130 567.00 567.00 562.50 564.75 -3.00 1,958 9,741 +313
Total Volume and Open Interest 72,256 234,978 +4,138
Soybean Meal(CBOT)
Dec04 041130 156.40 156.50 154.00 154.20 -2.70 19,380 12,187 -6,989
Jan05 041130 157.80 158.00 155.30 155.60 -2.60 15,496 32,617 +2,187
Mar05 041130 160.50 160.50 157.00 157.30 -3.70 7,788 33,260 +331
May05 041130 163.50 163.50 159.70 159.70 -4.00 2,330 17,659 -33
Jul05 041130 166.50 167.00 163.10 163.60 -3.80 2,916 26,130 +338
Aug05 041130 167.70 167.70 164.70 165.20 -3.70 218 9,071 +138
Sep05 041130 170.00 170.00 166.00 166.00 -4.00 71 5,784 +46
Oct05 041130 170.00 170.00 167.00 167.00 -4.30 24 3,242 +24
Total Volume and Open Interest 48,362 145,773 -4,008
Soybean Oil(CBOT)
Dec04 041130 20.22 20.69 20.18 20.62 +0.35 11,733 8,807 -2,837
Jan05 041130 20.32 20.79 20.30 20.70 +0.23 21,147 43,838 +3,218
Mar05 041130 20.43 20.95 20.35 20.90 +0.29 10,327 36,143 +2,302
May05 041130 20.70 21.00 20.60 20.96 +0.19 2,487 17,998 +192
Jul05 041130 20.82 21.20 20.75 21.15 +0.24 3,186 19,462 +2,053
Aug05 041130 20.85 21.20 20.82 21.17 +0.26 155 6,189 +15
Sep05 041130 20.80 21.15 20.80 21.12 +0.18 150 3,788 +66
Oct05 041130 20.85 21.10 20.85 21.10 +0.20 71 2,698 +37
Total Volume and Open Interest 49,675 146,757 +5,181
Canola(WCE)
Jan05 041130 281.4 282.9 279.7 280.7 -0.7 4,201 44,145 -238
Mar05 041130 284.9 286.5 283.3 283.8 -1.1 653 9,826 +494
May05 041130 288.3 288.3 288.3 288.3 -1.8 112 1,118 +107
Jul05 041130 296.3 296.3 295.4 295.4 -1.1 25 563 +11
Sep05 041130 299.0 299.0 299.0 299.0 -0.5      
Total Volume and Open Interest 5,198 67,694 +495
Corn(CBOT)
Dec04 041130 193.25 194.00 192.25 192.50 -0.75 87,821 37,471 -37,704
Mar05 041130 205.00 205.50 203.50 203.75 -1.00 110,480 339,315 +22,020
May05 041130 213.00 213.25 211.00 211.25 -1.25 9,312 74,082 +2,140
Jul05 041130 220.25 220.75 219.00 219.25 -1.00 10,173 69,029 +500
Sep05 041130 228.00 228.50 227.25 227.50 -0.25 1,962 18,455 +802
Dec05 041130 237.50 238.00 237.00 237.50 unch 3,294 43,692 +1,249
Total Volume and Open Interest 223,394 585,310 -10,891
Wheat(CBOT)
Dec04 041130 288.50 292.00 287.50 289.75 +2.75 21,754 8,136 -9,559
Mar05 041130 301.25 303.50 299.50 301.25 +0.75 35,898 131,429 +5,862
May05 041130 308.00 310.50 306.25 307.25 +0.75 3,274 15,348 +1,144
Jul05 041130 316.00 317.00 313.50 313.75 +0.50 2,557 12,306 +940
Sep05 041130 323.00 323.50 320.00 320.00 -1.00 32 337 +5
Total Volume and Open Interest 64,085 175,149 -1,381
Wheat(KCBT)
Dec04 041130 338.50 341.00 336.00 341.00 +4.50 6,423 3,276 -4,605
Mar05 041130 330.00 331.50 328.00 330.25 +1.00 11,395 44,119 +2,541
May05 041130 329.50 330.00 326.00 326.00 -0.50 837 5,631 +178
Jul05 041130 328.25 329.00 324.75 325.00 -2.75 1,333 8,695 -104
Sep05 041130 332.00 332.00 330.00 330.00 -3.00 367 1,920 +358
Total Volume and Open Interest 20,425 64,165 -1,605
Wheat(MGE)
Dec04 041130 331.00 334.00 327.00 327.25 -2.50 4,758 2,308 -2,515
Mar05 041130 340.00 344.00 339.00 339.50 +0.25 9,635 21,015 +1,447
May05 041130 344.00 349.25 344.00 346.00 +2.50 1,841 6,238 +486
Jul05 041130 348.00 352.00 348.00 349.50 +2.00 1,063 2,744 +278
Sep05 041130 348.50 350.00 347.00 347.00 unch 232 1,150 +142
Total Volume and Open Interest 17,529 33,729 -163
Oats(CBOT)
Dec04 041130 153.75 168.50 153.75 168.00 +15.00 1,502 1,034 -619
Mar05 041130 150.00 156.00 150.00 154.25 +5.50 1,279 5,614 +232
May05 041130 152.25 156.50 152.25 156.00 +6.50 25 256 +12
Jul05 041130 152.00 156.00 152.00 156.00 +4.50 17 59 -1
Total Volume and Open Interest 2,823 6,967 -376
Rough Rice(CBOT)
Jan05 041130 7.14 7.50 7.14 7.49 +0.36 385 3,375 +119
Mar05 041130 7.36 7.68 7.36 7.67 +0.33 30 893 -6
May05 041130 7.71 7.88 7.71 7.88 +0.34 0 256 +0
Jul05 041130 8.08 8.08 8.08 8.08 +0.37 0 54 +0
Total Volume and Open Interest 415 4,580 +113
Live Cattle(CME)
Dec04 041130 90.700 90.850 89.650 90.325 +0.100 6,040 18,818 -738
Feb05 041130 90.100 90.250 88.900 89.550 -0.575 8,433 63,135 +1,551
Apr05 041130 86.200 86.375 85.350 85.725 -0.375 2,371 15,127 +259
Jun05 041130 81.600 82.000 80.850 81.400 -0.150 1,130 9,552 -249
Aug05 041130 81.400 81.500 80.500 80.875 -0.475 215 6,444 +39
Oct05 041130 81.500 81.650 81.400 81.625 -0.275 258 3,730 -219
Total Volume and Open Interest 18,459 118,737 +641
Feeder Cattle(CME)
Jan05 041130 104.800 105.000 103.550 103.950 -0.100 1,924 7,870 -191
Mar05 041130 100.700 101.000 99.400 99.875 -0.375 799 3,091 +139
Apr05 041130 99.300 99.600 98.300 98.400 -0.750 258 1,658 -107
May05 041130 99.100 99.300 97.800 98.250 -0.550 137 1,665 +8
Aug05 041130 101.250 101.250 99.900 99.900 -1.325 60 438 +37
Sep05 041130 99.150 99.150 99.150 99.150 +0.150 0 1 +0
Oct05 041130 99.000 99.000 99.000 99.000 unch 0 1 +0
Total Volume and Open Interest 3,178 14,724 -114
Lean Hogs(CME)
Dec04 041130 77.550 79.300 77.500 79.075 +1.725 4,764 17,128 -1,585
Feb05 041130 76.300 77.700 76.300 77.150 +1.050 5,925 58,914 +799
Apr05 041130 73.150 74.500 73.150 74.400 +1.175 1,231 13,592 +272
May05 041130 72.250 73.550 72.100 73.300 +1.000 111 2,108 +23
Jun05 041130 75.000 75.600 74.900 75.575 +0.550 676 6,871 -83
Jul05 041130 71.050 72.025 71.000 71.900 +0.575 92 1,645 +48
Aug05 041130 67.850 69.000 67.850 68.975 +1.175 143 1,083 +84
Oct05 041130 58.850 60.150 58.850 59.900 +0.900 19 391 +10
Total Volume and Open Interest 12,989 101,898 -414
Pork Bellies(CME)
Feb05 041130 101.900 102.850 101.400 101.850 +0.150 180 1,562 -8
Mar05 041130 101.750 101.950 101.750 101.950 -0.250 5 23 -2
May05 041130 101.450 101.450 101.450 101.450 +0.050 2 26 +2
Jul05 041130 102.025 102.025 102.025 102.025 +0.025 2 15 +2
Aug05 041130 101.500 101.500 101.500 101.500 unch 0 1 +0
Total Volume and Open Interest 189 1,627 -6
Class III Milk(CME)
Nov04 041130 14.97 14.97 14.95 14.97 unch 198 3,809 +3,809
Dec04 041130 16.95 17.10 16.80 16.97 +0.02 603 4,512 +4,512
Jan05 041130 15.05 15.15 14.32 15.07 unch 421 2,841 +2,841
Feb05 041130 14.00 14.23 13.90 14.06 +0.06 286 2,196 +2,196
Mar05 041130 13.35 13.51 13.00 13.25 unch 156 2,444 +2,444
Total Volume and Open Interest 2,000 24,245 +24,245
Cocoa(ICE)
Dec04 041130 1640 1661 1640 1661 +66 24 329 -9
Mar05 041130 1620 1660 1617 1651 +51 7,019 49,138 -2,279
May05 041130 1620 1665 1620 1657 +52 558 12,320 +234
Jul05 041130 1629 1667 1629 1663 +52 234 11,172 +22
Sep05 041130 1630 1668 1630 1668 +54 133 9,408 -33
Dec05 041130 1650 1674 1640 1671 +54 0 8,470 +3
Mar06 041130 1644 1678 1644 1673 +52 0 11,213 +0
Total Volume and Open Interest 7,968 115,071 -2,062
Coffee "C"(ICE)
Dec04 041130 96.00 96.50 93.50 94.45 -0.20 488 1,438 -685
Mar05 041130 99.50 100.00 95.10 97.45 -0.40 16,545 76,035 +4,622
May05 041130 100.80 101.50 97.25 99.30 -0.25 2,088 9,033 +486
Jul05 041130 102.75 103.20 100.00 101.00 -0.25 938 3,213 +138
Sep05 041130 105.00 105.00 102.50 102.70 -0.20 92 2,108 +42
Dec05 041130 107.00 107.25 105.00 105.45 -0.20 115 832 +30
Total Volume and Open Interest 20,465 93,142 +4,718
Orange Juice(ICE)
Jan05 041130 77.05 77.20 74.60 74.90 -2.45 777 14,701 -189
Mar05 041130 79.00 79.00 76.60 76.90 -2.25 418 11,656 +262
May05 041130 81.00 81.00 79.25 79.50 -2.30 34 4,860 -22
Jul05 041130 82.35 82.35 81.00 81.00 -2.30 5 636 +3
Sep05 041130 82.60 82.60 82.60 82.60 -2.20 0 86 +0
Nov05 041130 84.00 84.00 84.00 84.00 -2.25 4 525 +0
Total Volume and Open Interest 1,238 32,511 +54
Sugar #11(ICE)
Mar05 041130 8.90 8.92 8.80 8.84 -0.05 17,207 214,880 +8,400
May05 041130 9.06 9.07 8.97 9.01 -0.06 4,249 43,138 +2,985
Jul05 041130 8.88 8.92 8.84 8.88 -0.02 1,115 24,630 +846
Oct05 041130 8.88 8.90 8.81 8.88 -0.01 1,324 22,050 +853
Mar06 041130 8.77 8.84 8.76 8.82 +0.01 170 9,202 +224
Total Volume and Open Interest 24,074 318,498 +13,383
Sugar #14(ICE)
Jan05 041130 20.35 20.37 20.35 20.36 -0.02 58 1,138 -206
Mar05 041130 20.37 20.37 20.37 20.37 -0.02 25 3,558 +28
May05 041130 20.54 20.54 20.53 20.53 unch 15 2,144 +54
Jul05 041130 20.77 20.77 20.76 20.76 -0.02 65 1,686 +49
Sep05 041130 20.83 20.84 20.83 20.84 unch 2 2,384 -3
Total Volume and Open Interest 168 11,562 -71
London Cocoa(LCE)
Dec04 041130 869 888 865 880 +11 10,509 36,035 -1,665
Mar05 041130 883 907 880 899 +12 14,489 64,184 +2,507
May05 041130 901 913 897 907 +10 1,590 19,124 -28
Jul05 041130 914 930 914 924 +10 2,042 17,797 +1,252
Sep05 041130 932 949 927 941 +8 1,815 39,488 +117
Dec05 041130 914 931 909 924 +11 1,380 33,877 +651
Mar06 041130 927 939 923 931 +10 1,498 5,698 +1,428
Total Volume and Open Interest 33,373 216,749 +4,286
London Coffee(LCE)
Nov04 041130 732.00 738.00 711.00 711.00 unch 86 53 -11
Jan05 041130 740.00 772.00 729.00 738.00 +14.00 5,634 55,118 -1,434
Mar05 041130 765.00 794.00 750.00 761.00 +14.00 3,838 54,139 -187
May05 041130 786.00 809.00 773.00 780.00 +13.00 2,456 35,396 +935
Jul05 041130 795.00 825.00 792.00 797.00 +12.00 105 9,464 +77
Sep05 041130 840.00 840.00 807.00 813.00 +12.00 231 5,765 +220
Total Volume and Open Interest 12,350 161,978 -400
London Sugar(LCE)
Mar05 041130 255.90 256.10 254.00 254.70 -0.80 1,579 25,340 -348
May05 041130 262.50 262.80 261.00 261.70 -0.80 386 11,512 -68
Aug05 041130 261.70 262.50 261.00 261.70 -0.80 72 5,205 +10
Oct05 041130 262.00 263.00 262.00 262.10 -1.10 7 3,164 +5
Dec05 041130 261.20 261.20 261.10 261.10 -1.10 0 1,738 +0
Total Volume and Open Interest 2,044 48,508 -401
Cotton(ICE)
Dec04 041130 48.40 48.65 48.10 48.65 +0.15 282 1,434 -924
Mar05 041130 44.05 44.80 43.75 44.78 +0.81 4,344 53,446 +160
May05 041130 44.30 45.00 44.00 44.98 +0.76 544 9,158 +65
Jul05 041130 45.00 45.50 44.70 45.48 +0.61 1,020 9,881 -146
Oct05 041130 46.70 46.75 46.70 46.75 +0.30 119 241 +107
Dec05 041130 47.65 48.00 47.65 48.00 +0.50 196 5,776 +182
Total Volume and Open Interest 6,513 81,232 -555
Lumber(CME)
Jan05 041130 341.9 342.8 336.3 339.1 -0.4 636 2,654 +62
Mar05 041130 347.0 347.0 342.1 345.6 +1.6 124 486 -17
May05 041130 347.0 348.5 344.5 348.5 +2.2 16 135 +1
Jul05 041130 348.5 348.5 348.5 348.5 unch 8 43 +0
Total Volume and Open Interest 784 3,318 +46
Crude Oil(NYM)
Jan05 041130 50.05 50.40 48.68 49.13 -0.63 57,760 202,038 -9,542
Feb05 041130 50.20 50.55 48.85 49.26 -0.62 24,732 68,459 +3,388
Mar05 041130 50.10 50.40 48.80 49.18 -0.59 8,063 48,323 +1,224
Apr05 041130 49.70 50.00 48.55 48.91 -0.52 3,638 34,894 +392
May05 041130 49.35 49.35 48.50 48.50 -0.46 2,623 20,806 +1,135
Jun05 041130 48.85 49.05 47.80 48.09 -0.38 5,161 32,841 -1,575
Jul05 041130 48.30 48.35 47.68 47.68 -0.32 972 16,223 +914
Aug05 041130 48.00 48.00 47.29 47.29 -0.26 176 10,512 +100
Sep05 041130 47.60 47.60 46.91 46.91 -0.20 200 13,367 +71
Oct05 041130 47.10 47.25 46.25 46.54 -0.15 88 6,944 -9
Nov05 041130 46.19 46.19 46.19 46.19 -0.12 265 13,282 -60
Dec05 041130 46.50 46.65 45.67 45.87 -0.09 6,159 53,288 -1,960
Jan06 041130 45.50 45.50 45.50 45.50 -0.08 75 7,881 -274
Feb06 041130 45.16 45.16 45.16 45.16 -0.07 0 4,349 +0
Mar06 041130 44.85 44.85 44.85 44.85 -0.06 150 8,144 -50
Apr06 041130 44.65 44.70 44.57 44.57 -0.05 175 4,165 -15
Total Volume and Open Interest 117,280 684,611 -7,980
Heating Oil(NYM)
Dec04 041130 143.70 145.10 138.20 139.27 -5.10 22,754 11,397 -7,039
Jan05 041130 146.00 146.95 140.50 141.83 -4.01 25,645 75,723 +4,250
Feb05 041130 146.00 146.60 140.40 141.73 -3.51 4,431 27,729 +939
Mar05 041130 141.50 141.50 137.25 138.03 -2.36 1,076 16,791 -274
Apr05 041130 133.00 133.00 131.40 131.68 -1.76 675 6,866 -206
May05 041130 130.10 130.10 126.55 127.13 -1.46 57 5,173 -92
Jun05 041130 127.40 127.40 124.58 124.58 -1.26 400 7,527 +1
Jul05 041130 124.50 124.50 123.58 123.58 -1.11 3 4,498 +34
Aug05 041130 125.10 125.10 123.48 123.48 -1.06 1 1,976 -4
Sep05 041130 126.30 126.30 124.08 124.08 -1.06 5 2,992 +0
Oct05 041130 124.78 124.78 124.78 124.78 -1.06 1 358 +1
Nov05 041130 125.48 125.48 125.48 125.48 -1.06 5 468 +1
Total Volume and Open Interest 55,271 172,565 -2,314
Gasoline(NYMEX)
Dec04 041130 130.50 131.50 125.00 126.40 -3.89 21,678 7,587 -11,354
Jan05 041130 131.80 132.90 127.30 128.46 -3.05 19,473 57,594 +3,243
Feb05 041130 133.70 133.85 129.40 129.80 -2.80 3,367 15,027 +559
Mar05 041130 133.40 133.60 131.00 131.00 -2.55 598 7,272 +178
Apr05 041130 141.50 141.50 137.25 138.10 -2.45 1,538 16,986 +581
May05 041130 140.00 140.00 136.50 138.10 -2.40 976 13,121 +259
Jun05 041130 140.50 140.50 136.00 137.25 -2.25 74 6,750 +36
Jul05 041130 135.40 135.55 135.40 135.55 -2.05 142 3,918 -59
Aug05 041130 133.05 133.05 133.05 133.05 -1.90 0 2,021 +67
Sep05 041130 130.00 130.00 130.00 130.00 -1.70 0 5,980 +114
Total Volume and Open Interest      
e-MiNY RBOB Gasoline(NYMEX)
Natural Gas(NYM)
Jan05 041130 7.700 7.750 7.410 7.620 -0.217 23,708 61,081 -61
Feb05 041130 7.790 7.840 7.520 7.715 -0.227 6,218 30,997 +1,726
Mar05 041130 7.600 7.640 7.360 7.560 -0.167 4,634 29,993 -71
Apr05 041130 6.760 6.850 6.670 6.815 -0.072 2,876 21,088 +98
May05 041130 6.650 6.680 6.560 6.680 -0.057 2,889 18,947 +321
Jun05 041130 6.680 6.730 6.590 6.715 -0.054 453 12,056 +191
Jul05 041130 6.720 6.750 6.660 6.750 -0.051 432 15,067 +56
Aug05 041130 6.750 6.770 6.640 6.770 -0.049 267 11,433 -315
Sep05 041130 6.750 6.750 6.710 6.742 -0.052 150 11,537 +237
Oct05 041130 6.750 6.770 6.680 6.765 -0.052 377 20,874 +271
Nov05 041130 7.050 7.050 6.940 7.045 -0.052 183 10,300 +183
Dec05 041130 7.320 7.325 7.210 7.325 -0.052 175 12,125 +148
Jan06 041130 7.490 7.530 7.450 7.530 -0.047 911 12,625 +491
Feb06 041130 7.520 7.520 7.450 7.520 -0.047 50 8,410 +47
Mar06 041130 7.250 7.310 7.240 7.310 -0.037 21 9,752 +35
Apr06 041130 6.350 6.390 6.350 6.390 +0.028 14 8,681 +29
Total Volume and Open Interest 44,245 363,807 -14,918
Brent Crude Oil(ICE)
Jan05 041130 46.07 46.70 44.92 45.51 -0.24 34,905 66,790 +2,097
Feb05 041130 46.40 46.88 45.35 45.98 -0.26 20,195 75,284 +1,584
Mar05 041130 46.26 46.68 45.30 45.90 -0.28 6,278 24,972 +1,975
Apr05 041130 46.25 46.48 45.10 45.74 -0.25 3,230 16,556 +143
May05 041130 46.00 46.20 44.85 45.49 -0.24 1,429 9,685 -390
Jun05 041130 45.71 45.88 44.70 45.21 -0.22 3,371 16,775 -492
Jul05 041130 44.93 44.93 44.93 44.93 -0.18 0 5,333 +0
Aug05 041130 44.65 44.65 44.65 44.65 -0.14 0 2,788 +50
Sep05 041130 44.37 44.37 44.37 44.37 -0.10 0 6,334 +0
Oct05 041130 44.09 44.09 44.09 44.09 -0.06 0 2,150 +0
Nov05 041130 43.81 43.81 43.81 43.81 -0.02 0 2,822 +0
Dec05 041130 43.80 43.86 43.00 43.53 +0.02 3,025 39,817 -1,088
Total Volume and Open Interest 74,133 325,036 +4,899
Gas Oil(ICE)
Dec04 041130 444.00 446.50 426.00 431.25 -13.50 16,387 35,834 -549
Jan05 041130 440.00 440.75 426.00 427.50 -11.25 18,941 40,837 +4,118
Feb05 041130 432.25 433.00 421.00 422.25 -8.75 6,520 13,605 +606
Mar05 041130 421.00 422.25 412.50 413.00 -6.00 1,584 6,726 +2
Apr05 041130 407.75 411.50 403.25 403.25 -4.00 1,534 7,093 +0
May05 041130 400.25 400.25 396.50 396.50 -2.75 550 3,428 +0
Jun05 041130 396.00 397.50 391.00 392.50 -2.25 350 10,722 +138
Jul05 041130 391.25 391.25 391.25 391.25 -2.00 0 1,099 +100
Aug05 041130 390.50 390.50 390.50 390.50 -1.75 0 1,586 -50
Sep05 041130 389.50 389.50 389.50 389.50 -1.75 0 5,039 +200
Total Volume and Open Interest 45,966 147,182 +4,765
US Dollar Index(ICE)
Dec04 041130 82.090 82.260 81.600 81.820 -0.140 2,492 24,494 +1,283
Mar05 041130 82.150 82.390 81.760 81.930 -0.150 695 3,733 +507
Jun05 041130 82.020 82.020 82.020 82.020 -0.170 0 15 +0
Total Volume and Open Interest 3,189 28,257 +1,789
Australian Dollar(CME)
Dec04 041130 77.50 77.81 76.98 77.21 -1.15 1,348 70,590 -696
Mar05 041130 76.95 77.25 76.50 76.66 -1.14 518 2,220 +783
Jun05 041130 76.58 76.58 76.21 76.21 -1.11 6 272 -1
Total Volume and Open Interest 1,873 73,305 +87
British Pound(CME)
Dec04 041130 190.71 191.11 190.43 190.90 +1.65 1,989 86,469 -1,151
Mar05 041130 189.70 189.98 189.38 189.82 +1.65 678 1,492 +743
Jun05 041130 188.82 188.82 188.82 188.82 +1.65 0 1 +0
Total Volume and Open Interest 2,671 87,984 -411
Canadian Dollar(CME)
Dec04 041130 84.23 84.35 83.92 84.29 -0.07 3,232 96,613 -1,543
Mar05 041130 84.17 84.29 83.90 84.26 -0.07 500 6,021 +357
Jun05 041130 84.05 84.29 84.05 84.29 -0.05 133 2,007 +105
Sep05 041130 84.24 84.36 84.24 84.36 -0.02 20 703 -1
Total Volume and Open Interest 3,905 105,671 -1,057
Japanese Yen(CME)
Dec04 041130 97.41 97.70 96.95 97.21 -0.09 4,147 192,006 -1,031
Mar05 041130 98.04 98.20 97.60 97.82 -0.09 852 2,232 +509
Jun05 041130 98.80 98.80 98.50 98.50 -0.09 0 88 +0
Total Volume and Open Interest 4,999 194,371 -522
Swiss Franc(CME)
Dec04 041130 88.03 88.32 87.53 87.82 +0.20 2,191 72,976 -190
Mar05 041130 88.44 88.61 87.99 88.19 +0.20 80 1,158 +119
Jun05 041130 88.57 88.57 88.57 88.57 +0.20 1 71 +0
Total Volume and Open Interest 2,272 74,240 -71
EuroFX(CME)
Dec04 041130 132.93 133.32 132.49 132.92 +0.16 12,292 228,522 -2,121
Mar05 041130 132.98 133.37 132.65 133.02 +0.17 1,051 5,414 +734
Jun05 041130 133.21 133.45 133.00 133.23 +0.16 36 413 +1
Total Volume and Open Interest 13,475 234,594 -1,450
Mexican Peso(CME)
Dec04 041130 886.0 890.5 884.5 887.5 +2.0 8,974 89,255 +1,855
Jan05 041130 881.2 881.8 881.2 881.8 +2.0 10 90 +0
Total Volume and Open Interest 11,097 93,415 +3,809
30-Year T-Bonds(CBOT)
Dec04 041130 111~210 111~210 110~240 111~030 -0~120 458,657 387,852 -48,447
Mar05 041130 110~220 110~230 109~250 110~040 -0~130 214,595 315,083 +74,656
Jun05 041130 109~090 109~150 109~010 109~080 -0~130 565 1,706 +296
Total Volume and Open Interest 673,819 704,644 +26,504
10-Year T-Notes(CBOT)
Dec04 041130 111~185 111~200 111~075 111~145 unch 1,541,199 937,499 -239,344
Mar05 041130 110~280 110~290 110~165 110~240 -0~010 802,868 887,714 +296,642
Jun05 041130 109~285 109~300 109~230 109~275 -0~010 395 6,881 +348
Total Volume and Open Interest 2,344,462 1,832,344 +57,896
5-Year T-Notes(CBOT)
Dec04 041130 109~084 109~104 109~076 109~092 +0~012 590,773 0 +0
Mar05 041130 108~106 108~120 108~088 108~106 +0~008 249,086 0 +0
Jun05 041130 108~042 108~042 108~042 108~042 +0~006 0 4,621 +300
Total Volume and Open Interest 839,859 4,621 +300
2 Year T-Notes(CBOT)
Dec04 041130 105~009 105~020 105~006 105~016 +0~011 31,085 134,170 -32,261
Mar05 041130 104~084 104~096 104~080 104~092 +0~012 28,787 112,569 +30,931
Total Volume and Open Interest 59,872 246,739 -1,330
Eurodollars(CME)
Dec04 041130 97.520 97.525 97.518 97.522 unch 33,918 983,300 -5,490
Mar05 041130 97.110 97.125 97.095 97.110 +0.010 72,165 1,003,468 +14,487
Jun05 041130 96.825 96.855 96.800 96.840 +0.035 51,161 971,006 -1,902
Sep05 041130 96.585 96.630 96.565 96.610 +0.040 29,668 829,129 +11,851
Dec05 041130 96.380 96.430 96.355 96.415 +0.055 30,545 649,751 +17,749
Mar06 041130 96.225 96.280 96.210 96.260 +0.055 38,041 461,092 -6,507
Jun06 041130 96.105 96.155 96.080 96.135 +0.050 33,743 345,934 +2,395
Sep06 041130 96.000 96.040 95.975 96.025 +0.045 22,801 275,203 -622
Dec06 041130 95.890 95.920 95.865 95.905 +0.030 14,059 220,054 +1,658
Mar07 041130 95.810 95.825 95.780 95.810 +0.015 12,591 169,547 +1,529
Jun07 041130 95.710 95.720 95.680 95.705 +0.005 10,796 158,491 +811
Sep07 041130 95.610 95.615 95.575 95.595 -0.010 6,836 128,854 -2,398
Dec07 041130 95.505 95.510 95.460 95.485 -0.020 5,126 95,162 +690
Mar08 041130 95.430 95.430 95.370 95.385 -0.035 5,274 85,089 +623
Jun08 041130 95.340 95.340 95.275 95.285 -0.045 5,968 86,364 +722
Sep08 041130 95.225 95.240 95.175 95.190 -0.055 4,376 85,674 +1,053
Dec08 041130 95.135 95.135 95.065 95.075 -0.060 2,378 65,396 -68
Mar09 041130 95.050 95.050 94.970 94.985 -0.065 2,715 53,015 -20
Total Volume and Open Interest 390,431 6,818,688 +36,842
30 Day Federal Funds(CBOT)
Nov04 041130 98.070 98.070 98.070 98.070 unch 760 139,834 -3,666
Dec04 041130 97.870 97.870 97.860 97.870 unch 2,899 147,229 +339
Jan05 041130 97.760 97.760 97.760 97.760 unch 2,424 120,633 +919
Feb05 041130 97.540 97.540 97.540 97.540 unch 1,480 49,927 +1,108
Mar05 041130 97.450 97.460 97.450 97.460 unch 1,638 21,386 +6,452
Apr05 041130 97.320 97.320 97.310 97.310 unch 49 7,666 +2,274
Total Volume and Open Interest 9,297 487,548 +7,477
30 Day Fed Funds(e-CBOT)
Nov04 041130 98.065 98.070 98.065 98.065 -0.005 7,439 0 +0
Dec04 041130 97.865 97.870 97.860 97.870 unch 4,217 0 +0
Jan05 041130 97.760 97.760 97.755 97.760 unch 8,978 0 +0
Feb05 041130 97.535 97.540 97.535 97.535 -0.005 6,009 0 +0
Mar05 041130 97.455 97.460 97.455 97.455 unch 7,553 0 +0
Apr05 041130 97.305 97.315 97.300 97.305 unch 2,494 0 +0
Total Volume and Open Interest 36,694    
3-Mth Euro-Yen(CME)
Dec04 041130 99.92 99.92 99.92 99.92 unch 14 20,616 -2
Mar05 041130 99.91 99.91 99.90 99.90 -0.01 0 55,594 +2
Jun05 041130 99.89 99.89 99.89 99.89 unch 115 31,369 +55
Sep05 041130 99.84 99.84 99.84 99.84 unch 30 7,349 +30
Dec05 041130 99.78 99.78 99.78 99.78 unch 2 4,570 +11
Mar06 041130 99.70 99.70 99.70 99.70 +0.01 3 7,392 +55
Jun06 041130 99.61 99.61 99.61 99.61 unch 0 4,607 +0
Sep06 041130 99.52 99.52 99.52 99.52 unch 0 3,099 +0
Dec06 041130 99.40 99.40 99.40 99.40 +0.01 0 411 +0
Mar07 041130 99.29 99.29 99.29 99.29 +0.01 0 6 +0
Total Volume and Open Interest 164 136,060 +151
3-Mth Euro-Yen(SGX)
Dec04 041130 99.92 99.92 99.92 99.92 unch 6,393 62,879 +227
Mar05 041130 99.90 99.90 99.90 99.90 0.00 7,121 97,770 -343
Jun05 041130 99.89 99.89 99.89 99.89 0.00 1,011 88,467 -5
Sep05 041130 99.84 99.85 99.84 99.84 unch 1,042 43,723 -100
Dec05 041130 99.78 99.79 99.78 99.78 unch 557 36,362 -113
Mar06 041130 99.70 99.71 99.69 99.69 +0.00 1,381 28,517 +228
Jun06 041130 99.61 99.62 99.61 99.61 +0.00 335 13,163 +100
Sep06 041130 99.51 99.52 99.51 99.51 +0.00 5 7,375 +0
Total Volume and Open Interest 17,845 391,883 +1
Japanese Gov't Bonds(SGX)
Dec04 041130 138.45 138.74 138.45 138.69 +0.19 1,856 37,117 +355
Mar05 041130 137.62 137.80 137.62 137.80 +0.20 315 179 +64
Jun05 041130 137.80 137.80 137.80 137.80 +0.20      
Total Volume and Open Interest 2,171 37,296 +419
Euro-Bund(EUREX)
Dec04 041130 118.23 118.28 117.82 118.23 +0.27 1,094,443 1,146,604 -49,802
Mar05 041130 117.32 117.61 117.16 117.56 +0.26 106,874 168,840 +36,440
Jun05 041130 116.55 116.69 116.55 116.69 +0.27 2,113 253 +0
Total Volume and Open Interest 1,203,430 1,315,697 -13,362
Euro-Bobl(EUREX)
Dec04 041130 112.95 113.01 112.73 112.95 +0.14 627,640 800,492 -20,686
Mar05 041130 112.57 112.77 112.49 112.72 +0.16 92,681 79,387 +11,897
Jun05 041130 111.95 111.95 111.95 111.95 +0.09 100 800 +0
Total Volume and Open Interest 720,421 880,679 -8,789
3-Mth Euribor(EUREX)
Dec04 041130 97.825 97.830 97.820 97.830 +0.005 241 9,634 +152
Mar05 041130 97.770 97.790 97.770 97.790 +0.015 220 7,383 +357
Jun05 041130 97.680 97.720 97.680 97.700 +0.010 77 5,424 +19
Total Volume and Open Interest 595 29,884 +541
Long Gilt(LIFFE)
Dec04 041130 109~06 109~15 109~04 109~13 +0~01 79,046 85,058 -10,049
Mar05 041130 110~26 111~02 110~23 110~31 unch 33,159 175,937 +9,142
Total Volume and Open Interest 112,205 260,995 -907
3-Mth Short Sterling(LIFFE)
Dec04 041130 95.14 95.15 95.14 95.15 unch 29,763 237,451 +1,373
Mar05 041130 95.18 95.19 95.15 95.18 -0.02 71,988 273,866 -2,152
Jun05 041130 95.24 95.27 95.21 95.24 -0.04 64,194 248,588 +9,458
Sep05 041130 95.30 95.31 95.25 95.28 -0.05 52,626 231,365 +3,821
Dec05 041130 95.30 95.31 95.26 95.28 -0.05 55,165 201,937 +1,210
Mar06 041130 95.27 95.29 95.23 95.25 -0.05 15,891 100,020 -161
Total Volume and Open Interest 315,129 1,507,908 +12,301
3-Mth Euribor(LIFFE)
Dec04 041130 97.820 97.830 97.820 97.825 unch 53,325 657,580 -1,595
Mar05 041130 97.775 97.795 97.760 97.790 +0.010 108,779 547,779 +8,093
Jun05 041130 97.680 97.725 97.665 97.710 +0.020 149,276 554,895 +7,076
Total Volume and Open Interest 643,877 3,324,981 +18,931
3-Mth Aus T-Bills(SFE)
Dec04 041130 94.60 94.60 94.58 94.60 unch 14,331 98,480 +2,161
Mar05 041130 94.68 94.76 94.64 94.72 +0.04 101,171 360,730 +55,523
Jun05 041130 94.66 94.77 94.62 94.74 +0.07 34,463 120,078 +13,959
Sep05 041130 94.64 94.75 94.61 94.71 +0.06 5,049 35,001 +2,847
Dec05 041130 94.62 94.72 94.61 94.68 +0.05 1,728 21,115 +660
Mar06 041130 94.61 94.69 94.59 94.65 +0.04 561 14,156 -311
Jun06 041130 94.58 94.65 94.58 94.61 +0.03 239 10,375 +30
Sep06 041130 94.55 94.61 94.55 94.58 +0.02 174 6,631 +151
Dec06 041130 94.51 94.57 94.51 94.54 +0.01 13 2,848 +3
Mar07 041130 94.55 94.55 94.50 94.51 +0.02 17 1,870 +7
Total Volume and Open Interest 157,791 674,626 +75,045
10-Year Aus T-Bonds(SFE)
Dec04 041130 94.77 94.83 94.72 94.77 unch 39,881 290,275 +15,722
Mar05 041130 94.76 94.81 94.72 94.76 unch 704 1,353 +501
Total Volume and Open Interest 40,585 291,628 +16,223
3-Year Aus T-Bonds(SFE)
Dec04 041130 94.98 95.06 94.93 95.02 +0.04 137,181 530,111 +57,750
Mar05 041130 95.01 95.03 95.01 95.02 +0.06 1,908 6,532 +1,903
Total Volume and Open Interest 139,089 536,643 +59,653
Gold(CMX)
Dec04 041130 452.8 454.0 448.3 451.3 -2.4 56,709 28,065 -84,109
Feb05 041130 455.2 456.0 450.0 453.2 -2.6 87,152 242,934 +81,196
Apr05 041130 457.0 458.0 452.5 455.3 -2.6 2,418 13,208 +2,026
Jun05 041130 460.0 461.0 454.5 457.6 -2.6 3,263 24,949 +667
Aug05 041130 460.0 460.0 460.0 460.0 -2.7 1 6,845 +0
Oct05 041130 464.0 464.0 462.5 462.5 -2.7 5 3,346 +0
Dec05 041130 468.0 469.0 462.0 465.0 -2.7 1,363 16,804 +3,098
Feb06 041130 467.7 467.7 467.7 467.7 -2.7 0 844 +0
Apr06 041130 470.4 470.4 470.4 470.4 -2.7 0 591 +0
Jun06 041130 473.1 473.1 473.1 473.1 -2.7 7 8,585 +36
Aug06 041130 475.9 475.9 475.9 475.9 -2.7 0 170 -30
Oct06 041130 478.7 478.7 478.7 478.7        
Silver(CMX)
Dec04 041130 775.0 782.0 766.0 772.3 -4.7 25,461 5,050 -30,301
Mar05 041130 782.5 787.0 771.0 777.7 -4.8 33,716 92,862 +21,231
May05 041130 786.0 788.0 778.0 781.0 -4.9 978 3,364 +506
Jul05 041130 790.0 793.5 781.0 784.4 -5.1 821 3,176 +262
Sep05 041130 787.7 787.7 787.7 787.7 -5.2 25 632 +29
Dec05 041130 798.0 805.0 786.0 791.2 -5.3 854 9,436 +3,526
Mar06 041130 794.1 794.1 794.1 794.1 -5.7 1 2 +1
Total Volume and Open Interest 61,932 117,507 -4,213
Platinum(NYMEX)
Jan05 041130 865.0 873.8 865.0 872.3 +6.9 338 7,644 +3
Apr05 041130 870.0 870.3 867.0 870.3 +6.9 5 527 +2
Total Volume and Open Interest 343 8,171 +5
Palladium(NYMEX)
Dec04 041130 212.00 213.00 209.00 210.60 -0.75 3,082 3,923 -2,558
Mar05 041130 214.50 215.50 212.50 213.10 -0.65 3,118 9,729 +3,569
Jun05 041130 220.00 220.00 215.10 215.10 -0.65 18 61 +10
Total Volume and Open Interest 6,223 13,721 +1,027
Copper(CMX)
Dec04 041130 144.20 145.35 143.30 144.30 -0.20 7,302 8,677 -8,273
Mar05 041130 144.00 144.80 142.40 143.40 -0.65 11,129 63,766 +11,071
May05 041130 138.80 139.50 137.60 138.20 -0.70 317 5,292 +3
Jul05 041130 133.90 134.10 132.80 133.00 -0.80 554 4,306 +61
Sep05 041130 128.90 129.10 128.00 128.00 -0.80 2 2,362 +0
Total Volume and Open Interest 20,680 96,698 +2,836
Aluminum(CMX)
Dec04 041130 89.90 89.90 89.90 89.90 -0.40 10 1,010 -7
Jan05 041130 89.70 89.70 89.70 89.70 -0.30 2 928 +48
Feb05 041130 89.45 89.45 89.45 89.45 -0.30 0 651 +0
Mar05 041130 89.50 89.50 89.20 89.20 -0.30 25 682 +25
Apr05 041130 88.90 88.90 88.90 88.90 -0.25 0 486 +0
May05 041130 88.40 88.40 88.40 88.40 -0.20 0 668 +0
Total Volume and Open Interest 37 9,254 -437
DJIA Index(CBOT)
Dec04 041130 10455 10492 10431 10451 -13 7,847 47,428 +664
Mar05 041130 10455 10490 10440 10456 -13 285 348 +144
Jun05 041130 10475 10475 10475 10475 -13 0 3 +0
Total Volume and Open Interest 8,132 47,780 +808
S & P 500(CME)
Dec04 041130 1177.20 1179.50 1173.50 1174.10 -1.90 67,660 596,600 -22,769
Mar05 041130 1179.60 1181.10 1176.00 1176.30 -1.90 30,270 109,666 +25,464
Jun05 041130 1179.90 1179.90 1179.90 1179.90 -1.90 227 3,944 +172
Sep05 041130 1184.10 1184.10 1184.10 1184.10 -1.90 211 1,638 +123
Total Volume and Open Interest 98,368 712,010 +2,990
S & P 500 E-Mini(Globex)
Dec04 041130 1176.50 1179.50 1173.00 1174.00 -2.00 812,904 1,035,082 +2,748
Mar05 041130 1177.00 1181.25 1175.50 1176.25 -2.00 9,159 63,747 +7,339
Total Volume and Open Interest 822,063 1,098,829 +10,087
NASDAQ 100(CME)
Dec04 041130 1582.00 1585.00 1571.50 1573.00 -4.50 9,844 83,810 +359
Mar05 041130 1591.00 1591.00 1581.00 1581.00 -4.50 1,180 1,402 +1,013
Jun05 041130 1588.00 1588.00 1588.00 1588.00 -4.50 0 1 +0
Total Volume and Open Interest 11,024 85,213 +1,372
NASDAQ 100 E-Mini(Globex)
Dec04 041130 1578.50 1585.50 1572.00 1573.00 -4.50 305,902 414,848 +6,454
Mar05 041130 1583.00 1593.00 1581.00 1581.00 -4.50 307 2,207 +29
Total Volume and Open Interest 306,209 417,055 +6,483
S & P Midcap 400(CME)
Dec04 041130 639.00 639.50 636.25 637.65 +0.85 552 14,197 -4
Mar05 041130 639.30 639.65 639.30 639.65 +1.55 33 33 +31
Jun05 041130 639.30 639.65 639.30 639.65 +1.55      
Total Volume and Open Interest 585 14,230 +27
Russell 2000(CME)
Dec04 041130 634.50 636.75 632.75 634.15 +2.15 1,983 28,280 +737
Mar05 041130 638.50 638.50 635.70 635.70 +2.20 94 268 +93
Jun05 041130 635.70 635.70 635.70 635.70 +2.20      
Total Volume and Open Interest 2,077 28,548 +830
Russell 2000 E-Mini(Globex)
Dec04 041130 631.50 636.80 630.00 634.20 +2.20 100,103 147,986 +8,537
Mar05 041130 635.80 638.00 632.80 635.70 +2.20 78 456 +43
Total Volume and Open Interest 100,181 148,442 +8,580
Nikkei 225(CME)
Dec04 041130 10900 10925 10840 10890 -70 9,806 177,678 +1,040
Mar05 041130 10880 10890 10850 10885 -70 143 2,133 +1,536
Total Volume and Open Interest 9,951 179,814 +2,576
Nikkei 225(SGX)
Dec04 041130 10900 10925 10840 10890 -70 9,806 177,678 +1,040
Mar05 041130 10880 10890 10850 10885 -70 143 2,133 +1,536
Jun05 041130 10830 10830 10830 10830 -70 2 3 +0
Total Volume and Open Interest 9,951 179,814 +2,576
CAC 40(EURONEXT)
Dec04 041130 3786.5 3894.0 3747.5 3756.5 -27.0 69,960 441,086 +14,647
Jan05 041130 3797.5 3825.0 3760.5 3763.0 -27.0 214 781 -312
Feb05 041130 3768.5 3768.5 3768.5 3768.5 -27.5      
Total Volume and Open Interest 72,700 451,011 +14,361
Hang Seng Index(HKFE)
Nov04 041129 14000 14105 13991 14076 +179 8,066 48,355 -13,152
Dec04 041130 14060 14139 14040 14053 -59 23,112 129,602 +8,212
Jan05 041130 14060 14139 14050 14060        
DAX(EUREX)
Dec04 041130 4168.0 4171.5 4116.5 4126.0 -44.0 140,320 208,934 +14,338
Mar05 041130 4194.0 4194.0 4140.0 4149.0 -44.0 1,169 10,776 +592
Jun05 041130 4195.5 4216.0 4165.5 4172.0 -44.0 536 1,634 +2
Total Volume and Open Interest 142,025 221,344 +14,932
FT-SE 100(EURONEXT)
Dec04 041130 4770.50 4774.00 4705.00 4708.00 -60.50 70,322 472,387 +528
Mar05 041130 4778.00 4778.00 4708.00 4709.50 -61.00 5,892 28,132 +3,436
Jun05 041130 4764.00 4764.00 4723.50 4723.50 -61.00 65 17,245 +50
Total Volume and Open Interest 76,284 520,784 +4,019
SPI 200(SFE)
Dec04 041130 3937.0 3951.0 3922.0 3923.0 -13.0 9,093 164,789 -1,348
Mar05 041130 3945.0 3959.0 3932.0 3932.0 -15.0 191 4,429 -137
Jun05 041130 3970.0 3970.0 3946.0 3946.0 -15.0 4 3,085 -64
Total Volume and Open Interest 9,517 177,097 -1,433
GSCI(CME)
Dec04 041130 347.40 347.70 340.40 342.50 -4.25 94 16,820 +56
Jan05 041130 343.50 343.80 343.40 343.55 -4.55 100 103 +100
Feb05 041130 340.50 340.50 340.50 340.50 -3.60      
Total Volume and Open Interest 194 16,923 +156
RJ/CRB Index(ICE)
Jan05 041130 291.50 291.50 288.50 289.50 -0.50 47 306 -8
Feb05 041130 289.00 289.00 288.00 288.00 -0.25 0 116 +0
Apr05 041130 288.00 288.00 288.00 288.00 unch 6 114 +3
Total Volume and Open Interest 53 617 +16
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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