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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri December 17, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan05 041217 544.00 550.00 538.00 548.75 +4.25 24,588 69,075 +0
Mar05 041217 542.00 545.00 534.50 544.00 +2.00 39,069 99,096 +0
May05 041217 544.00 547.50 538.50 547.00 +2.00 5,218 36,317 +0
Jul05 041217 550.50 553.00 544.00 552.50 +1.25 6,921 27,176 +0
Aug05 041217 547.00 555.00 547.00 555.00 +1.00 365 2,159 +0
Sep05 041217 548.00 553.00 548.00 553.00 unch 22 747 +0
Nov05 041217 559.25 563.00 553.00 562.50 +1.75 5,365 12,738 +0
Total Volume and Open Interest 81,566 247,411 +0
Soybean Meal(CBOT)
Jan05 041217 159.80 160.30 156.00 158.80 -1.50 12,718 26,225 +0
Mar05 041217 159.50 160.30 156.70 158.90 -1.50 12,836 43,726 +0
May05 041217 161.00 161.50 158.60 160.60 -1.10 2,195 18,584 +0
Jul05 041217 163.00 163.80 161.60 163.10 -0.80 2,779 30,009 +0
Aug05 041217 164.50 165.20 163.10 164.70 -0.60 381 9,168 +0
Sep05 041217 166.00 166.50 164.60 166.30 -0.50 216 6,051 +0
Oct05 041217 167.00 167.70 166.00 167.30 unch 1,760 4,645 +0
Dec05 041217 170.50 171.00 168.80 170.00 -0.80 376 5,721 +0
Total Volume and Open Interest 33,262 144,542 +0
Soybean Oil(CBOT)
Jan05 041217 20.42 20.63 20.20 20.61 +0.14 11,215 33,251 +0
Mar05 041217 20.55 20.72 20.25 20.69 +0.12 11,174 57,389 +0
May05 041217 20.56 20.71 20.34 20.70 +0.09 1,927 20,879 +0
Jul05 041217 20.60 20.80 20.45 20.76 +0.11 2,696 21,810 +0
Aug05 041217 20.45 20.75 20.40 20.70 +0.10 145 6,043 +0
Sep05 041217 20.70 20.70 20.65 20.65 +0.10 33 3,989 +0
Oct05 041217 20.58 20.65 20.45 20.65 +0.13 1,305 3,660 +0
Dec05 041217 20.35 20.57 20.35 20.57 +0.10 742 8,277 +0
Total Volume and Open Interest 29,247 156,221 +0
Canola(WCE)
Jan05 041217 276.0 277.9 274.2 277.1 +0.6 4,076 26,880 +0
Mar05 041217 277.5 280.8 276.0 279.5 +1.4 3,500 27,863 +0
May05 041217 281.0 283.5 280.0 283.5 +1.5 297 2,161 +0
Jul05 041217 288.0 288.0 288.0 288.0 +1.8 175 2,037 +0
Sep05 041217 289.0 289.0 289.0 289.0 unch 0 5 +0
Total Volume and Open Interest 8,504 71,144 +0
Corn(CBOT)
Mar05 041217 202.75 204.75 202.00 204.50 +1.00 35,975 354,013 +0
May05 041217 210.00 212.00 209.75 211.75 +0.50 5,437 83,970 +0
Jul05 041217 217.50 219.75 217.25 219.50 +0.50 3,354 75,303 +0
Sep05 041217 226.25 227.00 225.00 226.75 unch 383 21,942 +0
Dec05 041217 235.50 236.75 235.00 236.50 unch 2,757 50,562 +0
Mar06 041217 243.00 244.00 242.00 244.00 unch 134 1,852 +0
Total Volume and Open Interest 48,569 590,902 +0
Wheat(CBOT)
Mar05 041217 297.00 305.00 297.00 304.25 +6.75 14,390 147,284 +0
May05 041217 304.50 311.50 304.00 311.50 +7.00 895 15,240 +0
Jul05 041217 311.50 318.50 311.50 318.25 +6.75 1,668 15,692 +0
Sep05 041217 321.00 325.50 320.50 325.50 +7.50 5 590 +0
Dec05 041217 331.00 335.50 330.50 334.00 +5.00 58 8,364 +0
Total Volume and Open Interest 17,016 187,213 +0
Wheat(KCBT)
Mar05 041217 334.75 341.00 334.50 340.50 +5.50 4,206 50,264 +0
May05 041217 326.25 330.00 326.00 330.00 +3.25 425 6,009 +0
Jul05 041217 322.00 326.50 321.50 326.50 +4.50 508 8,846 +0
Sep05 041217 329.50 331.00 329.50 331.00 +3.00 11 2,203 +0
Dec05 041217 340.50 342.50 340.50 342.00 +3.00 5 1,280 +0
Total Volume and Open Interest 5,155 68,832 +0
Wheat(MGE)
Dec04 041217 337.00 337.00 337.00 337.00 +2.00 0 2 +0
Mar05 041217 347.00 350.00 346.25 349.75 +3.00 2,128 21,161 +0
May05 041217 351.00 354.00 350.00 353.00 +3.50 283 6,665 +0
Jul05 041217 351.50 354.25 345.25 354.25 +3.25 33 3,145 +0
Sep05 041217 348.50 350.00 348.50 350.00 +2.50 19 1,337 +0
Total Volume and Open Interest 2,466 32,702 +0
Oats(CBOT)
Mar05 041217 158.00 158.50 156.00 158.00 -1.00 1,110 5,949 +0
May05 041217 156.75 156.75 155.00 155.50 -0.75 76 523 +0
Jul05 041217 156.00 156.00 155.50 155.50 unch 61 115 +0
Sep05 041217 157.50 157.50 157.50 157.50 -1.00 1 5 +0
Total Volume and Open Interest 1,248 6,595 +0
Rough Rice(CBOT)
Jan05 041217 7.34 7.43 7.34 7.42 +0.13 252 2,491 +0
Mar05 041217 7.58 7.60 7.55 7.58 +0.10 272 1,639 +0
May05 041217 7.76 7.76 7.76 7.76 +0.09 1 271 +0
Jul05 041217 7.86 7.86 7.86 7.86 +0.02 11 63 +0
Total Volume and Open Interest 536 4,466 +0
Live Cattle(CME)
Dec04 041217 87.500 88.450 87.450 88.350 +1.750 737 6,217 -277
Feb05 041217 88.750 89.900 88.650 89.850 +1.875 9,043 70,344 +606
Apr05 041217 86.000 86.900 86.000 86.750 +1.325 2,948 19,289 +610
Jun05 041217 81.000 81.800 81.000 81.750 +0.925 906 10,948 +262
Aug05 041217 80.100 80.550 80.100 80.500 +0.700 339 7,768 +157
Oct05 041217 80.750 81.250 80.750 81.200 +0.650 122 4,646 +44
Total Volume and Open Interest 14,138 121,876 +1,428
Feeder Cattle(CME)
Jan05 041217 102.500 103.450 102.100 103.250 +1.475 1,169 6,089 -71
Mar05 041217 98.400 99.250 98.000 99.175 +1.650 660 4,873 -14
Apr05 041217 96.850 97.550 96.700 97.525 +1.025 240 1,868 -44
May05 041217 96.500 97.250 96.500 97.250 +1.000 131 2,067 +32
Aug05 041217 98.650 99.400 98.550 99.400 +0.750 47 665 +19
Sep05 041217 98.250 98.400 98.250 98.250 +0.250 1 18 +1
Oct05 041217 98.250 98.250 98.250 98.250 +0.200 0 2 +0
Total Volume and Open Interest 2,248 15,593 -76
Lean Hogs(CME)
Feb05 041217 73.300 74.075 72.850 73.850 +0.525 5,284 59,539 -619
Apr05 041217 71.650 72.450 71.400 72.200 +0.050 1,615 15,892 +223
May05 041217 71.400 71.500 70.350 71.350 -0.375 134 2,667 +19
Jun05 041217 73.050 73.450 72.550 73.200 -0.325 433 8,725 +326
Jul05 041217 69.200 69.500 68.500 69.375 -0.325 91 2,220 +1
Aug05 041217 65.200 65.550 64.650 65.450 -0.100 19 1,837 -13
Oct05 041217 58.075 58.100 57.500 58.000 -0.400 13 771 -3
Dec05 041217 56.050 56.100 55.750 55.950 -0.050 2 346 -2
Total Volume and Open Interest 7,591 91,997 -68
Pork Bellies(CME)
Feb05 041217 98.125 98.400 97.500 97.775 -0.350 284 1,743 +2
Mar05 041217 97.550 97.550 97.550 97.550 -0.600 2 93 -1
May05 041217 99.000 99.000 98.300 98.300 -0.200 0 68 +0
Jul05 041217 100.800 100.800 100.800 100.800 -0.150 1 24 +1
Aug05 041217 98.500 98.500 98.500 98.500 -0.250 0 5 +0
Total Volume and Open Interest 287 1,933 +2
Class III Milk(CME)
Dec04 041217 16.45 16.50 16.41 16.49 -0.03 50 4,734 +1
Jan05 041217 13.48 13.60 13.20 13.43 -0.07 401 3,238 -86
Feb05 041217 13.00 13.13 12.95 13.10 +0.02 146 2,740 +13
Mar05 041217 12.71 12.75 12.71 12.71 unch 25 2,672 +6
Apr05 041217 12.75 12.79 12.75 12.79 -0.01 19 1,600 +8
Total Volume and Open Interest 706 22,782 -33
Cocoa(ICE)
Dec04 041215 1613 1682 1656 1682 +69 6 6 +0
Mar05 041217 1628 1628 1596 1600 -54 5,744 49,265 +0
May05 041217 1627 1628 1601 1605 -53 466 14,133 +0
Jul05 041217 1622 1625 1603 1610 -53 140 11,716 +0
Sep05 041217 1612 1612 1612 1612 -51 30 10,720 +0
Dec05 041217 1627 1627 1613 1613 -53 194 9,529 +0
Mar06 041217 1613 1613 1613 1613 -51 0 11,979 +0
Total Volume and Open Interest 6,678 120,456 +0
Coffee "C"(ICE)
Dec04 041217 98.40 103.00 98.40 102.30 +4.30 29 176 +0
Mar05 041217 99.25 105.30 99.00 104.30 +4.55 15,983 85,494 +0
May05 041217 101.30 107.40 101.20 106.45 +4.60 1,229 12,008 +0
Jul05 041217 103.50 108.90 103.50 108.10 +4.60 325 3,926 +0
Sep05 041217 104.75 110.00 104.75 109.65 +4.55 269 3,904 +0
Dec05 041217 107.75 113.00 107.75 112.20 +4.45 40 1,101 +0
Total Volume and Open Interest 17,880 107,229 +0
Orange Juice(ICE)
Jan05 041217 86.30 86.60 85.30 85.75 -0.35 3,101 11,499 +0
Mar05 041217 87.65 88.00 86.70 87.20 -0.20 2,968 17,315 +0
May05 041217 89.00 89.25 88.25 88.50 +0.25 424 7,916 +0
Jul05 041217 88.80 89.50 88.80 89.50 +0.25 161 736 +0
Sep05 041217 90.50 90.50 90.50 90.50 +0.25 0 94 +0
Nov05 041217 92.00 92.00 91.50 91.50 +0.25 3 569 +0
Total Volume and Open Interest 6,660 38,253 +0
Sugar #11(ICE)
Mar05 041217 8.48 8.65 8.48 8.64 +0.16 35,601 210,343 +0
May05 041217 8.75 8.87 8.74 8.86 +0.13 5,702 45,221 +0
Jul05 041217 8.75 8.86 8.74 8.86 +0.13 3,860 27,431 +0
Oct05 041217 8.78 8.90 8.78 8.89 +0.11 2,074 22,647 +0
Mar06 041217 8.85 8.94 8.84 8.94 +0.10 610 9,722 +0
Total Volume and Open Interest 47,848 320,667 +0
Sugar #14(ICE)
Mar05 041217 20.70 20.70 20.44 20.44 -0.30 2 4,060 -2
May05 041217 20.68 20.68 20.50 20.53 -0.16 6 2,200 +6
Jul05 041217 20.80 20.85 20.79 20.85 -0.06 4 1,693 +15
Sep05 041217 20.85 20.85 20.84 20.84 -0.01 7 2,386 +1
Nov05 041217 20.85 20.85 20.85 20.85 unch 2 763 +7
Total Volume and Open Interest 21 11,186 +27
London Cocoa(LCE)
Mar05 041217 881 881 857 858 -23 6,540 63,209 -2,439
May05 041217 891 891 870 871 -22 653 22,094 +325
Jul05 041217 906 906 890 890 -22 893 23,166 +62
Sep05 041217 921 921 903 903 -22 752 43,068 -102
Dec05 041217 910 910 895 896 -20 1,572 37,550 -407
Mar06 041217 910 910 905 905 -20 1,178 10,932 +1,053
May06 041217 915 915 915 915 -20 0 1,023 +0
Total Volume and Open Interest 11,588 201,585 -1,508
London Coffee(LCE)
Jan05 041217 732.00 765.00 723.00 758.00 +18.00 1,369 21,083 -911
Mar05 041217 765.00 801.00 756.00 794.00 +22.00 7,448 58,582 +544
May05 041217 788.00 821.00 777.00 815.00 +23.00 1,462 41,127 +331
Jul05 041217 806.00 840.00 796.00 833.00 +23.00 166 12,759 +105
Sep05 041217 823.00 850.00 815.00 850.00 +23.00 86 6,499 +23
Nov05 041217 840.00 867.00 834.00 867.00 +23.00 0 2,188 +0
Total Volume and Open Interest 10,531 143,248 +92
London Sugar(LCE)
Mar05 041217 241.50 247.60 241.50 247.60 +6.10 4,934 27,498 +1,505
May05 041217 255.00 259.50 254.00 259.50 +4.50 1,193 11,967 +393
Aug05 041217 256.00 260.00 255.50 260.00 +3.60 158 6,307 +12
Oct05 041217 257.00 260.00 257.00 260.00 +3.30 85 3,692 +60
Dec05 041217 257.00 260.00 257.00 260.00 +3.30 20 1,745 +0
Total Volume and Open Interest 6,420 52,780 +1,970
Cotton(ICE)
Mar05 041217 43.90 44.15 43.30 44.13 +0.67 4,772 56,614 +0
May05 041217 43.75 44.10 43.50 44.08 +0.59 362 9,926 +0
Jul05 041217 44.60 44.80 44.05 44.55 +0.50 839 10,725 +0
Oct05 041217 46.45 46.45 46.45 46.45 +0.75 0 274 +0
Dec05 041217 47.15 47.55 47.00 47.55 +0.85 303 6,481 +0
Mar06 041217 49.30 49.60 49.30 49.55 +0.85 10 892 +0
Total Volume and Open Interest 6,286 85,368 +0
Lumber(CME)
Jan05 041217 323.0 325.3 319.6 320.3 -4.0 746 2,385 +91
Mar05 041217 337.6 338.5 334.2 334.6 -3.0 250 906 +92
May05 041217 344.2 344.2 342.0 343.1 -0.9 55 292 +31
Jul05 041217 347.8 347.8 347.8 347.8 -5.2 3 62 -1
Total Volume and Open Interest 1,054 3,650 +213
Crude Oil(NYM)
Jan05 041217 44.90 46.35 44.65 46.28 +2.10 119,634 53,588 +0
Feb05 041217 45.25 46.65 45.05 46.57 +2.06 89,537 160,531 +0
Mar05 041217 45.30 46.80 45.15 46.63 +1.95 30,347 74,006 +0
Apr05 041217 45.05 46.40 45.00 46.32 +1.84 8,346 37,851 +0
May05 041217 44.80 45.98 44.75 45.98 +1.77 5,505 23,244 +0
Jun05 041217 44.70 45.62 44.50 45.62 +1.72 9,984 33,991 +0
Jul05 041217 45.25 45.27 45.05 45.27 +1.67 680 17,063 +0
Aug05 041217 44.60 44.97 44.60 44.97 +1.62 257 11,278 +0
Sep05 041217 44.00 44.69 44.00 44.69 +1.58 1,026 12,927 +0
Oct05 041217 43.45 44.41 43.45 44.41 +1.54 62 6,953 +0
Nov05 041217 44.15 44.15 44.15 44.15 +1.50 492 13,827 +0
Dec05 041217 42.80 43.92 42.80 43.92 +1.47 7,385 56,539 +0
Jan06 041217 43.64 43.64 43.64 43.64 +1.44 614 9,416 +0
Feb06 041217 43.38 43.38 43.38 43.38 +1.41 34 4,856 +0
Mar06 041217 42.90 43.15 42.80 43.15 +1.38 210 9,156 +0
Apr06 041217 42.96 42.96 42.96 42.96 +1.35 100 4,852 +0
Total Volume and Open Interest 284,170 682,222 +0
Heating Oil(NYM)
Jan05 041217 140.80 146.80 140.50 143.95 +5.83 34,788 37,159 +0
Feb05 041217 140.00 145.80 140.00 143.96 +6.35 18,824 51,567 +0
Mar05 041217 134.00 140.00 134.00 138.26 +5.95 6,479 25,646 +0
Apr05 041217 127.50 130.30 126.50 129.56 +5.55 2,820 11,778 +0
May05 041217 122.50 126.00 122.40 124.16 +5.15 837 6,507 +0
Jun05 041217 120.00 122.50 119.00 120.86 +4.60 1,307 8,467 +0
Jul05 041217 119.50 120.50 119.50 120.01 +4.45 356 5,168 +0
Aug05 041217 120.00 120.00 119.10 119.96 +4.40 277 2,759 +0
Sep05 041217 120.56 120.56 120.56 120.56 +4.35 118 3,289 +0
Oct05 041217 121.31 121.31 121.31 121.31 +4.35 70 634 +0
Nov05 041217 121.20 122.20 121.20 122.06 +4.35 19 939 +0
Dec05 041217 122.05 123.10 122.05 122.81 +4.30 442 7,938 +0
Total Volume and Open Interest 66,628 166,324 +0
Gasoline(NYMEX)
Jan05 041217 115.50 119.90 114.35 119.01 +5.23 27,933 34,897 +0
Feb05 041217 119.00 123.50 118.30 122.22 +4.46 16,398 42,980 +0
Mar05 041217 121.00 125.25 120.50 124.40 +4.40 5,082 16,975 +0
Apr05 041217 128.50 132.50 128.50 131.95 +4.40 3,603 22,928 +0
May05 041217 129.50 132.50 129.50 132.20 +4.35 2,615 16,455 +0
Jun05 041217 129.10 132.00 129.00 131.65 +4.30 801 8,649 +0
Jul05 041217 129.00 130.10 128.25 130.10 +4.25 190 4,133 +0
Aug05 041217 127.00 127.70 126.50 127.70 +4.25 141 4,485 +0
Sep05 041217 124.70 124.70 124.70 124.70 +4.20 63 6,641 +0
Oct05 041217 120.75 120.75 120.75 120.75 +4.00 77 2,723 +0
Total Volume and Open Interest      
e-MiNY RBOB Gasoline(NYMEX)
Natural Gas(NYM)
Jan05 041217 7.270 7.540 7.260 7.457 +0.457 22,875 36,431 +0
Feb05 041217 7.400 7.620 7.400 7.528 +0.423 8,899 51,451 +0
Mar05 041217 7.350 7.480 7.320 7.440 +0.390 6,394 41,862 +0
Apr05 041217 6.800 6.840 6.750 6.800 +0.230 2,624 22,420 +0
May05 041217 6.700 6.750 6.700 6.735 +0.200 1,163 21,532 +0
Jun05 041217 6.730 6.790 6.730 6.773 +0.198 191 12,444 +0
Jul05 041217 6.740 6.815 6.740 6.815 +0.196 627 15,940 +0
Aug05 041217 6.780 6.835 6.780 6.835 +0.196 475 11,776 +0
Sep05 041217 6.780 6.810 6.770 6.810 +0.196 441 11,495 +0
Oct05 041217 6.780 6.830 6.780 6.830 +0.196 610 22,988 +0
Nov05 041217 7.090 7.115 7.060 7.115 +0.191 336 10,451 +0
Dec05 041217 7.380 7.400 7.350 7.400 +0.186 508 16,069 +0
Jan06 041217 7.580 7.600 7.540 7.600 +0.176 353 14,491 +0
Feb06 041217 7.550 7.580 7.530 7.580 +0.176 244 9,000 +0
Mar06 041217 7.330 7.360 7.320 7.360 +0.176 359 10,957 +0
Apr06 041217 6.380 6.380 6.360 6.360 +0.146 112 9,449 +0
Total Volume and Open Interest 47,094 390,570 +0
Brent Crude Oil(ICE)
Feb05 041217 41.70 43.45 41.62 43.39 +1.96 33,773 73,715 +2,106
Mar05 041217 41.65 43.45 41.65 43.39 +1.91 7,520 75,447 +1,915
Apr05 041217 41.55 43.30 41.55 43.28 +1.88 2,484 22,360 +412
May05 041217 41.79 43.11 41.78 43.11 +1.87 678 10,282 +213
Jun05 041217 41.45 43.40 41.45 42.93 +1.88 1,288 17,328 -340
Jul05 041217 41.79 42.71 41.79 42.71 +1.85 165 6,477 +208
Aug05 041217 42.47 42.47 42.47 42.47 +1.83 0 3,693 +0
Sep05 041217 42.23 42.23 42.23 42.23 +1.80 0 7,426 -80
Oct05 041217 41.00 41.98 41.00 41.98 +1.76 0 2,900 +0
Nov05 041217 41.73 41.73 41.73 41.73 +1.72 0 3,547 +0
Dec05 041217 40.25 41.90 40.25 41.48 +1.68 1,475 36,486 +95
Jan06 041217 41.25 41.25 41.25 41.25        
Mar06 041217 40.79 40.79 40.79 40.79 +1.53 0 3,125 -100
Total Volume and Open Interest 51,796 321,445 -12,495
Gas Oil(ICE)
Jan05 041217 408.50 430.00 405.00 422.75 +17.75 17,560 55,508 +1,032
Feb05 041217 401.00 421.00 398.00 415.25 +17.25 6,693 39,187 +4,177
Mar05 041217 389.00 409.00 388.75 404.00 +16.50 3,027 9,146 +228
Apr05 041217 382.50 393.50 382.50 392.25 +15.50 408 8,715 +140
May05 041217 373.00 385.50 373.00 385.50 +14.50 75 4,492 +0
Jun05 041217 369.50 387.00 369.50 381.50 +13.50 2,255 13,918 +125
Jul05 041217 380.25 380.25 380.25 380.25 +13.25 0 1,419 +0
Aug05 041217 379.25 379.25 379.25 379.25 +13.00 0 1,546 +0
Sep05 041217 378.25 378.25 378.25 378.25 +12.75 0 5,459 -10
Oct05 041217 376.50 376.50 376.50 376.50 +12.50 0 1,050 +0
Total Volume and Open Interest 32,124 167,455 +6,134
US Dollar Index(ICE)
Mar05 041217 82.580 82.700 82.110 82.230 -0.390 3,856 22,370 -553
Jun05 041217 82.530 82.530 82.250 82.290 -0.390 0 2,019 +0
Sep05 041217 82.350 82.350 82.350 82.350 -0.390 0 31 +0
Total Volume and Open Interest 3,856 24,433 -553
Australian Dollar(CME)
Mar05 041217 75.38 75.85 75.20 75.85 +0.75 13,863 55,894 -646
Jun05 041217 75.40 75.40 75.40 75.40 +0.76 1 328 +1
Sep05 041217 74.98 74.98 74.98 74.98 +0.78 0 312 +0
Total Volume and Open Interest 13,864 56,644 -645
British Pound(CME)
Mar05 041217 192.30 193.32 191.76 192.88 +1.06 29,842 80,693 -2,170
Jun05 041217 191.98 191.98 191.98 191.98 +1.06 2 14 +2
Sep05 041217 191.08 191.08 191.08 191.08 +1.06 0 11 +0
Total Volume and Open Interest 29,844 80,730 -2,168
Canadian Dollar(CME)
Mar05 041217 80.99 81.73 80.80 81.48 +0.53 31,384 59,253 -3,056
Jun05 041217 81.16 81.60 81.16 81.54 +0.53 22 2,680 +6
Sep05 041217 81.64 81.64 81.64 81.64 +0.53 1 741 +2
Dec05 041217 81.30 81.76 81.30 81.76 +0.53 0 448 +0
Total Volume and Open Interest 31,411 63,129 -3,047
Japanese Yen(CME)
Mar05 041217 96.35 96.57 96.13 96.35 +0.34 53,046 124,807 -4,028
Jun05 041217 97.03 97.03 97.03 97.03 +0.34 20 20,063 +19
Sep05 041217 97.83 97.83 97.83 97.83 +0.34 0 81 +0
Total Volume and Open Interest 53,066 144,997 -4,009
Swiss Franc(CME)
Mar05 041217 86.61 86.98 86.43 86.68 +0.07 29,631 56,573 -3,714
Jun05 041217 87.11 87.11 87.11 87.11 +0.07 4 73 +1
Sep05 041217 87.57 87.57 87.57 87.57 +0.07 0 3 +0
Total Volume and Open Interest 29,636 56,712 -3,713
EuroFX(CME)
Mar05 041217 132.67 133.20 132.35 132.98 +0.56 186,221 141,005 +3,117
Jun05 041217 133.00 133.20 132.96 133.20 +0.55 215 1,013 -31
Sep05 041217 133.50 133.50 133.50 133.50 +0.54 3 296 -1
Total Volume and Open Interest 186,443 142,569 +3,086
Mexican Peso(CME)
Jan05 041217 886.5 886.5 882.8 886.5 +3.8 0 115 +0
Feb05 041217 880.5 882.2 880.5 882.2 +3.8 0 50 +0
Total Volume and Open Interest 10,275 84,354 -3,184
30-Year T-Bonds(CBOT)
Dec04 041217 113~210 113~240 112~250 113~110 -0~060 33,712 50,707 +0
Mar05 041217 112~190 112~280 111~240 112~110 -0~080 275,610 612,933 +0
Jun05 041217 111~260 111~280 111~000 111~160 -0~080 1,636 8,893 +0
Total Volume and Open Interest 310,998 672,723 +0
10-Year T-Notes(CBOT)
Dec04 041217 112~230 112~265 112~075 112~180 -0~045 30,426 67,634 +0
Mar05 041217 112~055 112~095 111~215 112~010 -0~050 526,943 1,578,600 +0
Jun05 041217 111~100 111~100 111~000 111~045 -0~050 4,317 15,355 +0
Total Volume and Open Interest 562,269 1,662,177 +0
5-Year T-Notes(CBOT)
Dec04 041217 110~058 110~072 110~058 110~062 -0~008 26,141 188,904 -26,382
Mar05 041217 109~084 109~094 109~046 109~080 -0~004 36,266 1,170,691 -17,727
Jun05 041217 109~020 109~020 109~020 109~020 -0~006 190 8,875 +0
Total Volume and Open Interest 62,597 1,368,470 +1,359,595
2 Year T-Notes(CBOT)
Dec04 041217 105~021 105~024 105~021 105~024 -0~005 1,092 19,114 +0
Mar05 041217 104~108 104~108 104~096 104~104 -0~005 1,943 224,412 +0
Total Volume and Open Interest 3,035 243,526 +0
Eurodollars(CME)
Mar05 041217 97.105 97.105 97.080 97.085 -0.020 120,000 1,060,747 +14,309
Jun05 041217 96.830 96.840 96.795 96.800 -0.035 166,000 1,044,577 -5,042
Sep05 041217 96.625 96.635 96.570 96.590 -0.040 204,000 911,914 +16,209
Dec05 041217 96.465 96.475 96.400 96.430 -0.035 259,000 691,770 +18,295
Mar06 041217 96.360 96.370 96.300 96.330 -0.035 137,000 563,786 +11,216
Jun06 041217 96.275 96.280 96.220 96.255 -0.025 64,000 380,449 +4,659
Sep06 041217 96.200 96.200 96.140 96.175 -0.035 16,847 296,365 +925
Dec06 041217 96.110 96.115 96.055 96.090 -0.030 38,000 236,494 +8,597
Mar07 041217 96.040 96.040 95.980 96.020 -0.025 14,000 182,619 +803
Jun07 041217 95.950 95.955 95.890 95.935 -0.020 9,169 157,514 +9
Sep07 041217 95.865 95.865 95.805 95.850 -0.020 7,505 120,793 +1,377
Dec07 041217 95.775 95.775 95.710 95.755 -0.020 8,178 126,420 +2,135
Mar08 041217 95.695 95.695 95.645 95.675 -0.020 5,524 91,506 +1,277
Jun08 041217 95.590 95.590 95.530 95.575 -0.015 5,493 94,076 +665
Sep08 041217 95.490 95.490 95.430 95.475 -0.015 3,973 90,748 +454
Dec08 041217 95.375 95.375 95.305 95.365 -0.010 5,673 81,959 +346
Mar09 041217 95.265 95.285 95.215 95.280 -0.010 2,201 57,427 -264
Jun09 041217 95.200 95.200 95.140 95.185 -0.010 1,896 45,256 +262
Total Volume and Open Interest 1,105,624 6,428,100 +79,817
30 Day Federal Funds(CBOT)
Dec04 041217 97.850 97.850 97.850 97.850 unch 832 146,864 +0
Jan05 041217 97.750 97.750 97.750 97.750 unch 1,306 142,150 +0
Feb05 041217 97.520 97.520 97.510 97.520 +0.010 2,208 112,638 +0
Mar05 041217 97.440 97.440 97.430 97.440 +0.010 1,029 37,519 +0
Apr05 041217 97.300 97.300 97.290 97.300 -0.010 208 24,729 +0
May05 041217 97.120 97.120 97.120 97.120 -0.020 10 3,389 +0
Total Volume and Open Interest 5,583 467,498 +0
30 Day Fed Funds(e-CBOT)
Dec04 041217 97.850 97.850 97.845 97.845 unch 1,231 0 +0
Jan05 041217 97.750 97.750 97.745 97.750 +0.005 2,746 0 +0
Feb05 041217 97.515 97.520 97.510 97.520 +0.005 4,206 0 +0
Mar05 041217 97.440 97.440 97.430 97.435 unch 4,796 0 +0
Apr05 041217 97.300 97.300 97.285 97.290 -0.010 4,895 0 +0
May05 041217 97.115 97.120 97.110 97.115 -0.010 5 0 +0
Total Volume and Open Interest 17,889    
3-Mth Euro-Yen(CME)
Mar05 041217 99.91 99.91 99.91 99.91 unch 1,005 54,072 -449
Jun05 041217 99.89 99.89 99.89 99.89 unch 0 33,739 +1,029
Sep05 041217 99.87 99.87 99.87 99.87 +0.01 51 7,440 -475
Dec05 041217 99.82 99.82 99.82 99.82 unch 24 6,149 +750
Mar06 041217 99.75 99.75 99.75 99.75 -0.01 1 7,717 +101
Jun06 041217 99.68 99.68 99.68 99.68 unch 0 4,708 +400
Sep06 041217 99.59 99.59 99.59 99.59 +0.01 0 3,099 +0
Dec06 041217 99.49 99.49 99.49 99.49 unch 0 411 +0
Mar07 041217 99.36 99.36 99.36 99.36 -0.02 0 1 +0
Jun07 041217 99.26 99.26 99.26 99.26 -0.02 0 2 +0
Total Volume and Open Interest 1,081 118,379 +1,356
3-Mth Euro-Yen(SGX)
Mar05 041217 99.90 99.90 99.90 99.90 unch 3,571 102,227 -205
Jun05 041217 99.89 99.89 99.89 99.89 unch 1,139 91,675 +2,106
Sep05 041217 99.86 99.86 99.86 99.86 0.00 317 44,110 -399
Dec05 041217 99.82 99.82 99.82 99.82 -0.01 436 35,266 -309
Mar06 041217 99.75 99.75 99.74 99.75 -0.01 480 27,923 +226
Jun06 041217 99.67 99.67 99.66 99.67 -0.01 200 13,978 +704
Sep06 041217 99.57 99.57 99.57 99.57 -0.02 155 7,835 +613
Dec06 041217 99.47 99.47 99.47 99.47 -0.02 0 6,654 +0
Total Volume and Open Interest 6,298 336,652 +2,736
Japanese Gov't Bonds(SGX)
Mar05 041217 138.67 138.67 138.49 138.60 -0.25 3,502 43,991 +301
Jun05 041217 137.97 137.97 137.97 137.97 -0.25      
Sep05 041217 137.97 137.97 137.97 137.97 -0.25      
Total Volume and Open Interest 3,502 43,991 +301
Euro-Bund(EUREX)
Mar05 041217 119.51 119.59 118.85 119.12 -0.39 1,030,299 1,304,484 +68,672
Jun05 041217 118.36 118.36 118.04 118.20 -0.38 1,335 546 +31
Total Volume and Open Interest 1,031,634 1,305,030 +68,703
Euro-Bobl(EUREX)
Mar05 041217 113.37 113.39 112.92 113.13 -0.22 623,002 789,576 +5,431
Jun05 041217 112.28 112.28 112.28 112.28 -0.22 529 840 +40
Sep05 041216 112.35 112.35 112.35 112.35 -0.35      
Total Volume and Open Interest 664,229 784,945 +8,192
3-Mth Euribor(EUREX)
Dec04 041213 97.830 97.830 97.830 97.830 unch 585 0 -8,348
Mar05 041217 97.795 97.795 97.765 97.770 -0.035 895 14,044 -588
Jun05 041217 97.710 97.710 97.665 97.675 -0.050 799 6,284 +35
Total Volume and Open Interest 2,160 29,231 -517
Long Gilt(LIFFE)
Dec04 041217 110~06 110~07 109~28 110~07 -0~06 1,584 19,003 -551
Mar05 041217 112~04 112~04 111~15 111~30 -0~05 46,993 205,920 -2,065
Total Volume and Open Interest 48,577 224,923 -2,616
3-Mth Short Sterling(LIFFE)
Mar05 041217 95.09 95.11 95.06 95.08 -0.02 64,743 252,998 -15,360
Jun05 041217 95.13 95.15 95.09 95.12 -0.04 84,442 232,450 -21,934
Sep05 041217 95.15 95.18 95.10 95.15 -0.05 79,897 250,209 -547
Dec05 041217 95.15 95.17 95.10 95.15 -0.06 67,517 191,824 +5,596
Mar06 041217 95.16 95.17 95.10 95.15 -0.06 17,444 101,733 +78
Jun06 041217 95.15 95.17 95.08 95.15 -0.06 13,220 78,444 -110
Total Volume and Open Interest 344,214 1,259,279 -32,007
3-Mth Euribor(LIFFE)
Mar05 041217 97.795 97.805 97.755 97.775 -0.030 103,948 538,263 -3,208
Jun05 041217 97.700 97.720 97.650 97.680 -0.040 123,046 608,115 +6,743
Sep05 041217 97.615 97.630 97.550 97.585 -0.045 144,272 433,563 +12,079
Total Volume and Open Interest 636,049 2,828,057 +15,004
3-Mth Aus T-Bills(SFE)
Mar05 041217 94.69 94.69 94.65 94.69 unch 13,992 289,354 -3,317
Jun05 041217 94.71 94.71 94.67 94.70 -0.02 6,863 153,184 +1,828
Sep05 041217 94.70 94.71 94.67 94.69 -0.02 464 42,726 -3,214
Dec05 041217 94.66 94.68 94.66 94.68 -0.02 704 23,485 +526
Mar06 041217 94.64 94.65 94.64 94.65 -0.03 344 14,674 +320
Jun06 041217 94.61 94.62 94.61 94.61 -0.04 361 10,793 +356
Sep06 041217 94.56 94.59 94.56 94.59 -0.02 440 6,883 +307
Dec06 041217 94.52 94.56 94.52 94.56 -0.02 144 3,247 +100
Mar07 041217 94.52 94.52 94.52 94.52 -0.02 0 2,067 +0
Jun07 041217 94.48 94.48 94.48 94.48 -0.02 0 1,540 +0
Total Volume and Open Interest 23,312 550,016 -3,094
10-Year Aus T-Bonds(SFE)
Mar05 041217 94.87 94.87 94.79 94.82 -0.05 21,004 258,786 +6,688
Total Volume and Open Interest 21,004 258,786 +6,688
3-Year Aus T-Bonds(SFE)
Mar05 041217 95.07 95.07 95.00 95.03 -0.04 40,896 416,628 +13,213
Total Volume and Open Interest 40,896 416,628 +13,213
Gold(CMX)
Dec04 041217 438.6 441.6 438.6 441.6 +4.7 232 688 -82
Feb05 041217 440.0 443.6 438.7 442.9 +4.7 56,521 223,599 -1,181
Apr05 041217 441.5 445.5 441.5 445.0 +4.8 450 17,772 +12
Jun05 041217 443.8 448.0 443.3 447.4 +4.9 866 27,123 +113
Aug05 041217 449.7 449.7 449.7 449.7 +4.9 10 7,750 +0
Oct05 041217 452.1 452.1 452.1 452.1 +4.9 223 3,496 +94
Dec05 041217 450.5 454.5 450.5 454.5 +4.9 97 18,292 +30
Feb06 041217 457.1 457.1 457.1 457.1 +4.9 310 595 -250
Apr06 041217 459.7 459.7 459.7 459.7 +5.0 0 591 +0
Jun06 041217 462.3 462.3 462.3 462.3 +5.0 311 8,362 -251
Aug06 041217 464.9 464.9 464.9 464.9 +5.0 0 170 +0
Oct06 041217 467.6 467.6 467.6 467.6 +5.0 0 1 +0
Total Volume and Open Interest 59,050 318,584 -1,492
Silver(CMX)
Dec04 041217 668.0 677.0 668.0 676.6 +7.6 71 283 +0
Mar05 041217 673.0 682.0 666.5 680.3 +7.6 12,892 77,253 +0
May05 041217 676.5 684.0 669.0 683.4 +7.6 159 6,844 +0
Jul05 041217 678.0 686.5 675.5 686.5 +7.6 78 3,383 +0
Sep05 041217 690.0 690.0 690.0 690.0 +7.6 275 727 +0
Dec05 041217 680.0 698.0 680.0 694.1 +7.6 71 9,967 +0
Mar06 041217 697.8 697.8 697.8 697.8 +7.6 3 175 +0
Total Volume and Open Interest 13,332 102,098 +0
Platinum(NYMEX)
Jan05 041217 836.0 839.0 833.0 837.1 -2.0 1,114 5,246 +0
Apr05 041217 835.0 838.0 833.0 834.6 -1.5 89 996 +0
Jul05 041217 836.0 836.0 831.6 831.6 -1.5 0 2 +0
Total Volume and Open Interest 1,203 6,244 +0
Palladium(NYMEX)
Dec04 041217 178.30 178.50 178.30 178.50 +0.75 1 218 +0
Mar05 041217 180.00 184.00 177.60 179.70 +0.65 616 11,452 +0
Jun05 041217 180.00 181.70 180.00 181.70 +0.65 15 236 +0
Total Volume and Open Interest 633 11,951 +0
Copper(CMX)
Dec04 041217 145.40 147.30 145.40 147.25 +0.65 445 3,320 +0
Mar05 041217 138.80 140.00 138.60 139.95 +0.95 8,222 50,871 +0
May05 041217 135.50 136.50 135.50 136.45 +0.80 395 6,012 +0
Jul05 041217 133.30 133.30 133.20 133.20 +0.80 29 5,025 +0
Sep05 041217 129.00 130.00 129.00 129.95 +0.80 4 3,546 +0
Total Volume and Open Interest 9,400 82,895 +0
Aluminum(CMX)
Dec04 041217 88.70 88.70 88.70 88.70 -0.10 10 246 -53
Jan05 041217 89.00 89.00 89.00 89.00 unch 10 1,276 +0
Feb05 041217 89.00 89.00 89.00 89.00 unch 0 651 +0
Mar05 041217 89.00 89.00 89.00 89.00 unch 25 681 +0
Apr05 041217 88.75 88.75 88.75 88.75 unch 0 486 +0
May05 041217 88.45 88.45 88.45 88.45 unch 0 668 +0
Total Volume and Open Interest 45 8,851 -53
DJIA Index(CBOT)
Mar05 041217 10705 10722 10643 10677 -45 9,891 46,819 +0
Jun05 041217 10709 10709 10709 10709 -48 1 6 +0
Dec05 041217 10754 10754 10754 10754 -48 0 1 +0
Total Volume and Open Interest 15,563 76,062 +0
S & P 500(CME)
Mar05 041217 1198.00 1203.20 1195.30 1198.30 -8.20 73,592 665,176 +17,266
Jun05 041217 1202.50 1204.20 1202.10 1202.10 -8.40 217 10,153 +181
Sep05 041217 1206.30 1206.30 1206.30 1206.30 -8.60 388 1,819 +15
Dec05 041217 1210.70 1210.70 1210.70 1210.70 -8.60 0 123 +0
Total Volume and Open Interest 101,584 802,513 -4,252
S & P 500 E-Mini(Globex)
Mar05 041217 1206.25 1209.00 1195.25 1198.25 -8.25 729,814 686,288 +20,155
Jun05 041217 1202.00 1202.00 1202.00 1202.00        
NASDAQ 100(CME)
Mar05 041217 1617.50 1625.00 1610.00 1610.50 -10.00 16,913 65,345 +2,439
Jun05 041217 1621.00 1621.00 1621.00 1621.00 -10.00 1 6 +1
Sep05 041217 1631.50 1631.50 1631.50 1631.50        
NASDAQ 100 E-Mini(Globex)
Mar05 041217 1619.50 1624.50 1610.00 1610.50 -10.00 268,962 225,182 +12,481
Jun05 041217 1621.00 1621.00 1621.00 1621.00        
S & P Midcap 400(CME)
Mar05 041217 652.00 654.75 651.00 652.50 -1.75 1,225 12,793 +638
Jun05 041217 652.50 652.50 652.50 652.50 -1.75      
Sep05 041217 652.50 652.50 652.50 652.50 -1.75      
Total Volume and Open Interest 2,184 17,614 -1,727
Russell 2000(CME)
Mar05 041217 643.50 646.00 640.00 642.10 -3.20 1,517 21,285 +1,045
Jun05 041217 642.10 642.10 642.10 642.10 -3.20      
Sep05 041217 642.10 642.10 642.10 642.10 -3.20      
Total Volume and Open Interest 2,690 39,465 -861
Russell 2000 E-Mini(Globex)
Dec04 041217 643.00 645.00 640.90 641.85 -1.25 6,071 92,324 -1,266
Mar05 041217 644.90 649.50 640.00 642.10 -3.20 69,671 100,505 +309
Jun05 041217 642.10 642.10 642.10 642.10 +3.50      
Total Volume and Open Interest 60,185 166,635 -568
Nikkei 225(CME)
Mar05 041217 10935 11105 10920 11105 +160 15,811 152,113 -710
Jun05 041217 11055 11055 11055 11055 +160 0 3 +0
Total Volume and Open Interest 15,811 152,116 -710
Nikkei 225(SGX)
Mar05 041217 10935 11105 10920 11105 +160 15,811 152,113 -710
Jun05 041217 11055 11055 11055 11055 +160 0 3 +0
Sep05 041217 11050 11050 11050 11050 +160      
Total Volume and Open Interest 15,811 152,116 -710
CAC 40(EURONEXT)
Dec04 041217 3812.5 3816.5 3746.5 3746.5 -66.0 116,685 388,402 -204,174
Jan05 041217 3815.5 3823.0 3739.0 3751.5 -68.0 78,994 253,783 +46,522
Feb05 041217 3823.0 3823.0 3746.5 3757.0 -68.0 0 5 +0
Total Volume and Open Interest 209,068 737,381 -146,680
Hang Seng Index(HKFE)
Dec04 041217 14039 14075 13923 14045 +7 25,016 126,666 +1,086
Jan05 041217 14048 14074 13933 14048 +3 1,031 1,867 +531
Total Volume and Open Interest 26,076 131,350 +1,632
DAX(EUREX)
Dec04 041217 4238.0 4242.0 4209.0 4212.0 -19.0 31,196 122,648 -19,145
Mar05 041217 4263.0 4266.5 4181.5 4185.0 -70.5 113,496 162,491 +40,256
Jun05 041217 4293.0 4293.0 4208.5 4208.5 -71.0 2,855 2,900 +551
Total Volume and Open Interest 147,547 288,039 +21,662
FT-SE 100(EURONEXT)
Dec04 041217 4742.00 4748.00 4722.00 4739.00 -6.00 113,819 110,794 -44,171
Mar05 041217 4740.00 4752.50 4675.00 4699.50 -47.50 101,100 428,113 +44,349
Jun05 041217 4713.00 4718.50 4713.00 4714.00 -48.00 1,703 17,028 +753
Total Volume and Open Interest 216,652 559,485 +936
SPI 200(SFE)
Dec04 041216 3959.0 3971.0 3953.0 3971.0 +27.0 37,390 128,529 -38,259
Mar05 041217 3989.0 4016.0 3981.0 4013.0 +32.0 16,695 164,527 +9,255
Jun05 041217 4000.0 4026.0 4000.0 4026.0 +31.0 30 2,998 -13
Total Volume and Open Interest 22,836 247,313 -45,022
GSCI(CME)
Jan05 041217 323.50 332.80 323.50 332.00 +11.30 120 18,002 +43
Feb05 041217 330.00 330.00 330.00 330.00 +11.30      
Mar05 041217 325.50 325.50 325.50 325.50 +10.00      
Total Volume and Open Interest 120 18,002 -787
RJ/CRB Index(ICE)
Jan05 041217 282.50 285.70 282.50 285.25 +3.75 94 251 +0
Feb05 041217 283.00 284.50 283.00 284.50 +3.75 9 119 +0
Apr05 041217 284.75 284.75 284.75 284.75 +3.75 3 116 +0
Total Volume and Open Interest 106 593 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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Cotton prices exceeded $2.20/pound a few weeks ago --- about twice as high as it had ever traded in at least the last 40 years?  Increased volatility in the cotton commodity markets means increased opportunity ---but only for those familiar with these futures markets.

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