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MRCI's End of Day Prices
Daily Futures Price Listing Mon November 01, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov04 041101 525.00 526.00 515.50 518.00 -9.50 13,151 21,370 -4,398
Jan05 041101 530.00 530.00 518.50 521.50 -12.00 36,282 111,504 +3,413
Mar05 041101 537.50 537.50 525.00 527.50 -12.75 3,659 42,955 +449
May05 041101 544.50 544.50 532.00 534.25 -12.25 2,718 25,315 +936
Jul05 041101 549.00 549.50 538.50 541.00 -13.25 1,275 19,796 +163
Aug05 041101 549.00 549.00 541.00 543.00 -12.00 51 880 +35
Sep05 041101 550.00 550.00 545.00 545.00 -12.00 0 190 +0
Total Volume and Open Interest 57,394 228,821 +570
Soybean Meal(CBOT)
Dec04 041101 152.50 152.70 150.00 150.10 -3.80 18,391 51,199 +1,381
Jan05 041101 153.80 154.00 151.30 151.40 -4.20 8,333 17,839 +761
Mar05 041101 155.70 156.20 154.00 154.00 -3.90 7,073 24,073 +2,583
May05 041101 158.00 158.50 156.30 156.40 -3.60 2,001 15,128 +269
Jul05 041101 161.50 161.50 159.10 159.30 -3.60 1,060 19,348 +198
Aug05 041101 163.50 163.50 160.70 160.90 -3.30 298 6,970 +108
Sep05 041101 165.00 165.00 161.70 161.70 -3.80 80 4,685 +64
Oct05 041101 164.80 164.80 163.00 163.40 -2.90 52 2,276 +8
Total Volume and Open Interest 38,533 145,650 +5,944
Soybean Oil(CBOT)
Dec04 041101 21.40 21.45 21.03 21.18 -0.32 13,638 51,496 -2,633
Jan05 041101 21.43 21.52 21.15 21.28 -0.30 5,036 29,348 +315
Mar05 041101 21.54 21.55 21.23 21.38 -0.26 5,519 23,825 +1,676
May05 041101 21.65 21.65 21.35 21.42 -0.34 1,537 15,752 +618
Jul05 041101 21.70 21.75 21.44 21.54 -0.35 895 13,339 +55
Aug05 041101 21.65 21.75 21.54 21.54 -0.34 46 5,414 +14
Sep05 041101 21.65 21.73 21.51 21.51 -0.34 81 3,054 +1
Oct05 041101 21.60 21.70 21.50 21.50 -0.20 25 2,142 +25
Total Volume and Open Interest 27,032 149,886 +243
Canola(WCE)
Nov04 041101 300.0 300.0 295.9 295.9 -6.1 2,399 1,386 -1,050
Jan05 041101 304.0 304.0 299.7 299.8 -5.7 3,080 41,054 +1,345
Mar05 041101 307.0 307.0 304.2 304.2 -5.0 397 6,347 +92
May05 041101 309.1 309.1 309.1 309.1 -4.4 5 426 +5
Jul05 041101 317.0 317.0 317.0 317.0 -2.5 0 389 +0
Total Volume and Open Interest 6,192 57,194 +649
Corn(CBOT)
Dec04 041101 202.50 202.50 199.25 200.00 -2.50 67,666 329,041 +2,875
Mar05 041101 213.00 213.00 210.50 211.00 -2.00 25,366 156,464 +8,016
May05 041101 220.50 220.50 218.25 218.75 -1.75 2,940 47,636 +549
Jul05 041101 227.00 227.25 224.75 225.25 -2.25 5,241 55,033 +806
Sep05 041101 234.00 234.00 232.25 232.50 -1.75 1,460 14,586 +772
Dec05 041101 242.00 242.00 240.50 241.25 -1.50 2,107 28,022 +393
Total Volume and Open Interest 104,933 632,961 +13,489
Wheat(CBOT)
Dec04 041101 314.00 314.00 304.50 306.25 -10.25 27,761 110,934 -1,341
Mar05 041101 325.00 325.50 316.75 319.00 -9.50 10,080 32,910 +2,883
May05 041101 330.00 330.00 322.75 324.50 -10.00 197 5,231 -5
Jul05 041101 334.00 334.00 326.00 327.50 -9.50 1,533 9,729 -16
Sep05 041101 333.50 333.50 333.50 333.50 -10.00 9 203 +7
Total Volume and Open Interest 39,722 159,453 +1,635
Wheat(KCBT)
Dec04 041101 344.00 344.50 337.00 339.00 -8.00 10,418 47,554 -1,792
Mar05 041101 348.00 349.00 342.00 344.25 -6.25 3,971 18,429 +810
May05 041101 349.00 349.00 344.00 344.00 -4.75 300 3,788 +95
Jul05 041101 343.00 343.00 336.00 337.00 -6.75 659 7,024 +401
Sep05 041101 345.00 345.00 341.00 341.00 -7.00 5 753 +3
Total Volume and Open Interest 15,354 77,610 -483
Wheat(MGE)
Dec04 041101 365.00 365.75 358.25 360.50 -6.25 2,986 16,575 -111
Mar05 041101 371.50 372.00 365.75 367.25 -7.25 908 10,666 +252
May05 041101 376.50 376.50 371.75 371.75 -6.75 115 4,124 +29
Jul05 041101 372.50 372.50 370.50 370.50 -7.00 70 2,278 +25
Sep05 041101 365.00 366.00 365.00 365.50 -4.50 72 867 +14
Total Volume and Open Interest 4,165 34,608 +218
Oats(CBOT)
Dec04 041101 141.00 141.25 139.25 139.50 -3.25 1,209 4,974 -133
Mar05 041101 148.25 148.25 146.00 146.25 -3.25 168 2,319 +81
May05 041101 152.00 152.00 150.50 150.50 -3.00 0 117 +0
Jul05 041101 155.50 155.50 155.50 155.50 -3.00 0 33 +0
Total Volume and Open Interest 1,377 7,446 -52
Rough Rice(CBOT)
Nov04 041101 6.80 6.80 6.61 6.65 -0.13 41 1,192 -1
Jan05 041101 6.96 7.02 6.74 6.77 -0.17 96 3,032 -28
Mar05 041101 7.10 7.10 6.98 6.98 -0.18 10 814 -1
May05 041101 7.21 7.21 7.21 7.21 -0.18 0 206 +0
Total Volume and Open Interest 147 5,248 -30
Live Cattle(CME)
Dec04 041101 83.900 84.225 83.550 83.950 -0.525 18,732 63,644 -773
Feb05 041101 86.900 87.150 86.450 87.000 -0.200 10,142 24,029 +2,090
Apr05 041101 84.900 85.075 84.500 84.950 -0.175 2,157 10,985 +42
Jun05 041101 81.600 81.750 81.250 81.575 -0.275 1,592 7,327 +73
Aug05 041101 81.850 81.850 81.525 81.775 -0.075 453 3,492 +169
Oct05 041101 82.600 82.600 82.400 82.600 +0.300 37 622 +2
Total Volume and Open Interest 33,394 110,101 +1,280
Feeder Cattle(CME)
Nov04 041101 108.600 109.300 108.500 108.700 -0.500 2,825 5,034 -793
Jan05 041101 105.250 105.850 104.600 104.675 -0.850 4,386 8,167 -315
Mar05 041101 101.000 101.775 101.000 101.200 -0.600 189 1,501 +32
Apr05 041101 100.550 100.700 100.400 100.500 -0.300 49 550 +24
May05 041101 100.100 100.800 100.100 100.450 -0.250 67 636 +32
Aug05 041101 100.700 100.700 100.500 100.600 -0.100 12 40 +8
Total Volume and Open Interest 7,528 15,928 -2,489
Lean Hogs(CME)
Dec04 041101 68.050 69.350 67.700 69.175 +1.725 7,487 50,380 +78
Feb05 041101 67.700 69.200 67.500 69.175 +1.975 4,445 20,656 +724
Apr05 041101 64.900 66.750 64.900 66.625 +1.875 1,054 7,577 +49
May05 041101 65.350 66.250 65.350 66.025 +0.800 110 1,448 +49
Jun05 041101 69.150 70.250 69.150 70.225 +0.875 338 3,729 +53
Jul05 041101 65.750 66.250 65.750 66.150 +0.800 64 1,032 +25
Aug05 041101 61.900 61.975 61.900 61.975 +0.575 23 591 +6
Oct05 041101 53.950 54.500 53.900 54.325 +0.425 27 212 +34
Total Volume and Open Interest 13,555 85,648 +1,021
Pork Bellies(CME)
Feb05 041101 95.000 97.800 95.000 97.800 +3.000 340 1,154 +14
Mar05 041101 97.000 97.000 97.000 97.000 +3.000 2 28 -1
May05 041101 97.750 97.750 97.750 97.750 +3.000 1 34 +0
Jul05 041101 97.500 100.600 97.500 100.600 +3.000 0 8 +0
Aug05 041101 94.900 94.900 94.900 94.900 unch      
Total Volume and Open Interest 343 1,224 +13
Class III Milk(CME)
Nov04 041101 14.10 14.20 14.05 14.15 +0.05 76 4,227 +28
Dec04 041101 13.00 13.08 12.90 12.97 -0.08 121 3,358 -3
Jan05 041101 12.42 12.45 12.41 12.41 -0.04 13 1,824 -1
Feb05 041101 12.26 12.26 12.25 12.25 -0.01 14 1,884 +3
Mar05 041101 12.36 12.38 12.26 12.26 -0.10 53 2,201 +4
Total Volume and Open Interest 397 20,217 -4,376
Cocoa(ICE)
Dec04 041101 1469 1469 1451 1453 -16 5,885 43,470 -629
Mar05 041101 1477 1480 1471 1472 -12 1,890 23,123 +411
May05 041101 1488 1488 1482 1484 -12 1,200 11,410 -80
Jul05 041101 1499 1505 1496 1496 -12 1,820 10,580 -302
Sep05 041101 1514 1517 1508 1508 -10 490 8,004 +562
Dec05 041101 1520 1520 1520 1520 -12 424 8,522 +229
Mar06 041101 1530 1530 1530 1530 -12 0 9,838 +0
Total Volume and Open Interest 13,621 125,622 +2,003
Coffee "C"(ICE)
Dec04 041101 75.00 75.60 73.80 74.20 -0.20 15,039 45,358 -1,099
Mar05 041101 77.70 78.55 76.80 77.25 -0.10 5,401 21,825 +1,712
May05 041101 79.40 80.30 78.60 79.00 -0.05 341 5,379 +197
Jul05 041101 81.20 81.75 80.55 80.75 unch 165 1,913 +71
Sep05 041101 82.70 82.70 82.00 82.20 -0.05 35 1,214 -5
Dec05 041101 85.30 85.30 84.70 84.70 -0.05 30 625 +9
Total Volume and Open Interest 21,111 76,529 +962
Orange Juice(ICE)
Nov04 041101 78.50 79.00 76.00 76.55 -0.70 1,860 3,039 -147
Jan05 041101 80.90 81.50 78.10 78.85 -1.50 1,570 16,079 +940
Mar05 041101 82.80 83.10 79.95 80.50 -1.85 978 11,203 +820
May05 041101 84.75 84.75 82.50 82.75 -2.25 110 4,328 -27
Jul05 041101 85.95 85.95 84.25 84.25 -1.70 3 475 +3
Sep05 041101 85.75 85.75 85.75 85.75 -1.70 0 91 +0
Total Volume and Open Interest 4,626 35,805 +1,694
Sugar #11(ICE)
Mar05 041101 8.62 8.63 8.40 8.46 -0.14 31,055 226,295 -4,320
May05 041101 8.79 8.79 8.58 8.64 -0.12 8,049 41,459 +19
Jul05 041101 8.64 8.64 8.45 8.51 -0.11 3,094 23,341 -289
Oct05 041101 8.65 8.65 8.47 8.54 -0.09 1,160 22,262 -72
Mar06 041101 8.50 8.50 8.37 8.42 -0.11 947 7,797 +162
Total Volume and Open Interest 44,978 324,872 -3,972
Sugar #14(ICE)
Jan05 041101 20.46 20.46 20.41 20.42 +0.01 95 1,648 +33
Mar05 041101 20.50 20.50 20.50 20.50 -0.02 75 3,184 +31
May05 041101 20.57 20.57 20.57 20.57 unch 23 1,896 +1
Jul05 041101 20.68 20.69 20.68 20.68 unch 14 1,496 +0
Sep05 041101 20.77 20.80 20.77 20.80 +0.03 138 2,088 +130
Total Volume and Open Interest 349 10,867 +199
London Cocoa(LCE)
Dec04 041101 836 840 830 832 -1 6,478 79,805 -1,309
Mar05 041101 853 857 851 852 -1 3,176 37,970 +61
May05 041101 867 867 865 866 -1 1,917 17,755 +315
Jul05 041101 884 886 884 884 unch 347 14,991 +29
Sep05 041101 903 904 900 901 unch 568 28,168 +141
Dec05 041101 904 906 902 904 -1 525 11,789 +268
Mar06 041101 911 913 910 912 -1 13 3,424 +5
Total Volume and Open Interest 13,024 194,370 -490
London Coffee(LCE)
Nov04 041101 551.00 556.00 542.00 546.00 +6.00 7,776 22,253 -6,273
Jan05 041101 568.00 576.00 564.00 570.00 +9.00 21,951 74,222 +2,339
Mar05 041101 590.00 596.00 585.00 590.00 +8.00 3,296 34,517 +762
May05 041101 609.00 615.00 604.00 609.00 +8.00 2,090 29,234 +1,747
Jul05 041101 630.00 635.00 625.00 628.00 +8.00 1,270 7,555 +843
Sep05 041101 644.00 649.00 639.00 644.00 +9.00 127 4,674 +52
Total Volume and Open Interest 37,188 174,235 -164
London Sugar(LCE)
Dec04 041101 240.00 240.90 235.30 236.90 -2.10 852 13,328 +5
Mar05 041101 250.00 251.00 246.10 248.00 -2.50 2,426 26,402 +753
May05 041101 257.90 257.90 254.00 255.50 -2.50 514 10,125 -33
Aug05 041101 257.90 257.90 254.00 256.00 -2.20 215 4,636 +15
Oct05 041101 256.00 256.50 254.50 256.50 -1.70 152 2,846 +99
Total Volume and Open Interest 4,238 59,795 +788
Cotton(ICE)
Dec04 041101 44.66 44.90 43.55 43.98 -1.00 8,679 41,769 -280
Mar05 041101 44.40 44.80 43.80 44.20 -0.37 5,358 25,851 +2,522
May05 041101 45.70 45.80 45.25 45.50 -0.20 613 5,525 -104
Jul05 041101 47.00 47.17 46.50 47.02 -0.16 404 6,728 +115
Oct05 041101 49.05 49.05 49.05 49.05 -0.55 0 44 +0
Dec05 041101 50.25 50.25 49.85 50.00 -0.60 257 3,278 +24
Total Volume and Open Interest 15,528 83,808 +2,444
Lumber(CME)
Nov04 041101 316.5 319.0 308.6 308.9 -10.6 549 1,421 -324
Jan05 041101 317.2 317.2 308.7 311.3 -5.9 459 1,729 +17
Mar05 041101 326.5 326.6 316.5 323.0 -3.5 22 235 +5
May05 041101 327.0 327.0 326.1 326.1 -3.4 0 71 -1
Total Volume and Open Interest 1,030 3,468 -303
Crude Oil(NYM)
Dec04 041101 52.00 52.50 49.30 50.13 -1.63 105,368 222,365 -8,010
Jan05 041101 52.00 52.35 49.22 50.01 -1.59 46,091 91,153 +3,658
Feb05 041101 51.65 52.00 49.00 49.73 -1.58 15,739 47,086 +3,730
Mar05 041101 51.15 51.50 48.60 49.30 -1.56 8,216 32,370 +1,006
Apr05 041101 50.55 50.90 48.50 48.83 -1.52 2,388 21,009 -729
May05 041101 48.50 48.50 48.36 48.36 -1.47 3,183 15,101 -174
Jun05 041101 49.60 49.70 47.50 47.89 -1.42 5,030 32,757 +181
Jul05 041101 49.10 49.10 47.00 47.41 -1.38 968 13,089 +398
Aug05 041101 46.52 46.95 46.35 46.95 -1.34 215 9,748 +23
Sep05 041101 48.10 48.10 46.20 46.52 -1.31 717 11,900 +144
Oct05 041101 46.80 46.90 46.13 46.13 -1.27 312 5,648 +84
Nov05 041101 46.60 46.60 45.77 45.77 -1.24 898 9,054 +388
Dec05 041101 46.90 46.90 44.95 45.44 -1.22 8,130 49,984 +872
Jan06 041101 45.12 45.12 45.12 45.12 -1.21 201 7,600 +112
Feb06 041101 44.82 44.82 44.82 44.82 -1.19 32 3,093 -6
Mar06 041101 44.54 44.54 44.54 44.54 -1.17 470 5,493 +236
Total Volume and Open Interest 203,821 716,721 +3,840
Heating Oil(NYM)
Dec04 041101 148.30 148.95 139.00 140.76 -5.65 33,047 72,245 -1,824
Jan05 041101 149.00 149.30 140.00 141.46 -5.55 6,897 33,371 -24
Feb05 041101 147.50 147.60 137.00 140.11 -5.25 3,874 20,258 +88
Mar05 041101 143.00 143.80 136.50 136.86 -4.85 3,140 15,367 +685
Apr05 041101 138.50 138.50 131.00 131.56 -4.65 532 5,248 -15
May05 041101 127.00 128.35 126.70 127.21 -4.40 782 4,514 +171
Jun05 041101 126.50 126.50 124.61 124.61 -4.20 2,433 6,877 +907
Jul05 041101 124.00 124.00 123.26 123.26 -4.15 1,441 4,208 -151
Aug05 041101 124.00 124.00 123.00 123.36 -4.10 146 1,934 +22
Sep05 041101 127.00 127.00 123.96 123.96 -4.10 27 3,561 +25
Oct05 041101 125.50 125.50 124.66 124.66 -4.10 29 308 +16
Nov05 041101 126.00 126.25 125.36 125.36 -4.10 121 425 +21
Total Volume and Open Interest 64,822 180,076 -6,267
Gasoline(NYMEX)
Dec04 041101 133.70 134.70 128.15 129.08 -3.77 27,231 58,698 -2,060
Jan05 041101 135.50 136.20 129.50 130.37 -3.83 6,046 27,665 +1,413
Feb05 041101 136.30 136.30 130.50 131.17 -3.88 1,091 8,615 +137
Mar05 041101 137.00 137.60 131.60 131.92 -3.93 1,873 5,621 +552
Apr05 041101 144.00 144.10 138.50 138.87 -3.98 2,577 11,175 +809
May05 041101 138.00 138.62 138.00 138.62 -3.98 913 9,355 +24
Jun05 041101 138.20 138.20 137.50 137.52 -3.98 259 3,340 +140
Jul05 041101 135.52 135.52 135.52 135.52 -3.98 102 3,889 -104
Aug05 041101 133.07 133.07 133.07 133.07 -3.98 50 1,750 +50
Sep05 041101 129.82 129.82 129.82 129.82 -3.98 25 4,202 -19
Total Volume and Open Interest      
e-MiNY RBOB Gasoline(NYMEX)
Natural Gas(NYM)
Dec04 041101 9.120 9.200 8.610 8.720 -0.005 16,890 70,041 -2,142
Jan05 041101 9.800 9.820 9.260 9.394 +0.011 7,872 51,593 +1,097
Feb05 041101 9.800 9.800 9.260 9.434 +0.016 2,653 24,832 -62
Mar05 041101 9.270 9.300 8.800 8.949 +0.031 2,964 24,480 +352
Apr05 041101 7.650 7.650 7.400 7.484 +0.046 1,707 20,247 +377
May05 041101 7.200 7.200 7.080 7.139 +0.046 1,887 18,308 +836
Jun05 041101 7.160 7.161 7.110 7.161 +0.046 179 11,668 +42
Jul05 041101 7.330 7.330 7.150 7.191 +0.048 1,044 14,692 +35
Aug05 041101 7.260 7.270 7.170 7.216 +0.048 415 11,870 +140
Sep05 041101 7.200 7.210 7.120 7.181 +0.048 320 10,714 -14
Oct05 041101 7.240 7.240 7.150 7.211 +0.048 614 16,882 -174
Nov05 041101 7.580 7.580 7.500 7.556 +0.053 261 8,514 +21
Dec05 041101 7.890 7.890 7.800 7.871 +0.058 470 10,486 +190
Jan06 041101 8.100 8.120 8.070 8.116 +0.063 283 11,960 +180
Feb06 041101 8.086 8.086 8.086 8.086 +0.063 143 8,272 +6
Mar06 041101 7.820 7.820 7.760 7.816 +0.063 322 9,525 -1
Total Volume and Open Interest 41,319 394,157 +176
Brent Crude Oil(ICE)
Dec04 041101 49.40 49.50 46.21 47.06 -1.92 53,777 85,640 +3,319
Jan05 041101 49.18 49.25 46.20 46.99 -1.69 34,451 97,014 +4,797
Feb05 041101 48.68 48.86 46.05 46.75 -1.57 10,432 21,692 +3,052
Mar05 041101 48.30 48.38 45.80 46.37 -1.48 1,472 18,550 -97
Apr05 041101 47.90 47.90 45.80 45.95 -1.43 902 14,578 +350
May05 041101 45.80 45.80 45.52 45.52 -1.39 106 5,264 +72
Jun05 041101 46.85 46.85 44.70 45.09 -1.35 703 18,519 -1,017
Jul05 041101 46.00 46.00 44.67 44.67 -1.30 213 5,824 +0
Aug05 041101 44.29 44.29 44.29 44.29 -1.26 0 2,156 +100
Sep05 041101 43.93 43.93 43.93 43.93 -1.22 0 5,730 +0
Oct05 041101 43.59 43.59 43.59 43.59 -1.19 0 650 +0
Nov05 041101 43.27 43.27 43.27 43.27 -1.17 0 100 +0
Dec05 041101 44.40 44.40 42.30 42.96 -1.16 5,642 42,556 -670
Total Volume and Open Interest 90,535 367,996 +11,856
Gas Oil(ICE)
Nov04 041101 451.00 457.25 416.00 427.00 -18.75 16,200 35,172 -1,202
Dec04 041101 443.25 449.75 413.00 426.50 -11.00 18,103 49,744 -1,355
Jan05 041101 439.50 445.75 411.00 423.25 -11.75 5,933 18,608 -456
Feb05 041101 434.00 434.00 408.00 414.75 -12.50 473 7,147 -49
Mar05 041101 425.25 426.00 403.50 408.25 -9.50 706 5,711 -61
Apr05 041101 416.50 416.50 395.50 399.75 -8.50 207 5,920 +250
May05 041101 409.75 409.75 393.00 393.00 -8.00 400 3,319 +0
Jun05 041101 405.00 405.00 387.00 388.50 -7.50 500 10,347 -525
Jul05 041101 386.50 386.50 386.50 386.50 -7.50 0 1,049 +0
Aug05 041101 384.75 384.75 384.75 384.75 -7.75 0 1,126 +0
Total Volume and Open Interest 42,522 162,658 -4,548
US Dollar Index(ICE)
Dec04 041101 84.760 85.480 84.760 85.340 +0.360 1,591 23,606 +978
Mar05 041101 85.470 85.540 85.320 85.510 +0.360 8 2,718 -4
Jun05 041101 85.630 85.690 85.630 85.690 +0.360 0 12 +0
Total Volume and Open Interest 1,600 26,350 +975
Australian Dollar(CME)
Dec04 041101 74.30 74.50 74.10 74.38 -0.15 1,933 61,669 +859
Mar05 041101 73.78 73.81 73.75 73.81 -0.15 302 461 +114
Jun05 041101 73.24 73.24 73.24 73.24 -0.15 0 121 +0
Total Volume and Open Interest 2,235 62,295 +973
British Pound(CME)
Dec04 041101 182.65 182.95 182.39 182.69 -0.43 1,941 73,002 +1,918
Mar05 041101 181.70 181.80 181.49 181.49 -0.51 14 79 +6
Jun05 041101 180.49 180.49 180.49 180.49 -0.51 0 1 +0
Total Volume and Open Interest 1,955 73,084 +1,924
Canadian Dollar(CME)
Dec04 041101 81.84 81.90 81.54 81.82 -0.13 3,824 109,669 +632
Mar05 041101 81.70 81.73 81.48 81.73 -0.13 145 2,414 +64
Jun05 041101 81.57 81.66 81.57 81.66 -0.13 79 1,550 +365
Sep05 041101 81.59 81.59 81.59 81.59 -0.13 15 667 +0
Total Volume and Open Interest 4,064 114,587 +1,062
Japanese Yen(CME)
Dec04 041101 94.27 94.42 94.03 94.18 -0.48 3,103 153,618 +2,460
Mar05 041101 94.75 95.00 94.69 94.73 -0.45 20 594 +14
Jun05 041101 95.34 95.34 95.34 95.34 -0.45 0 5 +0
Total Volume and Open Interest 3,123 154,218 +2,474
Swiss Franc(CME)
Dec04 041101 83.36 83.53 83.12 83.28 -0.58 3,647 67,675 +286
Mar05 041101 83.57 83.57 83.57 83.57 -0.58 2 59 +0
Jun05 041101 83.89 83.89 83.89 83.89 -0.58 0 68 +0
Total Volume and Open Interest 3,649 67,802 +286
EuroFX(CME)
Dec04 041101 127.47 127.72 127.16 127.43 -0.44 8,548 149,785 +2,224
Mar05 041101 127.53 127.70 127.45 127.46 -0.44 415 2,562 +19
Jun05 041101 127.52 127.52 127.52 127.52 -0.44 10 172 +10
Total Volume and Open Interest 8,973 152,534 +2,252
Mexican Peso(CME)
Nov04 041101 865.5 865.5 864.0 865.5 +1.5      
Dec04 041101 860.0 862.0 858.5 861.2 +1.5 8,678 55,921 -392
Total Volume and Open Interest 8,678 57,125 -392
30-Year T-Bonds(CBOT)
Dec04 041101 113~280 113~280 113~010 113~040 -0~230 288,982 572,311 -21,279
Mar05 041101 112~190 112~240 112~020 112~030 -0~230 4,761 33,023 +3,183
Jun05 041101 111~040 111~040 111~030 111~030 -0~220 4 126 +1
Total Volume and Open Interest 293,747 605,460 -18,095
10-Year T-Notes(CBOT)
Dec04 041101 113~180 113~180 113~025 113~040 -0~140 806,666 1,582,744 -17,293
Mar05 041101 112~270 112~280 112~155 112~165 -0~140 22,200 131,413 +911
Jun05 041101 111~190 111~190 111~175 111~175 -0~135 1 2,748 +1
Total Volume and Open Interest 828,867 1,716,905 -16,381
5-Year T-Notes(CBOT)
Dec04 041101 111~038 111~048 111~010 111~016 -0~032 371,024 0 -1,052,154
Mar05 041101 110~060 110~060 110~034 110~034 -0~034 217 0 -77,657
Jun05 041101 109~088 109~088 109~088 109~088 -0~032 0 15 +0
Total Volume and Open Interest 371,241 15 +0
2 Year T-Notes(CBOT)
Dec04 041101 105~110 105~114 105~100 105~102 -0~010 1,455 206,374 -501
Total Volume and Open Interest 1,455 206,374 -501
Eurodollars(CME)
Dec04 041101 97.660 97.675 97.650 97.655 -0.020 30,451 956,090 -6,623
Mar05 041101 97.450 97.460 97.410 97.415 -0.055 44,843 888,551 +2,129
Jun05 041101 97.275 97.290 97.225 97.230 -0.065 37,932 821,895 +13,969
Sep05 041101 97.095 97.115 97.040 97.050 -0.070 39,057 712,046 -17,211
Dec05 041101 96.895 96.910 96.845 96.850 -0.065 28,171 531,422 -15,236
Mar06 041101 96.720 96.740 96.680 96.685 -0.055 35,237 442,737 +3,352
Jun06 041101 96.555 96.580 96.520 96.525 -0.050 19,936 307,390 +4,668
Sep06 041101 96.405 96.420 96.365 96.370 -0.055 23,581 246,632 -1,603
Dec06 041101 96.250 96.275 96.210 96.220 -0.060 8,724 196,718 +1,782
Mar07 041101 96.120 96.145 96.090 96.090 -0.065 12,117 169,537 -1,995
Jun07 041101 95.995 96.020 95.950 95.960 -0.070 5,159 157,488 +496
Sep07 041101 95.870 95.900 95.830 95.840 -0.070 8,361 113,095 +1,849
Dec07 041101 95.745 95.770 95.700 95.715 -0.070 3,143 91,281 -34
Mar08 041101 95.640 95.665 95.595 95.610 -0.070 5,611 84,379 -1,369
Jun08 041101 95.525 95.555 95.485 95.495 -0.075 2,959 84,409 +569
Sep08 041101 95.430 95.450 95.385 95.390 -0.075 5,411 76,485 +446
Dec08 041101 95.320 95.330 95.270 95.275 -0.080 1,792 58,598 +48
Mar09 041101 95.225 95.230 95.170 95.175 -0.080 2,428 47,112 +251
Total Volume and Open Interest 320,737 6,164,648 -15,398
30 Day Federal Funds(CBOT)
Nov04 041101 98.090 98.090 98.080 98.090 -0.010 1,672 184,580 +1,146
Dec04 041101 97.930 97.930 97.930 97.930 -0.010 3,668 143,145 +1,573
Jan05 041101 97.860 97.880 97.860 97.870 -0.010 5,368 109,295 +596
Feb05 041101 97.700 97.700 97.680 97.690 -0.030 1,828 28,043 -174
Mar05 041101 97.640 97.640 97.640 97.640 -0.030 10 6,381 +1
Apr05 041101 97.570 97.570 97.540 97.550 -0.050 0 451 +0
Total Volume and Open Interest 12,766 566,897 +3,142
30 Day Fed Funds(e-CBOT)
Nov04 041101 98.090 98.095 98.085 98.085 -0.010 5,944 0 +0
Dec04 041101 97.940 97.940 97.930 97.935 -0.005 9,685 0 +0
Jan05 041101 97.875 97.875 97.865 97.870 -0.010 6,659 0 +0
Feb05 041101 97.705 97.710 97.685 97.690 -0.025 2,270 0 +0
Mar05 041101 97.655 97.660 97.635 97.635 -0.030 423 0 +0
Apr05 041101 97.600 97.600 97.555 97.555 -0.045 1 0 +0
Total Volume and Open Interest 28,052    
3-Mth Euro-Yen(CME)
Dec04 041101 99.92 99.92 99.92 99.92 unch 200 11,719 -209
Mar05 041101 99.89 99.89 99.89 99.89 unch 0 35,561 -76
Jun05 041101 99.87 99.87 99.87 99.87 unch 150 21,424 -104
Sep05 041101 99.81 99.81 99.81 99.81 -0.01 274 8,567 +559
Dec05 041101 99.74 99.74 99.74 99.74 unch 0 7,181 +15
Mar06 041101 99.65 99.65 99.65 99.65 -0.02 0 10,755 -95
Jun06 041101 99.57 99.57 99.57 99.57 -0.01 0 2,719 +0
Sep06 041101 99.47 99.47 99.47 99.47 -0.01 0 2,174 +0
Dec06 041101 99.35 99.35 99.35 99.35 unch 0 411 +0
Mar07 041101 99.24 99.24 99.24 99.24 unch 0 6 +0
Total Volume and Open Interest 624 101,454 +90
3-Mth Euro-Yen(SGX)
Dec04 041101 99.92 99.92 99.92 99.92 +0.00 2 60,271 +1,366
Mar05 041101 99.89 99.89 99.89 99.89 +0.00 2,607 83,596 -296
Jun05 041101 99.86 99.87 99.86 99.87 unch 174 79,991 -1
Sep05 041101 99.81 99.82 99.81 99.81 unch 198 44,453 +726
Dec05 041101 99.75 99.75 99.74 99.74 unch 2,044 36,917 +63
Mar06 041101 99.65 99.67 99.65 99.66 unch 15 31,263 +541
Jun06 041101 99.57 99.57 99.56 99.57 unch 125 14,595 +259
Sep06 041101 99.46 99.47 99.46 99.46 unch 0 5,949 +2
Total Volume and Open Interest 5,345 370,635 +2,660
Japanese Gov't Bonds(SGX)
Dec04 041101 138.35 138.36 137.97 137.97 -0.23 1,732 26,436 -2,206
Mar05 041101 137.18 137.18 137.02 137.02 -0.23 4 0 +0
Jun05 041101 137.02 137.02 137.02 137.02 -0.23      
Total Volume and Open Interest 1,736 26,436 -2,206
Euro-Bund(EUREX)
Dec04 041101 116.94 117.09 116.82 116.86 -0.08 511,377 1,347,258 +7,643
Mar05 041101 116.16 116.26 116.11 116.13 -0.08 708 28,209 +397
Jun05 041101 115.83 115.83 115.76 115.76 +0.32 1 240 +0
Total Volume and Open Interest 512,086 1,375,707 +8,040
Euro-Bobl(EUREX)
Dec04 041101 112.34 112.46 112.29 112.32 -0.01 297,689 826,540 -4,467
Mar05 041101 112.04 112.10 112.01 112.02 -0.01 152 13,820 +73
Jun05 041101 111.32 111.32 111.32 111.32 -0.01 207 800 +0
Total Volume and Open Interest 298,048 841,160 -4,394
3-Mth Euribor(EUREX)
Dec04 041101 97.825 97.830 97.820 97.830 +0.005 345 10,518 -72
Mar05 041101 97.735 97.740 97.735 97.735 unch 52 6,484 -391
Jun05 041101 97.640 97.655 97.640 97.655 +0.035 300 3,970 -21
Total Volume and Open Interest 781 27,580 -465
Long Gilt(LIFFE)
Dec04 041101 108~11 108~15 108~06 108~10 -0~02 38,944 202,846 -4,541
Mar05 041101 109~28 109~29 109~28 109~29 +0~03      
Total Volume and Open Interest 38,944 202,846 -4,541
3-Mth Short Sterling(LIFFE)
Dec04 041101 95.09 95.10 95.08 95.09 unch 44,030 246,407 +7,947
Mar05 041101 95.06 95.08 95.05 95.07 +0.01 30,743 268,171 +109
Jun05 041101 95.09 95.11 95.07 95.10 +0.01 31,236 208,358 -85
Sep05 041101 95.12 95.14 95.10 95.13 +0.01 19,417 179,916 +2,210
Dec05 041101 95.13 95.15 95.11 95.14 +0.02 15,861 177,523 +668
Mar06 041101 95.12 95.14 95.09 95.13 +0.02 4,433 95,919 +672
Total Volume and Open Interest 153,119 1,363,033 +12,863
3-Mth Euribor(LIFFE)
Dec04 041101 97.820 97.830 97.820 97.825 unch 44,018 626,349 -4,050
Mar05 041101 97.735 97.750 97.730 97.740 +0.010 97,719 540,033 -3,104
Jun05 041101 97.635 97.660 97.625 97.640 +0.015 114,854 538,747 +5,501
Total Volume and Open Interest 474,744 3,097,184 -472
3-Mth Aus T-Bills(SFE)
Dec04 041101 94.58 94.59 94.57 94.58 unch 15,006 169,582 -23,058
Mar05 041101 94.53 94.56 94.53 94.54 +0.01 11,859 188,359 -20,536
Jun05 041101 94.51 94.53 94.50 94.52 +0.02 2,924 52,131 -2,127
Sep05 041101 94.52 94.52 94.49 94.50 +0.02 1,249 28,934 -334
Dec05 041101 94.47 94.48 94.46 94.48 +0.03 400 16,182 -69
Mar06 041101 94.44 94.46 94.44 94.46 +0.04 528 11,816 +168
Jun06 041101 94.42 94.44 94.42 94.44 +0.04 465 9,146 +220
Sep06 041101 94.40 94.41 94.40 94.41 +0.04 205 4,189 +43
Dec06 041101 94.36 94.38 94.36 94.38 +0.05 110 2,820 +30
Mar07 041101 94.33 94.34 94.33 94.34 +0.05 3 1,797 +0
Total Volume and Open Interest 32,782 488,217 -45,635
10-Year Aus T-Bonds(SFE)
Dec04 041101 94.61 94.66 94.60 94.65 +0.04 13,036 252,796 +2,170
Mar05 041101 94.65 94.65 94.65 94.65 +0.04      
Total Volume and Open Interest 13,036 252,796 +2,170
3-Year Aus T-Bonds(SFE)
Dec04 041101 94.81 94.86 94.80 94.85 +0.04 38,720 395,038 -9,686
Mar05 041101 94.85 94.85 94.85 94.85 +0.04      
Total Volume and Open Interest 38,720 395,038 -9,686
Gold(CMX)
Dec04 041101 429.2 431.5 427.0 428.2 -1.2 41,038 250,406 +1,463
Feb05 041101 430.5 433.2 429.1 429.9 -1.3 4,733 16,845 +315
Apr05 041101 433.0 435.0 431.0 431.6 -1.3 404 5,503 +222
Jun05 041101 435.5 437.3 432.5 433.4 -1.2 399 14,989 +134
Aug05 041101 435.3 435.3 435.3 435.3 -1.2 0 6,324 +0
Oct05 041101 437.3 437.3 437.3 437.3 -1.2 144 2,517 +0
Dec05 041101 442.0 443.0 439.0 439.3 -1.2 117 9,200 +22
Feb06 041101 441.5 441.5 441.5 441.5 -1.2 0 844 +0
Apr06 041101 443.7 443.7 443.7 443.7 -1.2 0 491 +0
Jun06 041101 447.5 447.5 445.8 445.8 -1.2 1 8,314 +0
Aug06 041101 448.2 448.2 448.2 448.2 -1.2 0 200 +0
Total Volume and Open Interest 47,113 323,654 +2,116
Silver(CMX)
Dec04 041101 730.5 737.5 723.5 733.0 +2.5 14,016 89,188 -1,772
Mar05 041101 735.5 742.0 728.5 737.2 +2.5 3,594 17,742 +2,009
May05 041101 737.0 742.0 737.0 739.6 +2.5 29 2,425 +4
Jul05 041101 738.0 742.3 737.0 742.3 +2.5 13 2,115 -1
Sep05 041101 744.5 744.5 744.5 744.5 +2.5 5 562 +2
Dec05 041101 749.0 754.0 747.0 747.8 +2.5 7 3,661 +3
Mar06 041101 750.7 750.7 750.7 750.7 +2.5 0 1 +0
Total Volume and Open Interest 17,671 117,328 +243
Platinum(NYMEX)
Jan05 041101 835.0 838.0 828.0 832.4 -0.6 1,135 5,625 -97
Apr05 041101 830.4 830.4 830.4 830.4 -0.6 20 353 +20
Total Volume and Open Interest 1,155 5,978 -77
Palladium(NYMEX)
Dec04 041101 211.50 217.00 208.00 210.75 -1.45 624 9,564 -21
Mar05 041101 215.00 215.00 211.80 212.50 -1.45 69 218 +28
Jun05 041101 215.50 215.50 215.50 215.50 -1.45 0 5 +0
Total Volume and Open Interest 693 9,787 +7
Copper(CMX)
Dec04 041101 131.60 132.60 130.50 130.75 -3.00 18,918 42,430 +95
Mar05 041101 130.00 131.10 129.30 129.45 -2.95 4,795 10,998 +1,159
May05 041101 125.50 126.00 124.95 124.95 -2.75 70 3,220 -4
Jul05 041101 121.70 121.70 120.35 120.35 -3.05 19 1,634 +9
Sep05 041101 118.00 118.00 117.15 117.15 -2.75 11 1,561 +2
Total Volume and Open Interest 24,226 69,665 +1,154
Aluminum(CMX)
Nov04 041101 88.60 88.60 88.60 88.60 -0.30 38 878 -17
Dec04 041101 88.30 88.30 88.20 88.20 -0.10 38 1,222 +0
Jan05 041101 87.80 87.80 87.80 87.80 unch 0 618 +0
Feb05 041101 87.40 87.40 87.40 87.40 +0.10 0 584 +0
Mar05 041101 87.00 87.00 87.00 87.00 +0.10 0 601 +0
Apr05 041101 86.60 86.60 86.60 86.60 +0.20 0 486 +0
Total Volume and Open Interest 76 9,863 -17
DJIA Index(CBOT)
Dec04 041101 10015 10070 10000 10042 +33 5,370 41,979 -849
Mar05 041101 10015 10055 10015 10038 +33 1 46 +1
Jun05 041101 10046 10046 10046 10046 +33 0 1 +0
Total Volume and Open Interest 5,371 42,027 -848
S & P 500(CME)
Dec04 041101 1131.00 1133.70 1127.60 1130.80 +0.50 38,594 622,237 -4,169
Mar05 041101 1132.10 1132.10 1132.10 1132.10 +0.50 1,566 24,517 +1,212
Jun05 041101 1134.40 1134.40 1134.40 1134.40 +0.60 50 2,378 +50
Sep05 041101 1136.90 1136.90 1136.90 1136.90 +0.70 0 66 +0
Total Volume and Open Interest 40,230 649,348 -2,894
S & P 500 E-Mini(Globex)
Dec04 041101 1127.50 1134.00 1126.25 1130.75 +0.50 556,564 768,841 +12,205
Mar05 041101 1127.75 1135.00 1127.75 1132.00 +0.50 4,773 11,901 +4,148
Total Volume and Open Interest 561,337 780,742 +16,353
NASDAQ 100(CME)
Dec04 041101 1490.00 1498.50 1482.00 1491.50 +1.50 11,844 75,888 +401
Mar05 041101 1490.00 1499.00 1490.00 1499.00 +1.50 0 41 +0
Jun05 041101 1506.00 1506.00 1506.00 1506.00 +1.50      
Total Volume and Open Interest 11,844 75,929 +401
NASDAQ 100 E-Mini(Globex)
Dec04 041101 1481.00 1498.50 1481.00 1491.50 +1.50 285,547 319,771 +8,615
Mar05 041101 1493.00 1504.50 1493.00 1499.00 +1.50 117 1,891 +73
Total Volume and Open Interest 285,664 321,662 +8,688
S & P Midcap 400(CME)
Dec04 041101 603.50 603.50 600.50 602.25 -0.55 326 13,630 -64
Mar05 041101 602.75 602.75 602.75 602.75 -0.55 0 1 +0
Jun05 041101 602.75 602.75 602.75 602.75 -0.55      
Total Volume and Open Interest 326 13,631 -64
Russell 2000(CME)
Dec04 041101 585.00 588.00 580.75 587.25 +2.75 977 26,898 +85
Mar05 041101 587.25 587.25 587.25 587.25 +2.75      
Jun05 041101 587.25 587.25 587.25 587.25 +2.75      
Total Volume and Open Interest 977 26,898 +85
Russell 2000 E-Mini(Globex)
Dec04 041101 583.50 588.30 580.60 587.30 +2.80 69,160 89,168 -3,458
Mar05 041101 583.50 587.30 583.50 587.30 +2.80 3 180 +1
Total Volume and Open Interest 69,163 89,348 -3,457
Nikkei 225(CME)
Dec04 041101 10695 10740 10680 10715 -35 9,767 158,553 +0
Mar05 041101 10715 10715 10715 10715 -35 0 3 +0
Total Volume and Open Interest 9,767 158,559 +0
Nikkei 225(SGX)
Dec04 041101 10695 10740 10680 10715 -35 9,767 158,553 +0
Mar05 041101 10715 10715 10715 10715 -35 0 3 +0
Jun05 041101 10670 10670 10670 10670 -35 0 3 +0
Total Volume and Open Interest 9,767 158,559 +0
CAC 40(EURONEXT)
Nov04 041101 3708.0 3746.5 3705.0 3740.0 +26.0 48,209 394,076 +8,300
Dec04 041101 3704.0 3740.0 3702.5 3738.0 +26.5 2,060 137,866 +103
Jan05 041101 3744.0 3744.0 3744.0 3744.0 +26.5      
Total Volume and Open Interest 50,269 540,968 +8,403
Hang Seng Index(HKFE)
Nov04 041101 13070 13076 12964 13060 +20 17,446 104,013 +2,814
Dec04 041101 13003 13063 12960 13063 +31 59 1,230 -1
Total Volume and Open Interest 17,519 107,817 +2,819
DAX(EUREX)
Dec04 041101 3973.5 4031.0 3969.0 4012.0 +35.5 80,806 160,617 +705
Mar05 041101 3994.0 4050.0 3993.0 4034.0 +36.0 411 9,676 -1
Jun05 041101 4042.0 4075.0 4041.5 4056.5 +35.5 40 1,744 +177
Total Volume and Open Interest 81,257 172,037 +881
FT-SE 100(EURONEXT)
Dec04 041101 4640.00 4694.00 4637.50 4685.50 +47.00 61,831 455,711 +3,848
Mar05 041101 4670.00 4687.00 4670.00 4687.00 +47.00 6 19,808 +2
Jun05 041101 4688.00 4706.50 4688.00 4706.50 +47.50 0 13,405 +0
Total Volume and Open Interest 61,837 488,924 +3,850
SPI 200(SFE)
Dec04 041101 3782.0 3798.0 3782.0 3798.0 +17.0 11,945 166,204 -3,916
Mar05 041101 3799.0 3807.0 3798.0 3807.0 +18.0 183 3,190 -21
Jun05 041101 3818.0 3818.0 3818.0 3818.0 +18.0 0 3,135 +5
Total Volume and Open Interest 12,128 176,144 -3,979
GSCI(CME)
Nov04 041101 358.40 359.80 344.80 345.90 -9.25 593 16,903 -134
Dec04 041101 362.10 362.10 350.60 350.60 -8.90 109 116 +103
Jan05 041101 350.00 350.00 350.00 350.00 -6.70 0 1 +1
Total Volume and Open Interest 702 17,020 -30
RJ/CRB Index(ICE)
Nov04 041101 283.75 285.00 281.00 281.00 -3.75 25 239 -1
Jan05 041101 283.25 284.50 280.50 280.50 -3.00 0 240 +0
Feb05 041101 278.50 278.50 278.50 278.50 -2.75 0 34 +0
Total Volume and Open Interest 25 614 -1
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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