MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Tue December 21, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan05 041221 548.00 552.00 547.00 549.00 -1.00 32,263 57,938 -4,831
Mar05 041221 547.50 551.00 546.00 546.75 -1.75 54,460 106,245 +2,358
May05 041221 551.50 554.50 550.50 552.25 -0.25 7,132 38,427 +969
Jul05 041221 558.00 561.00 556.50 558.00 -0.25 4,439 26,791 -75
Aug05 041221 559.50 562.00 559.50 560.50 unch 199 2,246 -25
Sep05 041221 560.00 564.00 560.00 560.25 -0.75 4 757 +1
Nov05 041221 567.00 571.00 565.50 567.75 -1.00 2,443 14,454 +551
Total Volume and Open Interest 100,941 246,959 -1,052
Soybean Meal(CBOT)
Jan05 041221 159.30 159.90 158.60 159.20 -0.90 9,349 21,781 -834
Mar05 041221 159.30 160.70 159.00 159.70 unch 10,661 45,940 +86
May05 041221 161.60 163.00 161.50 162.40 unch 2,818 19,774 +142
Jul05 041221 164.70 166.00 164.50 165.50 +0.20 3,063 29,820 -625
Aug05 041221 167.00 167.30 166.50 166.80 +0.10 138 9,680 +141
Sep05 041221 168.80 169.00 168.10 168.20 unch 360 6,410 +94
Oct05 041221 169.00 170.50 169.00 169.10 unch 485 5,927 +100
Dec05 041221 172.00 173.30 172.00 172.30 +0.30 889 6,297 +356
Total Volume and Open Interest 27,778 146,088 -538
Soybean Oil(CBOT)
Jan05 041221 20.75 20.93 20.75 20.86 -0.01 8,543 25,890 -2,976
Mar05 041221 20.87 21.05 20.85 20.99 +0.02 14,763 60,512 -290
May05 041221 20.95 21.10 20.90 21.09 +0.07 1,686 21,151 +346
Jul05 041221 21.04 21.20 20.98 21.17 +0.13 1,738 22,175 -241
Aug05 041221 21.00 21.15 20.95 21.13 +0.14 276 5,868 -166
Sep05 041221 20.95 21.15 20.95 21.02 +0.09 3 4,012 +1
Oct05 041221 20.95 21.10 20.95 21.02 +0.21 68 4,456 +30
Dec05 041221 20.80 21.00 20.80 21.00 +0.15 341 8,695 +126
Total Volume and Open Interest 27,418 153,692 -3,170
Canola(WCE)
Jan05 041221 277.9 281.9 277.9 281.0 +1.3 5,601 14,944 -3,970
Mar05 041221 280.2 284.4 280.2 283.5 +0.7 5,578 38,241 +2,706
May05 041221 286.8 288.9 286.8 287.2 +0.2 304 2,593 +272
Jul05 041221 291.0 291.0 291.0 291.0 +2.1 1 2,007 +7
Sep05 041221 293.0 293.0 293.0 293.0 +0.7 0 5 +0
Total Volume and Open Interest 11,541 69,796 -1,037
Corn(CBOT)
Mar05 041221 206.00 206.25 205.00 205.75 -0.75 39,126 352,281 -1,188
May05 041221 213.25 213.50 212.25 213.00 -0.75 5,523 84,766 -201
Jul05 041221 220.75 221.00 219.50 220.50 -0.75 3,113 76,000 +483
Sep05 041221 228.25 228.50 227.75 228.00 -1.00 474 22,406 +183
Dec05 041221 237.50 237.75 236.75 237.50 -0.50 1,366 54,790 +432
Mar06 041221 244.50 245.00 244.00 244.50 -0.75 74 1,941 +30
Total Volume and Open Interest 49,865 595,664 -183
Wheat(CBOT)
Mar05 041221 307.00 307.50 302.50 305.50 -0.50 20,478 146,331 -1,008
May05 041221 313.50 314.25 310.00 312.25 -0.75 1,195 15,168 +121
Jul05 041221 320.00 321.50 317.25 319.00 unch 1,598 15,530 -152
Sep05 041221 325.50 326.00 324.50 325.50 -0.50 11 593 +0
Dec05 041221 337.50 337.50 335.00 335.50 -0.50 310 8,486 +51
Total Volume and Open Interest 23,601 186,152 -987
Wheat(KCBT)
Mar05 041221 337.50 340.00 333.00 337.25 -2.75 8,967 50,162 -766
May05 041221 330.00 331.00 325.50 329.75 -1.25 856 6,097 -88
Jul05 041221 326.00 328.50 323.00 327.00 -0.25 724 9,565 +256
Sep05 041221 331.00 334.00 331.00 332.00 unch 23 2,235 -9
Dec05 041221 344.50 344.50 341.50 343.00 unch 9 1,274 +0
Total Volume and Open Interest 10,579 69,653 -607
Wheat(MGE)
Dec04 041220 343.50 343.50 341.00 341.00 +4.00 18 20 +18
Mar05 041221 347.00 348.50 343.00 346.75 -1.50 3,061 21,472 +243
May05 041221 352.50 352.50 348.50 351.50 -1.50 529 6,606 +25
Jul05 041221 353.00 353.00 351.00 352.00 -1.00 27 3,114 +10
Sep05 041221 350.00 350.00 349.00 350.00 unch 31 1,374 +17
Total Volume and Open Interest 3,653 32,960 +275
Oats(CBOT)
Mar05 041221 158.50 159.00 157.50 159.00 +1.50 621 5,970 -36
May05 041221 155.75 157.75 155.75 157.00 +1.50 69 590 +35
Jul05 041221 154.25 157.75 154.25 157.00 +3.00 1 132 +1
Sep05 041221 156.50 156.50 156.50 156.50 unch 0 5 +0
Total Volume and Open Interest 691 6,700 +0
Rough Rice(CBOT)
Jan05 041221 7.60 7.60 7.55 7.56 -0.03 755 2,028 -76
Mar05 041221 7.74 7.77 7.72 7.74 -0.01 721 2,370 +213
May05 041221 7.95 7.97 7.90 7.90 unch 0 271 +0
Jul05 041221 8.04 8.04 8.04 8.04 +0.04 5 67 +0
Total Volume and Open Interest 1,476 4,738 +137
Live Cattle(CME)
Dec04 041221 88.850 90.250 88.800 89.700 +1.125 1,149 4,670 -699
Feb05 041221 90.000 91.650 89.850 91.175 +1.450 8,379 71,758 +437
Apr05 041221 87.450 89.000 87.200 88.550 +1.225 4,454 20,228 +508
Jun05 041221 81.875 82.950 81.700 82.650 +0.775 872 11,403 -28
Aug05 041221 80.525 81.750 80.450 81.700 +1.050 339 7,966 +77
Oct05 041221 81.400 82.500 81.400 82.500 +1.025 171 4,767 +79
Total Volume and Open Interest 15,408 123,478 +394
Feeder Cattle(CME)
Jan05 041221 103.400 105.400 103.150 105.300 +1.975 1,354 5,786 -357
Mar05 041221 99.650 101.900 99.400 101.850 +2.175 968 5,304 +265
Apr05 041221 97.850 100.000 97.850 99.975 +1.950 107 1,904 +4
May05 041221 97.800 99.250 97.750 99.200 +1.350 93 2,069 +4
Aug05 041221 99.650 100.900 99.600 100.900 +1.475 64 693 +11
Sep05 041221 99.250 99.500 99.250 99.500 +0.950 2 20 +2
Oct05 041221 99.000 99.500 99.000 99.500 +1.100 0 2 +0
Total Volume and Open Interest 2,590 15,791 -69
Lean Hogs(CME)
Feb05 041221 72.500 73.250 72.300 73.100 unch 4,535 59,896 +95
Apr05 041221 71.700 72.450 71.350 72.375 +0.175 2,109 16,371 +50
May05 041221 69.750 70.600 69.600 70.550 +0.050 163 2,728 -12
Jun05 041221 72.150 72.775 71.700 72.750 +0.375 1,208 9,018 +180
Jul05 041221 68.250 69.150 68.250 69.075 +0.400 120 2,253 +40
Aug05 041221 65.100 65.250 64.750 65.250 +0.200 12 1,861 +3
Oct05 041221 57.550 57.825 57.525 57.825 -0.175 8 786 +4
Dec05 041221 55.500 55.500 55.475 55.475 -0.225 2 368 -6
Total Volume and Open Interest 8,157 93,281 +354
Pork Bellies(CME)
Feb05 041221 97.275 97.550 96.800 97.200 -0.075 252 1,697 -4
Mar05 041221 96.750 97.000 96.750 96.850 -0.500 5 94 +1
May05 041221 99.000 99.100 98.000 98.000 -0.375 0 72 +0
Jul05 041221 100.400 100.400 100.400 100.400 -0.325 0 24 +0
Aug05 041221 98.250 98.250 98.250 98.250 -0.250 0 5 +0
Total Volume and Open Interest 257 1,892 -3
Class III Milk(CME)
Dec04 041221 16.45 16.50 16.41 16.50 +0.05 144 4,755 +10
Jan05 041221 13.83 13.90 13.77 13.85 +0.01 231 3,270 +44
Feb05 041221 13.60 13.74 13.60 13.72 +0.12 79 2,800 +14
Mar05 041221 13.05 13.30 13.00 13.25 +0.27 52 2,703 +32
Apr05 041221 13.10 13.45 13.10 13.45 +0.35 53 1,644 +21
Total Volume and Open Interest 913 23,226 +267
Cocoa(ICE)
Mar05 041221 1585 1590 1569 1572 -19 3,538 47,655 -600
May05 041221 1585 1585 1576 1576 -20 420 13,883 -89
Jul05 041221 1591 1593 1578 1580 -20 417 12,169 +83
Sep05 041221 1595 1595 1583 1583 -18 32 10,748 +0
Dec05 041221 1591 1594 1583 1583 -18 76 9,675 +51
Mar06 041221 1584 1584 1584 1584 -20 45 11,979 +0
May06 041221 1587 1587 1587 1587 -19 25 2,288 +24
Total Volume and Open Interest 4,521 119,247 -531
Coffee "C"(ICE)
Dec04 041220 106.20 106.20 103.40 105.10 +2.80 31 92 -84
Mar05 041221 107.00 108.70 104.90 105.05 -1.75 13,483 86,770 +523
May05 041221 109.00 110.75 107.10 107.25 -1.70 2,175 14,206 +1,013
Jul05 041221 110.30 112.50 108.90 108.90 -1.70 897 4,339 +228
Sep05 041221 111.70 113.50 110.40 110.40 -1.70 158 4,524 +101
Dec05 041221 114.00 116.00 112.25 112.85 -1.70 31 1,162 +4
Total Volume and Open Interest 16,819 111,679 +1,825
Orange Juice(ICE)
Jan05 041221 86.80 87.00 84.80 86.25 -0.55 2,040 5,254 -1,214
Mar05 041221 88.10 88.10 86.10 87.65 -0.45 2,541 19,795 +885
May05 041221 89.40 89.45 88.00 89.00 -0.45 146 7,967 +74
Jul05 041221 90.00 90.00 90.00 90.00 -0.45 39 864 -15
Sep05 041221 91.00 91.00 91.00 91.00 -0.45 0 94 +0
Nov05 041221 91.25 92.00 91.25 92.00 -0.45 3 570 +0
Total Volume and Open Interest 4,766 34,668 -270
Sugar #11(ICE)
Mar05 041221 8.90 8.90 8.81 8.85 -0.03 44,938 209,795 +3,276
May05 041221 9.08 9.10 9.03 9.07 -0.01 11,806 50,029 +3,545
Jul05 041221 9.02 9.07 9.01 9.04 -0.01 7,612 32,044 +3,060
Oct05 041221 9.00 9.05 8.99 9.02 unch 5,440 24,354 +1,814
Mar06 041221 8.99 9.00 8.98 8.99 -0.01 1,033 10,814 +553
Total Volume and Open Interest 71,067 332,290 +12,122
Sugar #14(ICE)
Mar05 041221 20.50 20.51 20.50 20.51 +0.04 0 4,097 +0
May05 041221 20.55 20.55 20.54 20.54 +0.01 0 2,165 +0
Jul05 041221 20.85 20.88 20.85 20.88 +0.04 5 1,756 +0
Sep05 041221 20.84 20.87 20.84 20.87 +0.03 7 2,496 +5
Nov05 041221 20.80 20.81 20.80 20.81 +0.01 5 764 +3
Total Volume and Open Interest 19 11,364 +10
London Cocoa(LCE)
Mar05 041221 844 854 841 845 -1 10,738 66,187 +2,186
May05 041221 855 865 855 857 -3 1,620 21,764 -24
Jul05 041221 875 884 873 876 -2 767 23,500 +145
Sep05 041221 891 896 889 892 -1 2,491 45,330 +1,088
Dec05 041221 885 886 885 886 +2 925 38,147 +374
Mar06 041221 894 895 894 895 +1 1,020 12,254 +890
May06 041221 905 905 905 905 +1 625 1,620 +597
Total Volume and Open Interest 18,186 209,345 +5,256
London Coffee(LCE)
Jan05 041221 754.00 760.00 731.00 735.00 -17.00 2,203 17,439 -1,361
Mar05 041221 797.00 799.00 771.00 774.00 -17.00 5,923 60,555 +381
May05 041221 815.00 820.00 794.00 797.00 -15.00 1,358 41,748 +142
Jul05 041221 834.00 839.00 810.00 815.00 -15.00 312 13,241 +138
Sep05 041221 855.00 855.00 832.00 832.00 -15.00 154 6,703 +154
Nov05 041221 869.00 869.00 846.00 851.00 -12.00 0 2,204 +0
Total Volume and Open Interest 9,950 142,909 -546
London Sugar(LCE)
Mar05 041221 251.00 251.20 249.00 251.00 -0.70 4,036 26,851 -559
May05 041221 261.50 263.00 260.00 263.00 -0.20 1,558 13,035 +664
Aug05 041221 263.00 263.90 261.50 263.90 +0.60 409 6,478 +95
Oct05 041221 260.70 263.90 260.00 263.90 +0.60 38 3,704 +18
Dec05 041221 263.90 263.90 263.90 263.90 +0.60 24 1,753 +1
Total Volume and Open Interest 6,065 53,392 +219
Cotton(ICE)
Mar05 041221 44.20 44.25 43.60 43.62 -0.37 6,853 53,963 -1,445
May05 041221 43.75 43.90 43.65 43.76 -0.10 1,361 10,279 +222
Jul05 041221 44.50 44.60 44.30 44.48 -0.02 498 10,811 +138
Oct05 041221 46.05 46.05 46.05 46.05 -0.25 0 274 +0
Dec05 041221 47.40 47.40 47.10 47.10 -0.30 96 6,513 +4
Mar06 041221 49.05 49.05 49.05 49.05 -0.40 67 933 +0
Total Volume and Open Interest 8,808 83,346 -1,081
Lumber(CME)
Jan05 041221 327.7 338.2 326.6 338.2 +10.0 673 2,229 -109
Mar05 041221 341.0 348.8 339.0 348.8 +9.1 196 946 -11
May05 041221 346.9 351.0 345.2 348.5 +5.0 25 288 +1
Jul05 041221 347.9 349.9 347.9 349.9 +2.8 5 61 -1
Total Volume and Open Interest 899 3,529 -120
Crude Oil(NYM)
Jan05 041220 45.89 46.00 44.90 45.64 -0.64 65,282 27,414 -26,174
Feb05 041221 45.60 46.15 45.36 45.76 -0.02 79,557 170,789 +322
Mar05 041221 45.65 46.10 45.40 45.79 -0.02 18,035 70,770 -168
Apr05 041221 45.40 45.70 45.30 45.49 -0.02 8,391 39,838 +369
May05 041221 45.20 45.50 44.95 45.15 -0.03 2,100 22,871 -512
Jun05 041221 44.90 45.07 44.60 44.79 -0.04 4,607 34,875 -98
Jul05 041221 44.15 44.50 44.15 44.43 -0.06 967 18,123 +227
Aug05 041221 44.12 44.12 44.12 44.12 -0.08 728 11,103 +221
Sep05 041221 43.60 43.83 43.60 43.83 -0.10 1,117 12,951 +173
Oct05 041221 43.55 43.55 43.55 43.55 -0.11 408 6,896 -29
Nov05 041221 43.29 43.29 43.29 43.29 -0.12 67 14,185 -7
Dec05 041221 43.15 43.40 43.05 43.06 -0.13 3,111 54,610 -873
Jan06 041221 42.80 42.80 42.80 42.80 -0.11 356 9,337 -79
Feb06 041221 42.55 42.55 42.55 42.55 -0.10 0 4,856 +0
Mar06 041221 42.32 42.32 42.32 42.32 -0.10 6 9,383 -6
Apr06 041221 42.13 42.13 42.13 42.13 -0.10 0 4,852 +0
Total Volume and Open Interest 156,891 654,071 -17,264
Heating Oil(NYM)
Jan05 041221 139.80 141.00 138.30 139.94 +0.06 19,196 32,767 -3,583
Feb05 041221 139.80 141.50 138.70 140.32 +0.26 15,410 58,202 +2,354
Mar05 041221 135.00 136.20 134.20 135.42 +0.21 4,130 26,219 -373
Apr05 041221 126.70 127.50 126.00 127.22 -0.04 2,581 12,615 +300
May05 041221 121.10 122.25 121.10 122.02 -0.09 977 6,280 -329
Jun05 041221 119.50 119.70 119.00 119.02 -0.09 718 8,778 +236
Jul05 041221 118.50 119.00 118.22 118.22 -0.09 630 5,053 -172
Aug05 041221 118.50 118.75 118.22 118.22 -0.09 140 2,865 -5
Sep05 041221 118.82 118.82 118.82 118.82 -0.09 621 3,753 +364
Oct05 041221 120.40 120.40 119.57 119.57 -0.09 1 645 +1
Nov05 041221 121.15 121.15 120.37 120.37 -0.04 1 943 +1
Dec05 041221 121.00 121.90 121.00 121.17 +0.01 263 7,835 -82
Total Volume and Open Interest 44,771 170,872 -1,193
Gasoline(NYMEX)
Jan05 041221 115.20 117.80 114.05 116.69 +1.47 15,368 24,236 -2,782
Feb05 041221 119.00 120.50 117.80 119.11 +0.11 10,528 45,597 +27
Mar05 041221 121.60 122.30 120.70 121.11 -0.29 1,695 17,522 +92
Apr05 041221 128.80 129.65 128.20 128.81 -0.34 1,418 22,454 -167
May05 041221 129.25 129.75 129.16 129.16 -0.39 1,517 18,066 +417
Jun05 041221 128.50 129.00 128.50 128.86 -0.34 286 8,634 -86
Jul05 041221 127.50 127.50 127.46 127.46 -0.34 266 3,665 -284
Aug05 041221 125.26 125.26 125.26 125.26 -0.29 50 4,641 +0
Sep05 041221 122.46 122.46 122.46 122.46 -0.19 95 6,417 +23
Oct05 041221 119.50 119.50 118.66 118.66 -0.54 33 2,728 +0
Total Volume and Open Interest      
e-MiNY RBOB Gasoline(NYMEX)
Natural Gas(NYM)
Jan05 041221 6.800 6.890 6.760 6.856 -0.096 24,287 30,763 -2,441
Feb05 041221 6.860 6.930 6.800 6.904 -0.119 15,318 55,694 +813
Mar05 041221 6.850 6.880 6.780 6.865 -0.116 4,616 43,539 +757
Apr05 041221 6.490 6.490 6.405 6.475 -0.066 3,818 24,310 +579
May05 041221 6.450 6.470 6.400 6.445 -0.061 1,181 22,260 +314
Jun05 041221 6.490 6.510 6.445 6.484 -0.061 694 12,715 +19
Jul05 041221 6.540 6.580 6.510 6.529 -0.061 249 16,099 +36
Aug05 041221 6.590 6.590 6.510 6.549 -0.061 464 11,912 -56
Sep05 041221 6.580 6.580 6.520 6.524 -0.066 296 11,571 -43
Oct05 041221 6.550 6.600 6.530 6.549 -0.066 705 22,794 -192
Nov05 041221 6.840 6.870 6.830 6.849 -0.056 368 10,396 -92
Dec05 041221 7.160 7.170 7.130 7.149 -0.046 328 16,209 +54
Jan06 041221 7.370 7.380 7.340 7.354 -0.041 319 14,917 +125
Feb06 041221 7.340 7.360 7.330 7.339 -0.041 89 8,956 -4
Mar06 041221 7.160 7.160 7.120 7.124 -0.041 178 11,134 +74
Apr06 041221 6.190 6.210 6.174 6.174 -0.041 104 9,537 +3
Total Volume and Open Interest 53,171 394,902 -84
Brent Crude Oil(ICE)
Feb05 041221 42.35 42.63 41.80 42.37 -0.08 29,686 75,335 +5,208
Mar05 041221 42.40 42.74 42.00 42.57 +0.03 7,310 79,593 +592
Apr05 041221 42.25 42.70 42.22 42.55 +0.09 2,395 23,389 +971
May05 041221 42.45 42.56 42.41 42.41 +0.10 673 9,768 -113
Jun05 041221 42.25 42.35 42.00 42.24 +0.11 1,368 14,422 -62
Jul05 041221 42.07 42.07 42.07 42.07 +0.14 150 6,669 +225
Aug05 041221 41.83 41.83 41.83 41.83 +0.12 250 3,493 -200
Sep05 041221 41.59 41.59 41.59 41.59 +0.10 0 7,426 +0
Oct05 041221 41.35 41.35 41.35 41.35 +0.08 0 3,350 +0
Nov05 041221 41.11 41.11 41.11 41.11 +0.06 0 3,547 +0
Dec05 041221 40.85 41.05 40.70 40.87 +0.04 460 36,246 +260
Jan06 041221 40.63 40.63 40.63 40.63 +0.02      
Mar06 041221 40.16 40.16 40.16 40.16 -0.02 0 3,025 -100
Total Volume and Open Interest 42,342 324,447 +6,841
Gas Oil(ICE)
Jan05 041221 411.00 416.00 409.25 413.00 +1.50 10,721 54,400 +485
Feb05 041221 405.50 410.25 404.25 408.00 +2.00 4,424 39,631 +546
Mar05 041221 396.00 399.50 396.00 399.00 +2.75 473 8,724 +3
Apr05 041221 386.50 388.50 386.50 388.50 +3.00 766 10,120 +1,043
May05 041221 380.50 382.50 380.50 382.50 +3.25 605 4,657 +90
Jun05 041221 377.00 378.75 375.50 378.75 +3.25 194 12,813 -100
Jul05 041221 377.50 377.50 377.50 377.50 +3.25 0 1,419 +0
Aug05 041221 376.50 376.50 376.50 376.50 +3.25 3 1,546 +0
Sep05 041221 375.50 375.50 375.50 375.50 +3.25 8 5,404 +0
Oct05 041221 374.25 374.25 374.25 374.25 +3.25 0 1,050 +0
Total Volume and Open Interest 17,294 166,747 +1,967
US Dollar Index(ICE)
Mar05 041221 81.800 82.120 81.690 82.060 +0.310 981 22,613 +298
Jun05 041221 82.100 82.120 82.100 82.120 +0.310 0 2,019 +0
Sep05 041221 82.180 82.180 82.180 82.180 +0.310 0 31 +0
Total Volume and Open Interest 981 24,676 +298
Australian Dollar(CME)
Mar05 041221 76.17 76.17 75.90 76.09 +0.26 1,000 55,397 +1,044
Jun05 041221 75.64 75.64 75.64 75.64 +0.26 58 354 +26
Sep05 041221 75.22 75.22 75.22 75.22 +0.26 0 312 +0
Total Volume and Open Interest 1,058 56,173 +1,070
British Pound(CME)
Mar05 041221 192.54 192.57 191.50 191.66 -2.06 1,463 81,209 +324
Jun05 041221 190.76 190.76 190.76 190.76 -2.06 0 14 +0
Sep05 041221 189.86 189.86 189.86 189.86 -2.06 0 11 +0
Total Volume and Open Interest 1,463 81,246 +324
Canadian Dollar(CME)
Mar05 041221 81.49 81.66 81.18 81.26 -0.06 1,854 58,953 -1,648
Jun05 041221 81.45 81.50 81.22 81.32 -0.06 20 2,709 +26
Sep05 041221 81.42 81.42 81.42 81.42 -0.06 31 731 -10
Dec05 041221 81.87 81.87 81.54 81.54 -0.06 10 456 +10
Total Volume and Open Interest 1,920 62,870 -1,608
Japanese Yen(CME)
Mar05 041221 96.35 96.52 96.05 96.35 -0.29 2,348 124,803 +625
Jun05 041221 97.03 97.03 97.03 97.03 -0.29 0 20,054 -9
Sep05 041221 97.83 97.83 97.83 97.83 -0.29 0 81 +0
Total Volume and Open Interest 2,348 144,984 +616
Swiss Franc(CME)
Mar05 041221 87.34 87.36 86.96 87.06 -0.32 2,398 58,132 +1,705
Jun05 041221 87.81 87.81 87.49 87.49 -0.32 67 111 +38
Sep05 041221 87.95 87.95 87.95 87.95 -0.32 0 3 +0
Total Volume and Open Interest 2,465 58,309 +1,743
EuroFX(CME)
Mar05 041221 134.07 134.14 133.66 133.75 -0.26 7,891 139,575 +3,287
Jun05 041221 134.08 134.18 133.96 133.97 -0.26 48 1,004 -11
Sep05 041221 134.27 134.27 134.27 134.27 -0.26 0 295 +0
Total Volume and Open Interest 8,041 141,787 +3,376
Mexican Peso(CME)
Jan05 041221 891.0 891.0 890.2 890.2 -1.5 0 115 +0
Feb05 041221 886.5 886.5 886.0 886.0 -1.5 0 50 +0
Total Volume and Open Interest 9,690 85,430 +1,360
30-Year T-Bonds(CBOT)
Dec04 041220 113~040 113~260 113~040 113~240 +0~130 22,837 25,963 -24,744
Mar05 041221 112~190 112~300 112~140 112~280 +0~130 87,002 613,989 +1,685
Jun05 041221 111~250 112~000 111~230 112~000 +0~130 231 12,341 +10
Total Volume and Open Interest 94,414 649,965 -835
10-Year T-Notes(CBOT)
Dec04 041220 112~215 112~245 112~160 112~225 +0~045 9,238 46,738 -20,896
Mar05 041221 112~035 112~080 111~300 112~065 +0~060 226,022 1,567,911 -18,884
Jun05 041221 111~085 111~105 111~060 111~105 +0~065 7 15,723 -137
Total Volume and Open Interest 233,782 1,620,931 -29,375
5-Year T-Notes(CBOT)
Dec04 041220 110~066 110~066 110~050 110~054 -0~008 63,826 0 -188,904
Mar05 041221 109~088 109~090 109~066 109~088 +0~012 147,743 1,151,176 +1,151,176
Jun05 041221 109~028 109~028 109~028 109~028 +0~012 325 9,065 +10
Total Volume and Open Interest 163,662 9,065 +10
2 Year T-Notes(CBOT)
Dec04 041221 105~016 105~021 105~016 105~021 +0~003 108 13,168 -210
Mar05 041221 104~100 104~101 104~092 104~100 +0~003 433 231,753 +3,427
Total Volume and Open Interest 541 244,921 +3,217
Eurodollars(CME)
Mar05 041221 97.075 97.080 97.070 97.075 +0.005 22,167 1,060,776 +5,377
Jun05 041221 96.780 96.785 96.755 96.775 +0.005 21,182 1,067,681 +13,615
Sep05 041221 96.555 96.560 96.520 96.555 +0.005 16,904 928,121 +9,034
Dec05 041221 96.390 96.395 96.355 96.390 +0.005 16,153 718,274 +12,930
Mar06 041221 96.295 96.305 96.265 96.305 +0.015 11,887 569,084 +313
Jun06 041221 96.225 96.240 96.205 96.230 +0.015 6,473 379,061 -874
Sep06 041221 96.165 96.170 96.140 96.165 +0.015 12,345 294,506 -265
Dec06 041221 96.090 96.095 96.070 96.090 +0.015 8,741 237,633 +406
Mar07 041221 96.020 96.030 95.995 96.025 +0.020 5,040 181,465 -244
Jun07 041221 95.945 95.950 95.920 95.950 +0.020 4,755 155,663 -328
Sep07 041221 95.865 95.870 95.840 95.870 +0.020 4,635 120,663 +374
Dec07 041221 95.785 95.785 95.745 95.780 +0.020 4,582 128,811 -13
Mar08 041221 95.700 95.710 95.675 95.710 +0.020 3,682 93,549 +801
Jun08 041221 95.605 95.615 95.580 95.615 +0.020 2,366 95,671 +519
Sep08 041221 95.485 95.520 95.485 95.520 +0.025 3,954 91,705 +836
Dec08 041221 95.400 95.415 95.380 95.415 +0.025 2,782 83,322 +53
Mar09 041221 95.305 95.340 95.300 95.335 +0.025 2,784 57,119 -135
Jun09 041221 95.210 95.245 95.205 95.240 +0.025 1,822 45,588 +226
Total Volume and Open Interest 157,621 6,503,948 +42,854
30 Day Federal Funds(CBOT)
Dec04 041221 97.850 97.850 97.850 97.850 unch 13 145,385 -238
Jan05 041221 97.750 97.750 97.750 97.750 unch 2,274 140,183 -716
Feb05 041221 97.510 97.510 97.510 97.510 unch 2,033 117,438 +1,142
Mar05 041221 97.430 97.430 97.430 97.430 unch 1,140 38,931 -606
Apr05 041221 97.280 97.290 97.280 97.290 unch 178 21,936 +9
May05 041221 97.080 97.100 97.080 97.100 unch 100 3,705 +200
Total Volume and Open Interest 5,738 467,798 -209
30 Day Fed Funds(e-CBOT)
Dec04 041221 97.845 97.850 97.845 97.850 unch 1,291 0 +0
Jan05 041221 97.745 97.750 97.745 97.745 -0.005 132 0 +0
Feb05 041221 97.510 97.515 97.510 97.515 unch 4,933 0 +0
Mar05 041221 97.430 97.430 97.425 97.430 unch 4,104 0 +0
Apr05 041221 97.280 97.285 97.280 97.285 +0.005 5,527 0 +0
May05 041221 97.105 97.105 97.095 97.095 +0.005 100 0 +0
Total Volume and Open Interest 16,087    
3-Mth Euro-Yen(CME)
Mar05 041221 99.90 99.90 99.90 99.90 unch 1 52,444 +45
Jun05 041221 99.89 99.89 99.89 99.89 unch 1 32,776 +5
Sep05 041221 99.86 99.86 99.86 99.86 unch 2 7,478 +62
Dec05 041221 99.82 99.82 99.82 99.82 unch 0 5,373 +0
Mar06 041221 99.76 99.76 99.76 99.76 +0.01 0 7,153 -563
Jun06 041221 99.68 99.68 99.68 99.68 unch 0 3,712 -996
Sep06 041221 99.58 99.58 99.58 99.58 unch 0 2,099 -1,000
Dec06 041221 99.49 99.49 99.49 99.49 unch 0 411 +0
Mar07 041221 99.37 99.37 99.37 99.37 +0.01 0 1 +0
Jun07 041221 99.26 99.26 99.26 99.26 +0.01 0 2 +0
Total Volume and Open Interest 4 112,490 -2,447
3-Mth Euro-Yen(SGX)
Mar05 041221 99.90 99.90 99.90 99.90 +0.00 233 101,145 -2,681
Jun05 041221 99.89 99.89 99.89 99.89 +0.00 105 90,728 -896
Sep05 041221 99.86 99.86 99.86 99.86 +0.00 295 43,877 +46
Dec05 041221 99.82 99.82 99.82 99.82 +0.00 243 35,214 -93
Mar06 041221 99.75 99.75 99.75 99.75 +0.00 32 27,706 -210
Jun06 041221 99.68 99.68 99.67 99.67 +0.00 30 12,877 -1,146
Sep06 041221 99.58 99.58 99.58 99.58 +0.01 30 6,905 -1,000
Dec06 041221 99.48 99.48 99.48 99.48 +0.01 20 6,654 +0
Total Volume and Open Interest 1,068 332,090 -5,980
Japanese Gov't Bonds(SGX)
Mar05 041221 138.87 139.11 138.83 139.06 +0.30 1,455 42,114 -934
Jun05 041221 138.43 138.43 138.43 138.43 +0.30      
Sep05 041221 138.43 138.43 138.43 138.43 +0.30      
Total Volume and Open Interest 1,455 42,114 -934
Euro-Bund(EUREX)
Mar05 041221 119.33 119.49 118.93 119.11 -0.22 531,998 1,208,817 -3,312
Jun05 041221 118.28 118.28 118.17 118.21 -0.21 569 596 -11
Total Volume and Open Interest 532,567 1,209,413 -3,323
Euro-Bobl(EUREX)
Mar05 041221 113.33 113.41 112.99 113.13 -0.21 339,379 785,490 +1,454
Jun05 041221 112.32 112.32 112.32 112.32 -0.20 15 440 +0
Sep05 041221 112.13 112.13 112.13 112.13 -0.21      
Total Volume and Open Interest 339,659 785,930 -4,486
3-Mth Euribor(EUREX)
Dec04 041213 97.830 97.830 97.830 97.830 unch 585 0 -8,348
Mar05 041221 97.775 97.785 97.760 97.760 -0.020 1,639 13,468 -819
Jun05 041221 97.685 97.690 97.650 97.665 -0.025 337 5,771 +31
Total Volume and Open Interest 2,509 28,656 -698
Long Gilt(LIFFE)
Dec04 041221 110~18 110~20 110~09 110~09 -0~06 2,012 17,372 -1,558
Mar05 041221 112~06 112~15 111~28 111~31 -0~07 30,335 208,062 -1,374
Total Volume and Open Interest 32,347 225,434 -2,932
3-Mth Short Sterling(LIFFE)
Mar05 041221 95.06 95.09 95.05 95.06 unch 27,465 243,021 -4,954
Jun05 041221 95.12 95.16 95.11 95.12 +0.01 26,495 218,436 -4,188
Sep05 041221 95.15 95.20 95.14 95.15 +0.01 40,103 222,561 -11,546
Dec05 041221 95.16 95.20 95.14 95.15 unch 34,479 176,808 -6,727
Mar06 041221 95.15 95.20 95.14 95.15 unch 11,090 100,472 +739
Jun06 041221 95.16 95.20 95.14 95.15 unch 8,471 73,665 +296
Total Volume and Open Interest 160,754 1,196,341 -21,353
3-Mth Euribor(LIFFE)
Mar05 041221 97.770 97.785 97.755 97.765 -0.015 43,912 515,025 -8,817
Jun05 041221 97.680 97.690 97.635 97.645 -0.045 33,508 577,348 -5,761
Sep05 041221 97.600 97.610 97.520 97.535 -0.065 39,056 414,567 -15,344
Total Volume and Open Interest 190,522 2,727,160 -29,981
3-Mth Aus T-Bills(SFE)
Mar05 041221 94.66 94.68 94.62 94.64 -0.02 17,055 284,500 -238
Jun05 041221 94.67 94.68 94.62 94.63 -0.04 9,737 140,553 -881
Sep05 041221 94.65 94.68 94.61 94.61 -0.04 3,309 43,232 +475
Dec05 041221 94.63 94.64 94.58 94.59 -0.04 1,408 23,696 +483
Mar06 041221 94.60 94.61 94.55 94.55 -0.04 315 14,853 +101
Jun06 041221 94.56 94.57 94.50 94.50 -0.05 575 10,967 +260
Sep06 041221 94.53 94.55 94.45 94.46 -0.05 465 6,890 -122
Dec06 041221 94.41 94.42 94.40 94.42 -0.06 520 3,145 -142
Mar07 041221 94.37 94.37 94.35 94.37 -0.07 190 1,875 -42
Jun07 041221 94.35 94.35 94.33 94.34 -0.06 230 1,590 +0
Total Volume and Open Interest 33,994 533,364 -106
10-Year Aus T-Bonds(SFE)
Mar05 041221 94.75 94.80 94.68 94.70 -0.06 23,962 257,674 -4,694
Total Volume and Open Interest 23,962 257,674 -4,694
3-Year Aus T-Bonds(SFE)
Mar05 041221 94.95 95.00 94.87 94.89 -0.06 98,662 437,102 +16,813
Total Volume and Open Interest 98,662 437,102 +16,813
Gold(CMX)
Dec04 041221 442.7 442.8 441.1 441.8 -0.6 461 600 -94
Feb05 041221 443.4 443.8 441.7 442.9 -0.7 28,927 224,369 +597
Apr05 041221 445.8 445.8 444.0 445.1 -0.6 237 17,912 +62
Jun05 041221 448.2 448.2 447.0 447.4 -0.7 428 28,967 -75
Aug05 041221 449.8 449.8 449.8 449.8 -0.7 1 7,751 +1
Oct05 041221 451.7 452.3 451.0 452.3 -0.6 0 3,496 +0
Dec05 041221 454.5 455.1 454.4 454.8 -0.6 22 18,335 -52
Feb06 041221 458.5 458.5 457.5 457.5 -0.5 0 595 +0
Apr06 041221 460.1 460.1 460.1 460.1 -0.5 75 631 +40
Jun06 041221 462.7 462.7 462.7 462.7 -0.5 0 8,412 +0
Aug06 041221 465.4 465.4 465.4 465.4 -0.4 0 170 +0
Oct06 041221 468.1 468.1 468.1 468.1 -0.4 0 1 +0
Total Volume and Open Interest 30,151 321,422 +517
Silver(CMX)
Dec04 041221 683.0 689.5 683.0 689.5 +6.5 1 108 -21
Mar05 041221 687.0 693.5 683.0 692.7 +6.2 11,941 74,316 -988
May05 041221 690.0 697.0 687.0 695.9 +6.3 255 6,980 +91
Jul05 041221 690.0 698.9 690.0 698.9 +6.2 31 3,467 -4
Sep05 041221 702.4 702.4 702.4 702.4 +6.2 0 527 +0
Dec05 041221 700.0 706.5 700.0 706.5 +6.2 35 9,975 -17
Mar06 041221 707.0 710.2 707.0 710.2 +6.2 4 177 +1
Total Volume and Open Interest 12,381 99,076 -876
Platinum(NYMEX)
Jan05 041221 841.0 845.0 839.0 841.5 -1.3 645 4,496 -368
Apr05 041221 840.0 843.0 838.0 839.4 -1.2 501 1,682 +337
Jul05 041221 836.4 836.4 836.4 836.4 -1.2 1 3 +0
Total Volume and Open Interest 1,146 6,181 -31
Palladium(NYMEX)
Dec04 041221 183.85 183.85 183.85 183.85 +0.65 3 102 -116
Mar05 041221 185.00 185.90 183.50 184.95 +0.65 304 11,638 -44
Jun05 041221 186.95 186.95 186.95 186.95 +0.65 11 235 -1
Total Volume and Open Interest 322 12,035 -157
Copper(CMX)
Dec04 041221 148.00 150.40 147.10 150.40 +1.35 547 2,601 -334
Mar05 041221 141.90 144.40 140.20 144.25 +2.20 5,408 52,540 +89
May05 041221 138.20 140.70 137.00 140.30 +1.80 116 6,270 +6
Jul05 041221 134.90 136.25 133.60 136.25 +1.35 7 5,120 -1
Sep05 041221 131.25 131.25 131.25 131.25 -0.05 98 3,584 +0
Total Volume and Open Interest 6,688 84,603 -125
Aluminum(CMX)
Dec04 041221 91.05 91.05 91.05 91.05 +1.25 110 360 +104
Jan05 041221 91.25 91.25 91.25 91.25 +1.15 0 1,276 +0
Feb05 041221 91.35 91.35 91.35 91.35 +1.25 0 651 +0
Mar05 041221 91.35 91.35 91.35 91.35 +1.25 12 681 +0
Apr05 041221 91.10 91.10 91.10 91.10 +1.30 0 486 +0
May05 041221 90.80 90.80 90.80 90.80 +1.35 0 668 +0
Total Volume and Open Interest 122 8,965 +104
DJIA Index(CBOT)
Mar05 041221 10695 10770 10683 10763 +78 4,654 48,221 +6
Jun05 041221 10790 10791 10780 10791 +78 0 32 +0
Dec05 041221 10836 10836 10836 10836 +78 0 1 +0
Total Volume and Open Interest 4,654 48,254 +6
S & P 500(CME)
Mar05 041221 1199.30 1208.40 1198.40 1208.00 +9.30 26,785 659,007 -4,788
Jun05 041221 1203.80 1212.10 1203.80 1212.10 +9.50 35 10,109 +26
Sep05 041221 1216.40 1216.40 1216.40 1216.40 +9.50 39 1,840 +15
Dec05 041221 1221.40 1221.40 1221.40 1221.40 +9.50 0 123 +0
Total Volume and Open Interest 26,859 671,153 -4,747
S & P 500 E-Mini(Globex)
Mar05 041221 1198.50 1208.50 1197.25 1208.00 +9.25 494,262 693,615 +3,015
Jun05 041221 1203.00 1212.00 1203.00 1212.00 +9.50 181 121 +121
Total Volume and Open Interest 494,443 693,736 -419,318
NASDAQ 100(CME)
Mar05 041221 1607.50 1620.50 1602.00 1616.00 +12.00 9,147 66,393 +89
Jun05 041221 1626.50 1626.50 1626.50 1626.50 +12.00 0 6 +0
Sep05 041221 1637.00 1637.00 1637.00 1637.00 +12.00      
Total Volume and Open Interest 9,147 66,399 +89
NASDAQ 100 E-Mini(Globex)
Mar05 041221 1603.50 1620.50 1602.00 1616.00 +12.00 242,685 249,944 +14,190
Jun05 041221 1623.50 1626.50 1623.50 1626.50 +12.00 23 2 +2
Total Volume and Open Interest 242,708 249,946 -309,734
S & P Midcap 400(CME)
Mar05 041221 652.20 658.75 652.20 658.60 +6.60 408 12,941 +97
Jun05 041221 658.60 658.60 658.60 658.60 +6.60      
Sep05 041221 658.60 658.60 658.60 658.60 +6.60      
Total Volume and Open Interest 408 12,941 +97
Russell 2000(CME)
Mar05 041221 643.00 648.75 641.25 648.45 +6.95 662 20,790 -92
Jun05 041221 648.45 648.45 648.45 648.45 +6.95      
Sep05 041221 648.45 648.45 648.45 648.45 +6.95      
Total Volume and Open Interest 662 20,790 -92
Russell 2000 E-Mini(Globex)
Dec04 041217 643.00 645.00 640.90 641.85 -1.25 6,071 92,324 -1,266
Mar05 041221 641.70 648.80 641.20 648.50 +7.00 56,250 98,220 -2,781
Jun05 041221 648.50 648.50 648.50 648.50 +7.00      
Total Volume and Open Interest 56,250 98,220 -93,693
Nikkei 225(CME)
Mar05 041221 11140 11195 11120 11130 +10 5,254 164,884 +2,753
Jun05 041221 11080 11080 11080 11080 +10 0 3 +0
Total Volume and Open Interest 5,254 164,887 +2,753
Nikkei 225(SGX)
Mar05 041221 11140 11195 11120 11130 +10 5,254 164,884 +2,753
Jun05 041221 11080 11080 11080 11080 +10 0 3 +0
Sep05 041221 11075 11075 11075 11075 +10      
Total Volume and Open Interest 5,254 164,887 +2,753
CAC 40(EURONEXT)
Jan05 041221 3767.5 3780.0 3760.5 3776.0 +7.5 42,481 299,366 +7,538
Feb05 041221 3776.0 3782.0 3776.0 3781.5 +7.5 210 367 +146
Mar05 041221 3775.5 3791.5 3773.5 3787.5 +7.5 540 86,655 +177
Total Volume and Open Interest 43,231 401,409 +7,861
Hang Seng Index(HKFE)
Dec04 041221 14223 14273 14160 14174 -65 24,168 128,708 +3,701
Jan05 041221 14230 14278 14170 14180 -64 7,299 5,693 +3,093
Total Volume and Open Interest 31,542 137,222 +6,783
DAX(EUREX)
Mar05 041221 4220.5 4256.0 4220.5 4249.0 +22.5 55,119 178,910 -101
Jun05 041221 4265.0 4275.5 4259.5 4272.5 +22.5 343 2,896 -17
Total Volume and Open Interest 55,594 181,867 -57
FT-SE 100(EURONEXT)
Mar05 041221 4737.00 4752.50 4732.50 4737.00 +2.50 36,636 439,381 -86
Jun05 041221 4752.00 4752.00 4752.00 4752.00 +2.50 121 17,007 -26
Sep05 041221 4765.50 4765.50 4765.50 4765.50 +2.50 0 3,550 +0
Total Volume and Open Interest 36,757 459,938 -112
SPI 200(SFE)
Dec04 041216 3959.0 3971.0 3953.0 3971.0 +27.0 37,390 128,529 -38,259
Mar05 041221 4018.0 4033.0 4013.0 4026.0 +13.0 12,559 165,043 +2,631
Jun05 041221 4032.0 4042.0 4032.0 4040.0 +14.0 12 3,014 +3
Total Volume and Open Interest 12,572 173,512 +2,630
GSCI(CME)
Jan05 041221 325.00 326.80 324.40 326.75 -0.15 128 17,882 -16
Feb05 041221 324.75 324.75 324.75 324.75 -0.25      
Mar05 041221 321.75 321.75 321.75 321.75 -0.25      
Total Volume and Open Interest 128 17,882 -16
RJ/CRB Index(ICE)
Jan05 041221 285.25 285.25 284.05 285.00 unch 35 246 -1
Feb05 041221 283.00 283.50 282.75 283.50 unch 2 118 +0
Apr05 041221 284.00 284.00 284.00 284.00 unch 0 116 +0
Total Volume and Open Interest 37 587 -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.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com