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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 27, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan05 041227 553.00 560.00 549.25 557.25 +6.75 11,266 39,961 -8,892
Mar05 041227 551.50 555.00 546.00 554.00 +5.75 21,712 112,027 +3,246
May05 041227 555.00 559.50 551.00 558.50 +5.25 3,352 41,117 +945
Jul05 041227 562.00 566.00 558.50 564.50 +4.50 1,802 27,276 +271
Aug05 041227 565.00 567.00 561.50 567.00 +4.75 288 2,373 -8
Sep05 041227 565.00 566.00 561.00 566.00 +4.00 2 760 +0
Nov05 041227 573.00 575.00 567.00 573.75 +4.00 577 14,737 +67
Total Volume and Open Interest 39,002 238,350 -4,368
Soybean Meal(CBOT)
Jan05 041227 162.50 162.80 160.00 161.90 +0.50 6,126 15,897 -2,479
Mar05 041227 163.50 163.80 160.20 162.20 +0.50 8,873 47,755 +878
May05 041227 166.00 166.00 162.50 164.80 +1.30 2,596 21,114 +306
Jul05 041227 168.30 168.30 165.50 167.60 +1.30 1,578 30,596 +386
Aug05 041227 169.30 169.30 167.00 169.10 +0.90 262 9,890 +220
Sep05 041227 170.50 171.00 168.50 170.50 +1.00 201 6,848 +355
Oct05 041227 170.00 171.50 169.80 171.50 +0.50 57 6,005 +52
Dec05 041227 174.00 174.50 172.80 174.50 +0.50 176 6,631 +39
Total Volume and Open Interest 19,869 145,231 -243
Soybean Oil(CBOT)
Jan05 041227 21.20 21.50 21.15 21.37 +0.35 5,948 18,920 -90
Mar05 041227 21.35 21.63 21.22 21.48 +0.37 10,336 62,650 +180
May05 041227 21.40 21.65 21.25 21.53 +0.33 1,811 22,123 +258
Jul05 041227 21.50 21.60 21.32 21.55 +0.29 1,619 22,109 -179
Aug05 041227 21.40 21.50 21.30 21.48 +0.23 213 5,867 -17
Sep05 041227 21.30 21.40 21.20 21.40 +0.20 88 4,108 -3
Oct05 041227 21.30 21.30 21.30 21.30 +0.15 11 4,360 +9
Dec05 041227 21.15 21.30 21.05 21.30 +0.17 307 9,005 +182
Total Volume and Open Interest 20,333 150,075 +340
Canola(WCE)
Jan05 041224 281.7 281.8 280.9 281.5 -0.3 4,111 5,467 -2,982
Mar05 041224 284.0 284.5 283.1 283.7 -0.8 5,563 37,198 +366
May05 041224 286.0 287.0 285.7 287.0 unch 179 2,876 +126
Jul05 041224 292.0 292.0 292.0 292.0 -1.0 128 1,819 -20
Sep05 041224 293.2 293.2 293.2 293.2 -0.8 0 5 +0
Total Volume and Open Interest 9,986 59,356 -2,520
Corn(CBOT)
Mar05 041227 208.00 208.75 206.00 207.50 +0.50 17,383 346,022 -4,431
May05 041227 216.00 216.25 213.50 215.00 +0.25 2,973 85,703 +492
Jul05 041227 222.50 223.25 220.75 222.50 +0.75 1,953 76,120 +200
Sep05 041227 230.50 230.50 229.00 230.25 +0.75 417 23,072 +207
Dec05 041227 239.00 239.75 237.75 239.50 +0.75 1,666 56,067 +819
Mar06 041227 246.00 246.25 245.00 246.25 +0.50 95 2,016 +83
Total Volume and Open Interest 24,528 592,663 -2,615
Wheat(CBOT)
Mar05 041227 310.00 311.75 301.00 305.00 -4.50 12,440 140,466 -2,074
May05 041227 317.00 318.50 308.50 312.50 -4.00 651 15,142 -114
Jul05 041227 323.50 325.50 315.25 318.75 -3.75 1,976 15,562 +50
Sep05 041227 331.50 331.50 323.00 326.00 -3.00 5 596 +1
Dec05 041227 339.25 339.25 332.50 335.00 -2.50 333 8,546 +5
Total Volume and Open Interest 15,407 180,376 -2,132
Wheat(KCBT)
Mar05 041227 344.00 345.50 334.00 337.00 -5.50 3,557 48,700 -454
May05 041227 337.00 337.50 328.00 330.00 -5.00 168 6,186 +30
Jul05 041227 334.00 335.00 325.50 327.50 -5.00 580 9,262 -75
Sep05 041227 335.50 335.50 333.00 333.00 -3.50 19 2,219 -6
Dec05 041227 343.00 343.00 343.00 343.00 -5.50 2 1,116 +2
Total Volume and Open Interest 4,326 67,803 -503
Wheat(MGE)
Mar05 041227 350.50 352.00 342.00 344.50 -5.00 2,323 21,443 +19
May05 041227 354.00 354.50 349.00 349.50 -4.50 630 6,708 -20
Jul05 041227 355.75 355.75 351.00 352.50 -2.50 145 3,418 +46
Sep05 041227 350.50 350.50 349.00 349.00 -4.50 30 1,414 +6
Dec05 041227 359.00 359.00 356.00 356.00 -6.00 2 391 +1
Total Volume and Open Interest 3,130 33,376 +52
Oats(CBOT)
Mar05 041227 161.75 162.00 154.00 155.25 -5.75 1,620 6,323 +334
May05 041227 161.00 161.00 154.00 155.25 -3.75 59 646 +23
Jul05 041227 157.00 157.00 154.00 154.00 -5.00 0 148 +0
Sep05 041227 152.00 152.00 152.00 152.00 unch 0 3 +0
Total Volume and Open Interest 1,679 7,123 +357
Rough Rice(CBOT)
Jan05 041227 7.63 7.68 7.57 7.58 -0.05 488 1,001 -181
Mar05 041227 7.75 7.79 7.70 7.71 -0.05 752 3,113 +161
May05 041227 7.92 7.92 7.88 7.88 -0.04 1 258 +0
Jul05 041227 8.01 8.01 8.01 8.01 -0.04 0 67 +0
Total Volume and Open Interest 1,241 4,441 -20
Live Cattle(CME)
Dec04 041227 92.750 92.950 92.050 92.525 +0.175 1,071 2,315 -510
Feb05 041227 91.550 92.000 91.100 91.775 +0.225 9,765 76,571 +141
Apr05 041227 88.350 88.475 87.625 88.400 +0.100 3,491 24,005 +770
Jun05 041227 82.150 82.250 81.600 82.225 +0.075 1,034 12,406 +434
Aug05 041227 81.000 81.400 80.700 81.325 +0.125 414 7,864 +52
Oct05 041227 82.100 82.500 82.000 82.300 +0.150 34 4,770 +11
Total Volume and Open Interest 15,833 130,632 +894
Feeder Cattle(CME)
Jan05 041227 105.500 106.100 104.600 105.825 +0.625 775 5,357 -16
Mar05 041227 101.750 102.000 100.600 101.525 +0.325 570 5,359 +44
Apr05 041227 99.900 100.100 98.800 99.850 +0.150 34 1,802 -8
May05 041227 99.250 99.700 98.800 99.600 +0.350 121 2,118 -17
Aug05 041227 99.750 100.100 99.100 99.950 +0.200 113 809 +2
Sep05 041227 99.250 99.500 99.250 99.300 -0.050 22 34 +13
Oct05 041227 99.300 99.300 99.300 99.300 -0.100 0 4 +0
Total Volume and Open Interest 1,635 15,500 +18
Lean Hogs(CME)
Feb05 041227 73.700 75.000 73.300 74.775 +0.975 2,099 59,926 +173
Apr05 041227 72.850 74.300 72.450 74.150 +1.200 1,282 16,992 +234
May05 041227 71.250 72.200 71.150 72.100 +0.550 74 2,742 +20
Jun05 041227 73.550 74.300 73.150 74.125 +0.475 330 9,091 +74
Jul05 041227 69.750 70.500 69.675 70.400 +0.350 97 2,325 +25
Aug05 041227 66.100 66.650 66.050 66.650 +0.450 50 1,897 +11
Oct05 041227 58.250 59.000 58.200 59.000 +0.600 27 821 +18
Dec05 041227 55.575 56.000 55.400 56.000 +0.300 17 377 -1
Total Volume and Open Interest 3,976 94,173 +554
Pork Bellies(CME)
Feb05 041227 95.700 96.950 95.400 95.625 +0.025 176 1,733 +13
Mar05 041227 95.600 95.650 95.600 95.650 -0.200 9 106 +7
May05 041227 97.400 97.400 97.400 97.400 unch 1 75 +0
Jul05 041227 99.900 99.900 99.550 99.550 -0.200 6 22 -2
Aug05 041227 98.025 98.025 98.025 98.025 unch 0 5 +0
Total Volume and Open Interest 192 1,941 +18
Class III Milk(CME)
Dec04 041227 16.30 16.30 16.20 16.21 -0.27 22 4,816 +6
Jan05 041227 13.70 13.70 13.50 13.60 -0.12 83 3,233 +51
Feb05 041227 13.69 13.75 13.65 13.74 +0.04 128 2,900 +68
Mar05 041227 13.35 13.45 13.33 13.40 +0.07 148 2,796 +37
Apr05 041227 13.43 13.50 13.40 13.50 +0.07 70 1,750 +36
Total Volume and Open Interest 781 23,854 +319
Cocoa(ICE)
Mar05 041227 1570 1570 1555 1564 +12 6,557 45,610 -1,323
May05 041227 1567 1570 1563 1568 +12 237 13,729 -105
Jul05 041227 1575 1575 1570 1573 +12 351 12,209 +2
Sep05 041227 1575 1577 1575 1577 +13 781 10,740 -85
Dec05 041227 1579 1579 1578 1578 +13 1,270 10,337 +635
Mar06 041227 1579 1579 1579 1579 +13 127 12,051 +47
May06 041227 1581 1581 1581 1581 +13 0 2,288 +0
Total Volume and Open Interest 9,323 117,814 -829
Coffee "C"(ICE)
Mar05 041227 107.10 107.50 103.90 104.70 -0.40 9,525 85,555 +723
May05 041227 109.25 109.25 106.00 106.95 -0.40 1,693 15,184 +599
Jul05 041227 110.50 110.80 108.65 108.65 -0.40 240 4,657 +131
Sep05 041227 112.30 112.30 110.20 110.20 -0.40 42 4,581 -57
Dec05 041227 113.00 114.50 112.50 112.70 -0.45 268 1,065 -36
Mar06 041227 117.20 117.20 115.20 115.20 -0.50 10 617 +2
Total Volume and Open Interest 11,781 111,748 +1,361
Orange Juice(ICE)
Jan05 041227 88.00 88.00 84.50 87.40 -0.65 1,626 2,469 -939
Mar05 041227 88.30 88.40 84.50 88.20 -0.50 2,680 21,860 -27
May05 041227 90.15 90.15 89.00 89.70 -0.35 301 8,273 +178
Jul05 041227 88.00 90.60 88.00 90.60 -0.40 47 912 +42
Sep05 041227 91.40 91.40 90.90 90.90 -0.50 21 119 +1
Nov05 041227 91.20 91.20 91.20 91.20 -0.60 20 588 +18
Total Volume and Open Interest 4,695 34,345 -727
Sugar #11(ICE)
Mar05 041227 8.92 9.00 8.91 8.99 +0.13 13,832 214,823 +1,515
May05 041227 9.15 9.20 9.14 9.20 +0.10 3,647 50,678 +733
Jul05 041227 9.10 9.16 9.10 9.16 +0.08 2,970 34,432 +590
Oct05 041227 9.08 9.12 9.07 9.12 +0.06 2,039 23,929 +888
Mar06 041227 9.00 9.02 9.00 9.01 +0.01 211 10,673 +46
Total Volume and Open Interest 22,826 340,704 +3,830
Sugar #14(ICE)
Mar05 041227 20.60 20.70 20.60 20.70 +0.04 5 4,088 +1
May05 041227 20.63 20.63 20.63 20.63 -0.02 3 2,128 +3
Jul05 041227 20.93 20.93 20.93 20.93 -0.01 35 1,754 +8
Sep05 041227 20.92 20.92 20.92 20.92 unch 8 2,498 +0
Nov05 041227 20.81 20.82 20.81 20.82 unch 6 779 +6
Total Volume and Open Interest 57 11,333 +18
London Cocoa(LCE)
Mar05 041224 839 850 837 850 +11 4,655 65,788 -362
May05 041224 850 861 848 861 +11 527 22,530 +22
Jul05 041224 872 879 868 879 +11 306 23,525 +12
Sep05 041224 886 896 885 896 +10 836 46,982 +504
Dec05 041224 880 889 880 889 +9 4,185 35,447 +95
Mar06 041224 888 898 888 898 +9 225 12,666 +225
May06 041224 906 906 906 906 +7 0 1,620 +0
Total Volume and Open Interest 10,738 209,109 +499
London Coffee(LCE)
Jan05 041224 713.00 720.00 711.00 714.00 unch 1,745 11,724 -1,385
Mar05 041224 760.00 761.00 750.00 753.00 unch 4,207 61,869 +1,835
May05 041224 777.00 782.00 774.00 776.00 unch 777 42,543 +91
Jul05 041224 801.00 801.00 794.00 795.00 +1.00 363 14,282 +267
Sep05 041224 817.00 817.00 813.00 813.00 unch 8 8,142 +8
Nov05 041224 830.00 830.00 830.00 830.00 unch 153 2,895 +35
Total Volume and Open Interest 7,253 142,476 +851
London Sugar(LCE)
Mar05 041224 251.00 258.00 251.00 254.40 +3.10 3,480 28,254 +1,150
May05 041224 263.60 267.00 263.60 264.50 +2.10 456 13,886 +4
Aug05 041224 263.90 266.50 263.90 265.00 +1.40 177 6,666 +95
Oct05 041224 264.00 266.50 264.00 265.10 +2.00 30 3,716 +0
Dec05 041224 264.90 265.90 264.90 265.90 +1.90 0 1,713 +0
Total Volume and Open Interest 4,153 55,778 +1,239
Cotton(ICE)
Mar05 041227 42.38 42.95 42.17 42.92 +0.02 2,801 54,549 +414
May05 041227 43.25 43.50 42.61 43.40 -0.09 312 10,457 -22
Jul05 041227 43.95 44.35 43.70 44.35 +0.15 257 11,041 +124
Oct05 041227 46.40 46.40 46.40 46.40 +0.10 0 274 +0
Dec05 041227 46.70 47.10 46.33 46.91 +0.06 113 6,715 +27
Mar06 041227 48.90 48.90 48.90 48.90 +0.10 0 933 +0
Total Volume and Open Interest 3,483 84,542 +543
Lumber(CME)
Jan05 041227 347.0 354.7 346.0 354.7 +10.0 542 1,851 -186
Mar05 041227 351.0 357.1 350.5 357.1 +10.0 363 1,130 +72
May05 041227 348.0 356.0 348.0 356.0 +10.0 20 316 +12
Jul05 041227 350.0 356.4 350.0 355.9 +8.9 5 69 +5
Total Volume and Open Interest 930 3,372 -97
Crude Oil(NYM)
Feb05 041227 42.60 42.83 41.20 41.32 -2.86 43,832 167,816 -3,788
Mar05 041227 42.95 43.00 41.40 41.55 -2.71 14,776 75,964 -644
Apr05 041227 42.80 42.85 41.45 41.55 -2.53 2,991 40,267 +456
May05 041227 42.50 42.65 41.25 41.38 -2.40 1,213 22,451 -26
Jun05 041227 42.40 42.40 41.18 41.18 -2.28 1,905 35,304 +314
Jul05 041227 41.35 41.35 40.98 40.98 -2.18 846 18,552 +354
Aug05 041227 40.78 40.78 40.78 40.78 -2.12 421 11,371 +98
Sep05 041227 40.90 41.05 40.58 40.58 -2.07 244 13,484 +148
Oct05 041227 40.39 40.39 40.39 40.39 -2.02 65 6,959 -26
Nov05 041227 40.85 40.85 40.22 40.22 -1.97 82 14,232 -33
Dec05 041227 40.70 40.90 40.06 40.06 -1.92 1,494 56,284 +126
Jan06 041227 39.85 39.85 39.85 39.85 -1.89 127 9,281 -29
Feb06 041227 40.00 40.00 39.65 39.65 -1.86 38 4,956 +0
Mar06 041227 39.47 39.47 39.47 39.47 -1.83 0 9,198 +0
Apr06 041227 39.34 39.34 39.34 39.34 -1.80 0 4,852 +0
May06 041227 39.22 39.22 39.22 39.22 -1.77 0 2,294 +0
Total Volume and Open Interest 69,644 657,218 -2,804
Heating Oil(NYM)
Jan05 041227 128.50 128.70 120.50 121.08 -11.53 17,911 25,330 -399
Feb05 041227 129.20 129.30 121.25 121.82 -11.22 14,801 61,980 +1,002
Mar05 041227 124.00 124.00 119.00 119.57 -9.82 3,048 28,273 +1,336
Apr05 041227 119.00 119.00 113.87 113.87 -8.47 899 14,302 +268
May05 041227 113.00 113.70 110.32 110.32 -7.47 305 6,340 +163
Jun05 041227 110.00 111.25 108.37 108.37 -6.77 146 8,934 +64
Jul05 041227 110.00 111.25 108.07 108.07 -6.42 58 5,323 +58
Aug05 041227 110.00 111.50 108.32 108.32 -6.22 60 2,948 +60
Sep05 041227 111.00 112.00 109.02 109.02 -6.12 67 4,022 +4
Oct05 041227 113.00 113.00 109.87 109.87 -6.07 8 659 +6
Nov05 041227 115.00 115.00 110.72 110.72 -6.02 40 1,017 +16
Dec05 041227 114.00 114.00 111.57 111.57 -5.97 81 8,076 +59
Total Volume and Open Interest 37,652 172,139 +2,641
Gasoline(NYMEX)
Jan05 041227 110.50 110.80 103.50 104.12 -8.81 12,610 18,084 -1,432
Feb05 041227 113.80 113.80 106.50 106.96 -8.70 11,125 53,354 +3,233
Mar05 041227 114.50 114.50 109.00 109.46 -8.00 2,392 19,221 +1,166
Apr05 041227 122.00 122.00 117.31 117.31 -7.65 1,624 22,136 -181
May05 041227 119.30 121.50 118.06 118.06 -7.34 1,370 21,269 +699
Jun05 041227 123.00 123.00 117.96 117.96 -7.19 284 8,714 +120
Jul05 041227 116.86 116.86 116.86 116.86 -6.94 22 3,830 +11
Aug05 041227 118.65 118.65 114.91 114.91 -6.74 2 4,617 +2
Sep05 041227 115.70 115.70 112.36 112.36 -6.54 118 6,688 +127
Oct05 041227 108.81 108.81 108.81 108.81 -6.34 2 2,838 +0
Total Volume and Open Interest      
e-MiNY RBOB Gasoline(NYMEX)
Natural Gas(NYM)
Jan05 041227 6.430 6.440 6.120 6.160 -0.508 18,659 24,904 -2,627
Feb05 041227 6.500 6.510 6.200 6.225 -0.520 10,964 59,695 +1,290
Mar05 041227 6.510 6.510 6.210 6.250 -0.483 4,794 44,499 +265
Apr05 041227 6.250 6.250 6.040 6.085 -0.268 2,157 24,821 -171
May05 041227 6.250 6.290 6.095 6.095 -0.248 1,189 22,417 +163
Jun05 041227 6.300 6.300 6.140 6.140 -0.242 366 13,215 +121
Jul05 041227 6.340 6.340 6.150 6.190 -0.237 337 16,133 -48
Aug05 041227 6.360 6.360 6.200 6.215 -0.232 401 12,188 +12
Sep05 041227 6.350 6.350 6.180 6.195 -0.232 84 11,502 -28
Oct05 041227 6.350 6.350 6.210 6.225 -0.227 718 23,274 +286
Nov05 041227 6.690 6.700 6.560 6.570 -0.202 319 10,673 -206
Dec05 041227 7.040 7.040 6.900 6.915 -0.172 918 17,053 +468
Jan06 041227 7.200 7.200 7.110 7.140 -0.162 257 15,791 +106
Feb06 041227 7.250 7.250 7.100 7.130 -0.162 65 9,225 +22
Mar06 041227 7.010 7.030 6.920 6.920 -0.157 235 11,477 +201
Apr06 041227 6.050 6.055 5.990 5.990 -0.137 354 9,821 +94
Total Volume and Open Interest 42,053 399,113 -124
Brent Crude Oil(ICE)
Feb05 041224 40.70 40.70 40.07 40.07 -0.64 15,585 66,275 -5,898
Mar05 041224 40.97 40.97 40.45 40.45 -0.61 6,732 79,010 -2,974
Apr05 041224 41.14 41.14 40.58 40.58 -0.60 1,247 24,388 +117
May05 041224 41.09 41.09 40.52 40.52 -0.58 451 9,819 +88
Jun05 041224 41.04 41.04 40.38 40.38 -0.58 1,470 14,473 +1,124
Jul05 041224 40.22 40.22 40.20 40.20 -0.55 0 7,034 -3
Aug05 041224 40.02 40.02 40.02 40.02 -0.52 0 3,493 +0
Sep05 041224 39.84 39.84 39.84 39.84 -0.49 0 7,376 -63
Oct05 041224 39.66 39.66 39.66 39.66 -0.46 0 3,350 +0
Nov05 041224 39.48 39.48 39.48 39.48 -0.43 0 3,547 +0
Dec05 041224 39.70 39.70 39.31 39.31 -0.39 945 37,116 +735
Jan06 041224 39.14 39.14 39.14 39.14 -0.35      
Mar06 041224 38.76 38.76 38.76 38.76 -0.31 0 3,025 +0
Total Volume and Open Interest 26,430 318,015 -6,849
Gas Oil(ICE)
Jan05 041227 395.00 395.00 382.00 384.50 unch 15,735 46,256 -1,000
Feb05 041227 391.00 391.00 378.75 379.75 unch 11,878 40,555 +539
Mar05 041227 380.00 380.50 372.00 372.00 unch 2,724 9,080 +18
Apr05 041227 367.50 368.25 362.75 362.75 unch 1,092 10,110 +0
May05 041227 358.00 358.00 358.00 358.00 unch 680 4,894 +0
Jun05 041227 356.00 356.00 356.00 356.00 unch 792 12,633 -115
Jul05 041227 359.00 359.00 355.00 355.00 unch 57 1,649 +100
Aug05 041227 354.75 354.75 354.75 354.75 unch 80 1,546 +0
Sep05 041227 359.00 359.00 354.50 354.50 unch 0 5,512 +100
Oct05 041227 353.50 353.50 353.50 353.50 unch 0 1,050 +0
Total Volume and Open Interest 34,038 160,876 -350
US Dollar Index(ICE)
Mar05 041227 81.330 81.380 80.620 80.780 -0.770 830 21,900 -209
Jun05 041227 81.310 81.310 80.670 80.820 -0.790 0 2,020 +1
Sep05 041227 80.850 80.850 80.850 80.850 -0.820 0 31 +0
Total Volume and Open Interest 830 23,964 -208
Australian Dollar(CME)
Mar05 041227 76.76 77.50 76.70 77.31 +1.11 890 58,866 -449
Jun05 041227 76.86 76.86 76.86 76.86 +1.11 0 335 +1
Sep05 041227 76.44 76.44 76.44 76.44 +1.11 0 312 +0
Total Volume and Open Interest 890 59,623 -448
British Pound(CME)
Mar05 041227 191.29 192.90 191.11 192.41 +1.36 2,787 74,600 -3,191
Jun05 041227 191.51 191.51 191.51 191.51 +1.36 0 17 +2
Sep05 041227 190.61 190.61 190.61 190.61 +1.36 0 11 +0
Total Volume and Open Interest 2,787 74,639 -3,189
Canadian Dollar(CME)
Mar05 041227 81.32 82.39 81.32 81.98 +0.89 3,735 62,908 -1,309
Jun05 041227 81.62 82.32 81.62 82.04 +0.89 63 2,784 +44
Sep05 041227 82.14 82.14 82.14 82.14 +0.89 0 756 +0
Dec05 041227 82.44 82.45 82.26 82.26 +0.89 4 486 +4
Total Volume and Open Interest 3,802 66,954 -1,271
Japanese Yen(CME)
Mar05 041227 96.89 97.90 96.88 97.46 +0.57 3,258 126,480 +902
Jun05 041227 98.50 98.50 98.14 98.14 +0.57 8 20,053 +7
Sep05 041227 98.94 98.94 98.94 98.94 +0.57 0 81 +0
Total Volume and Open Interest 3,266 146,660 +909
Swiss Franc(CME)
Mar05 041227 87.72 88.62 87.70 88.38 +0.78 2,486 57,028 -264
Jun05 041227 88.81 88.81 88.81 88.81 +0.78 0 112 -1
Sep05 041227 89.27 89.27 89.27 89.27 +0.78 0 3 +0
Total Volume and Open Interest 2,486 57,206 -265
EuroFX(CME)
Mar05 041227 135.39 136.50 135.36 136.28 +1.34 12,592 155,938 +4,230
Jun05 041227 135.73 136.66 135.73 136.50 +1.34 159 1,086 +68
Sep05 041227 136.80 136.80 136.80 136.80 +1.34 0 295 +0
Total Volume and Open Interest 12,903 158,333 +4,399
Mexican Peso(CME)
Jan05 041227 892.8 894.5 892.8 892.8 -1.8 0 115 +0
Feb05 041227 888.5 890.2 888.5 888.5 -1.8 0 50 +0
Total Volume and Open Interest 9,395 88,889 +3,370
30-Year T-Bonds(CBOT)
Mar05 041227 112~110 112~120 111~000 111~100 -0~310 57,167 587,610 -19,145
Jun05 041227 111~000 111~040 110~120 110~150 -0~310 6 12,342 +3
Sep05 041227 109~230 109~230 109~230 109~230 -0~310 0 192 +0
Total Volume and Open Interest 57,173 600,154 -19,142
10-Year T-Notes(CBOT)
Mar05 041227 112~010 112~010 111~110 111~165 -0~150 224,989 1,503,989 -65,545
Jun05 041227 110~275 110~275 110~180 110~200 -0~155 0 15,858 +0
Sep05 041227 110~050 110~050 110~050 110~050 -0~155 0 673 +0
Total Volume and Open Interest 224,989 1,520,520 -65,545
5-Year T-Notes(CBOT)
Mar05 041227 109~072 109~072 109~038 109~048 -0~038 89,494 0 +0
Jun05 041227 108~116 108~116 108~116 108~116 -0~038 119 9,425 +121
Total Volume and Open Interest 89,613 9,425 +121
2 Year T-Notes(CBOT)
Mar05 041227 104~100 104~102 104~094 104~097 -0~009 1,021 237,701 +1,000
Total Volume and Open Interest 1,185 249,855 +616
Eurodollars(CME)
Mar05 041227 97.095 97.100 97.080 97.090 -0.010 23,422 1,057,378 +7,311
Jun05 041227 96.790 96.800 96.770 96.780 -0.030 17,688 1,068,281 -1,437
Sep05 041227 96.565 96.575 96.545 96.550 -0.040 17,096 925,215 -6,235
Dec05 041227 96.390 96.420 96.375 96.385 -0.045 18,100 739,771 +2,911
Mar06 041227 96.295 96.315 96.275 96.290 -0.035 13,498 590,922 +7,363
Jun06 041227 96.225 96.235 96.200 96.205 -0.045 10,422 380,645 +668
Sep06 041227 96.145 96.160 96.120 96.125 -0.050 9,284 294,302 -939
Dec06 041227 96.060 96.070 96.030 96.035 -0.055 17,327 253,157 +5,490
Mar07 041227 95.985 95.985 95.950 95.950 -0.060 6,465 182,223 -583
Jun07 041227 95.900 95.905 95.855 95.860 -0.070 6,214 156,259 +24
Sep07 041227 95.815 95.815 95.750 95.765 -0.075 6,870 120,111 -1,256
Dec07 041227 95.710 95.715 95.650 95.660 -0.080 8,884 130,947 +1,168
Mar08 041227 95.630 95.635 95.550 95.575 -0.085 2,251 93,923 +33
Jun08 041227 95.530 95.530 95.450 95.470 -0.090 2,756 96,418 +535
Sep08 041227 95.420 95.425 95.345 95.360 -0.095 3,552 93,209 +1,824
Dec08 041227 95.320 95.325 95.240 95.250 -0.100 4,876 83,038 -238
Mar09 041227 95.230 95.235 95.145 95.155 -0.105 1,861 58,646 +615
Jun09 041227 95.135 95.140 95.055 95.060 -0.105 2,196 47,290 +656
Total Volume and Open Interest 177,466 6,569,238 +20,244
30 Day Federal Funds(CBOT)
Dec04 041227 97.850 97.850 97.840 97.850 unch 928 144,917 -419
Jan05 041227 97.750 97.750 97.750 97.750 unch 1,650 140,433 +292
Feb05 041227 97.510 97.510 97.510 97.510 -0.010 1,057 123,477 +3,594
Mar05 041227 97.430 97.430 97.430 97.430 unch 1,164 42,128 +2,976
Apr05 041227 97.290 97.290 97.290 97.290 -0.010 838 22,713 -84
May05 041227 97.110 97.110 97.110 97.110 -0.010 20 3,964 +245
Total Volume and Open Interest 5,679 477,997 +6,699
30 Day Fed Funds(e-CBOT)
Dec04 041227 97.840 97.845 97.835 97.845 -0.005 425 0 +0
Jan05 041227 97.745 97.750 97.740 97.750 unch 1,083 0 +0
Feb05 041227 97.510 97.515 97.505 97.510 -0.005 7,196 0 +0
Mar05 041227 97.430 97.435 97.430 97.430 -0.005 4,151 0 +0
Apr05 041227 97.295 97.300 97.285 97.285 -0.015 1,424 0 +0
May05 041227 97.110 97.110 97.110 97.110 -0.005 247 0 +0
Total Volume and Open Interest 14,601    
3-Mth Euro-Yen(CME)
Mar05 041227 99.90 99.90 99.90 99.90 unch 60 52,118 +43
Jun05 041227 99.89 99.89 99.89 99.89 unch 1 32,889 +201
Sep05 041227 99.86 99.86 99.86 99.86 unch 0 7,273 +0
Dec05 041227 99.82 99.82 99.82 99.82 unch 0 5,396 +0
Mar06 041227 99.75 99.75 99.75 99.75 -0.01 0 7,053 +35
Jun06 041227 99.68 99.68 99.68 99.68 unch 0 3,712 +0
Sep06 041227 99.58 99.58 99.58 99.58 -0.01 0 2,099 +0
Dec06 041227 99.49 99.49 99.49 99.49 unch 0 411 +0
Mar07 041227 99.36 99.36 99.36 99.36 -0.01 0 1 +0
Jun07 041227 99.25 99.25 99.25 99.25 -0.02 0 2 +0
Total Volume and Open Interest 61 111,995 +279
3-Mth Euro-Yen(SGX)
Mar05 041227 99.90 99.90 99.90 99.90 unch 4,103 101,309 -260
Jun05 041227 99.89 99.89 99.89 99.89 unch 3,821 91,087 +218
Sep05 041227 99.86 99.86 99.85 99.86 0.00 137 43,686 +20
Dec05 041227 99.81 99.82 99.81 99.82 0.00 119 35,319 -2
Mar06 041227 99.75 99.75 99.74 99.75 0.00 0 27,503 +0
Jun06 041227 99.65 99.66 99.65 99.66 -0.01 10 12,863 +0
Sep06 041227 99.57 99.57 99.57 99.57 -0.01 0 6,925 +0
Dec06 041227 99.47 99.47 99.47 99.47 -0.01 110 6,674 +0
Total Volume and Open Interest 8,300 332,416 -24
Japanese Gov't Bonds(SGX)
Mar05 041227 138.95 139.00 138.59 138.61 -0.43 3,092 43,573 +655
Jun05 041227 138.01 138.01 138.01 138.01 -0.43      
Sep05 041227 138.01 138.01 138.01 138.01 -0.43      
Total Volume and Open Interest 3,092 43,573 +655
Euro-Bund(EUREX)
Mar05 041227 119.27 119.48 119.03 119.03 -0.25 142,784 1,229,997 -1,854
Jun05 041227 118.10 118.10 118.10 118.10 -0.27 200 746 +15
Total Volume and Open Interest 142,984 1,230,743 -1,839
Euro-Bobl(EUREX)
Mar05 041227 113.27 113.39 113.15 113.16 -0.11 96,110 799,855 -3,073
Jun05 041227 112.34 112.34 112.34 112.34 -0.12 0 457 +0
Sep05 041227 112.16 112.16 112.16 112.16 -0.11      
Total Volume and Open Interest 96,110 800,312 -3,073
3-Mth Euribor(EUREX)
Dec04 041213 97.830 97.830 97.830 97.830 unch 585 0 -8,348
Mar05 041227 97.785 97.785 97.775 97.780 unch 1,355 13,944 +134
Jun05 041227 97.690 97.690 97.665 97.665 +0.010 61 5,661 -3
Total Volume and Open Interest 1,516 29,423 +284
Long Gilt(LIFFE)
Dec04 041224 110~16 110~17 110~16 110~17 -0~02 2,182 15,579 -874
Mar05 041224 112~08 112~11 112~02 112~08 -0~02 20,584 204,970 -781
Total Volume and Open Interest 22,766 220,549 -1,655
3-Mth Short Sterling(LIFFE)
Mar05 041224 95.12 95.15 95.12 95.14 unch 24,613 245,998 +580
Jun05 041224 95.25 95.28 95.23 95.25 +0.01 28,028 239,398 +8,488
Sep05 041224 95.30 95.33 95.28 95.29 unch 37,843 238,312 +13,537
Dec05 041224 95.31 95.34 95.28 95.29 unch 26,989 182,936 +5,341
Mar06 041224 95.30 95.30 95.26 95.27 -0.01 15,195 101,009 +1,256
Jun06 041224 95.28 95.29 95.26 95.26 -0.01 7,716 76,531 +2,122
Total Volume and Open Interest 151,774 1,250,798 +35,376
3-Mth Euribor(LIFFE)
Mar05 041227 97.785 97.790 97.770 97.780 -0.005 10,101 502,495 +2,846
Jun05 041227 97.705 97.705 97.655 97.670 -0.020 9,935 559,094 -575
Sep05 041227 97.590 97.600 97.545 97.555 -0.035 8,681 396,372 -1,019
Total Volume and Open Interest 40,967 2,665,218 +2,510
3-Mth Aus T-Bills(SFE)
Mar05 041224 94.64 94.65 94.63 94.65 +0.01 7,248 271,043 -279
Jun05 041224 94.63 94.66 94.63 94.66 +0.02 2,757 138,309 +758
Sep05 041224 94.62 94.65 94.62 94.65 +0.02 931 42,988 +498
Dec05 041224 94.61 94.62 94.60 94.62 +0.02 404 22,740 +46
Mar06 041224 94.57 94.57 94.56 94.57 +0.01 200 15,108 +29
Jun06 041224 94.51 94.51 94.51 94.51 unch 164 10,976 +164
Sep06 041224 94.46 94.46 94.46 94.46 -0.01 0 6,855 +0
Dec06 041224 94.41 94.41 94.41 94.41 -0.02 0 3,077 +0
Mar07 041224 94.36 94.36 94.36 94.36 -0.02 0 1,825 +0
Jun07 041224 94.34 94.34 94.34 94.34 -0.01 0 1,410 +0
Total Volume and Open Interest 11,704 516,394 +1,216
10-Year Aus T-Bonds(SFE)
Mar05 041224 94.73 94.75 94.72 94.74 +0.01 3,397 248,650 -3,203
Total Volume and Open Interest 3,397 248,650 -3,203
3-Year Aus T-Bonds(SFE)
Mar05 041224 94.92 94.94 94.91 94.94 +0.02 8,018 384,668 -11,369
Total Volume and Open Interest 8,018 384,668 -11,369
Gold(CMX)
Dec04 041227 444.0 445.9 443.0 445.2 +3.3 98 202 -32
Feb05 041227 444.0 446.7 443.7 446.2 +3.3 22,434 221,133 -224
Apr05 041227 445.5 449.0 445.5 448.4 +3.3 609 19,412 +118
Jun05 041227 449.0 451.7 448.5 450.8 +3.4 95 28,662 +20
Aug05 041227 453.2 453.2 453.2 453.2 +3.4 5 7,772 +0
Oct05 041227 455.7 455.7 455.7 455.7 +3.4 0 3,510 +0
Dec05 041227 456.0 459.0 455.0 458.2 +3.4 35 18,614 +13
Feb06 041227 460.9 460.9 460.9 460.9 +3.4 90 613 +19
Apr06 041227 463.6 463.6 463.6 463.6 +3.5 0 631 +0
Jun06 041227 466.4 466.4 466.4 466.4 +3.6 0 8,512 +0
Aug06 041227 469.2 469.2 469.2 469.2 +3.7 0 170 +0
Oct06 041227 472.1 472.1 472.1 472.1 +3.8 5 6 +5
Total Volume and Open Interest 23,644 319,537 +74
Silver(CMX)
Dec04 041227 706.5 706.5 697.3 697.3 +9.0 11 61 -38
Mar05 041227 696.5 709.0 694.0 700.5 +9.0 7,646 72,492 -67
May05 041227 702.0 710.0 699.0 703.8 +9.0 478 7,033 -20
Jul05 041227 702.0 709.5 702.0 706.8 +9.0 158 3,465 -49
Sep05 041227 709.9 709.9 709.9 709.9 +9.0 19 513 -19
Dec05 041227 711.0 721.0 709.5 713.5 +9.0 62 9,955 -10
Mar06 041227 716.9 716.9 716.9 716.9 +9.0 390 509 +214
Total Volume and Open Interest 8,769 98,024 +6
Platinum(NYMEX)
Jan05 041227 847.0 875.0 847.0 875.0 +34.8 1,247 3,118 -239
Apr05 041227 851.8 873.8 851.0 872.5 +34.8 1,152 3,693 +573
Jul05 041227 869.5 869.5 869.5 869.5 +34.8 0 3 +0
Total Volume and Open Interest 2,399 6,814 +334
Palladium(NYMEX)
Dec04 041227 188.50 188.50 188.50 188.50 +1.55 2 3 -1
Mar05 041227 184.00 190.00 182.00 190.00 +1.55 190 12,068 +110
Jun05 041227 192.00 192.00 192.00 192.00 +1.55 1 234 +0
Total Volume and Open Interest 193 12,367 +109
Copper(CMX)
Dec04 041227 148.30 150.10 148.10 150.00 +1.70 537 2,001 -292
Mar05 041227 142.60 144.00 142.20 143.95 +1.70 8,293 60,325 +3,237
May05 041227 138.80 140.15 138.80 140.15 +1.60 181 6,463 +67
Jul05 041227 136.70 136.70 136.70 136.70 +1.60 22 5,265 +9
Sep05 041227 132.55 132.55 132.55 132.55 +1.60 46 3,618 -1
Total Volume and Open Interest 9,683 92,693 +3,222
Aluminum(CMX)
Dec04 041227 92.40 92.40 92.40 92.40 +0.30 110 126 +106
Jan05 041227 92.80 92.80 92.80 92.80 +0.30 12 1,281 +0
Feb05 041227 92.90 92.90 92.90 92.90 +0.30 0 651 +0
Mar05 041227 92.90 92.90 92.90 92.90 +0.30 0 681 +0
Apr05 041227 92.60 92.60 92.60 92.60 +0.30 0 486 +0
May05 041227 92.25 92.25 92.25 92.25 +0.30 0 668 +0
Total Volume and Open Interest 122 8,736 +106
DJIA Index(CBOT)
Mar05 041227 10865 10875 10790 10800 -32 3,875 48,909 +218
Jun05 041227 10825 10837 10825 10835 -25 1 29 +0
Dec05 041227 10884 10884 10884 10884 -25 0 1 +0
Total Volume and Open Interest 3,876 48,939 +218
S & P 500(CME)
Mar05 041227 1215.80 1216.80 1207.30 1208.40 -3.30 14,363 655,170 -2,493
Jun05 041227 1217.00 1217.00 1212.00 1212.50 -3.30 442 10,400 -126
Sep05 041227 1216.90 1216.90 1216.90 1216.90 -3.40 35 2,273 +2
Dec05 041227 1221.90 1221.90 1221.90 1221.90 -3.40 0 123 +0
Total Volume and Open Interest 14,840 668,040 -2,617
S & P 500 E-Mini(Globex)
Mar05 041227 1212.25 1217.00 1207.25 1208.50 -3.25 268,933 733,340 +3,632
Jun05 041227 1220.00 1220.00 1212.00 1212.50 -3.25 771 975 +735
Total Volume and Open Interest 269,704 734,315 +4,367
NASDAQ 100(CME)
Mar05 041227 1630.50 1632.00 1607.00 1617.00 -1.50 3,572 66,542 -452
Jun05 041227 1627.50 1627.50 1627.50 1627.50 -1.50 0 6 +0
Sep05 041227 1638.00 1638.00 1638.00 1638.00 -1.00      
Total Volume and Open Interest 3,572 66,548 -452
NASDAQ 100 E-Mini(Globex)
Mar05 041227 1620.00 1632.00 1607.00 1617.00 -1.50 111,651 256,886 +3,631
Jun05 041227 1627.00 1627.50 1619.00 1627.50 -1.50 3 25 +3
Total Volume and Open Interest 111,654 256,911 +3,634
S & P Midcap 400(CME)
Mar05 041227 663.00 663.00 654.00 656.50 -3.80 280 13,089 -26
Jun05 041227 656.50 656.50 656.50 656.50 -3.80      
Sep05 041227 656.50 656.50 656.50 656.50 -3.80      
Total Volume and Open Interest 280 13,089 -26
Russell 2000(CME)
Mar05 041227 655.50 655.50 643.50 647.00 -4.30 523 20,791 +62
Jun05 041227 647.00 647.00 647.00 647.00 -4.30      
Sep05 041227 647.00 647.00 647.00 647.00 -4.30      
Total Volume and Open Interest 523 20,791 +62
Russell 2000 E-Mini(Globex)
Dec04 041217 643.00 645.00 640.90 641.85 -1.25 6,071 92,324 -1,266
Mar05 041227 652.80 655.50 643.60 647.00 -4.30 25,962 101,800 -734
Jun05 041227 647.00 647.00 647.00 647.00 -4.30      
Total Volume and Open Interest 25,962 101,800 -734
Nikkei 225(CME)
Mar05 041227 11355 11395 11350 11375 +35 5,660 174,911 +7,694
Jun05 041227 11325 11325 11325 11325 +35 0 3 +0
Total Volume and Open Interest 5,660 174,914 +7,694
Nikkei 225(SGX)
Mar05 041227 11355 11395 11350 11375 +35 5,660 174,911 +7,694
Jun05 041227 11325 11325 11325 11325 +35 0 3 +0
Sep05 041227 11320 11320 11320 11320 +35      
Total Volume and Open Interest 5,660 174,914 +7,694
CAC 40(EURONEXT)
Jan05 041227 3834.0 3841.0 3818.5 3824.0 -8.5 5,619 307,509 -2,753
Feb05 041227 3826.5 3842.0 3826.5 3830.0 -8.5 215 574 +115
Mar05 041227 3846.0 3851.5 3831.0 3836.0 -8.5 97 86,302 -132
Total Volume and Open Interest 5,931 409,522 -2,770
Hang Seng Index(HKFE)
Dec04 041224 14200 14224 14177 14187 -18 29,089 89,612 -19,798
Jan05 041224 14218 14235 14189 14200 -18 23,200 65,283 +31,883
Total Volume and Open Interest 52,379 157,912 +12,123
DAX(EUREX)
Mar05 041227 4277.0 4285.0 4254.5 4268.0 -2.0 35,683 182,094 -1,533
Jun05 041227 4295.5 4307.0 4279.5 4292.0 -2.0 139 3,086 +83
Total Volume and Open Interest 35,869 185,370 -1,450
FT-SE 100(EURONEXT)
Mar05 041224 4775.50 4808.50 4775.50 4800.50 +16.00 20,485 442,093 +2,802
Jun05 041224 4816.00 4816.00 4816.00 4816.00 +16.00 0 17,007 +0
Sep05 041224 4833.00 4833.00 4829.50 4829.50 +16.00 0 3,550 +0
Total Volume and Open Interest 20,485 462,650 +2,802
SPI 200(SFE)
Dec04 041216 3959.0 3971.0 3953.0 3971.0 +27.0 37,390 128,529 -38,259
Mar05 041224 4067.0 4067.0 4050.0 4066.0 +15.0 8,062 155,203 +984
Jun05 041224 4076.0 4079.0 4068.0 4079.0 +15.0 22 3,090 -3
Total Volume and Open Interest 8,193 164,041 +1,090
GSCI(CME)
Jan05 041227 312.30 312.30 304.00 304.10 -14.65 151 18,014 -78
Feb05 041227 304.00 304.00 304.00 304.00 -13.95      
Mar05 041227 305.40 305.40 305.40 305.40 -10.55      
Total Volume and Open Interest 151 18,014 -78
RJ/CRB Index(ICE)
Jan05 041227 283.00 283.50 282.50 282.75 -0.75 4 223 -4
Feb05 041227 281.25 281.25 281.25 281.25 -0.75 10 115 -6
Apr05 041227 281.75 281.75 281.75 281.75 -0.75 2 118 +2
Total Volume and Open Interest 16 563 -8
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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