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MRCI's End of Day Prices
Daily Futures Price Listing Mon January 05, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 040105 799.00 802.00 786.00 796.75 +4.25 5,825 8,295 -2,184
Mar04 040105 804.00 806.00 790.00 800.50 +2.25 35,021 123,356 +5,175
May04 040105 800.00 802.00 787.00 796.50 +1.25 6,817 55,896 +648
Jul04 040105 789.00 792.00 778.00 785.25 +1.25 4,078 28,909 -5
Aug04 040105 757.00 764.00 756.00 758.00 -1.00 439 5,906 +115
Sep04 040105 709.00 711.00 705.00 705.00 -2.00 238 2,758 +200
Nov04 040105 642.00 645.00 639.00 642.00 +3.75 1,927 17,351 +79
Total Volume and Open Interest 54,378 242,638 +4,045
Soybean Meal(CBOT)
Jan04 040105 246.00 246.00 239.80 242.20 +0.40 2,252 4,999 -685
Mar04 040105 247.30 247.50 242.00 245.30 -0.40 9,181 65,219 -185
May04 040105 246.00 246.50 241.00 244.30 -1.00 5,798 48,718 -106
Jul04 040105 241.70 241.70 236.70 239.40 -1.00 2,473 28,007 -389
Aug04 040105 232.50 232.50 228.50 230.80 -0.70 502 6,931 +195
Sep04 040105 220.00 221.00 217.00 217.80 -1.60 290 5,099 -175
Oct04 040105 197.50 197.50 193.80 193.80 -2.30 9 5,615 +3
Dec04 040105 193.30 194.00 190.50 190.80 -1.90 613 12,037 -4
Total Volume and Open Interest 21,118 177,534 -1,346
Soybean Oil(CBOT)
Jan04 040105 28.10 28.88 27.90 28.52 +0.48 1,566 7,507 -2,197
Mar04 040105 27.97 28.78 27.75 28.49 +0.58 6,868 74,860 +1,084
May04 040105 27.78 28.60 27.65 28.32 +0.56 2,678 46,313 +102
Jul04 040105 27.55 28.28 27.40 28.02 +0.54 1,488 37,437 +75
Aug04 040105 27.00 27.85 27.00 27.55 +0.52 24 4,094 +1
Sep04 040105 26.60 26.85 26.40 26.75 +0.57 34 3,562 +22
Oct04 040105 24.75 25.35 24.75 25.35 +0.65 0 3,405 +0
Dec04 040105 24.05 24.70 24.05 24.70 +0.60 217 9,716 -27
Total Volume and Open Interest 12,875 187,584 -940
Canola(WCE)
Jan04 040105 364.3 364.3 357.5 362.6 -2.2 10 986 -10
Mar04 040105 369.8 370.0 364.3 369.5 unch 1,164 29,408 +200
May04 040105 371.0 374.9 370.1 374.8 +0.6 216 7,816 +13
Jul04 040105 375.0 378.9 374.4 378.9 +0.9 0 4,954 -25
Sep04 040105 338.5 338.5 338.5 338.5 unch      
Total Volume and Open Interest 1,390 50,395 +156
Corn(CBOT)
Mar04 040105 253.00 256.00 251.00 253.00 -0.25 67,350 276,673 +12,790
May04 040105 255.75 259.00 253.75 256.25 +0.25 8,765 65,646 +1,950
Jul04 040105 259.00 260.50 256.00 259.00 +0.50 7,235 43,171 -450
Sep04 040105 254.50 257.50 254.00 255.00 unch 390 8,985 +32
Dec04 040105 253.00 254.50 250.75 253.00 -0.50 8,351 43,222 +1,440
Mar05 040105 255.00 258.00 255.00 257.00 -0.50 419 2,828 +233
Total Volume and Open Interest 92,651 442,006 +14,479
Wheat(CBOT)
Mar04 040105 403.50 405.50 397.00 398.50 -7.25 33,479 79,732 -1,795
May04 040105 403.00 405.00 398.00 401.00 -2.25 2,356 11,057 +1,062
Jul04 040105 382.00 385.00 381.00 383.50 -3.00 3,741 15,638 +1,450
Sep04 040105 386.00 388.00 384.00 386.50 -3.50 85 656 +59
Dec04 040105 395.00 395.00 393.00 394.50 -6.00 176 1,185 +138
Total Volume and Open Interest 39,861 108,349 +937
Wheat(KCBT)
Mar04 040105 406.00 407.00 400.00 403.75 -5.25 11,851 48,713 +2,330
May04 040105 403.00 404.50 397.50 401.25 -8.25 1,854 5,616 +335
Jul04 040105 389.50 389.50 384.00 386.00 -4.75 1,428 5,724 +399
Sep04 040105 390.50 390.50 387.00 389.00 -7.25 83 512 +58
Dec04 040105 395.00 397.00 393.50 397.00 +0.50 116 515 +35
Total Volume and Open Interest 15,332 61,082 +3,157
Wheat(MGE)
Mar04 040105 413.00 413.75 407.50 408.50 -7.25 4,877 22,748 +802
May04 040105 408.00 409.00 402.50 404.25 -8.75 580 4,211 +188
Jul04 040105 399.00 399.00 394.00 394.00 -6.00 124 1,032 +12
Sep04 040105 388.00 390.00 386.50 389.00 unch 228 1,042 +154
Dec04 040105 390.00 394.00 390.00 393.00 -1.00 90 302 +59
Total Volume and Open Interest 5,899 29,335 +1,215
Oats(CBOT)
Mar04 040105 152.25 154.75 148.50 154.50 +2.50 1,761 4,500 +9
May04 040105 153.25 155.25 151.00 155.25 +2.00 74 582 -10
Jul04 040105 157.25 158.00 154.50 157.50 +0.50 1 105 +0
Sep04 040105 147.00 147.00 147.00 147.00 unch 1 1 -1
Total Volume and Open Interest 1,857 5,208 +6
Rough Rice(CBOT)
Jan04 040105 8.71 8.78 8.66 8.76 +0.06 169 674 -238
Mar04 040105 8.91 8.94 8.80 8.93 +0.05 662 5,823 +235
May04 040105 9.00 9.05 8.95 9.05 +0.05 133 973 -35
Jul04 040105 9.02 9.11 9.02 9.09 +0.07 30 482 +30
Total Volume and Open Interest 994 7,983 -16
Live Cattle(CME)
Feb04 040105 73.700 75.300 73.050 75.300 +1.500 8,510 46,106 +111
Apr04 040105 72.000 73.450 71.450 73.450 +1.500 4,980 21,452 -311
Jun04 040105 69.400 70.700 69.350 70.700 +1.500 2,584 12,360 -590
Aug04 040105 69.850 71.100 69.850 71.100 +1.500 793 6,184 +266
Oct04 040105 73.400 75.000 73.400 75.000 +1.500 838 6,318 +334
Dec04 040105 74.400 75.500 74.400 75.500 +1.100 145 2,458 +112
Total Volume and Open Interest 18,490 96,461 +151
Feeder Cattle(CME)
Jan04 040105 81.200 82.600 81.150 82.600 +1.500 1,471 3,968 -355
Mar04 040105 80.300 81.525 80.250 81.525 +1.500 879 4,346 +105
Apr04 040105 80.300 81.700 80.300 81.700 +1.500 264 1,269 +40
May04 040105 81.700 82.875 81.375 82.875 +1.500 428 2,919 +18
Aug04 040105 84.250 85.250 84.250 85.250 +1.500 265 1,534 +0
Sep04 040105 84.250 84.700 84.250 84.700 +1.500 115 344 -51
Oct04 040105 83.800 84.900 83.800 84.900 +1.500 218 236 +184
Total Volume and Open Interest 3,646 14,663 -59
Lean Hogs(CME)
Feb04 040105 56.000 56.100 55.000 55.950 +0.525 5,261 25,616 +414
Apr04 040105 57.400 58.100 57.200 58.050 +1.150 3,043 9,786 +603
May04 040105 58.500 59.000 58.450 58.975 +0.575 138 1,086 +1
Jun04 040105 62.300 63.050 62.050 62.975 +1.000 642 4,205 +168
Jul04 040105 59.550 60.200 59.300 60.000 +0.525 221 1,155 +46
Aug04 040105 57.400 58.200 57.375 58.150 +0.850 64 831 +22
Oct04 040105 51.600 52.175 51.500 51.600 +0.250 157 579 +120
Dec04 040105 51.600 51.875 51.500 51.700 +0.325 68 222 +39
Total Volume and Open Interest 9,597 43,492 +1,416
Pork Bellies(CME)
Feb04 040105 87.400 87.900 86.000 86.600 -0.300 276 1,675 -29
Mar04 040105 87.500 87.500 86.050 86.050 -0.150 39 295 -2
May04 040105 88.000 88.900 86.400 86.400 -0.700 0 225 +0
Jul04 040105 88.250 88.250 88.250 88.250 unch 1 82 -14
Aug04 040105 89.000 89.000 89.000 89.000 unch 0 15 +0
Total Volume and Open Interest 316 2,292 -45
BFP Milk Class III(CME)
Dec03 040102 11.87 11.87 11.87 11.87 +0.01 1 0 -3,920
Jan04 040105 11.52 11.69 11.52 11.62 +0.08      
Feb04 040105 11.46 11.50 11.45 11.50 +0.05      
Mar04 040105 11.50 11.54 11.50 11.54 +0.09      
Apr04 040105 11.64 11.70 11.64 11.70 +0.06      
Total Volume and Open Interest      
Cocoa(NYBOT)
Mar04 040105 1500 1506 1456 1474 -41 1,338 30,326 +0
May04 040105 1508 1508 1468 1485 -34 275 11,982 +0
Jul04 040105 1505 1505 1471 1485 -34 182 13,462 +0
Sep04 040105 1500 1500 1480 1491 -33 213 6,832 +0
Dec04 040105 1513 1513 1488 1500 -36 343 7,955 +0
Mar05 040105 1508 1508 1508 1508 -33 35 4,203 +0
May05 040105 1523 1523 1505 1505 -34 8 8,059 +0
Total Volume and Open Interest 2,394 90,488 +0
Coffee "C"(NYBOT)
Mar04 040105 64.75 68.80 64.00 68.60 +3.65 3,600 50,758 +0
May04 040105 66.70 70.40 66.00 70.40 +3.55 274 9,085 +0
Jul04 040105 68.50 72.15 68.05 72.15 +3.50 131 5,260 +0
Sep04 040105 71.20 73.90 71.20 73.90 +3.45 35 6,074 +0
Dec04 040105 73.10 76.55 72.70 76.55 +3.45 168 3,853 +0
Mar05 040105 76.30 79.20 76.30 79.20 +3.40 11 2,227 +0
Total Volume and Open Interest 4,258 77,553 +0
Orange Juice(NYBOT)
Jan04 040105 61.20 61.60 61.05 61.05 +0.30 2,160 2,886 +0
Mar04 040105 64.60 65.20 64.40 64.65 +0.55 3,180 26,386 +0
May04 040105 67.50 68.25 67.50 67.70 +0.55 939 6,023 +0
Jul04 040105 70.50 70.75 70.45 70.45 +0.80 43 717 +0
Sep04 040105 73.50 73.50 73.00 73.00 +0.85 4 466 +0
Total Volume and Open Interest 6,350 36,828 +0
Sugar #11(NYBOT)
Mar04 040105 5.75 5.82 5.70 5.70 +0.03 18,149 112,485 +0
May04 040105 5.95 5.98 5.90 5.90 +0.04 2,701 27,341 +0
Jul04 040105 5.90 5.96 5.88 5.89 +0.06 1,973 31,737 +0
Oct04 040105 6.05 6.09 6.04 6.05 +0.04 1,569 20,435 +0
Mar05 040105 6.27 6.29 6.25 6.29 +0.05 1,150 8,102 +0
Total Volume and Open Interest 26,307 208,169 +0
London Cocoa(LCE)
Mar04 040105 856 863 838 851 -8 6,539 60,733 +4,273
May04 040105 882 888 863 876 -9 1,231 16,476 +495
Jul04 040105 905 909 886 899 -9 510 24,249 +139
Sep04 040105 921 925 900 913 -11 349 20,816 +180
Dec04 040105 920 925 904 913 -10 451 38,301 +174
Mar05 040105 925 929 908 918 -9 2,267 21,210 +691
May05 040105 935 938 920 930 -7 1,022 2,260 +781
Total Volume and Open Interest 12,574 184,472 +6,810
London Coffee(LCE)
Jan04 040105 739.00 759.00 733.00 758.00 +27.00 423 12,668 -447
Mar04 040105 720.00 740.00 717.00 738.00 +18.00 2,305 56,966 +574
May04 040105 732.00 750.00 729.00 749.00 +17.00 720 26,822 +287
Jul04 040105 744.00 762.00 744.00 761.00 +16.00 2 13,925 +1
Sep04 040105 759.00 773.00 755.00 773.00 +15.00 15 13,125 +0
Nov04 040105 771.00 786.00 768.00 786.00 +15.00 13 7,202 +13
Total Volume and Open Interest 3,491 132,803 +441
London Sugar(LCE)
Mar04 040105 184.20 184.70 181.40 181.40 -2.10 894 18,803 +353
May04 040105 184.20 185.00 182.00 182.00 -1.50 69 8,920 +29
Aug04 040105 182.00 182.30 180.90 180.90 -1.10 31 7,659 +4
Oct04 040105 182.30 183.00 182.00 182.00 -0.50 0 4,546 +0
Dec04 040105 185.80 186.00 185.00 185.40 -1.10 0 1,678 +0
Total Volume and Open Interest 994 42,543 +386
Cotton(NYBOT)
Mar04 040105 75.15 76.00 75.10 75.80 +0.73 7,391 57,908 +0
May04 040105 76.25 77.05 76.25 76.87 +0.74 1,344 12,717 +0
Jul04 040105 77.10 77.70 77.05 77.50 +0.70 242 5,960 +0
Oct04 040105 68.40 68.80 68.30 68.30 +0.40 9 342 +0
Dec04 040105 68.45 69.00 68.40 68.76 +0.48 202 4,160 +0
Mar05 040105 70.55 71.05 70.55 70.80 +0.55 5 707 +0
Total Volume and Open Interest 9,193 82,194 +0
Lumber(CME)
Jan04 040105 317.5 322.6 315.2 316.6 -4.5 416 805 +101
Mar04 040105 326.6 335.0 326.5 333.0 +4.7 375 950 +57
May04 040105 330.0 339.9 330.0 336.0 +5.9 32 155 +11
Jul04 040105 339.8 342.0 337.6 337.6 +5.3 2 42 +2
Total Volume and Open Interest 831 1,962 +175
Crude Oil(NYM)
Feb04 040105 32.95 33.95 32.90 33.78 +1.26 53,717 182,167 +0
Mar04 040105 32.80 33.63 32.70 33.51 +1.23 23,919 75,185 +0
Apr04 040105 32.30 33.10 32.30 33.01 +1.18 7,833 44,268 +0
May04 040105 31.95 32.50 31.82 32.41 +1.11 3,088 23,989 +0
Jun04 040105 31.20 31.83 31.20 31.82 +1.03 3,706 35,250 +0
Jul04 040105 30.95 31.27 30.95 31.26 +0.96 1,899 23,954 +0
Aug04 040105 30.35 30.80 30.35 30.76 +0.89 708 14,045 +0
Sep04 040105 30.00 30.32 30.00 30.32 +0.83 354 20,817 +0
Oct04 040105 29.67 29.94 29.67 29.94 +0.78 470 15,095 +0
Nov04 040105 29.40 29.65 29.40 29.65 +0.75 343 11,965 +0
Dec04 040105 29.05 29.50 29.05 29.42 +0.73 1,986 40,396 +0
Jan05 040105 29.05 29.13 29.05 29.13 +0.68 60 13,761 +0
Feb05 040105 28.80 28.90 28.80 28.88 +0.63 225 4,443 +0
Mar05 040105 28.65 28.65 28.65 28.65 +0.58 0 4,426 +0
Apr05 040105 28.44 28.44 28.44 28.44 +0.54 0 2,566 +0
May05 040105 28.24 28.24 28.24 28.24 +0.50 0 1,723 +0
Total Volume and Open Interest 103,049 598,426 +0
Heating Oil(NYM)
Feb04 040105 94.50 97.10 94.10 96.84 +5.38 20,634 66,981 +0
Mar04 040105 93.50 95.10 93.00 94.99 +4.93 4,453 23,291 +0
Apr04 040105 88.80 90.10 88.10 89.94 +4.08 1,107 9,225 +0
May04 040105 84.00 85.54 84.00 85.54 +3.48 488 4,932 +0
Jun04 040105 82.44 82.44 82.44 82.44 +3.08 229 7,644 +0
Jul04 040105 81.50 81.50 80.84 80.84 +2.83 9 4,532 +0
Aug04 040105 81.00 81.00 80.44 80.44 +2.68 91 2,622 +0
Sep04 040105 80.74 80.74 80.74 80.74 +2.63 248 2,051 +0
Oct04 040105 81.29 81.29 81.29 81.29 +2.58 25 1,025 +0
Nov04 040105 81.79 81.79 81.79 81.79 +2.53 10 1,372 +0
Dec04 040105 82.00 82.24 81.90 82.24 +2.48 133 6,318 +0
Jan05 040105 82.54 82.54 82.54 82.54 +2.43 25 1,679 +0
Total Volume and Open Interest 48,750 139,709 +0
Unleaded Gas(NYM)
Feb04 040105 94.50 97.80 94.50 97.69 +4.40 20,265 64,457 +0
Mar04 040105 94.50 97.80 94.50 97.77 +4.43 4,074 12,141 +0
Apr04 040105 100.00 102.20 100.00 102.20 +3.96 1,219 12,692 +0
May04 040105 100.70 101.25 100.00 101.25 +3.81 68 8,020 +0
Jun04 040105 98.25 99.25 97.90 99.25 +3.66 47 4,615 +0
Jul04 040105 96.75 96.75 96.75 96.75 +3.56 0 606 +0
Aug04 040105 93.85 93.85 93.85 93.85 +3.46 0 896 +0
Sep04 040105 90.40 90.40 90.40 90.40 +3.36 50 1,964 +0
Oct04 040105 85.80 85.80 85.80 85.80 +3.26 0 562 +0
Nov04 040105 83.45 83.45 83.45 83.45 +3.11 0 450 +0
Dec04 040105 82.15 82.15 82.15 82.15 +2.91 0 150 +0
Jan05 040105 81.65 81.65 81.65 81.65        
Natural Gas(NYM)
Feb04 040105 6.650 6.920 6.520 6.827 +0.638 21,839 55,736 +0
Mar04 040105 6.450 6.700 6.340 6.630 +0.634 5,900 33,912 +0
Apr04 040105 5.530 5.650 5.460 5.580 +0.303 2,439 21,519 +0
May04 040105 5.350 5.400 5.280 5.380 +0.268 3,251 23,050 +0
Jun04 040105 5.320 5.380 5.280 5.368 +0.256 697 14,546 +0
Jul04 040105 5.320 5.380 5.310 5.378 +0.243 693 13,272 +0
Aug04 040105 5.350 5.390 5.320 5.385 +0.230 1,527 12,385 +0
Sep04 040105 5.300 5.370 5.300 5.360 +0.230 966 12,126 +0
Oct04 040105 5.295 5.390 5.295 5.365 +0.220 858 12,124 +0
Nov04 040105 5.480 5.525 5.450 5.525 +0.205 357 9,384 +0
Dec04 040105 5.630 5.680 5.630 5.675 +0.190 901 12,993 +0
Jan05 040105 5.700 5.800 5.700 5.785 +0.180 213 10,075 +0
Feb05 040105 5.670 5.735 5.670 5.735 +0.180 991 7,899 +0
Mar05 040105 5.510 5.510 5.510 5.510 +0.160 798 7,245 +0
Apr05 040105 4.850 4.865 4.850 4.865 +0.105 1,956 8,371 +0
May05 040105 4.750 4.750 4.740 4.740 +0.090 1,075 4,448 +0
Total Volume and Open Interest 45,420 317,661 +0
Brent Crude Oil(IPE)
Feb04 040105 29.90 31.00 29.85 30.89 +1.57 12,247 79,067 -1,381
Mar04 040105 29.62 30.71 29.60 30.63 +1.60 5,016 67,942 +898
Apr04 040105 29.33 30.40 29.33 30.34 +1.59 1,001 19,584 -88
May04 040105 29.29 30.02 29.20 30.02 +1.54 330 10,657 +0
Jun04 040105 29.00 29.73 28.92 29.70 +1.47 667 27,306 +0
Jul04 040105 28.76 29.37 28.70 29.37 +1.40 415 9,876 -350
Aug04 040105 29.05 29.05 29.05 29.05 +1.34 117 8,340 +100
Sep04 040105 28.20 28.73 28.10 28.73 +1.28 0 8,150 +0
Oct04 040105 28.30 28.44 28.30 28.44 +1.23 0 4,421 +0
Nov04 040105 28.17 28.17 28.17 28.17 +1.18 0 4,747 +0
Dec04 040105 27.55 28.05 27.45 27.95 +1.13 250 25,677 +250
Jan05 040105 27.68 27.68 27.68 27.68 +1.10 0 754 +0
Total Volume and Open Interest 20,043 299,802 -571
Gas Oil(IPE)
Jan04 040105 272.25 284.00 272.00 283.25 +11.50 4,332 40,697 +583
Feb04 040105 267.75 279.00 267.75 279.00 +11.50 2,747 36,560 -502
Mar04 040105 261.00 271.00 261.00 271.00 +10.00 420 10,680 +129
Apr04 040105 254.50 263.00 254.50 263.00 +9.25 0 7,611 +0
May04 040105 247.00 255.25 247.00 255.25 +8.75 0 5,614 -100
Jun04 040105 244.00 249.75 244.00 249.75 +8.00 0 10,335 -82
Jul04 040105 248.75 248.75 248.75 248.75 +7.50 0 4,243 +0
Aug04 040105 247.75 247.75 247.75 247.75 +7.00 0 2,440 +0
Sep04 040105 247.00 247.00 247.00 247.00 +6.75 0 3,707 +0
Oct04 040105 246.25 246.25 246.25 246.25 +6.50 0 3,693 +0
Total Volume and Open Interest 7,499 150,484 +28
US Dollar Index(NYBOT)
Mar04 040105 86.75 86.77 86.27 86.35 -0.58 3,027 20,043 +19
Jun04 040105 86.95 86.95 86.67 86.77 -0.58 4 2,035 +2
Sep04 040105 87.21 87.21 87.21 87.21 -0.58 0 2 +0
Total Volume and Open Interest 3,031 22,080 +21
Australian Dollar(CME)
Mar04 040105 75.88 76.27 75.81 76.20 +0.93 4,294 61,790 +3,468
Jun04 040105 75.15 75.43 75.15 75.37 +0.90 1 397 -3
Sep04 040105 74.30 74.54 74.30 74.54 +0.87 0 75 +0
Total Volume and Open Interest 4,297 62,302 +3,466
British Pound(CME)
Mar04 040105 179.14 180.04 178.99 179.83 +1.48 5,226 60,338 +3,537
Jun04 040105 178.09 178.47 178.09 178.47 +1.48 5 53 +1
Sep04 040105 177.11 177.11 177.11 177.11 +1.48 0 10 +0
Total Volume and Open Interest 5,231 60,403 +3,538
Canadian Dollar(CME)
Mar04 040105 77.72 78.07 77.71 77.75 +0.38 5,572 66,159 +2,785
Jun04 040105 77.60 77.83 77.50 77.53 +0.39 39 2,622 +39
Sep04 040105 77.55 77.55 77.34 77.34 +0.40 3 1,407 +1
Dec04 040105 77.20 77.35 77.15 77.15 +0.41 3 655 -1
Total Volume and Open Interest 5,618 70,912 +2,824
Japanese Yen(CME)
Mar04 040105 94.34 94.50 94.28 94.47 +0.72 18,262 137,498 +9,637
Jun04 040105 94.64 94.78 94.64 94.76 +0.72 2 7,416 +0
Sep04 040105 95.12 95.12 95.12 95.12 +0.72 0 48 +0
Total Volume and Open Interest 18,264 144,968 +9,637
Swiss Franc(CME)
Mar04 040105 81.32 81.40 81.08 81.25 +0.24 4,563 49,419 +2,602
Jun04 040105 81.52 81.52 81.41 81.41 +0.24 0 191 +0
Sep04 040105 81.58 81.58 81.58 81.58 +0.24 0 2 +0
Total Volume and Open Interest 4,563 49,711 +2,602
EuroFX(CME)
Mar04 040105 126.35 126.64 126.18 126.50 +0.74 10,159 119,535 +3,434
Jun04 040105 126.07 126.29 126.00 126.21 +0.75 42 708 +53
Sep04 040105 125.96 126.08 125.89 125.94 +0.76 5 103 +0
Total Volume and Open Interest 10,219 120,530 +3,488
Mexican Peso(CME)
Mar04 040105 8985.0 9060.0 8970.0 9000.0 +28.0 14,534 29,409 +2,072
Jun04 040105 8930.0 8930.0 8880.0 8895.0 +28.0 73 431 -22
Total Volume and Open Interest 14,607 30,119 +2,050
30-Year T-Bonds(CBOT)
Mar04 040105 107~31 108~03 107~08 107~28 -0~01 99,287 422,344 +6,858
Jun04 040105 106~13 106~20 105~27 106~14 -0~01 114 10,190 +36
Sep04 040105 105~03 105~03 105~03 105~03 -0~01 16 228 +8
Total Volume and Open Interest 99,431 432,944 +6,894
Municipal Bonds(CBOT)
Mar04 040105 101~19 101~25 101~14 101~25 +0~03 408 1,881 -77
Total Volume and Open Interest 408 1,881 -77
10-Year T-Notes(CBOT)
Mar04 040105 111~090 111~145 111~010 111~100 -0~010 232,799 961,239 +22,086
Jun04 040105 109~220 109~230 109~170 109~230 -0~020 64 319 +37
Total Volume and Open Interest 232,863 961,558 +22,123
5-Year T-Notes(CBOT)
Mar04 040105 111~035 111~040 110~275 111~020 unch 83,940 0 +0
Jun04 040105 109~190 109~190 109~190 109~190 -0~005 0 22 +0
Total Volume and Open Interest 83,940 22 +0
2 Year T-Notes(CBOT)
Mar04 040105 106~109 106~109 106~101 106~108 unch 5,398 160,420 +3,823
Total Volume and Open Interest 5,398 160,420 +3,823
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 040105 98.770 98.775 98.760 98.765 +0.005 61,249 818,026 +5,512
Jun04 040105 98.530 98.530 98.500 98.525 +0.020 79,395 716,029 +4,277
Sep04 040105 98.165 98.165 98.120 98.145 +0.020 90,314 594,366 -385
Dec04 040105 97.720 97.720 97.665 97.695 +0.015 123,871 529,503 +16,991
Mar05 040105 97.290 97.290 97.225 97.260 unch 48,683 361,496 +4,689
Jun05 040105 96.890 96.895 96.810 96.855 unch 23,013 287,136 +5,850
Sep05 040105 96.550 96.550 96.465 96.510 -0.005 18,497 217,422 +2,653
Dec05 040105 96.245 96.245 96.165 96.210 unch 14,055 174,464 +249
Mar06 040105 95.960 95.980 95.935 95.970 -0.010 5,126 145,125 -237
Jun06 040105 95.740 95.740 95.695 95.735 -0.015 3,874 127,129 +839
Sep06 040105 95.530 95.540 95.490 95.530 -0.020 2,743 104,382 -108
Dec06 040105 95.320 95.320 95.260 95.305 -0.025 5,129 101,394 -20
Total Volume and Open Interest 490,956 4,811,749 +41,106
3-Mth Euro-Yen(CME)
Mar04 040105 99.91 99.91 99.91 99.91 unch 75 12,537 +238
Jun04 040105 99.90 99.90 99.90 99.90 unch 1 12,431 +3
Sep04 040105 99.86 99.86 99.86 99.86 unch 0 11,837 -26
Dec04 040105 99.80 99.80 99.80 99.80 -0.01 50 3,870 +19
Mar05 040105 99.68 99.68 99.68 99.68 -0.01 21 3,191 +18
Jun05 040105 99.57 99.57 99.57 99.57 -0.02 0 838 +0
Sep05 040105 99.42 99.42 99.42 99.42 +0.01 0 2,011 +0
Dec05 040105 99.30 99.30 99.30 99.30 unch 0 83 +0
Mar06 040105 99.12 99.12 99.12 99.12 unch 0 287 +0
Jun06 040105 99.00 99.00 99.00 99.00 unch 0 472 +0
Total Volume and Open Interest 148 48,431 +254
3-Mth Euro-Yen(SIMEX)
Mar04 040105 99.91 99.91 99.91 99.91 unch 14 61,538 -7
Jun04 040105 99.90 99.90 99.90 99.90 unch 220 68,980 -403
Sep04 040105 99.86 99.87 99.86 99.86 unch 25 43,101 -145
Dec04 040105 99.80 99.81 99.80 99.80 -0.01 0 37,652 +0
Mar05 040105 99.68 99.68 99.67 99.68 unch 0 19,842 +0
Jun05 040105 99.58 99.58 99.58 99.58 unch 0 15,582 -15
Sep05 040105 99.45 99.46 99.45 99.46 -0.01 0 13,569 -40
Dec05 040105 99.35 99.36 99.35 99.36 -0.01 0 3,118 +0
Total Volume and Open Interest 261 276,207 -608
German Euro-Bund(EUREX)
Mar04 040105 112.88 112.90 112.58 112.85 +0.11 330,355 807,523 +807,523
Jun04 040105 111.70 111.92 111.70 111.91 +0.14 810 2,757 +2,757
Sep04 040105 111.70 111.70 111.70 111.70 +0.11      
Total Volume and Open Interest 331,165 810,280 +810,280
German Euro-Bobl(EUREX)
Mar04 040105 110.39 110.50 110.27 110.48 +0.15 164,251 626,476 +626,476
Jun04 040105 109.61 109.61 109.61 109.61 +0.22 160 691 +691
Sep04 040105 109.25 109.25 109.25 109.25 +0.15      
Total Volume and Open Interest 164,411 627,167 +627,167
Long Gilt(LIFFE)
Mar04 040105 107~30 108~01 107~21 107~27 -0~06 17,922 165,923 +326
Jun04 040105 107~19 107~19 107~19 107~19 -0~06      
Total Volume and Open Interest 17,922 165,923 +326
3-Mth Short Sterling(LIFFE)
Mar04 040105 95.75 95.76 95.71 95.74 +0.01 27,667 181,813 -1,653
Jun04 040105 95.53 95.54 95.50 95.52 +0.01 30,494 202,536 -1,980
Sep04 040105 95.31 95.31 95.26 95.29 +0.01 23,739 130,872 -440
Total Volume and Open Interest 104,966 913,653 -2,305
3-Mth Euribor(LIFFE)
Mar04 040105 97.890 97.900 97.880 97.885 +0.010 53,721 486,932 -6,340
Jun04 040105 97.755 97.770 97.735 97.755 +0.025 50,967 424,635 +8,389
Sep04 040105 97.540 97.560 97.510 97.540 +0.025 61,868 362,573 +9,831
Total Volume and Open Interest 277,005 2,262,504 +26,033
3-Mth Aus T-Bills(SFE)
Mar04 040105 94.31 94.34 94.31 94.34 -0.04 24,340 166,574 +9,046
Jun04 040105 94.21 94.22 94.19 94.21 -0.06 8,125 79,432 +1,735
Sep04 040105 94.16 94.16 94.08 94.10 -0.08 1,597 37,490 -784
Dec04 040105 94.08 94.08 94.01 94.02 -0.08 783 25,360 -883
Mar05 040105 93.95 93.95 93.94 93.95 -0.07 231 17,658 +91
Jun05 040105 93.88 93.89 93.88 93.89 -0.07 10 12,596 +0
Sep05 040105 93.84 93.84 93.84 93.84 -0.07 0 5,902 +0
Dec05 040105 93.78 93.78 93.78 93.78 -0.08 0 2,536 -5
Mar06 040105 93.74 93.74 93.74 93.74 -0.08 0 763 +0
Jun06 040105 93.70 93.71 93.70 93.71 -0.09 0 789 +0
Total Volume and Open Interest 35,086 349,512 +9,200
10-Year Aus T-Bonds(SFE)
Mar04 040105 94.23 94.23 94.17 94.19 -0.12 7,290 146,878 -6,915
Jun04 040105 94.19 94.19 94.19 94.19 -0.12      
Total Volume and Open Interest 7,430 142,155 -11,638
3-Year Aus T-Bonds(SFE)
Mar04 040105 94.26 94.26 94.23 94.25 -0.08 17,210 277,474 -23,487
Jun04 040105 94.25 94.25 94.25 94.25 -0.08      
Total Volume and Open Interest 17,210 277,474 -23,487
Gold(CMX)
Feb04 040105 418.7 425.7 418.0 424.8 +8.7 22,639 194,371 +0
Apr04 040105 419.5 426.8 419.0 425.9 +8.7 1,389 16,898 +0
Jun04 040105 420.3 428.0 420.0 426.9 +8.7 505 17,876 +0
Aug04 040105 423.5 428.5 423.5 427.8 +8.7 263 6,790 +0
Oct04 040105 428.7 428.7 428.7 428.7 +8.7 2 880 +0
Dec04 040105 423.0 431.0 423.0 429.8 +8.8 322 18,982 +0
Total Volume and Open Interest 48,325 473,108 +194,468
Silver(CMX)
Mar04 040105 607.0 630.0 606.5 624.5 +28.0 9,715 82,523 +0
May04 040105 609.0 628.5 609.0 625.6 +27.9 179 3,635 +0
Jul04 040105 608.0 630.0 608.0 626.5 +27.8 128 3,259 +0
Sep04 040105 624.0 627.2 624.0 627.2 +27.6 164 791 +0
Dec04 040105 620.0 640.0 615.0 628.3 +27.4 239 10,272 +0
Total Volume and Open Interest 10,466 102,784 +0
Platinum(NYM)
Jan04 040105 818.0 842.5 818.0 842.5 +31.2 529 702 +0
Apr04 040105 820.0 834.0 820.0 833.5 +28.2 808 7,554 +0
Jul04 040105 827.0 827.0 827.0 827.0 +24.7 0 1 +0
Oct04 040105 822.5 822.5 822.5 822.5 +24.7 0 4 +0
Total Volume and Open Interest 1,337 8,261 +0
Palladium(NYME)
Mar04 040105 198.00 204.90 198.00 204.80 +7.30 254 6,841 +0
Jun04 040105 203.50 205.40 203.50 205.40 +7.30 3 483 +0
Total Volume and Open Interest 257 7,328 +0
Copper(CMX)
Mar04 040105 107.70 109.10 107.25 108.70 +4.15 6,523 69,114 +0
May04 040105 107.10 108.30 106.90 108.20 +4.05 267 4,207 +0
Jul04 040105 106.65 107.90 106.40 107.70 +4.00 76 3,315 +0
Sep04 040105 107.10 107.10 107.10 107.10 +4.00 84 1,613 +0
Dec04 040105 105.25 106.40 105.25 106.35 +4.00 28 2,642 +0
Total Volume and Open Interest 8,619 89,470 +0
DJIA Index(CBOT)
Mar04 040105 10450 10525 10435 10520 +122 8,680 31,978 +781
Jun04 040105 10500 10500 10500 10500 +123 2 347 +2
Sep04 040105 10480 10480 10480 10480 +123 0 2 +0
Dec04 040105 10460 10460 10460 10460 +123 0 4 +0
Total Volume and Open Interest 8,682 32,331 +783
S & P 500(CME)
Mar04 040105 1113.50 1121.50 1112.00 1120.00 +11.10 41,661 588,843 +2,177
Jun04 040105 1114.50 1119.20 1113.00 1119.20 +11.10 680 11,029 +27
Sep04 040105 1119.00 1119.00 1119.00 1119.00 +11.30 740 2,826 +331
Dec04 040105 1119.30 1119.30 1119.30 1119.30 +11.50 1 61 +1
Total Volume and Open Interest 43,082 602,877 +2,536
S & P 500 E-Mini(Globex)
Mar04 040105 1108.75 1121.50 1108.75 1120.00 +11.00 452,889 376,063 +13,045
Jun04 040105 1110.75 1120.00 1110.75 1119.25 +11.25 214 398 +86
Total Volume and Open Interest 453,103 376,461 +13,131
NASDAQ 100(CME)
Mar04 040105 1474.50 1498.00 1474.00 1495.50 +29.00 5,860 73,241 +961
Jun04 040105 1497.50 1497.50 1497.50 1497.50 +29.00 2 50 +1
Sep04 040105 1499.50 1499.50 1499.50 1499.50 +29.00      
Total Volume and Open Interest 5,862 73,291 +962
NASDAQ 100 E-Mini(GLOBEX)
Mar04 040105 1468.0 1497.5 1467.0 1495.5 +29.0 162,395 164,181 +258
Jun04 040105 1475.5 1501.0 1475.5 1497.5 +29.0 52 433 +49
Total Volume and Open Interest 162,447 164,614 +307
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 040105 580.00 581.00 576.70 581.00 +3.70 456 15,803 -100
Jun04 040105 581.05 581.05 581.05 581.05 +3.70 0 1 +0
Sep04 040105 581.05 581.05 581.05 581.05 +3.70      
Total Volume and Open Interest 456 15,804 -100
Russell 2000(CME)
Mar04 040105 566.00 570.00 564.20 568.75 +6.50 1,793 22,589 +318
Jun04 040105 568.85 568.85 568.85 568.85 +6.50      
Sep04 040105 568.85 568.85 568.85 568.85 +6.50      
Total Volume and Open Interest 1,793 22,589 +318
Value Line(KCBT)
Mar04 040105 1540.00 1554.00 1540.00 1554.00 +18.00 8 61 +0
Total Volume and Open Interest 8 61 +0
Nikkei 225(CME)
Mar04 040105 10930 11020 10890 10960 +60 2,432 25,484 +1,196
Jun04 040105 10950 10950 10950 10950 +60 0 65 +0
Total Volume and Open Interest 2,432 25,558 +1,196
Nikkei 225(SIMEX)
Mar04 040105 10880 10900 10805 10895 +175 10,577 0 -122,502
Jun04 040105 10855 10855 10855 10855 +175      
Sep04 040105 10855 10855 10855 10855 +175      
Total Volume and Open Interest 10,577    
CAC 40(MATIF)
Jan04 040105 3604.5 3618.0 3604.5 3618.0 +11.5      
Feb04 040105 3608.0 3626.5 3597.0 3624.0 +11.5      
Mar04 040105 3565.5 3565.5 3565.5 3565.5 +11.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 040105 4040.0 4067.0 4017.5 4064.0 +19.5 40,960 258,381 +1,864
Jun04 040105 4059.0 4086.0 4044.0 4085.5 +19.5 176 7,504 -10
Sep04 040105 4067.0 4108.0 4067.0 4108.0 +20.0 20 176 +22
Total Volume and Open Interest 41,156 266,061 +1,876
FT-SE 100(LIFFE)
Mar04 040105 4498.00 4506.50 4475.00 4494.00 -4.00 29,872 379,476 +4,724
Jun04 040105 4504.00 4504.00 4504.00 4504.00 -4.00 0 10,258 +0
Sep04 040105 4514.00 4514.00 4514.00 4514.00 -4.00 0 4,665 +0
Total Volume and Open Interest 29,872 394,399 +4,724
SPI 200(SFE)
Mar04 040105 3308.0 3308.0 3287.0 3290.0 -17.0 4,117 142,797 -11,962
Jun04 040105 3306.0 3306.0 3301.0 3301.0 -17.0 68 3,049 +52
Sep04 040105 3309.0 3309.0 3309.0 3309.0 -17.0 0 1,464 +0
Total Volume and Open Interest 4,185 147,723 -11,910
GSCI(CME)
Jan04 040105 267.00 272.55 267.00 272.40 +9.90 88 14,665 -39
Feb04 040105 269.75 269.75 269.75 269.75 +9.75 2 98 +2
Mar04 040105 262.50 262.50 262.50 262.50 +8.00      
Total Volume and Open Interest 90 14,763 -37
Reuters CRB Index(NYBOT)
Feb04 040105 259.25 262.50 259.25 261.50 +6.00 11 81 +0
Apr04 040105 259.00 261.00 259.00 260.00 +5.00 150 440 +0
Jun04 040105 258.25 258.25 258.25 258.25 +5.00 0 6 +0
Total Volume and Open Interest 282 832 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

Copyright © 2002-03 Moore Research Center, Inc. All Rights Reserved.
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