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MRCI's End of Day Prices
Daily Futures Price Listing Wed January 07, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 040107 788.00 792.00 782.50 787.50 -8.75 3,451 5,749 -911
Mar04 040107 791.00 797.00 785.50 793.75 -6.75 35,713 124,968 +459
May04 040107 784.00 788.00 779.00 784.75 -9.50 8,903 56,324 -93
Jul04 040107 773.00 775.50 768.50 771.25 -11.00 4,576 29,862 +432
Aug04 040107 746.00 749.50 744.50 749.00 -8.00 220 6,107 +94
Sep04 040107 701.00 704.00 699.50 700.00 -6.00 34 2,714 +2
Nov04 040107 640.00 642.75 638.50 641.25 -3.50 1,292 17,807 +284
Total Volume and Open Interest 54,212 243,722 +284
Soybean Meal(CBOT)
Jan04 040107 240.50 240.50 237.50 239.90 -2.60 1,558 3,702 -460
Mar04 040107 241.50 242.50 239.80 241.30 -3.60 10,049 63,161 +91
May04 040107 239.50 240.50 238.00 239.20 -3.50 5,783 50,228 +424
Jul04 040107 235.00 236.50 233.50 235.50 -2.80 2,432 28,107 +372
Aug04 040107 226.50 228.00 226.00 227.30 -2.20 168 7,244 +49
Sep04 040107 214.50 215.70 214.00 215.70 -1.40 488 5,693 +87
Oct04 040107 192.00 194.50 192.00 194.50 -0.20 25 5,541 -1
Dec04 040107 190.00 191.40 188.50 191.20 -0.10 327 11,962 -18
Total Volume and Open Interest 20,830 176,547 +544
Soybean Oil(CBOT)
Jan04 040107 28.40 28.45 27.90 27.96 -0.64 2,838 5,144 -914
Mar04 040107 28.25 28.25 27.70 27.89 -0.67 15,104 83,308 +2,323
May04 040107 28.00 28.00 27.60 27.73 -0.62 3,896 47,607 +953
Jul04 040107 27.68 27.68 27.30 27.48 -0.55 1,939 37,435 +192
Aug04 040107 27.20 27.20 26.80 27.03 -0.47 908 3,753 -128
Sep04 040107 26.30 26.45 26.00 26.45 -0.30 206 3,468 -34
Oct04 040107 24.90 25.30 24.90 25.18 -0.12 337 3,733 +252
Dec04 040107 24.25 24.60 24.25 24.55 -0.10 191 9,866 +77
Total Volume and Open Interest 25,419 195,004 +2,721
Canola(WCE)
Jan04 040107 361.9 362.0 361.0 361.0 -4.0 695 359 -552
Mar04 040107 369.0 369.0 365.4 367.3 -2.9 1,560 28,109 -1,106
May04 040107 371.0 372.7 371.0 372.4 -2.5 832 7,990 +105
Jul04 040107 374.0 376.2 374.0 376.0 -2.5 1,072 4,746 -192
Sep04 040107 337.5 337.5 337.5 337.5 -1.0      
Total Volume and Open Interest 5,229 49,058 -1,143
Corn(CBOT)
Mar04 040107 250.25 250.75 248.75 250.00 -1.50 32,854 278,069 -1,796
May04 040107 252.25 254.00 252.25 253.50 -1.25 6,350 69,166 +580
Jul04 040107 256.00 257.00 255.00 256.50 -1.00 3,934 44,442 +671
Sep04 040107 254.00 254.00 253.25 253.25 -1.25 470 8,849 -148
Dec04 040107 252.75 253.00 251.50 252.00 -1.50 4,694 45,190 +817
Mar05 040107 256.50 256.75 255.75 255.75 -1.75 227 3,049 +96
Total Volume and Open Interest 48,582 450,278 +236
Wheat(CBOT)
Mar04 040107 390.50 398.75 387.00 395.50 +1.00 20,524 84,041 +2,301
May04 040107 393.00 400.00 391.00 398.50 +0.75 2,311 12,029 +438
Jul04 040107 378.00 387.00 376.25 385.50 +3.25 4,225 17,775 +1,462
Sep04 040107 380.00 389.00 378.50 389.00 +3.00 56 719 +24
Dec04 040107 388.00 397.00 388.00 397.00 +2.50 197 1,665 +169
Total Volume and Open Interest 27,313 116,310 +4,394
Wheat(KCBT)
Mar04 040107 392.00 400.00 392.00 397.75 -0.75 7,359 44,395 -1,504
May04 040107 391.00 397.50 389.50 396.25 unch 1,807 6,541 +650
Jul04 040107 378.00 388.00 377.50 387.25 +3.50 1,458 6,131 +411
Sep04 040107 380.50 388.50 380.50 388.50 +2.50 58 568 +46
Dec04 040107 386.00 397.00 386.00 397.00 +3.00 7 525 +6
Total Volume and Open Interest 10,693 58,166 -387
Wheat(MGE)
Mar04 040107 402.50 409.00 400.50 406.75 -0.50 2,190 22,408 -352
May04 040107 396.00 402.00 396.00 401.00 -0.50 692 4,456 -5
Jul04 040107 395.00 396.00 392.00 393.75 +1.25 120 1,022 -3
Sep04 040107 384.00 389.00 384.00 389.00 +2.00 41 1,024 +2
Dec04 040107 392.00 395.00 391.00 394.50 +2.50 76 360 +35
Total Volume and Open Interest 3,120 29,271 -322
Oats(CBOT)
Mar04 040107 152.00 156.00 150.00 155.75 unch 1,655 4,415 +49
May04 040107 153.50 156.50 152.50 155.50 unch 89 637 +46
Jul04 040107 157.00 158.00 157.00 157.25 -1.00 22 124 +14
Sep04 040107 147.00 147.00 147.00 147.00 unch 0 1 +0
Total Volume and Open Interest 1,768 5,217 +109
Rough Rice(CBOT)
Jan04 040107 8.85 8.93 8.70 8.93 +0.11 117 468 -92
Mar04 040107 9.06 9.12 8.88 9.10 +0.11 1,088 6,074 +213
May04 040107 9.17 9.23 8.98 9.23 +0.11 223 938 -19
Jul04 040107 9.10 9.30 9.09 9.30 +0.10 8 531 +7
Total Volume and Open Interest 1,456 8,062 +129
Live Cattle(CME)
Feb04 040107 74.400 75.400 74.200 75.400 +1.500 7,965 45,224 -1,496
Apr04 040107 73.250 74.225 73.000 74.225 +1.500 5,267 21,408 +220
Jun04 040107 70.700 71.850 70.500 71.850 +1.500 2,219 12,501 -204
Aug04 040107 71.350 72.650 71.350 72.650 +1.500 652 6,157 -110
Oct04 040107 74.775 75.975 74.600 75.975 +1.500 768 6,931 +330
Dec04 040107 75.500 76.650 75.500 76.650 +1.500 76 2,480 +14
Total Volume and Open Interest 17,289 96,049 -1,420
Feeder Cattle(CME)
Jan04 040107 82.250 83.575 82.250 83.575 +1.500 1,573 3,398 -288
Mar04 040107 81.400 82.800 81.400 82.800 +1.500 1,164 4,620 +228
Apr04 040107 82.200 83.300 82.200 83.300 +1.500 508 1,276 +60
May04 040107 83.750 84.350 83.400 84.350 +1.500 550 2,942 +20
Aug04 040107 85.600 86.500 85.500 86.500 +1.500 309 1,443 -48
Sep04 040107 85.100 86.150 85.100 86.150 +1.500 21 308 -5
Oct04 040107 85.500 86.300 85.500 86.300 +1.500 37 237 +0
Total Volume and Open Interest 4,169 14,276 -28
Lean Hogs(CME)
Feb04 040107 54.600 54.950 53.925 54.925 +0.275 5,573 25,167 -32
Apr04 040107 57.250 57.850 56.450 57.775 +0.350 2,707 10,481 +129
May04 040107 58.500 59.000 58.150 59.000 +0.450 78 1,127 -2
Jun04 040107 62.550 63.250 62.325 63.200 +0.500 804 4,720 +269
Jul04 040107 59.950 60.425 59.625 60.425 +0.600 94 1,183 +14
Aug04 040107 57.650 58.350 57.650 58.350 +0.600 48 829 +18
Oct04 040107 51.650 51.900 51.500 51.650 +0.100 151 759 +88
Dec04 040107 51.600 51.950 51.500 51.950 +0.200 43 265 +23
Total Volume and Open Interest 9,501 44,546 +510
Pork Bellies(CME)
Feb04 040107 85.850 85.900 84.400 84.900 -0.800 473 1,643 -53
Mar04 040107 85.600 86.100 84.500 85.200 -0.100 31 299 +7
May04 040107 86.800 86.800 86.075 86.075 +0.075 2 223 +0
Jul04 040107 87.700 87.700 87.700 87.700 -0.400 6 87 +5
Aug04 040107 87.000 87.000 87.000 87.000 -0.500 3 14 -1
Total Volume and Open Interest 515 2,266 -42
BFP Milk Class III(CME)
Jan04 040107 11.62 11.62 11.60 11.60 -0.02 18 3,371 -17
Feb04 040107 11.56 11.62 11.55 11.55 -0.01 22 2,116 -9
Mar04 040107 11.58 11.64 11.54 11.54 -0.04 45 1,932 +17
Apr04 040107 11.69 11.78 11.65 11.71 -0.03 64 1,465 +50
May04 040107 11.78 11.78 11.65 11.65 -0.08 22 1,498 +14
Total Volume and Open Interest 509 17,597 +142
Cocoa(NYBOT)
Mar04 040107 1530 1650 1529 1642 +92 8,069 26,591 -1,790
May04 040107 1540 1655 1540 1649 +90 1,929 12,867 +489
Jul04 040107 1545 1655 1545 1653 +93 2,043 14,496 +457
Sep04 040107 1553 1659 1553 1659 +94 174 7,036 +100
Dec04 040107 1561 1667 1561 1667 +94 899 8,237 +200
Mar05 040107 1565 1674 1565 1674 +93 0 4,225 +0
May05 040107 1670 1670 1670 1670 +89 5 8,342 +0
Total Volume and Open Interest 13,119 89,463 -544
Coffee "C"(NYBOT)
Mar04 040107 69.25 70.25 68.60 68.85 -1.20 26,255 50,259 -1,945
May04 040107 71.00 72.00 70.40 70.60 -1.20 4,768 10,563 +1,048
Jul04 040107 72.90 73.60 72.30 72.35 -1.20 832 5,570 +129
Sep04 040107 74.80 75.25 74.10 74.10 -1.20 541 6,235 +109
Dec04 040107 77.20 77.80 76.50 76.80 -1.20 347 3,828 +44
Mar05 040107 80.00 80.65 79.50 79.50 -1.20 222 2,352 +113
Total Volume and Open Interest 33,023 79,148 -486
Orange Juice(NYBOT)
Jan04 040107 63.50 63.60 63.00 63.15 -0.60 362 372 -327
Mar04 040107 66.70 66.85 65.70 65.95 -0.90 4,184 28,511 +821
May04 040107 69.50 69.90 68.50 68.90 -1.00 454 6,273 +156
Jul04 040107 71.50 72.10 71.40 71.40 -1.05 127 863 +58
Sep04 040107 74.60 74.60 73.90 73.90 -1.05 43 495 -5
Total Volume and Open Interest 5,237 36,942 +742
Sugar #11(NYBOT)
Mar04 040107 5.90 5.95 5.88 5.94 +0.09 21,369 121,865 +1,576
May04 040107 6.11 6.13 6.08 6.13 +0.08 4,597 29,845 +927
Jul04 040107 6.06 6.08 6.03 6.07 +0.05 2,602 31,900 -107
Oct04 040107 6.17 6.17 6.11 6.15 +0.01 1,618 20,822 +142
Mar05 040107 6.37 6.37 6.30 6.34 unch 712 8,036 -25
Total Volume and Open Interest 31,105 220,805 +2,585
London Cocoa(LCE)
Mar04 040107 880 983 872 933 +48 4,058 60,395 +169
May04 040107 905 981 895 951 +43 1,022 16,364 +177
Jul04 040107 926 986 916 971 +42 992 23,791 +50
Sep04 040107 941 1001 931 985 +41 159 21,034 +26
Dec04 040107 941 997 934 986 +41 122 38,524 +51
Mar05 040107 940 1003 937 992 +42 1,163 21,466 -207
May05 040107 950 1012 948 1000 +39 148 2,736 +82
Total Volume and Open Interest 8,249 185,568 +922
London Coffee(LCE)
Jan04 040107 795.00 796.00 783.00 792.00 -13.00 876 11,004 -808
Mar04 040107 772.00 774.00 755.00 763.00 -15.00 15,068 55,562 -855
May04 040107 785.00 785.00 764.00 772.00 -16.00 2,829 27,230 +129
Jul04 040107 790.00 790.00 776.00 782.00 -18.00 677 14,208 +424
Sep04 040107 801.00 801.00 785.00 792.00 -19.00 484 13,170 -137
Nov04 040107 816.00 816.00 802.00 802.00 -21.00 803 7,538 +335
Total Volume and Open Interest 20,791 130,836 -883
London Sugar(LCE)
Mar04 040107 186.50 188.50 186.50 187.50 +1.10 2,876 19,051 +289
May04 040107 186.80 188.40 186.80 188.00 +1.60 1,315 8,861 -23
Aug04 040107 185.90 186.50 185.30 185.60 +1.00 211 7,674 -44
Oct04 040107 187.40 187.40 185.90 186.00 +0.50 273 4,426 -104
Dec04 040107 189.40 189.40 189.00 189.00 -0.20 66 1,846 +46
Total Volume and Open Interest 4,893 43,061 +217
Cotton(NYBOT)
Mar04 040107 75.40 75.45 73.50 74.04 -1.63 8,943 63,674 +148
May04 040107 76.55 76.55 74.60 75.30 -1.53 2,005 13,313 +274
Jul04 040107 77.15 77.20 75.90 76.17 -1.36 548 6,214 +146
Oct04 040107 67.60 67.60 67.60 67.60 -0.50 2 352 +0
Dec04 040107 68.40 68.40 67.62 68.24 -0.46 253 4,438 +120
Mar05 040107 70.40 70.40 70.15 70.15 -0.55 0 720 +0
Total Volume and Open Interest 11,751 89,122 +692
Lumber(CME)
Jan04 040107 324.9 337.8 324.9 336.0 +11.1 214 676 -52
Mar04 040107 334.0 339.1 334.0 337.5 +3.0 422 1,295 +92
May04 040107 339.0 342.8 339.0 341.6 +2.6 53 189 +9
Jul04 040107 340.0 343.5 340.0 342.1 +2.8 15 83 +3
Total Volume and Open Interest 704 2,253 +52
Crude Oil(NYM)
Feb04 040107 33.65 33.85 33.05 33.62 -0.08 103,405 178,377 -13,207
Mar04 040107 33.45 33.56 32.90 33.40 -0.08 68,144 94,145 +9,757
Apr04 040107 33.04 33.12 32.60 32.97 -0.07 20,469 50,238 +2,341
May04 040107 32.42 32.50 32.10 32.42 -0.03 6,056 25,778 +1,198
Jun04 040107 31.85 31.95 31.55 31.85 -0.03 8,578 36,060 +768
Jul04 040107 31.35 31.35 31.20 31.28 -0.04 1,730 24,744 +94
Aug04 040107 30.71 30.78 30.71 30.78 -0.04 1,001 14,268 +37
Sep04 040107 30.05 30.34 30.05 30.34 -0.04 2,616 21,348 +308
Oct04 040107 29.82 30.05 29.82 29.97 -0.03 1,229 16,109 +397
Nov04 040107 29.63 29.68 29.63 29.68 -0.03 622 12,285 +178
Dec04 040107 29.50 29.55 29.20 29.45 -0.03 6,648 42,919 +2,014
Jan05 040107 29.17 29.17 29.17 29.17 -0.02 663 13,713 -118
Feb05 040107 28.93 28.93 28.93 28.93 -0.01 227 4,799 +58
Mar05 040107 28.70 28.70 28.70 28.70 -0.01 770 4,226 -220
Apr05 040107 28.49 28.49 28.49 28.49 -0.01 10 2,576 +10
May05 040107 28.29 28.29 28.29 28.29 -0.01 355 1,833 +110
Total Volume and Open Interest 227,875 628,647 +4,032
Heating Oil(NYM)
Feb04 040107 98.20 98.50 95.40 96.61 -1.13 29,247 67,885 -1,775
Mar04 040107 95.70 96.00 93.40 94.76 -0.73 12,433 26,142 +1,332
Apr04 040107 90.40 90.80 88.00 89.76 -0.53 3,306 10,422 +1,021
May04 040107 86.50 86.50 85.00 85.51 -0.33 1,508 6,269 +609
Jun04 040107 82.40 82.51 82.40 82.51 -0.18 575 7,782 +206
Jul04 040107 80.96 80.96 80.96 80.96 -0.13 367 4,602 +116
Aug04 040107 80.50 80.56 80.50 80.56 -0.13 249 2,696 -25
Sep04 040107 80.86 80.86 80.86 80.86 -0.13 186 1,990 -91
Oct04 040107 81.36 81.36 81.36 81.36 -0.13 29 1,044 +19
Nov04 040107 81.86 81.86 81.86 81.86 -0.13 16 1,382 +10
Dec04 040107 82.31 82.31 82.31 82.31 -0.13 389 7,080 +314
Jan05 040107 82.66 82.66 82.66 82.66 -0.08 63 1,629 -50
Total Volume and Open Interest 48,613 140,772 +1,894
Unleaded Gas(NYM)
Feb04 040107 97.20 97.30 94.50 96.09 -0.46 26,635 63,091 -2,500
Mar04 040107 97.30 97.30 94.80 96.48 -0.31 11,476 17,634 +1,985
Apr04 040107 101.70 102.30 101.30 101.78 -0.11 4,345 14,114 +1,743
May04 040107 100.90 101.50 100.20 101.03 -0.06 987 8,274 +99
Jun04 040107 99.13 99.13 99.13 99.13 -0.01 834 5,284 +362
Jul04 040107 96.63 96.63 96.63 96.63 -0.01 88 694 +88
Aug04 040107 93.73 93.73 93.73 93.73 -0.01 0 896 -100
Sep04 040107 90.28 90.28 90.28 90.28 -0.01 469 1,999 +200
Oct04 040107 85.58 85.58 85.58 85.58 -0.01 9 601 +0
Nov04 040107 83.13 83.13 83.13 83.13 -0.01 0 450 +0
Dec04 040107 81.73 81.73 81.73 81.73 -0.01 255 310 +160
Jan05 040107 81.13 81.13 81.13 81.13 -0.01 200 200 +200
Total Volume and Open Interest 45,298 113,547 +2,237
Natural Gas(NYM)
Feb04 040107 6.830 7.000 6.770 6.878 -0.204 22,540 55,802 -452
Mar04 040107 6.650 6.800 6.600 6.693 -0.212 12,288 35,795 +1,006
Apr04 040107 5.600 5.730 5.550 5.673 -0.042 5,614 21,224 +88
May04 040107 5.380 5.430 5.350 5.383 -0.077 2,502 23,697 +257
Jun04 040107 5.375 5.410 5.350 5.358 -0.077 1,403 15,256 +465
Jul04 040107 5.370 5.420 5.360 5.378 -0.067 981 13,538 +126
Aug04 040107 5.370 5.430 5.370 5.393 -0.057 883 12,887 -2
Sep04 040107 5.370 5.390 5.340 5.373 -0.052 793 11,934 -43
Oct04 040107 5.350 5.385 5.340 5.383 -0.047 950 12,640 +353
Nov04 040107 5.530 5.570 5.530 5.558 -0.034 614 9,629 +196
Dec04 040107 5.705 5.740 5.705 5.723 -0.026 1,070 12,791 -158
Jan05 040107 5.800 5.850 5.793 5.838 -0.021 1,549 10,514 +507
Feb05 040107 5.770 5.810 5.760 5.793 -0.023 338 7,683 +54
Mar05 040107 5.560 5.590 5.560 5.573 -0.012 314 7,772 -16
Apr05 040107 4.930 4.930 4.918 4.918 -0.012 213 8,631 +15
May05 040107 4.810 4.810 4.798 4.798 -0.007 156 4,548 +14
Total Volume and Open Interest 53,310 322,748 +2,302
Brent Crude Oil(IPE)
Feb04 040107 30.75 30.97 30.25 30.76 -0.06 49,646 76,393 -5,969
Mar04 040107 30.60 30.76 30.10 30.52 -0.11 39,647 75,005 +1,552
Apr04 040107 30.37 30.49 29.87 30.28 -0.10 11,089 22,663 +1,242
May04 040107 30.01 30.17 29.60 29.99 -0.08 5,722 13,909 +1,670
Jun04 040107 29.70 29.85 29.40 29.70 -0.06 5,815 25,707 -2,015
Jul04 040107 29.50 29.51 29.22 29.39 -0.06 1,386 10,084 +549
Aug04 040107 29.10 29.15 28.93 29.07 -0.07 0 8,440 +0
Sep04 040107 28.80 28.90 28.48 28.77 -0.06 1,140 8,270 +175
Oct04 040107 28.53 28.53 28.39 28.48 -0.05 1,279 5,137 +716
Nov04 040107 28.30 28.30 28.12 28.23 -0.03 500 5,147 +400
Dec04 040107 27.92 28.15 27.92 28.02 -0.02 4,240 27,355 +723
Jan05 040107 27.65 27.85 27.65 27.75 -0.02 0 754 +0
Total Volume and Open Interest 122,124 312,645 -582
Gas Oil(IPE)
Jan04 040107 286.75 290.25 279.50 287.00 -3.25 416 35,153 -8,436
Feb04 040107 281.00 284.50 274.50 280.00 -4.00 537 45,755 +6,411
Mar04 040107 272.25 275.50 266.50 272.00 -3.25 3,351 12,298 +733
Apr04 040107 264.00 266.00 259.75 263.00 -3.25 1,254 7,321 +260
May04 040107 257.00 257.25 252.00 254.25 -3.50 953 6,477 +202
Jun04 040107 247.50 251.50 247.50 248.75 -3.50 2,026 10,879 +335
Jul04 040107 247.50 249.25 247.50 247.50 -3.50 0 4,243 +0
Aug04 040107 247.50 247.50 246.50 246.50 -3.75 0 2,440 +0
Sep04 040107 244.25 247.75 244.25 245.50 -3.75 300 3,807 +100
Oct04 040107 244.50 244.50 244.50 244.50 -3.75 0 3,693 +0
Total Volume and Open Interest 10,042 155,220 -1,345
US Dollar Index(NYBOT)
Mar04 040107 86.19 86.59 86.13 86.52 +0.59 2,523 21,105 +827
Jun04 040107 86.54 86.99 86.54 86.94 +0.59 13 2,037 +6
Sep04 040107 87.38 87.38 87.38 87.38 +0.59 2 4 +2
Total Volume and Open Interest 2,538 23,146 +835
Australian Dollar(CME)
Mar04 040107 76.15 76.45 76.10 76.21 -0.15 3,225 60,381 -317
Jun04 040107 75.25 75.40 75.25 75.38 -0.15 169 552 +78
Sep04 040107 74.60 74.60 74.55 74.55 -0.15 1 79 +0
Total Volume and Open Interest 3,395 61,052 -239
British Pound(CME)
Mar04 040107 180.74 181.23 180.68 180.97 -0.38 4,447 59,731 +683
Jun04 040107 180.00 180.00 179.46 179.61 -0.38 0 53 +0
Sep04 040107 178.25 178.25 178.25 178.25 -0.38 0 10 +0
Total Volume and Open Interest 4,797 60,146 +1,033
Canadian Dollar(CME)
Mar04 040107 77.48 77.68 77.22 77.31 -0.34 7,397 68,610 +1,288
Jun04 040107 77.27 77.27 77.00 77.09 -0.34 139 2,677 +43
Sep04 040107 77.15 77.15 76.90 76.90 -0.34 48 1,411 +6
Dec04 040107 76.85 76.85 76.71 76.71 -0.34 15 668 +2
Total Volume and Open Interest 7,599 73,435 +1,339
Japanese Yen(CME)
Mar04 040107 94.39 94.64 94.27 94.39 unch 6,958 148,752 +836
Jun04 040107 94.71 94.71 94.65 94.68 unch 13 7,449 +7
Sep04 040107 95.10 95.10 95.00 95.04 unch 0 48 +0
Total Volume and Open Interest 6,971 156,255 +843
Swiss Franc(CME)
Mar04 040107 81.03 81.16 80.69 80.78 -0.71 4,289 49,936 +24
Jun04 040107 81.11 81.23 80.94 80.94 -0.71 10 193 +1
Sep04 040107 81.11 81.11 81.11 81.11 -0.71 0 2 +0
Total Volume and Open Interest 4,299 50,231 +25
EuroFX(CME)
Mar04 040107 126.54 126.80 126.10 126.22 -1.15 13,026 125,428 +4,106
Jun04 040107 126.26 126.49 125.87 125.93 -1.15 108 742 +45
Sep04 040107 125.98 125.98 125.67 125.67 -1.15 7 85 +1
Total Volume and Open Interest 13,141 126,442 +4,151
Mexican Peso(CME)
Mar04 040107 9125.0 9127.0 9060.0 9107.0 +35.0 6,727 28,016 +16
Jun04 040107 9015.0 9015.0 9000.0 9002.0 +35.0 0 413 +0
Total Volume and Open Interest 6,727 28,708 +16
30-Year T-Bonds(CBOT)
Mar04 040107 109~02 109~23 108~19 109~13 +0~12 227,659 430,717 +4,714
Jun04 040107 107~13 108~08 107~08 107~31 +0~12 1,126 11,071 +158
Sep04 040107 106~20 106~20 106~20 106~20 +0~12 4 222 -4
Total Volume and Open Interest 228,789 442,192 +4,868
Municipal Bonds(CBOT)
Mar04 040107 102~15 103~04 102~14 103~01 +0~12 156 1,959 +59
Total Volume and Open Interest 156 1,959 +59
10-Year T-Notes(CBOT)
Mar04 040107 112~060 112~215 111~290 112~160 +0~095 616,507 977,455 +5,015
Jun04 040107 110~105 111~010 110~085 110~285 +0~090 3,088 4,101 +3,726
Total Volume and Open Interest 619,595 981,556 +8,741
5-Year T-Notes(CBOT)
Mar04 040107 111~160 111~275 111~135 111~240 +0~045 202,693 0 +0
Jun04 040107 110~000 110~095 110~000 110~095 +0~050 0 422 +0
Total Volume and Open Interest 202,693 422 +0
2 Year T-Notes(CBOT)
Mar04 040107 107~000 107~013 106~124 107~012 +0~004 4,070 159,481 -624
Total Volume and Open Interest 4,070 159,481 -624
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 040107 98.780 98.795 98.780 98.790 +0.005 74,501 827,011 +8,887
Jun04 040107 98.565 98.595 98.565 98.585 +0.005 158,904 732,974 +20,473
Sep04 040107 98.235 98.280 98.230 98.265 unch 207,576 610,848 +16,453
Dec04 040107 97.815 97.875 97.815 97.865 +0.005 224,651 547,158 +1,208
Mar05 040107 97.390 97.460 97.385 97.445 +0.010 125,582 365,178 +4,171
Jun05 040107 96.980 97.060 96.965 97.040 +0.020 55,061 295,686 +9,259
Sep05 040107 96.640 96.715 96.615 96.700 +0.030 36,574 221,841 +2,896
Dec05 040107 96.325 96.415 96.320 96.410 +0.040 27,512 172,554 -1,157
Mar06 040107 96.105 96.170 96.090 96.160 +0.035 16,152 149,414 +633
Jun06 040107 95.860 95.935 95.860 95.925 +0.040 8,938 127,968 -1,195
Sep06 040107 95.650 95.730 95.650 95.710 +0.040 11,265 103,335 -1,587
Dec06 040107 95.430 95.510 95.415 95.495 +0.045 11,304 102,443 +323
Total Volume and Open Interest 992,412 4,894,589 +58,274
3-Mth Euro-Yen(CME)
Mar04 040107 99.91 99.91 99.91 99.91 unch 715 11,940 -479
Jun04 040107 99.90 99.90 99.90 99.90 unch 0 12,432 +0
Sep04 040107 99.86 99.86 99.86 99.86 unch 3 11,802 -88
Dec04 040107 99.81 99.81 99.81 99.81 unch 350 3,991 +19
Mar05 040107 99.69 99.70 99.69 99.70 -0.01 10 3,179 -44
Jun05 040107 99.58 99.58 99.58 99.58 -0.02 100 935 +97
Sep05 040107 99.45 99.45 99.45 99.45 -0.01 0 2,061 +50
Dec05 040107 99.35 99.35 99.35 99.35 unch 0 98 +15
Mar06 040107 99.17 99.17 99.17 99.17 unch 0 287 +0
Jun06 040107 99.00 99.00 99.00 99.00 unch 0 472 +0
Total Volume and Open Interest 1,178 48,071 -430
3-Mth Euro-Yen(SIMEX)
Mar04 040107 99.91 99.91 99.91 99.91 unch 1,671 62,036 +481
Jun04 040107 99.90 99.91 99.90 99.91 unch 1,186 70,081 -437
Sep04 040107 99.86 99.86 99.86 99.86 unch 1,146 44,338 +821
Dec04 040107 99.81 99.81 99.81 99.81 unch 981 38,018 +227
Mar05 040107 99.70 99.70 99.69 99.69 -0.01 379 19,858 -14
Jun05 040107 99.60 99.60 99.59 99.59 -0.01 44 15,576 -6
Sep05 040107 99.49 99.49 99.48 99.48 unch 263 13,552 +35
Dec05 040107 99.38 99.38 99.38 99.38 unch 59 3,197 +59
Total Volume and Open Interest 5,825 279,577 +1,262
German Euro-Bund(EUREX)
Mar04 040107 113.36 113.77 113.21 113.56 +0.05 854,677 845,513 +32,514
Jun04 040107 112.36 112.64 112.30 112.60 +0.06 2,301 2,951 -2
Sep04 040107 112.36 112.36 112.36 112.36 unch      
Total Volume and Open Interest 856,978 848,464 +32,512
German Euro-Bobl(EUREX)
Mar04 040107 110.78 111.06 110.65 110.96 +0.10 489,843 656,171 +14,413
Jun04 040107 109.87 110.17 109.87 110.17 +0.15 230 691 +0
Sep04 040107 109.73 109.73 109.73 109.73 +0.10      
Total Volume and Open Interest 490,073 656,862 +14,413
Long Gilt(LIFFE)
Mar04 040107 107~31 108~12 107~30 108~09 +0~07 32,884 165,760 -1,116
Jun04 040107 107~27 107~31 107~27 107~31 +0~07      
Total Volume and Open Interest 32,884 165,760 -1,116
3-Mth Short Sterling(LIFFE)
Mar04 040107 95.75 95.75 95.73 95.74 -0.01 26,005 187,685 +7,551
Jun04 040107 95.51 95.53 95.50 95.52 -0.01 47,056 195,769 -6,483
Sep04 040107 95.30 95.32 95.27 95.31 unch 22,961 130,485 -39
Total Volume and Open Interest 138,840 915,922 +575
3-Mth Euribor(LIFFE)
Mar04 040107 97.920 97.930 97.900 97.925 unch 134,964 497,551 +10,976
Jun04 040107 97.820 97.840 97.780 97.835 +0.015 126,684 430,736 -817
Sep04 040107 97.630 97.665 97.575 97.655 +0.030 111,040 383,357 +11,198
Total Volume and Open Interest 603,519 2,320,963 +39,127
3-Mth Aus T-Bills(SFE)
Mar04 040107 94.34 94.35 94.28 94.31 unch 29,620 177,744 +4,329
Jun04 040107 94.24 94.24 94.18 94.21 +0.03 9,520 90,525 +3,472
Sep04 040107 94.14 94.14 94.09 94.12 +0.04 1,748 38,577 +446
Dec04 040107 94.06 94.06 94.02 94.05 +0.05 994 26,758 -1,759
Mar05 040107 93.98 93.98 93.97 93.97 +0.05 341 17,947 +241
Jun05 040107 93.92 93.92 93.90 93.90 +0.04 71 12,221 -185
Sep05 040107 93.86 93.86 93.86 93.86 +0.05 8 5,952 +50
Dec05 040107 93.81 93.81 93.80 93.80 +0.05 105 2,549 -187
Mar06 040107 93.76 93.76 93.76 93.76 +0.05 97 771 -18
Jun06 040107 93.73 93.73 93.73 93.73 +0.05 90 824 +35
Total Volume and Open Interest 42,599 374,280 +6,424
10-Year Aus T-Bonds(SFE)
Mar04 040107 94.20 94.21 94.15 94.19 +0.07 5,599 144,514 -5,919
Jun04 040107 94.19 94.19 94.19 94.19 +0.07      
Total Volume and Open Interest 20,927 150,433 +3,555
3-Year Aus T-Bonds(SFE)
Mar04 040107 94.28 94.29 94.23 94.27 +0.05 39,271 302,426 +12,234
Jun04 040107 94.27 94.27 94.27 94.27 +0.05      
Total Volume and Open Interest 39,271 302,426 +12,234
Gold(CMX)
Feb04 040107 423.1 425.4 420.5 422.3 -0.9 59,535 196,503 +4,272
Apr04 040107 424.1 426.4 421.5 423.4 -0.9 3,786 17,770 +854
Jun04 040107 425.5 427.5 422.5 424.4 -0.9 1,798 20,149 +1,043
Aug04 040107 425.0 425.3 424.5 425.3 -0.9 34 6,830 +13
Oct04 040107 426.2 426.2 426.2 426.2 -0.9 1 921 +1
Dec04 040107 428.0 430.5 426.0 427.2 -0.9 1,142 19,393 +231
Total Volume and Open Interest 66,471 284,500 +6,487
Silver(CMX)
Mar04 040107 630.0 632.0 623.0 626.3 -6.5 24,266 86,322 +1,572
May04 040107 632.0 634.0 623.5 627.4 -6.4 436 4,067 +46
Jul04 040107 633.0 635.0 626.0 628.4 -6.3 235 3,432 +7
Sep04 040107 628.0 631.0 628.0 629.1 -6.2 24 809 +17
Dec04 040107 636.0 636.0 627.0 630.0 -6.2 583 10,716 +166
Total Volume and Open Interest 25,622 107,665 +1,844
Platinum(NYM)
Jan04 040107 845.0 846.0 838.5 844.9 -6.0 180 396 -77
Apr04 040107 836.0 839.8 834.0 836.9 -5.2 1,142 8,097 +156
Jul04 040107 828.9 828.9 828.9 828.9 -6.2 2 3 +2
Oct04 040107 824.4 824.4 824.4 824.4 -6.2 0 4 +0
Total Volume and Open Interest 1,324 8,500 +81
Palladium(NYME)
Mar04 040107 199.00 205.80 199.00 204.75 +0.10 481 7,031 +62
Jun04 040107 204.00 206.50 204.00 205.35 +0.10 10 503 +6
Total Volume and Open Interest 496 7,565 +73
Copper(CMX)
Mar04 040107 106.45 107.80 106.25 106.65 -0.40 17,883 72,104 +510
May04 040107 107.00 107.35 105.90 106.25 -0.30 545 4,662 +364
Jul04 040107 105.40 106.75 105.40 105.75 -0.30 108 3,193 +35
Sep04 040107 105.40 106.30 104.80 105.05 -0.40 23 1,603 +7
Dec04 040107 104.70 105.80 104.10 104.30 -0.40 274 2,501 -152
Total Volume and Open Interest 19,318 90,562 +816
DJIA Index(CBOT)
Mar04 040107 10500 10520 10442 10514 unch 7,648 32,777 +482
Jun04 040107 10440 10494 10440 10494 unch 17 351 +4
Sep04 040107 10474 10474 10474 10474 unch 0 2 +0
Dec04 040107 10454 10454 10454 10454 unch 0 4 +0
Total Volume and Open Interest 7,665 33,134 +486
S & P 500(CME)
Mar04 040107 1120.00 1126.50 1115.00 1125.60 +3.60 35,984 591,670 +1,913
Jun04 040107 1118.00 1124.80 1116.00 1124.80 +3.60 203 10,835 +57
Sep04 040107 1124.50 1124.50 1124.50 1124.50 +3.60 145 2,392 -128
Dec04 040107 1124.50 1124.50 1124.50 1124.50 +3.60 0 60 +0
Total Volume and Open Interest 36,332 605,105 +1,842
S & P 500 E-Mini(Globex)
Mar04 040107 1121.75 1126.75 1114.75 1125.50 +3.50 520,267 414,596 +535
Jun04 040107 1115.25 1125.75 1115.00 1124.75 +3.50 33 414 +1
Total Volume and Open Interest 520,300 415,010 +536
NASDAQ 100(CME)
Mar04 040107 1501.00 1517.50 1493.50 1517.00 +12.50 8,789 75,904 +195
Jun04 040107 1509.00 1519.50 1509.00 1519.50 +13.00 1 51 +1
Sep04 040107 1522.00 1522.00 1522.00 1522.00 +13.50      
Total Volume and Open Interest 8,790 75,955 +196
NASDAQ 100 E-Mini(GLOBEX)
Mar04 040107 1504.5 1517.5 1493.0 1517.0 +12.5 240,895 183,657 -3,641
Jun04 040107 1506.5 1519.5 1500.0 1519.5 +13.0 124 547 +114
Total Volume and Open Interest 241,019 184,204 -3,527
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 040107 580.50 585.00 578.75 584.50 +3.00 383 15,874 +14
Jun04 040107 584.55 584.55 584.55 584.55 +3.00 0 1 +0
Sep04 040107 584.55 584.55 584.55 584.55 +3.00      
Total Volume and Open Interest 383 15,875 +14
Russell 2000(CME)
Mar04 040107 569.00 575.25 567.00 575.10 +7.10 1,697 22,511 -254
Jun04 040107 575.20 575.20 575.20 575.20 +7.10      
Sep04 040107 575.20 575.20 575.20 575.20 +7.10      
Total Volume and Open Interest 1,697 22,511 -254
Value Line(KCBT)
Mar04 040107 1550.50 1567.00 1550.50 1567.00 +7.00 11 49 -10
Total Volume and Open Interest 11 49 -10
Nikkei 225(CME)
Mar04 040107 10770 10800 10730 10785 -85 2,442 27,145 +372
Jun04 040107 10775 10775 10775 10775 -85 0 65 +0
Total Volume and Open Interest 2,442 27,219 +372
Nikkei 225(SIMEX)
Mar04 040107 10850 10855 10710 10760 -110 24,573 132,843 +4,869
Jun04 040107 10720 10720 10720 10720 -110 0 300 +0
Sep04 040107 10720 10720 10720 10720 -110      
Total Volume and Open Interest 24,573 133,143 +4,869
CAC 40(MATIF)
Jan04 040107 3620.0 3620.0 3571.0 3576.0 -31.0 2 146 +39
Feb04 040107 3625.0 3627.5 3576.0 3582.0 -30.5 5,337 118,320 +959
Mar04 040107 3522.0 3522.0 3522.0 3522.0 -31.5 0 8,275 +0
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 040107 4070.0 4070.0 4006.5 4044.5 -15.0 89,460 266,717 +4,206
Jun04 040107 4085.0 4085.0 4028.5 4065.5 -14.5 444 7,568 +9
Sep04 040107 4098.0 4098.0 4050.0 4088.0 -15.0 63 276 +35
Total Volume and Open Interest 89,967 274,561 +4,250
FT-SE 100(LIFFE)
Mar04 040107 4509.00 4509.00 4453.50 4462.50 -25.50 51,933 395,491 +4,600
Jun04 040107 4483.50 4484.50 4469.50 4473.00 -26.00 403 10,660 +402
Sep04 040107 4509.50 4510.50 4483.00 4483.00 -26.00 85 4,740 +75
Total Volume and Open Interest 52,421 410,891 +5,077
SPI 200(SFE)
Mar04 040107 3320.0 3321.0 3302.0 3314.0 -7.0 14,621 150,850 +4,364
Jun04 040107 3329.0 3330.0 3321.0 3327.0 -4.0 1 2,981 +0
Sep04 040107 3335.0 3335.0 3335.0 3335.0 -4.0 16 1,464 +0
Total Volume and Open Interest 14,638 155,708 +4,364
GSCI(CME)
Jan04 040107 270.50 271.90 267.30 270.50 -2.50 284 14,485 -168
Feb04 040107 266.40 269.15 266.00 269.15 -2.35 44 142 +44
Mar04 040107 262.50 262.50 260.75 262.00 -1.50      
Total Volume and Open Interest 328 14,627 -124
Reuters CRB Index(NYBOT)
Feb04 040107 263.00 263.50 263.00 263.50 -0.25 26 96 +14
Apr04 040107 263.50 263.50 262.25 263.00 unch 132 538 +45
Jun04 040107 261.25 261.25 260.50 260.50 unch 0 6 +0
Total Volume and Open Interest 228 811 +30
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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