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MRCI's End of Day Prices
Daily Futures Price Listing Mon January 19, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar04 040116 829.00 838.50 825.00 835.75 +0.75 47,203 129,786 -1,657
May04 040116 830.50 840.75 827.50 838.50 +1.50 17,263 64,865 +1,387
Jul04 040116 826.50 836.00 824.00 832.75 -0.25 8,848 32,343 -21
Aug04 040116 793.00 799.00 790.50 797.00 -1.50 1,355 7,827 +119
Sep04 040116 740.00 742.00 737.00 739.00 -1.25 614 3,677 +157
Nov04 040116 666.00 672.00 665.00 671.00 -0.75 3,858 19,880 +478
Jan05 040116 670.00 671.50 670.00 671.50 -1.00 55 276 +16
Total Volume and Open Interest 79,220 258,761 +146
Soybean Meal(CBOT)
Mar04 040116 254.90 259.90 253.50 258.50 +1.40 13,672 62,820 -3,405
May04 040116 255.00 260.00 254.30 258.60 +0.90 8,100 55,992 -17
Jul04 040116 251.00 257.00 251.00 255.90 +1.90 4,889 30,059 -305
Aug04 040116 241.00 245.50 240.80 245.20 +1.90 1,290 9,397 +226
Sep04 040116 225.50 228.00 225.50 228.00 +0.80 1,448 7,627 +698
Oct04 040116 200.00 202.00 199.50 200.50 -0.50 844 5,600 -129
Dec04 040116 197.00 199.30 196.50 198.50 -0.30 1,398 12,824 +576
Jan05 040116 198.00 198.40 198.00 198.40 -0.40 2 773 -1
Total Volume and Open Interest 31,648 185,260 -2,429
Soybean Oil(CBOT)
Mar04 040116 29.65 29.78 29.46 29.62 -0.25 12,945 84,599 -2,053
May04 040116 29.51 29.62 29.34 29.54 -0.20 6,662 52,454 +1,792
Jul04 040116 29.26 29.43 29.12 29.31 -0.22 4,131 36,908 -91
Aug04 040116 28.70 28.85 28.60 28.75 -0.18 563 4,240 +287
Sep04 040116 28.05 28.15 27.90 28.15 -0.05 855 5,143 +568
Oct04 040116 26.85 26.95 26.75 26.93 -0.02 123 4,347 +81
Dec04 040116 26.10 26.25 26.00 26.15 +0.03 748 10,649 +127
Jan05 040116 26.05 26.05 26.05 26.05 +0.05 0 375 +0
Total Volume and Open Interest 26,027 199,110 +350
Canola(WCE)
Jan04 040114 372.9 372.9 372.9 372.9 -0.1 10 20 +0
Mar04 040116 374.6 375.0 373.0 374.4 -2.2 4,694 28,148 -361
May04 040116 380.0 380.8 378.5 379.8 -2.2 1,161 12,279 -11
Jul04 040116 384.0 385.1 383.4 384.5 -1.3 638 5,373 +443
Sep04 040116 347.0 347.0 347.0 347.0 unch      
Total Volume and Open Interest 7,136 54,282 +318
Corn(CBOT)
Mar04 040116 268.75 273.50 266.50 272.50 +3.75 68,041 307,112 +9,716
May04 040116 272.50 277.50 270.25 276.75 +4.25 14,735 89,675 +5,533
Jul04 040116 275.25 280.75 273.50 279.75 +3.75 12,551 60,853 +895
Sep04 040116 268.50 275.00 268.50 273.50 +3.00 1,389 10,012 +107
Dec04 040116 268.50 272.00 266.50 271.00 +2.25 13,686 71,397 +3,989
Mar05 040116 269.00 273.50 269.00 272.75 +2.00 735 4,737 +284
Total Volume and Open Interest 111,490 545,972 +20,620
Wheat(CBOT)
Mar04 040116 384.50 402.00 383.50 398.00 +11.75 22,652 89,319 -2,332
May04 040116 387.00 403.50 387.00 402.00 +11.25 2,514 14,901 +74
Jul04 040116 384.50 395.00 383.00 393.50 +6.75 4,501 24,768 +201
Sep04 040116 391.00 398.00 391.00 397.00 +6.50 154 1,263 +36
Dec04 040116 395.00 404.00 394.00 404.00 +6.50 589 2,736 -217
Total Volume and Open Interest 30,410 133,127 -2,238
Wheat(KCBT)
Mar04 040116 394.00 405.50 391.00 404.50 +7.75 5,239 42,817 -1,179
May04 040116 394.00 405.50 393.50 405.25 +8.00 2,289 10,641 +736
Jul04 040116 388.00 399.25 387.50 398.50 +8.25 1,426 9,909 +46
Sep04 040116 393.00 401.00 393.00 400.50 +7.00 286 1,405 +88
Dec04 040116 400.50 408.50 400.50 408.00 +8.00 161 1,032 +8
Total Volume and Open Interest 9,401 65,811 -301
Wheat(MGE)
Mar04 040116 401.00 416.00 401.00 413.50 +9.25 2,810 19,444 -524
May04 040116 400.50 413.00 399.50 410.00 +8.00 623 5,120 -66
Jul04 040116 398.00 408.50 398.00 407.00 +7.25 675 2,344 +340
Sep04 040116 393.00 403.00 393.00 400.50 +7.00 123 1,307 +6
Dec04 040116 398.00 408.00 398.00 408.00 +9.25 80 658 +16
Total Volume and Open Interest 4,311 28,876 -228
Oats(CBOT)
Mar04 040116 158.00 161.50 157.00 160.75 +4.00 1,111 5,316 -109
May04 040116 157.75 162.00 157.50 162.00 +4.50 94 1,021 +18
Jul04 040116 159.00 162.00 159.00 162.00 +3.75 8 231 +5
Sep04 040116 153.00 153.00 153.00 153.00 -1.00 0 15 +0
Total Volume and Open Interest 1,213 6,843 -86
Rough Rice(CBOT)
Jan04 040116 8.25 8.35 8.25 8.33 -0.01 42 182 +4
Mar04 040116 8.50 8.50 8.38 8.47 -0.05 402 6,201 +66
May04 040116 8.63 8.64 8.52 8.60 -0.05 73 856 -25
Jul04 040116 8.70 8.75 8.66 8.71 -0.05 14 554 +3
Total Volume and Open Interest 531 7,892 +48
Live Cattle(CME)
Feb04 040116 78.100 79.600 77.500 78.700 +0.850 2,554 33,690 -455
Apr04 040116 75.250 76.150 74.500 76.075 +0.625 6,299 33,896 +579
Jun04 040116 71.200 71.925 70.500 71.450 -0.050 2,797 13,983 -113
Aug04 040116 73.200 73.800 73.000 73.650 +0.325 1,391 7,398 +436
Oct04 040116 76.300 76.875 75.900 76.675 +0.300 669 7,836 +270
Dec04 040116 77.400 77.950 77.350 77.500 +0.050 398 2,890 +141
Total Volume and Open Interest 14,179 100,913 +884
Feeder Cattle(CME)
Jan04 040116 89.300 89.400 88.600 89.150 -0.050 860 2,116 -211
Mar04 040116 84.250 85.100 83.550 84.100 +0.025 1,069 4,946 +55
Apr04 040116 85.200 85.700 84.700 84.950 -0.250 187 1,470 +45
May04 040116 85.925 86.525 85.750 85.825 -0.050 314 2,967 +4
Aug04 040116 88.400 88.700 87.800 88.300 -0.100 267 1,625 +77
Sep04 040116 87.850 88.600 87.850 88.400 +0.100 40 266 +7
Oct04 040116 88.500 88.800 88.500 88.500 +0.100 39 261 -4
Total Volume and Open Interest 2,778 13,710 -25
Lean Hogs(CME)
Feb04 040116 55.000 55.100 54.350 54.750 +0.950 5,229 17,220 -533
Apr04 040116 57.650 58.250 57.350 58.075 +1.025 5,127 20,560 +1,590
May04 040116 58.850 59.750 58.850 59.750 +0.950 112 1,258 +35
Jun04 040116 63.200 63.975 63.000 63.875 +1.150 493 5,368 +80
Jul04 040116 60.750 61.250 60.750 61.250 +0.850 244 1,312 +55
Aug04 040116 58.400 59.175 58.400 58.900 +0.450 113 992 +89
Oct04 040116 52.200 53.000 52.200 52.850 +0.800 177 856 +28
Dec04 040116 52.250 53.000 52.250 52.250 +0.150 20 324 +10
Total Volume and Open Interest 11,515 47,908 +1,354
Pork Bellies(CME)
Feb04 040116 83.500 83.800 82.100 82.275 -0.875 302 1,567 -52
Mar04 040116 84.500 84.500 83.000 83.000 -1.000 66 515 +7
May04 040116 85.950 85.950 84.450 84.450 -1.075 35 290 +17
Jul04 040116 87.100 87.100 86.100 86.250 -0.950 6 100 -1
Aug04 040116 85.800 86.000 85.800 86.000 -1.800 0 12 +0
Total Volume and Open Interest 409 2,484 -29
BFP Milk Class III(CME)
Jan04 040116 11.62 11.63 11.61 11.63 +0.02 35 3,224 +19
Feb04 040116 11.55 11.55 11.55 11.55 +0.01 46 2,194 +27
Mar04 040116 11.59 11.63 11.59 11.63 +0.04 70 1,998 +31
Apr04 040116 11.65 11.66 11.61 11.66 +0.02 85 1,493 +0
May04 040116 11.81 11.85 11.78 11.85 +0.03 95 1,600 +22
Total Volume and Open Interest 608 18,247 +271
Cocoa(NYBOT)
Mar04 040116 1620 1636 1590 1597 -8 4,173 29,160 -3
May04 040116 1625 1635 1595 1598 -11 738 13,508 +96
Jul04 040116 1623 1635 1592 1597 -12 361 15,375 +185
Sep04 040116 1621 1632 1589 1597 -13 67 7,451 +50
Dec04 040116 1600 1600 1597 1597 -14 15 8,142 +15
Mar05 040116 1634 1634 1595 1598 -15 109 4,142 +1
May05 040116 1597 1597 1597 1597 -14 0 8,662 +0
Total Volume and Open Interest 5,463 94,109 +344
Coffee "C"(NYBOT)
Mar04 040116 69.70 71.45 69.60 71.15 +1.60 9,055 52,858 -699
May04 040116 71.50 73.00 71.20 72.80 +1.60 1,171 11,849 +147
Jul04 040116 73.10 74.50 73.00 74.40 +1.55 258 5,979 +3
Sep04 040116 75.00 76.20 74.90 76.00 +1.50 120 6,648 +26
Dec04 040116 77.40 78.60 77.15 78.60 +1.50 244 4,112 -17
Mar05 040116 81.00 81.30 80.90 81.30 +1.50 241 2,467 +23
Total Volume and Open Interest 11,115 84,366 -517
Orange Juice(NYBOT)
Mar04 040116 66.00 66.55 66.00 66.40 +0.75 1,604 26,107 -379
May04 040116 69.00 69.50 69.00 69.40 +0.80 340 6,438 +20
Jul04 040116 71.90 72.15 71.85 72.00 +0.50 49 1,086 +15
Sep04 040116 74.75 74.75 74.50 74.50 +0.55 24 577 +11
Nov04 040116 77.45 77.45 77.00 77.00 +0.55 14 405 +0
Total Volume and Open Interest 2,034 34,705 -330
Sugar #11(NYBOT)
Mar04 040116 5.73 5.80 5.63 5.79 +0.06 24,858 137,798 +511
May04 040116 5.95 6.02 5.89 6.00 +0.05 6,092 36,633 +1,253
Jul04 040116 5.98 6.03 5.96 6.03 +0.03 1,976 35,246 +179
Oct04 040116 6.17 6.18 6.11 6.17 +0.02 1,476 21,297 +68
Mar05 040116 6.37 6.38 6.36 6.37 -0.01 705 9,433 +356
Total Volume and Open Interest 35,714 249,406 +2,723
London Cocoa(LCE)
Mar04 040116 914 938 911 925 +18 3,316 57,581 +221
May04 040116 927 947 923 931 +12 1,349 18,579 +179
Jul04 040116 937 955 930 937 +6 665 23,904 +128
Sep04 040116 948 964 942 945 +3 1,194 21,892 +611
Dec04 040116 957 963 943 946 +4 124 38,621 +81
Mar05 040116 963 972 952 955 +6 703 21,902 +115
May05 040116 959 961 959 961 +5 17 2,857 +0
Total Volume and Open Interest 7,368 187,104 +1,335
London Coffee(LCE)
Jan04 040116 821.00 828.00 821.00 824.00 +14.00 415 6,600 -685
Mar04 040116 789.00 804.00 786.00 794.00 +14.00 5,712 60,602 +565
May04 040116 794.00 815.00 794.00 805.00 +15.00 1,499 29,647 +191
Jul04 040116 812.00 825.00 812.00 817.00 +15.00 99 14,037 +49
Sep04 040116 828.00 830.00 825.00 827.00 +14.00 113 14,567 +58
Nov04 040116 834.00 840.00 834.00 838.00 +14.00 20 8,885 +0
Total Volume and Open Interest 7,858 136,667 +178
London Sugar(LCE)
Mar04 040116 184.30 186.90 182.00 186.50 +2.90 2,166 18,419 -680
May04 040116 184.40 187.70 183.40 187.30 +2.70 820 11,370 +265
Aug04 040116 183.00 186.60 182.50 186.10 +2.50 325 8,026 -28
Oct04 040116 187.00 188.00 186.20 188.00 +4.20 10 4,547 +0
Dec04 040116 187.80 190.00 187.80 189.60 +3.30 0 1,966 +0
Total Volume and Open Interest 3,331 46,029 -438
Cotton(NYBOT)
Mar04 040116 75.00 75.10 74.05 74.72 +0.23 10,782 61,764 -848
May04 040116 76.30 76.30 75.40 75.90 +0.20 2,796 16,234 +275
Jul04 040116 76.90 76.90 76.05 76.55 +0.07 940 6,922 +268
Oct04 040116 69.00 69.00 68.65 68.70 unch 3 435 -3
Dec04 040116 69.50 69.70 69.25 69.36 -0.09 461 5,305 +4
Mar05 040116 71.25 71.45 71.25 71.45 unch 41 813 +20
Total Volume and Open Interest 15,033 92,017 -278
Lumber(CME)
Mar04 040116 347.0 356.5 345.1 356.1 +13.9 835 2,107 +211
May04 040116 346.4 350.0 346.0 349.9 +6.8 306 525 +122
Jul04 040116 348.0 349.9 346.0 349.9 +2.1 21 145 +2
Sep04 040116 348.1 352.4 345.9 352.4 +2.6 8 29 +3
Total Volume and Open Interest 1,355 2,924 +317
Crude Oil(NYM)
Feb04 040116 33.75 35.30 33.40 35.07 +1.63 102,443 43,434 -27,670
Mar04 040116 32.85 34.20 32.60 34.00 +1.47 157,106 212,646 +8,969
Apr04 040116 32.45 33.51 32.20 33.51 +1.40 32,588 56,554 +3,435
May04 040116 31.95 33.00 31.95 33.00 +1.34 5,301 31,673 +616
Jun04 040116 31.46 32.60 31.40 32.49 +1.30 6,198 40,215 +1,044
Jul04 040116 30.90 31.98 30.90 31.98 +1.25 2,470 29,395 +405
Aug04 040116 30.80 31.52 30.80 31.52 +1.21 1,560 15,950 +340
Sep04 040116 30.35 31.11 30.35 31.11 +1.17 912 25,913 +335
Oct04 040116 29.85 30.76 29.85 30.76 +1.12 513 18,041 -35
Nov04 040116 29.65 30.46 29.65 30.46 +1.07 211 12,635 +71
Dec04 040116 29.40 30.40 29.40 30.21 +1.02 6,852 48,633 +20
Jan05 040116 29.35 29.93 29.35 29.93 +0.97 587 14,744 +19
Feb05 040116 29.12 29.68 29.12 29.68 +0.92 228 4,866 -4
Mar05 040116 29.00 29.43 29.00 29.43 +0.87 0 5,194 +200
Apr05 040116 28.80 29.21 28.80 29.21 +0.82 0 2,596 +0
May05 040116 28.65 29.00 28.65 29.00 +0.77 0 2,333 +0
Total Volume and Open Interest 327,089 659,363 -12,240
Heating Oil(NYM)
Feb04 040116 94.25 98.50 93.85 98.06 +5.07 34,350 44,093 -4,480
Mar04 040116 92.90 96.60 92.30 96.12 +4.47 26,861 53,528 +4,156
Apr04 040116 87.80 90.52 87.20 90.52 +3.62 5,241 14,395 +538
May04 040116 83.90 86.12 83.90 86.12 +3.12 769 7,637 -73
Jun04 040116 81.25 83.42 81.25 83.42 +2.82 1,068 9,126 +256
Jul04 040116 79.90 81.92 79.90 81.92 +2.67 223 6,419 +169
Aug04 040116 80.75 81.57 80.75 81.57 +2.57 101 4,183 +0
Sep04 040116 81.82 81.82 81.82 81.82 +2.47 200 2,331 -50
Oct04 040116 82.32 82.32 82.32 82.32 +2.42 1 1,141 +1
Nov04 040116 81.50 82.82 81.50 82.82 +2.37 26 1,441 +25
Dec04 040116 83.32 83.32 83.32 83.32 +2.32 550 8,511 +11
Jan05 040116 82.65 83.72 82.65 83.72 +2.27 31 2,118 +6
Total Volume and Open Interest 69,421 156,982 +559
Unleaded Gas(NYM)
Feb04 040116 94.50 100.00 94.00 99.52 +6.23 32,163 38,434 -5,029
Mar04 040116 94.70 100.00 94.50 99.87 +5.94 18,251 47,278 +3,608
Apr04 040116 100.40 105.20 100.25 105.00 +5.57 3,911 16,465 +689
May04 040116 99.70 104.00 99.45 104.00 +5.27 1,733 10,445 +1,036
Jun04 040116 97.40 102.00 97.40 102.00 +5.07 668 5,096 +196
Jul04 040116 97.50 99.45 97.50 99.45 +4.92 281 2,140 +124
Aug04 040116 96.45 96.45 96.45 96.45 +4.82 85 1,425 +49
Sep04 040116 89.30 92.75 89.30 92.75 +4.62 245 3,091 +235
Oct04 040116 87.70 87.70 87.70 87.70 +4.42 0 1,491 +0
Nov04 040116 85.10 85.10 85.10 85.10 +4.27 0 760 +0
Dec04 040116 83.50 83.50 83.50 83.50 +4.12 5 745 +0
Jan05 040116 82.80 82.80 82.80 82.80 +4.02 5 210 +5
Total Volume and Open Interest 57,347 127,580 +913
Natural Gas(NYM)
Feb04 040116 5.880 6.040 5.870 5.940 +0.095 37,520 35,091 -3,203
Mar04 040116 5.990 6.100 5.940 6.023 +0.068 19,772 49,064 +427
Apr04 040116 5.420 5.500 5.410 5.473 +0.038 6,677 22,143 +223
May04 040116 5.300 5.360 5.260 5.323 +0.028 4,025 23,912 -212
Jun04 040116 5.290 5.350 5.290 5.320 +0.023 2,694 17,152 +954
Jul04 040116 5.320 5.370 5.315 5.340 +0.018 1,379 14,848 +213
Aug04 040116 5.340 5.380 5.330 5.357 +0.015 633 13,403 +36
Sep04 040116 5.300 5.340 5.300 5.333 +0.013 513 12,365 -149
Oct04 040116 5.330 5.360 5.300 5.347 +0.013 1,674 14,357 +5
Nov04 040116 5.510 5.580 5.510 5.542 +0.003 764 10,056 +46
Dec04 040116 5.710 5.770 5.710 5.725 -0.002 929 12,287 -26
Jan05 040116 5.830 5.880 5.830 5.855 -0.002 1,055 9,258 -272
Feb05 040116 5.810 5.860 5.800 5.825 -0.002 112 8,279 +41
Mar05 040116 5.610 5.660 5.610 5.630 -0.002 228 8,636 +57
Apr05 040116 5.050 5.050 5.050 5.050 -0.002 110 8,790 +92
May05 040116 4.940 4.940 4.940 4.940 -0.002 4 4,173 -3
Total Volume and Open Interest 78,335 326,296 -1,836
Brent Crude Oil(IPE)
Mar04 040116 29.65 30.50 29.45 30.47 +1.13 80,583 115,614 +1,658
Apr04 040116 29.33 30.10 29.15 30.08 +1.00 24,718 59,554 +8,267
May04 040116 29.05 29.77 28.92 29.77 +0.94 4,218 16,302 +499
Jun04 040116 28.80 29.52 28.66 29.52 +0.92 4,894 28,100 +2,127
Jul04 040116 28.54 29.27 28.47 29.27 +0.90 1,624 8,697 -490
Aug04 040116 28.33 29.02 28.21 29.02 +0.88 100 10,050 +0
Sep04 040116 28.05 28.77 27.98 28.77 +0.85 0 9,812 +0
Oct04 040116 28.52 28.52 28.52 28.52 +0.81 210 5,291 +0
Nov04 040116 27.63 28.27 27.63 28.27 +0.76 150 5,350 -25
Dec04 040116 27.50 28.07 27.41 28.07 +0.72 6,592 27,975 -612
Jan05 040116 27.82 27.82 27.82 27.82 +0.69 20 1,890 +20
Feb05 040116 27.62 27.62 27.62 27.62        
Mar05 040116 27.42 27.42 27.42 27.42 +0.62 0 3,565 +0
Total Volume and Open Interest 135,664 321,966 -804
Gas Oil(IPE)
Feb04 040116 266.00 273.00 263.50 272.75 +1.00 300 47,047 -3,724
Mar04 040116 263.00 267.25 258.75 267.25 unch 215 28,700 +1,196
Apr04 040116 254.50 260.00 252.00 259.75 -0.25 300 10,632 +950
May04 040116 247.50 252.50 245.25 252.50 -0.50 1,625 10,192 +297
Jun04 040116 244.00 248.50 242.25 248.25 -0.50 300 11,936 +36
Jul04 040116 240.75 247.00 240.75 246.75 -1.00 23 4,381 +3
Aug04 040116 246.25 246.25 246.25 246.25 -0.50 6 2,505 +0
Sep04 040116 245.75 245.75 245.75 245.75 -0.25 0 4,097 +0
Oct04 040116 245.25 245.25 245.25 245.25 unch 0 3,493 +0
Nov04 040116 244.75 244.75 244.75 244.75 +0.25 0 2,683 +0
Total Volume and Open Interest 3,483 147,911 -1,017
US Dollar Index(NYBOT)
Mar04 040116 86.73 88.17 86.73 88.05 +1.18 2,571 19,498 -871
Jun04 040116 87.45 88.53 87.45 88.46 +1.18 42 2,067 +17
Sep04 040116 87.97 88.90 87.97 88.90 +1.18 0 5 +0
Total Volume and Open Interest 2,614 21,571 -853
Australian Dollar(CME)
Mar04 040116 76.27 76.35 75.55 75.78 -0.74 2,473 63,024 -783
Jun04 040116 75.40 75.40 74.85 74.95 -0.73 14 703 +3
Sep04 040116 74.35 74.35 74.12 74.12 -0.72 0 103 +0
Total Volume and Open Interest 2,488 63,875 -779
British Pound(CME)
Mar04 040116 180.45 180.94 178.50 178.71 -2.63 6,913 60,776 +259
Jun04 040116 179.09 179.15 177.33 177.33 -2.63 9 74 -3
Sep04 040116 175.95 175.95 175.95 175.95 -2.63 0 11 +0
Total Volume and Open Interest 6,922 61,213 +256
Canadian Dollar(CME)
Mar04 040116 76.95 77.14 76.58 76.78 -0.27 7,384 79,467 -2,734
Jun04 040116 76.75 76.80 76.38 76.55 -0.27 142 3,092 -22
Sep04 040116 76.40 76.48 76.36 76.36 -0.27 16 1,544 -7
Dec04 040116 76.10 76.20 76.10 76.17 -0.27 57 719 +9
Total Volume and Open Interest 7,603 84,893 -2,752
Japanese Yen(CME)
Mar04 040116 94.45 94.61 93.60 93.75 -0.49 3,155 151,408 +767
Jun04 040116 94.72 94.80 93.90 94.03 -0.49 10 7,558 -1
Sep04 040116 94.33 94.33 94.33 94.33 -0.49 0 53 +0
Total Volume and Open Interest 3,165 159,030 +766
Swiss Franc(CME)
Mar04 040116 79.74 79.93 78.83 78.95 -1.43 7,240 45,480 -1,974
Jun04 040116 79.72 79.72 79.11 79.11 -1.43 9 189 +0
Sep04 040116 79.28 79.28 79.28 79.28 -1.43 0 2 +0
Total Volume and Open Interest 7,249 45,773 -1,974
EuroFX(CME)
Mar04 040116 124.62 124.94 123.32 123.57 -2.01 13,548 124,733 -3,005
Jun04 040116 124.30 124.57 123.04 123.28 -2.01 205 995 -46
Sep04 040116 123.45 123.45 122.83 123.01 -2.01 17 179 -17
Total Volume and Open Interest 13,772 126,105 -3,068
Mexican Peso(CME)
Mar04 040116 9200.0 9200.0 9175.0 9187.0 +32.0 4,070 45,311 +58
Jun04 040116 9082.0 9082.0 9082.0 9082.0 +32.0 15 531 +4
Total Volume and Open Interest 4,170 46,286 +46
30-Year T-Bonds(CBOT)
Mar04 040116 112~25 113~22 112~08 112~18 -0~09 275,574 489,055 +4,507
Jun04 040116 111~25 112~07 110~27 111~04 -0~09 3,456 18,120 +942
Sep04 040116 110~10 110~10 109~24 109~24 -0~09 6 204 -5
Total Volume and Open Interest 279,039 507,567 +5,444
Municipal Bonds(CBOT)
Mar04 040116 104~26 105~04 104~09 104~18 -0~08 94 2,396 -38
Total Volume and Open Interest 94 2,396 -38
10-Year T-Notes(CBOT)
Mar04 040116 114~175 115~010 114~050 114~100 -0~105 815,353 1,103,781 +13,397
Jun04 040116 113~050 113~140 112~195 112~235 -0~105 23,368 61,714 +15,798
Total Volume and Open Interest 838,721 1,165,495 +29,195
5-Year T-Notes(CBOT)
Mar04 040116 113~045 113~100 112~260 112~295 -0~050 319,695 0 +0
Jun04 040116 111~260 111~265 111~175 111~175 -0~055 3,091 18,962 +18,962
Total Volume and Open Interest 322,786 18,962 +18,962
2 Year T-Notes(CBOT)
Mar04 040116 107~062 107~069 107~054 107~062 +0~002 3,281 160,812 +1,728
Total Volume and Open Interest 3,281 160,812 +1,728
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 040116 98.845 98.845 98.835 98.840 unch 64,434 812,960 -3,823
Jun04 040116 98.730 98.740 98.715 98.720 unch 132,450 778,948 +767
Sep04 040116 98.480 98.510 98.450 98.465 -0.005 212,075 712,922 +13,497
Dec04 040116 98.125 98.160 98.075 98.095 -0.015 288,799 600,868 +6,165
Mar05 040116 97.720 97.760 97.670 97.695 -0.020 185,061 393,233 -5,560
Jun05 040116 97.330 97.360 97.270 97.290 -0.025 66,989 305,105 +347
Sep05 040116 96.990 97.020 96.920 96.945 -0.030 48,596 235,258 -4,283
Dec05 040116 96.700 96.740 96.630 96.650 -0.040 58,571 175,139 -780
Mar06 040116 96.485 96.515 96.385 96.420 -0.045 48,135 162,622 +12,707
Jun06 040116 96.275 96.305 96.175 96.200 -0.055 21,658 123,001 -2,748
Sep06 040116 96.090 96.110 95.980 96.000 -0.060 16,749 111,387 -810
Dec06 040116 95.910 95.920 95.780 95.795 -0.065 15,612 100,989 +1,893
Total Volume and Open Interest 1,222,897 5,154,961 +17,684
3-Mth Euro-Yen(CME)
Mar04 040116 99.91 99.91 99.91 99.91 -0.01 70 9,342 +20
Jun04 040116 99.91 99.91 99.91 99.91 unch 0 9,454 +0
Sep04 040116 99.88 99.88 99.88 99.88 unch 98 11,892 +20
Dec04 040116 99.85 99.85 99.85 99.85 unch 0 4,007 -21
Mar05 040116 99.76 99.77 99.76 99.77 +0.01 5 3,539 +97
Jun05 040116 99.71 99.71 99.71 99.71 +0.03 0 932 +0
Sep05 040116 99.59 99.59 99.59 99.59 +0.01 0 2,120 +0
Dec05 040116 99.47 99.47 99.47 99.47 +0.01 0 98 +0
Mar06 040116 99.25 99.25 99.25 99.25 unch 0 289 +0
Jun06 040116 99.00 99.00 99.00 99.00 unch 0 497 +25
Total Volume and Open Interest 173 43,044 +141
3-Mth Euro-Yen(SIMEX)
Mar04 040116 99.91 99.92 99.91 99.91 -0.01 257 60,259 -7
Jun04 040116 99.92 99.92 99.91 99.91 -0.01 1,772 67,264 +545
Sep04 040116 99.88 99.89 99.88 99.88 unch 1,952 44,999 -7
Dec04 040116 99.85 99.85 99.85 99.85 unch 1,176 39,157 -492
Mar05 040116 99.75 99.77 99.75 99.77 +0.01 763 20,500 -354
Jun05 040116 99.68 99.70 99.68 99.70 +0.02 50 16,562 +50
Sep05 040116 99.59 99.60 99.59 99.60 +0.02 81 13,653 +49
Dec05 040116 99.50 99.50 99.50 99.50 +0.02 10 3,254 +10
Total Volume and Open Interest 6,086 278,595 -181
German Euro-Bund(EUREX)
Mar04 040116 114.47 115.03 114.24 114.34 -0.13 1,167,482 919,844 -11,122
Jun04 040116 113.51 113.95 113.36 113.36 -0.13 16,410 20,064 +14,096
Sep04 040116 113.09 113.09 113.09 113.09 +0.12 178 0 +0
Total Volume and Open Interest 1,184,070 939,908 +2,974
German Euro-Bobl(EUREX)
Mar04 040116 111.48 111.91 111.33 111.43 -0.05 709,039 715,161 -20,890
Jun04 040116 110.77 111.11 110.65 110.65 -0.03 901 2,333 -203
Sep04 040116 110.23 110.23 110.23 110.23 -0.05 0 93 -80
Total Volume and Open Interest 709,940 717,587 -21,173
Long Gilt(LIFFE)
Mar04 040116 109~08 109~23 108~28 109~02 -0~06 43,496 159,445 +30
Jun04 040116 108~20 108~20 108~20 108~20 -0~06 0 1 +0
Total Volume and Open Interest 43,496 159,446 +30
3-Mth Short Sterling(LIFFE)
Mar04 040116 95.82 95.86 95.81 95.82 unch 35,404 195,640 -1,837
Jun04 040116 95.65 95.73 95.64 95.68 +0.02 52,660 207,884 -557
Sep04 040116 95.50 95.60 95.48 95.54 +0.03 45,177 170,464 +3,481
Total Volume and Open Interest 211,439 1,000,975 +9,850
3-Mth Euribor(LIFFE)
Mar04 040116 97.920 97.980 97.915 97.940 +0.020 81,957 505,332 +11,048
Jun04 040116 97.880 97.965 97.870 97.890 +0.020 85,078 446,210 +3,516
Sep04 040116 97.720 97.840 97.720 97.740 +0.010 114,458 440,470 +763
Total Volume and Open Interest 592,274 2,540,596 +25,163
3-Mth Aus T-Bills(SFE)
Mar04 040116 94.45 94.46 94.44 94.46 +0.01 21,986 225,972 -2,007
Jun04 040116 94.39 94.40 94.38 94.40 +0.01 11,256 112,745 +1,147
Sep04 040116 94.33 94.34 94.32 94.34 +0.01 1,679 43,275 +494
Dec04 040116 94.28 94.28 94.27 94.28 +0.01 586 25,874 -329
Mar05 040116 94.24 94.24 94.22 94.22 unch 767 18,325 -1,439
Jun05 040116 94.19 94.19 94.17 94.17 -0.01 412 12,321 +131
Sep05 040116 94.15 94.15 94.13 94.14 -0.01 437 6,176 +241
Dec05 040116 94.11 94.11 94.09 94.09 -0.03 109 2,549 -21
Mar06 040116 94.09 94.09 94.06 94.06 -0.03 2 839 +0
Jun06 040116 94.06 94.06 94.04 94.04 -0.01 0 761 +0
Total Volume and Open Interest 37,234 449,270 -1,783
10-Year Aus T-Bonds(SFE)
Mar04 040119 94.33 94.35 94.30 94.30 -0.10 10,621 190,316 +3,833
Jun04 040119 94.33 94.33 94.33 94.33 -0.07      
Total Volume and Open Interest 10,621 190,316 +3,833
3-Year Aus T-Bonds(SFE)
Mar04 040116 94.49 94.50 94.47 94.48 -0.02 49,330 371,013 -7,493
Jun04 040116 94.48 94.48 94.48 94.48 -0.02      
Total Volume and Open Interest 49,330 371,013 -7,493
Gold(CMX)
Feb04 040116 408.9 411.2 405.7 407.0 -1.7 96,401 184,257 -8,852
Apr04 040116 410.0 412.3 406.3 408.1 -1.6 8,520 36,089 +2,241
Jun04 040116 411.5 413.5 407.5 409.0 -1.6 1,677 21,684 +146
Aug04 040116 411.4 413.6 409.9 409.9 -1.6 50 6,922 +16
Oct04 040116 410.7 410.7 410.7 410.7 -1.6 1 1,014 +0
Dec04 040116 413.0 415.3 410.5 411.5 -1.6 2,154 20,567 +48
Total Volume and Open Interest 109,039 294,117 -6,444
Silver(CMX)
Mar04 040116 621.5 634.0 620.0 633.0 +11.7 23,329 85,994 +391
May04 040116 621.5 635.0 621.5 634.1 +11.7 730 5,012 +305
Jul04 040116 625.0 635.4 623.5 635.4 +11.7 220 3,641 -16
Sep04 040116 626.5 636.0 626.5 636.0 +11.7 52 859 +41
Dec04 040116 623.0 640.0 622.5 636.7 +11.7 1,082 11,171 -16
Total Volume and Open Interest 25,586 109,388 +698
Platinum(NYM)
Jan04 040116 860.9 860.9 860.9 860.9 +3.0 17 147 -9
Apr04 040116 843.0 852.5 838.0 851.9 +3.0 672 7,997 -90
Jul04 040116 844.9 844.9 844.9 844.9 +3.0 0 160 +0
Oct04 040116 835.0 840.4 835.0 840.4 +3.0 0 4 +0
Total Volume and Open Interest 689 8,308 -99
Palladium(NYME)
Mar04 040116 212.50 219.80 212.00 219.65 +4.00 284 8,169 +16
Jun04 040116 218.00 221.50 218.00 220.40 +4.25 19 573 +11
Total Volume and Open Interest 306 8,775 +25
Copper(CMX)
Mar04 040116 108.50 109.70 108.40 109.40 +1.00 11,639 68,722 -1,857
May04 040116 108.10 109.10 108.10 108.95 +0.95 242 5,914 +99
Jul04 040116 107.40 108.30 107.40 108.30 +0.95 371 4,077 +137
Sep04 040116 106.85 107.50 106.85 107.50 +0.90 112 1,719 +57
Dec04 040116 106.10 106.40 105.80 106.40 +0.90 234 3,128 +196
Total Volume and Open Interest 12,853 88,839 -1,433
DJIA Index(CBOT)
Mar04 040116 10570 10590 10515 10575 +23 12,824 34,954 +22
Jun04 040116 10550 10553 10547 10553 +23 0 458 +0
Sep04 040116 10533 10533 10533 10533 +23 0 2 +0
Dec04 040116 10513 10513 10513 10513 +23 0 4 +0
Total Volume and Open Interest 12,824 35,418 +22
S & P 500(CME)
Mar04 040116 1136.20 1138.80 1132.00 1138.10 +4.90 52,008 596,852 +1,967
Jun04 040116 1136.50 1137.20 1133.50 1137.20 +4.90 827 17,475 -467
Sep04 040116 1136.40 1136.40 1136.40 1136.40 +4.90 683 2,782 +518
Dec04 040116 1135.70 1135.70 1135.70 1135.70 +4.90 6 75 -3
Total Volume and Open Interest 53,524 617,332 +2,015
S & P 500 E-Mini(Globex)
Mar04 040116 1133.00 1139.00 1132.00 1138.00 +4.75 876,169 512,165 +1,088
Jun04 040116 1134.25 1137.75 1132.25 1137.25 +5.00 976 5,340 +1,148
Total Volume and Open Interest 877,145 517,505 +2,236
NASDAQ 100(CME)
Mar04 040116 1543.00 1556.00 1540.00 1553.00 +15.50 15,677 72,914 +752
Jun04 040116 1548.00 1555.50 1547.50 1555.50 +15.50 0 53 +0
Sep04 040116 1558.00 1558.00 1558.00 1558.00 +15.50      
Total Volume and Open Interest 15,677 72,967 +752
NASDAQ 100 E-Mini(GLOBEX)
Mar04 040116 1536.5 1556.0 1535.5 1553.0 +15.5 487,414 196,493 +6,030
Jun04 040116 1549.0 1559.0 1544.0 1555.5 +15.5 77 595 -46
Total Volume and Open Interest 487,491 197,088 +5,984
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 040116 592.50 594.00 590.00 593.10 +2.10 463 15,817 -43
Jun04 040116 593.30 593.30 593.30 593.30 +2.10 0 1 +0
Sep04 040116 593.30 593.30 593.30 593.30 +2.10      
Total Volume and Open Interest 463 15,818 -43
Russell 2000(CME)
Mar04 040116 590.50 592.25 587.90 589.50 +2.50 1,679 22,822 -72
Jun04 040116 589.60 589.60 589.60 589.60 +2.50      
Sep04 040116 589.60 589.60 589.60 589.60 +2.50      
Total Volume and Open Interest 1,679 22,822 -72
Value Line(KCBT)
Mar04 040116 1594.00 1603.00 1594.00 1603.00 +11.50 5 44 +1
Total Volume and Open Interest 5 44 +1
Nikkei 225(CME)
Mar04 040116 10860 10940 10825 10915 +225 3,955 28,773 +291
Jun04 040116 10905 10905 10905 10905 +225 48 97 +32
Total Volume and Open Interest 4,003 28,881 +323
Nikkei 225(SIMEX)
Mar04 040116 10690 10860 10690 10850 +195 21,680 142,403 -1,253
Jun04 040116 10810 10810 10810 10810 +195 0 303 +0
Sep04 040116 10805 10805 10805 10805 +195      
Total Volume and Open Interest 21,680 142,706 -1,253
CAC 40(MATIF)
Jan04 040119 3688.5 3702.5 3674.5 3690.0 +15.5 63,939 413,272 +12,089
Feb04 040119 3695.0 3703.5 3683.0 3695.5 +15.5 55 313 +108
Mar04 040119 3694.5 3708.5 3689.5 3701.5 +15.5 649 119,537 +261
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 040116 4104.0 4139.5 4102.5 4130.5 +26.0 131,437 278,633 -2,495
Jun04 040116 4133.0 4159.0 4129.0 4152.0 +26.5 1,003 8,056 -92
Sep04 040116 4157.5 4179.5 4157.5 4173.0 +25.5 118 1,226 -76
Total Volume and Open Interest 132,558 287,915 -2,663
FT-SE 100(LIFFE)
Mar04 040116 4448.00 4475.00 4443.00 4462.00 +25.50 75,472 410,996 +5,562
Jun04 040116 4456.00 4479.50 4456.00 4470.50 +25.50 283 11,778 +41
Sep04 040116 4479.00 4479.00 4479.00 4479.00 +25.50 0 8,140 +0
Total Volume and Open Interest 75,755 431,939 +5,603
SPI 200(SFE)
Mar04 040116 3314.0 3320.0 3289.0 3297.0 -9.0 7,186 152,652 +1,430
Jun04 040116 3318.0 3318.0 3308.0 3308.0 -9.0 78 3,240 +0
Sep04 040116 3317.0 3317.0 3317.0 3317.0 -9.0 0 1,433 +0
Total Volume and Open Interest 7,511 158,042 +1,657
GSCI(CME)
Feb04 040116 262.30 269.10 261.80 269.10 +7.75 194 14,181 +105
Mar04 040116 264.00 264.00 264.00 264.00 +6.20 0 23 +0
Apr04 040116 261.00 261.00 261.00 261.00        
Reuters CRB Index(NYBOT)
Feb04 040116 263.00 265.75 263.00 265.50 +2.05 24 109 -4
Apr04 040116 262.50 266.00 262.50 265.50 +2.25 113 718 -13
Jun04 040116 264.00 264.00 264.00 264.00 +1.75 0 7 +0
Total Volume and Open Interest 137 834 -17
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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