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MRCI's End of Day Prices
Daily Futures Price Listing Wed January 28, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar04 040128 825.00 828.00 803.00 804.75 -30.75 40,065 129,269 -454
May04 040128 824.00 827.00 805.00 806.50 -29.00 11,597 74,583 +1,075
Jul04 040128 814.00 817.00 796.50 797.75 -28.25 5,885 37,256 +896
Aug04 040128 781.50 783.00 766.00 767.00 -23.00 703 8,076 +180
Sep04 040128 729.00 729.00 715.00 716.50 -20.50 208 3,835 +83
Nov04 040128 663.00 665.50 651.00 652.00 -20.50 2,275 20,818 +288
Jan05 040128 663.00 664.00 651.00 651.50 -20.75 22 384 -4
Total Volume and Open Interest 60,792 274,561 +2,078
Soybean Meal(CBOT)
Mar04 040128 255.70 256.50 249.50 251.30 -9.40 15,155 60,860 -848
May04 040128 254.50 256.20 249.50 250.60 -9.90 7,696 58,141 +951
Jul04 040128 252.00 253.50 247.00 247.30 -9.60 4,145 30,548 -515
Aug04 040128 241.00 242.50 237.00 237.80 -8.10 1,240 11,372 +123
Sep04 040128 226.00 226.50 222.50 223.00 -7.30 521 8,735 +189
Oct04 040128 197.00 199.50 197.00 197.30 -4.70 108 6,331 +124
Dec04 040128 196.00 196.00 193.50 193.80 -5.20 1,071 14,659 +512
Jan05 040128 195.00 195.50 193.70 193.70 -5.30 39 823 +14
Total Volume and Open Interest 29,996 191,673 +569
Soybean Oil(CBOT)
Mar04 040128 29.20 29.40 28.85 28.93 -0.59 8,146 80,954 -638
May04 040128 29.08 29.26 28.73 28.78 -0.60 5,565 56,205 +1,076
Jul04 040128 28.88 29.00 28.55 28.61 -0.52 2,792 39,889 +9
Aug04 040128 28.28 28.40 28.15 28.15 -0.47 213 4,813 +18
Sep04 040128 27.50 27.80 27.35 27.35 -0.50 119 5,877 -9
Oct04 040128 26.75 26.85 26.50 26.53 -0.35 259 5,025 +20
Dec04 040128 26.00 26.10 25.60 25.60 -0.50 276 10,828 +59
Jan05 040128 25.70 25.90 25.55 25.55 -0.50 27 375 +0
Total Volume and Open Interest 17,413 204,404 +546
Canola(WCE)
Mar04 040128 375.0 375.0 365.0 366.0 -11.0 1,873 26,570 -922
May04 040128 380.5 380.5 371.0 372.7 -10.3 1,587 14,803 +219
Jul04 040128 384.3 384.3 375.1 375.5 -11.5 632 6,770 +387
Sep04 040128 347.0 347.0 347.0 347.0 -5.5      
Nov04 040128 353.3 353.3 350.0 351.0 -4.9 61 8,755 +19
Total Volume and Open Interest 4,153 56,923 -297
Corn(CBOT)
Mar04 040128 272.50 274.25 269.75 270.75 -5.50 52,649 321,930 -117
May04 040128 277.00 278.50 274.25 275.25 -5.50 13,248 108,662 +1,107
Jul04 040128 280.00 281.50 277.00 278.25 -6.00 11,867 75,838 -170
Sep04 040128 274.00 275.50 272.00 272.50 -5.25 1,026 12,747 +475
Dec04 040128 270.00 272.00 267.25 268.00 -6.25 11,758 94,870 +3,105
Mar05 040128 274.25 274.50 271.00 271.25 -6.00 675 7,085 +277
Total Volume and Open Interest 91,348 623,785 +4,701
Wheat(CBOT)
Mar04 040128 380.00 384.00 373.00 374.75 -5.25 12,278 88,032 -917
May04 040128 385.00 389.00 377.50 379.50 -5.75 1,763 19,275 +111
Jul04 040128 379.00 383.50 373.00 373.75 -7.75 2,190 24,546 -88
Sep04 040128 384.00 386.00 377.50 378.00 -6.50 130 1,494 +55
Dec04 040128 389.00 394.50 384.00 387.00 -4.75 116 2,879 +1
Total Volume and Open Interest 16,477 136,392 -833
Wheat(KCBT)
Mar04 040128 389.00 394.00 384.00 385.00 -5.50 2,429 39,867 -892
May04 040128 387.00 392.50 383.00 385.00 -5.00 558 11,514 -30
Jul04 040128 382.00 387.00 378.00 379.00 -4.25 1,132 10,404 +65
Sep04 040128 387.00 387.00 381.00 381.00 -7.00 49 1,671 -10
Dec04 040128 390.00 390.00 388.00 389.50 -6.00 84 1,101 -1
Total Volume and Open Interest 4,252 64,565 -868
Wheat(MGE)
Mar04 040128 398.00 404.00 397.50 398.75 -2.25 981 16,595 -222
May04 040128 396.50 402.25 395.00 396.00 -1.75 281 5,462 +60
Jul04 040128 393.00 398.25 390.75 391.00 -2.50 353 2,433 +233
Sep04 040128 390.00 395.50 389.00 389.00 -2.00 170 2,729 +152
Dec04 040128 396.00 402.00 395.50 395.50 -2.50 48 803 -20
Total Volume and Open Interest 1,833 28,030 +203
Oats(CBOT)
Mar04 040128 157.75 157.75 153.00 153.25 -5.50 502 4,879 -44
May04 040128 160.25 160.25 155.75 156.00 -5.25 168 1,232 +55
Jul04 040128 163.00 163.00 158.50 158.50 -4.50 1 301 +1
Sep04 040128 156.50 156.50 156.00 156.00 -0.50 1 30 +0
Total Volume and Open Interest 704 6,786 +11
Rough Rice(CBOT)
Mar04 040128 8.12 8.12 7.90 7.91 -0.28 1,430 6,149 -35
May04 040128 8.29 8.29 8.06 8.06 -0.29 110 866 -12
Jul04 040128 8.39 8.40 8.25 8.25 -0.23 71 546 +10
Sep04 040128 7.88 7.88 7.80 7.80 -0.06 5 69 +3
Total Volume and Open Interest 1,616 7,671 -34
Live Cattle(CME)
Feb04 040128 78.750 79.000 77.500 77.525 -1.475 5,214 24,265 -481
Apr04 040128 74.450 74.900 73.400 73.625 -0.950 5,052 41,411 +751
Jun04 040128 70.825 71.350 70.200 70.250 -0.550 2,015 14,346 +424
Aug04 040128 72.750 73.200 72.250 72.450 -0.400 404 7,593 +117
Oct04 040128 75.900 76.100 75.050 75.450 -0.475 1,154 9,879 +387
Dec04 040128 77.100 77.250 76.550 76.600 -0.425 247 3,178 +86
Total Volume and Open Interest 14,162 101,647 +1,277
Feeder Cattle(CME)
Jan04 040128 89.300 89.400 89.050 89.150 -0.100 243 1,348 -161
Mar04 040128 84.300 84.600 83.100 83.550 -0.550 956 5,415 +56
Apr04 040128 85.350 85.725 84.375 84.825 -0.350 345 1,810 +74
May04 040128 85.600 86.000 84.700 85.200 -0.200 483 3,439 +110
Aug04 040128 88.000 88.300 87.300 87.875 -0.175 247 1,983 +145
Sep04 040128 87.850 87.900 87.800 87.800 -0.200 18 273 -4
Oct04 040128 87.850 87.850 87.850 87.850 -0.350 5 277 +1
Total Volume and Open Interest 2,298 14,616 +222
Lean Hogs(CME)
Feb04 040128 55.950 56.600 55.550 56.425 +0.500 2,125 8,575 -342
Apr04 040128 56.600 57.850 56.500 57.750 +0.750 4,183 26,050 +417
May04 040128 59.200 59.350 59.000 59.350 unch 91 1,454 +12
Jun04 040128 62.700 63.250 62.550 63.200 +0.350 741 6,464 +158
Jul04 040128 60.000 60.250 59.900 60.150 unch 101 1,641 +15
Aug04 040128 58.050 58.200 58.000 58.175 -0.025 26 1,186 +18
Oct04 040128 52.900 52.900 52.350 52.575 -0.425 98 1,088 +19
Dec04 040128 52.775 52.850 52.750 52.800 -0.175 23 417 +6
Total Volume and Open Interest 7,389 46,902 +303
Pork Bellies(CME)
Feb04 040128 83.800 84.250 83.200 84.050 +0.200 333 1,328 -72
Mar04 040128 84.250 84.750 83.800 84.700 +0.500 159 691 +33
May04 040128 85.700 85.950 85.450 85.450 -0.050 13 340 +0
Jul04 040128 86.600 86.950 86.250 86.950 +0.250 8 135 +8
Aug04 040128 85.400 85.400 85.400 85.400 -0.450 8 14 +3
Total Volume and Open Interest 521 2,508 -28
BFP Milk Class III(CME)
Jan04 040128 11.61 11.64 11.61 11.64 +0.01 149 3,227 +1
Feb04 040128 11.65 11.75 11.65 11.70 +0.05 46 2,480 +5
Mar04 040128 11.80 12.05 11.80 11.95 +0.15 59 2,202 +10
Apr04 040128 12.11 12.32 12.11 12.28 +0.17 76 1,799 +16
May04 040128 12.34 12.57 12.34 12.48 +0.13 51 1,710 +9
Total Volume and Open Interest 1,114 20,359 +304
Cocoa(NYBOT)
Mar04 040128 1560 1573 1520 1525 -64 2,348 25,058 -621
May04 040128 1550 1562 1518 1520 -58 909 12,684 +21
Jul04 040128 1550 1561 1518 1518 -58 207 12,293 +43
Sep04 040128 1550 1562 1523 1523 -51 111 7,880 -11
Dec04 040128 1553 1553 1520 1520 -51 89 8,122 +74
Mar05 040128 1550 1552 1522 1522 -49 100 5,555 +56
May05 040128 1522 1522 1522 1522 -46 0 8,157 +0
Total Volume and Open Interest 3,764 86,587 -438
Coffee "C"(NYBOT)
Mar04 040128 78.00 78.55 76.25 76.75 -1.90 13,297 67,885 +711
May04 040128 79.40 80.20 78.20 78.55 -1.75 4,656 17,352 +822
Jul04 040128 80.90 81.80 80.00 80.15 -1.65 1,004 6,743 +262
Sep04 040128 82.50 83.20 81.70 81.70 -1.55 494 7,505 +115
Dec04 040128 84.70 85.20 84.00 84.20 -1.55 309 4,292 -69
Mar05 040128 87.50 87.90 86.50 86.80 -1.40 121 2,658 +67
Total Volume and Open Interest 19,886 107,004 +1,910
Orange Juice(NYBOT)
Mar04 040128 62.40 62.50 61.50 61.55 -0.65 1,510 26,117 -181
May04 040128 65.40 65.55 64.55 64.55 -0.65 726 7,388 +151
Jul04 040128 68.10 68.10 67.20 67.20 -0.60 129 1,413 +39
Sep04 040128 70.60 70.60 69.70 69.70 -0.60 4 733 +4
Nov04 040128 72.50 72.50 72.25 72.25 -0.55 1 456 +0
Total Volume and Open Interest 2,370 36,265 +13
Sugar #11(NYBOT)
Mar04 040128 5.78 5.90 5.73 5.87 +0.12 26,215 141,070 -220
May04 040128 5.99 6.08 5.95 6.05 +0.09 8,730 37,746 -365
Jul04 040128 6.05 6.08 6.02 6.07 +0.04 2,238 36,183 +415
Oct04 040128 6.15 6.15 6.11 6.14 unch 813 23,390 +363
Mar05 040128 6.38 6.38 6.36 6.37 unch 96 10,539 -29
Total Volume and Open Interest 38,158 258,258 +204
London Cocoa(LCE)
Mar04 040128 920 920 876 879 -44 2,025 55,887 -313
May04 040128 902 905 867 869 -37 2,078 19,750 +234
Jul04 040128 911 914 878 879 -34 488 21,920 +30
Sep04 040128 921 922 886 890 -33 249 21,988 +55
Dec04 040128 924 924 890 895 -30 440 38,482 +61
Mar05 040128 931 932 903 906 -30 258 22,386 -22
May05 040128 940 940 914 915 -30 329 3,569 +236
Total Volume and Open Interest 6,084 185,779 +264
London Coffee(LCE)
Jan04 040128 845.00 845.00 825.00 830.00 -9.00 223 4,138 -177
Mar04 040128 819.00 819.00 791.00 798.00 -12.00 3,808 66,062 -511
May04 040128 833.00 833.00 812.00 813.00 -11.00 1,541 35,179 +412
Jul04 040128 845.00 845.00 825.00 827.00 -10.00 742 14,041 -531
Sep04 040128 855.00 855.00 840.00 840.00 -10.00 63 15,110 +23
Nov04 040128 868.00 869.00 851.00 853.00 -10.00 143 9,259 -5
Total Volume and Open Interest 6,520 146,203 -789
London Sugar(LCE)
Mar04 040128 192.00 194.70 192.00 194.40 +3.30 5,421 14,929 -992
May04 040128 192.00 196.00 191.70 195.40 +3.90 2,369 14,720 +182
Aug04 040128 187.50 190.50 187.50 190.20 +2.60 1,088 8,883 +287
Oct04 040128 186.00 187.40 186.00 187.40 +1.10 367 4,557 -51
Dec04 040128 188.80 189.00 188.00 188.90 +0.10 50 1,948 -50
Total Volume and Open Interest 9,660 47,184 -399
Cotton(NYBOT)
Mar04 040128 73.11 73.30 70.76 70.76 -3.00 13,629 63,165 -1,715
May04 040128 73.95 74.55 72.06 72.06 -3.00 3,862 21,018 +716
Jul04 040128 75.00 75.20 72.90 72.90 -3.00 525 7,626 +19
Oct04 040128 68.00 68.00 66.75 66.75 -1.50 14 419 +0
Dec04 040128 68.80 68.80 67.00 67.50 -1.55 505 5,824 -23
Mar05 040128 70.60 70.60 69.50 69.50 -1.55 3 824 +0
Total Volume and Open Interest 18,538 99,413 -1,003
Lumber(CME)
Mar04 040128 331.0 335.2 330.2 334.4 -0.8 507 2,479 -24
May04 040128 335.5 338.4 332.2 337.4 +1.4 143 686 +22
Jul04 040128 339.0 339.7 336.0 338.0 -1.0 9 169 +0
Sep04 040128 344.9 344.9 344.9 344.9 -2.1 7 30 +3
Total Volume and Open Interest 669 3,367 +3
Crude Oil(NYM)
Mar04 040128 34.02 34.63 33.35 33.62 -0.50 85,977 219,872 -969
Apr04 040128 33.20 33.72 32.56 32.81 -0.45 36,155 76,633 +2,176
May04 040128 32.61 33.00 32.00 32.16 -0.45 9,356 39,501 +979
Jun04 040128 32.03 32.32 31.40 31.58 -0.45 6,143 40,253 -38
Jul04 040128 31.50 31.70 31.00 31.07 -0.44 1,313 29,790 -138
Aug04 040128 30.75 30.75 30.62 30.62 -0.44 1,295 17,074 -104
Sep04 040128 30.65 30.65 30.15 30.25 -0.43 1,249 26,292 +3
Oct04 040128 30.37 30.55 29.98 29.98 -0.42 1,778 18,661 +241
Nov04 040128 30.12 30.35 29.74 29.74 -0.41 867 13,510 +12
Dec04 040128 29.95 30.15 29.50 29.56 -0.41 3,185 51,165 +201
Jan05 040128 29.25 29.32 29.25 29.32 -0.41 285 15,105 +170
Feb05 040128 29.10 29.12 29.10 29.12 -0.40 261 4,911 -34
Mar05 040128 28.80 28.93 28.80 28.93 -0.39 195 5,186 +75
Apr05 040128 28.65 28.75 28.65 28.75 -0.38 0 2,616 +0
May05 040128 29.00 29.00 28.50 28.57 -0.38 0 2,353 +0
Jun05 040128 28.77 28.85 28.39 28.39 -0.38 1,875 9,316 -105
Total Volume and Open Interest 151,209 661,260 +2,562
Heating Oil(NYM)
Feb04 040128 99.10 100.50 95.60 97.24 -2.00 22,209 23,611 -4,755
Mar04 040128 97.15 98.10 94.00 95.12 -1.97 22,720 67,152 +2,504
Apr04 040128 90.80 91.50 88.20 89.07 -1.77 5,040 18,058 +431
May04 040128 85.90 86.80 83.90 84.42 -1.57 1,583 9,353 +291
Jun04 040128 82.25 82.25 81.25 81.77 -1.47 722 10,032 -4
Jul04 040128 82.25 82.25 80.20 80.37 -1.37 871 6,238 +226
Aug04 040128 82.00 82.00 80.17 80.17 -1.32 78 4,942 +59
Sep04 040128 81.00 81.00 80.00 80.57 -1.27 32 2,265 -3
Oct04 040128 81.17 81.17 81.17 81.17 -1.27 36 1,376 +0
Nov04 040128 81.77 81.77 81.77 81.77 -1.27 55 1,466 +0
Dec04 040128 82.37 82.37 82.37 82.37 -1.27 415 10,696 +39
Jan05 040128 82.82 82.82 82.82 82.82 -1.27 13 2,232 -3
Total Volume and Open Interest 53,783 159,584 -1,224
Unleaded Gas(NYM)
Feb04 040128 98.30 100.30 96.80 98.68 -0.16 21,991 13,428 -4,576
Mar04 040128 98.00 100.10 96.50 98.24 -0.08 25,915 63,496 +480
Apr04 040128 103.50 105.00 102.00 103.39 -0.18 6,543 21,559 +375
May04 040128 102.65 103.80 101.50 102.19 -0.43 3,418 11,902 +181
Jun04 040128 100.30 101.20 99.30 99.89 -0.63 474 5,265 -45
Jul04 040128 97.24 97.24 97.24 97.24 -0.78 267 2,653 +14
Aug04 040128 94.39 94.39 94.39 94.39 -0.88 736 2,169 +467
Sep04 040128 90.69 90.69 90.69 90.69 -0.98 247 4,956 +126
Oct04 040128 85.89 85.89 85.89 85.89 -1.03 155 1,745 +60
Nov04 040128 83.39 83.39 83.39 83.39 -1.08 20 764 -5
Dec04 040128 83.50 83.50 82.09 82.09 -1.13 20 1,475 -6
Jan05 040128 81.54 81.54 81.54 81.54 -1.18 10 303 -10
Total Volume and Open Interest 59,796 129,715 -2,939
Natural Gas(NYM)
Feb04 040128 5.900 5.950 5.730 5.775 +0.059 35,953 16,359 -10,273
Mar04 040128 5.870 5.900 5.650 5.740 +0.084 16,690 54,265 +1,575
Apr04 040128 5.400 5.400 5.280 5.325 +0.059 4,871 23,410 +1,269
May04 040128 5.270 5.300 5.190 5.233 +0.042 4,716 24,080 +477
Jun04 040128 5.260 5.260 5.190 5.230 +0.042 1,816 18,558 +165
Jul04 040128 5.270 5.290 5.200 5.245 +0.037 866 17,431 +11
Aug04 040128 5.280 5.295 5.200 5.253 +0.035 1,588 13,536 -339
Sep04 040128 5.250 5.250 5.190 5.228 +0.035 425 12,870 +8
Oct04 040128 5.270 5.270 5.200 5.233 +0.030 712 14,303 -40
Nov04 040128 5.430 5.450 5.410 5.431 +0.028 699 10,672 +17
Dec04 040128 5.620 5.640 5.590 5.621 +0.033 1,131 12,439 +112
Jan05 040128 5.760 5.760 5.730 5.756 +0.028 1,267 9,643 +15
Feb05 040128 5.720 5.730 5.690 5.716 +0.028 1,845 9,162 -94
Mar05 040128 5.525 5.550 5.525 5.541 +0.028 262 8,853 -77
Apr05 040128 5.010 5.030 4.996 4.996 +0.023 69 9,125 +0
May05 040128 4.900 4.900 4.896 4.896 +0.023 70 4,131 +24
Total Volume and Open Interest 72,980 322,197 -7,142
Brent Crude Oil(IPE)
Mar04 040128 30.05 30.72 29.48 29.77 -0.46 45,461 105,289 +2,526
Apr04 040128 29.77 30.45 29.30 29.51 -0.52 17,762 69,122 +3,328
May04 040128 29.59 30.19 29.08 29.28 -0.52 4,021 17,445 +93
Jun04 040128 29.40 29.85 28.99 29.05 -0.53 3,866 27,104 +345
Jul04 040128 29.18 29.60 28.70 28.82 -0.54 989 10,846 +141
Aug04 040128 28.90 29.35 28.59 28.59 -0.55 176 9,711 -34
Sep04 040128 28.73 28.73 28.36 28.36 -0.56 100 11,229 +0
Oct04 040128 28.57 28.57 28.14 28.14 -0.56 100 5,491 +100
Nov04 040128 28.36 28.36 27.93 27.93 -0.56 0 5,350 +0
Dec04 040128 28.13 28.43 27.75 27.75 -0.55 2,235 25,983 -269
Jan05 040128 28.00 28.00 27.52 27.52 -0.56 0 2,511 +0
Feb05 040128 27.31 27.31 27.31 27.31 -0.57 0 450 +0
Mar05 040128 27.13 27.13 27.13 27.13 -0.58 200 3,250 -200
Total Volume and Open Interest 76,510 327,894 +7,065
Gas Oil(IPE)
Feb04 040128 268.75 273.50 261.50 262.50 -10.50 15,521 42,513 -3,083
Mar04 040128 265.00 270.00 258.50 259.25 -9.75 12,322 34,879 +1,304
Apr04 040128 258.50 263.00 252.50 252.50 -9.50 5,096 13,146 +1,056
May04 040128 252.50 256.75 246.75 246.75 -8.50 1,918 11,525 +430
Jun04 040128 249.50 253.00 243.25 243.25 -8.00 2,572 13,817 +910
Jul04 040128 248.50 252.00 242.50 242.50 -8.00 0 5,467 +0
Aug04 040128 242.00 242.00 242.00 242.00 -8.00 0 2,733 +0
Sep04 040128 247.00 247.00 241.75 241.75 -7.75 0 4,097 +0
Oct04 040128 248.00 248.00 241.50 241.50 -7.50 300 3,403 -100
Nov04 040128 247.75 247.75 241.25 241.25 -7.00 0 2,683 +0
Total Volume and Open Interest 38,429 158,316 +717
US Dollar Index(NYBOT)
Mar04 040128 86.47 87.50 86.44 87.24 +0.70 2,890 15,649 +61
Jun04 040128 86.88 87.90 86.88 87.65 +0.70 55 2,093 +7
Sep04 040128 88.09 88.09 88.09 88.09 +0.70 0 11 +0
Total Volume and Open Interest 2,945 17,755 +68
Australian Dollar(CME)
Mar04 040128 77.07 77.69 76.64 76.94 -0.56 4,842 60,522 +2,723
Jun04 040128 76.20 76.80 75.80 76.10 -0.56 26 817 +14
Sep04 040128 75.26 75.26 75.26 75.26 -0.56 264 297 +108
Total Volume and Open Interest 5,132 61,742 +2,845
British Pound(CME)
Mar04 040128 182.18 183.13 181.00 181.68 -0.26 4,012 62,916 +1,208
Jun04 040128 179.86 180.28 179.86 180.28 -0.26 2 119 +2
Sep04 040128 178.88 178.88 178.88 178.88 -0.26 0 11 +0
Total Volume and Open Interest 4,014 63,400 +1,210
Canadian Dollar(CME)
Mar04 040128 75.80 75.92 75.25 75.37 -1.09 3,908 59,902 +1,255
Jun04 040128 75.60 75.70 75.05 75.17 -1.09 57 3,461 +63
Sep04 040128 75.52 75.52 75.00 75.01 -1.09 118 1,597 +41
Dec04 040128 75.10 75.10 74.80 74.85 -1.09 0 756 +0
Total Volume and Open Interest 4,113 65,919 +1,382
Japanese Yen(CME)
Mar04 040128 94.55 94.94 94.30 94.63 -0.23 6,997 152,771 +3,540
Jun04 040128 94.86 95.21 94.65 94.91 -0.23 104 7,872 +127
Sep04 040128 95.21 95.21 95.21 95.21 -0.23 0 55 +0
Total Volume and Open Interest 7,101 160,713 +3,667
Swiss Franc(CME)
Mar04 040128 80.09 80.66 79.60 79.90 -0.76 5,245 41,544 +1,192
Jun04 040128 80.48 80.48 80.06 80.06 -0.76 1 188 +0
Sep04 040128 80.23 80.23 80.23 80.23 -0.76 0 3 +0
Total Volume and Open Interest 5,246 41,836 +1,192
EuroFX(CME)
Mar04 040128 125.33 126.29 124.50 124.94 -1.19 12,499 127,518 +3,351
Jun04 040128 125.06 125.95 124.40 124.65 -1.19 182 1,109 +57
Sep04 040128 125.20 125.20 124.39 124.39 -1.19 0 298 +0
Total Volume and Open Interest 12,705 129,170 +3,410
Mexican Peso(CME)
Mar04 040128 9105.0 9145.0 9075.0 9082.0 -28.0 2,302 41,851 +1,287
Jun04 040128 8970.0 8977.0 8970.0 8977.0 -28.0 30 551 +8
Total Volume and Open Interest 2,382 42,910 +1,284
30-Year T-Bonds(CBOT)
Mar04 040128 111~27 112~14 109~31 110~13 -1~09 187,237 482,800 -5,015
Jun04 040128 110~00 110~30 108~20 108~31 -1~09 832 25,024 +424
Sep04 040128 107~18 107~18 107~18 107~18 -1~09 25 231 +25
Total Volume and Open Interest 188,138 508,275 -4,539
Municipal Bonds(CBOT)
Mar04 040128 103~22 104~00 102~22 103~02 -0~25 155 2,393 -59
Total Volume and Open Interest 155 2,393 -59
10-Year T-Notes(CBOT)
Mar04 040128 114~030 114~145 112~160 112~285 -1~035 570,874 1,141,448 -2,154
Jun04 040128 112~080 112~275 110~290 111~085 -1~050 18,278 114,149 +4,564
Total Volume and Open Interest 589,152 1,255,597 +2,410
5-Year T-Notes(CBOT)
Mar04 040128 112~240 113~050 111~150 111~315 -0~265 190,973 0 +0
Jun04 040128 111~120 111~120 110~180 110~180 -0~275 6,537 43,701 +1,768
Total Volume and Open Interest 197,510 43,701 +1,768
2 Year T-Notes(CBOT)
Mar04 040128 107~060 107~077 107~000 107~024 -0~040 5,743 166,160 -360
Jun04 040128 106~078 106~078 106~078 106~078 -0~039 2 0  
Total Volume and Open Interest 5,745 166,160  
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 040128 98.845 98.850 98.815 98.820 -0.020 37,842 822,925 -3,743
Jun04 040128 98.720 98.750 98.610 98.635 -0.085 92,467 839,810 +21,535
Sep04 040128 98.470 98.565 98.250 98.330 -0.155 143,148 782,676 +17,067
Dec04 040128 98.115 98.200 97.890 97.935 -0.200 182,841 643,187 +13,835
Mar05 040128 97.715 97.810 97.480 97.515 -0.215 103,825 401,819 +2,781
Jun05 040128 97.305 97.400 97.070 97.115 -0.205 54,077 326,003 +2,479
Sep05 040128 96.930 97.020 96.680 96.750 -0.200 62,221 257,332 +10,867
Dec05 040128 96.615 96.710 96.380 96.435 -0.200 36,961 176,357 -2,410
Mar06 040128 96.370 96.465 96.140 96.200 -0.190 17,281 163,208 -3,034
Jun06 040128 96.140 96.235 95.890 95.975 -0.185 12,926 127,943 +2,506
Sep06 040128 95.920 96.020 95.710 95.770 -0.170 12,290 118,504 +364
Dec06 040128 95.695 95.805 95.495 95.560 -0.165 12,528 102,730 +876
Total Volume and Open Interest 802,891 5,345,501 +68,904
3-Mth Euro-Yen(CME)
Mar04 040128 99.91 99.91 99.91 99.91 -0.01 0 10,661 -7
Jun04 040128 99.92 99.92 99.92 99.92 unch 2 9,203 +39
Sep04 040128 99.89 99.89 99.89 99.89 -0.01 0 12,183 -90
Dec04 040128 99.87 99.87 99.87 99.87 -0.01 0 4,576 +50
Mar05 040128 99.80 99.80 99.79 99.80 -0.01 0 3,639 +4
Jun05 040128 99.74 99.74 99.74 99.74 -0.02 0 800 -94
Sep05 040128 99.60 99.61 99.60 99.61 -0.06 1 1,724 -194
Dec05 040128 99.56 99.56 99.56 99.56 unch 1 126 -1
Mar06 040128 99.42 99.42 99.40 99.40 -0.02 0 295 +0
Jun06 040128 99.18 99.18 99.18 99.18 -0.10 1 563 +1
Total Volume and Open Interest 10 44,947 -88
3-Mth Euro-Yen(SIMEX)
Mar04 040128 99.92 99.92 99.91 99.91 -0.01 826 60,543 -124
Jun04 040128 99.92 99.92 99.92 99.92 unch 70 67,042 -370
Sep04 040128 99.90 99.90 99.90 99.90 unch 454 45,123 +235
Dec04 040128 99.88 99.88 99.87 99.87 -0.01 38 41,105 -554
Mar05 040128 99.81 99.81 99.80 99.80 -0.01 50 21,008 -307
Jun05 040128 99.77 99.77 99.76 99.76 unch 568 17,092 +66
Sep05 040128 99.69 99.69 99.68 99.68 +0.01 172 13,623 +107
Dec05 040128 99.58 99.58 99.58 99.58 unch 0 3,635 -3
Total Volume and Open Interest 2,378 282,470 -750
German Euro-Bund(EUREX)
Mar04 040128 114.51 114.75 114.34 114.73 +0.21 939,030 962,017 -6,799
Jun04 040128 113.44 113.73 113.37 113.73 +0.20 1,214 25,247 +213
Sep04 040128 113.52 113.52 113.52 113.52 +0.20 4,560 0 +0
Total Volume and Open Interest 944,804 987,264 -6,586
German Euro-Bobl(EUREX)
Mar04 040128 111.71 111.87 111.62 111.85 +0.15 597,353 740,481 -1,387
Jun04 040128 110.85 111.05 110.82 111.05 +0.16 66 5,194 +0
Sep04 040128 110.64 110.64 110.64 110.64 +0.15 1,810 0 +0
Total Volume and Open Interest 599,229 745,675 -1,387
Long Gilt(LIFFE)
Mar04 040128 108~14 108~16 108~02 108~13 -0~05 39,095 159,809 +1,937
Jun04 040128 108~00 108~00 108~00 108~00 -0~05 0 1 +0
Total Volume and Open Interest 39,095 159,810 +1,937
3-Mth Short Sterling(LIFFE)
Mar04 040128 95.77 95.77 95.75 95.77 +0.01 32,628 188,310 -2,448
Jun04 040128 95.56 95.57 95.54 95.56 +0.01 36,144 197,917 +209
Sep04 040128 95.36 95.38 95.34 95.36 unch 55,245 156,749 +3,467
Total Volume and Open Interest 190,657 1,017,655 +4,980
3-Mth Euribor(LIFFE)
Mar04 040128 97.955 97.960 97.945 97.950 -0.005 72,710 566,049 +1,362
Jun04 040128 97.930 97.945 97.910 97.930 unch 105,192 515,476 -3,718
Sep04 040128 97.795 97.820 97.770 97.805 +0.015 125,201 454,830 +624
Total Volume and Open Interest 563,861 2,756,852 -5,597
3-Mth Aus T-Bills(SFE)
Mar04 040128 94.43 94.44 94.42 94.44 +0.03 33,844 243,814 +243,814
Jun04 040128 94.35 94.38 94.34 94.38 +0.05 17,035 132,049 +132,049
Sep04 040128 94.29 94.32 94.28 94.32 +0.06 5,084 49,595 +49,595
Dec04 040128 94.24 94.25 94.23 94.25 +0.06 1,180 26,569 +26,569
Mar05 040128 94.18 94.19 94.18 94.19 +0.07 763 19,487 +19,487
Jun05 040128 94.12 94.14 94.12 94.14 +0.07 681 13,383 +13,383
Sep05 040128 94.07 94.08 94.07 94.08 +0.06 372 6,420 +6,420
Dec05 040128 94.03 94.04 94.03 94.03 +0.05 134 2,840 +2,840
Mar06 040128 93.98 93.99 93.98 93.99 +0.06 50 934 +934
Jun06 040128 93.96 93.96 93.96 93.96 +0.08 200 1,020 +1,020
Total Volume and Open Interest 59,623 496,710 +496,710
10-Year Aus T-Bonds(SFE)
Mar04 040128 94.22 94.28 94.21 94.27 +0.09 32,724 208,306 +15,578
Jun04 040128 94.27 94.27 94.27 94.27 +0.09      
Total Volume and Open Interest 32,724 208,306 +208,306
3-Year Aus T-Bonds(SFE)
Mar04 040128 94.40 94.43 94.39 94.43 +0.07 63,268 460,144 +460,144
Jun04 040128 94.43 94.43 94.43 94.43 +0.07      
Total Volume and Open Interest 63,268 460,144 +460,144
Gold(CMX)
Feb04 040128 410.5 415.0 409.5 414.6 +4.5 99,311 81,583 -27,442
Apr04 040128 411.3 416.0 410.3 415.8 +4.6 49,047 110,328 +25,175
Jun04 040128 412.1 417.2 412.0 416.8 +4.6 4,130 28,204 +1,885
Aug04 040128 413.5 417.7 413.5 417.7 +4.6 77 7,585 +18
Oct04 040128 413.9 418.5 413.9 418.5 +4.6 4 1,018 +4
Dec04 040128 415.0 419.5 414.0 419.4 +4.6 591 20,913 +13
Total Volume and Open Interest 153,267 275,490 -324
Silver(CMX)
Mar04 040128 654.5 665.0 650.0 663.0 +7.5 18,784 88,952 +2,190
May04 040128 655.5 666.0 652.0 664.2 +7.5 1,645 5,833 +304
Jul04 040128 657.5 667.5 654.0 665.2 +7.5 360 3,704 +78
Sep04 040128 659.0 666.0 659.0 665.7 +7.4 35 849 +33
Dec04 040128 660.0 669.0 654.5 666.5 +7.4 314 11,833 +144
Total Volume and Open Interest 21,203 114,036 +2,687
Platinum(NYM)
Apr04 040128 854.0 856.0 849.0 850.1 -4.0 416 7,814 -35
Jul04 040128 847.0 847.0 840.1 840.1 -4.0 2 248 +2
Oct04 040128 835.6 835.6 835.6 835.6 -4.0 3 13 +3
Total Volume and Open Interest 423 8,085 -33
Palladium(NYME)
Mar04 040128 246.00 250.00 242.00 248.40 +4.40 1,175 9,551 +310
Jun04 040128 248.00 249.65 241.00 249.65 +4.40 107 1,147 +46
Total Volume and Open Interest 1,292 10,769 +376
Copper(CMX)
Mar04 040128 112.95 113.40 112.70 113.25 +1.85 6,991 68,419 -1,310
May04 040128 112.40 112.65 112.10 112.65 +1.80 575 7,959 +258
Jul04 040128 111.40 111.70 111.20 111.70 +1.75 1,152 4,766 +408
Sep04 040128 110.00 110.55 110.00 110.55 +1.60 90 1,987 +26
Dec04 040128 108.80 109.20 108.80 109.15 +1.60 79 3,305 +60
Total Volume and Open Interest 11,211 93,722 +1,141
DJIA Index(CBOT)
Mar04 040128 10615 10639 10415 10465 -123 9,787 35,221 -549
Jun04 040128 10590 10593 10425 10444 -123 52 518 +28
Sep04 040128 10424 10424 10424 10424 -123 0 2 +0
Dec04 040128 10404 10404 10404 10404 -123 1 5 +0
Total Volume and Open Interest 9,840 35,746 -521
S & P 500(CME)
Mar04 040128 1145.50 1148.00 1124.90 1129.20 -13.40 42,229 592,737 -2,044
Jun04 040128 1145.50 1145.50 1128.30 1128.30 -13.40 90 19,586 -34
Sep04 040128 1127.50 1127.50 1127.50 1127.50 -13.40 10 3,450 +4
Dec04 040128 1127.00 1127.00 1127.00 1127.00 -13.40 1 72 -1
Total Volume and Open Interest 42,331 616,057 -2,075
S & P 500 E-Mini(Globex)
Mar04 040128 1142.25 1148.00 1124.75 1129.25 -13.25 655,547 551,988 -39,283
Jun04 040128 1140.50 1146.50 1124.50 1128.25 -13.50 316 10,472 +49
Total Volume and Open Interest 655,863 562,460 -39,234
NASDAQ 100(CME)
Mar04 040128 1527.00 1532.50 1489.00 1494.00 -26.00 14,196 75,735 +1,433
Jun04 040128 1497.00 1497.00 1497.00 1497.00 -25.50 0 57 +0
Sep04 040128 1500.00 1500.00 1500.00 1500.00 -25.00      
Total Volume and Open Interest 14,196 75,792 +1,433
NASDAQ 100 E-Mini(GLOBEX)
Mar04 040128 1519.5 1532.5 1489.0 1494.0 -26.0 344,904 228,029 -3,498
Jun04 040128 1530.0 1535.5 1495.0 1497.0 -25.5 62 1,162 +23
Total Volume and Open Interest 344,966 229,191 -3,475
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 040128 600.50 601.00 588.25 589.70 -7.55 1,212 16,208 +282
Jun04 040128 589.70 589.70 589.70 589.70 -7.55 1 1 +0
Sep04 040128 589.70 589.70 589.70 589.70 -7.55      
Total Volume and Open Interest 1,213 16,209 +282
Russell 2000(CME)
Mar04 040128 598.50 599.00 581.75 584.35 -9.15 1,529 23,160 +141
Jun04 040128 584.45 584.45 584.45 584.45 -9.15      
Sep04 040128 584.45 584.45 584.45 584.45 -9.15      
Total Volume and Open Interest 1,529 23,160 +141
Value Line(KCBT)
Mar04 040128 1615.00 1615.00 1587.00 1587.00 -25.50 6 47 +3
Total Volume and Open Interest 6 47 +3
Nikkei 225(CME)
Mar04 040128 10875 10890 10650 10665 -195 2,849 31,484 -1,103
Jun04 040128 10660 10660 10655 10655 -195 0 107 +0
Total Volume and Open Interest 2,849 31,602 -1,103
Nikkei 225(SIMEX)
Mar04 040128 10850 10895 10795 10850 -90 25,310 152,182 +92
Jun04 040128 10805 10805 10805 10805 -90 300 603 +300
Sep04 040128 10800 10800 10800 10800 -90      
Total Volume and Open Interest 25,610 152,785 +392
CAC 40(MATIF)
Jan04 040128 3683.0 3716.5 3674.0 3709.0 +11.5 118,260 495,998 +31,794
Feb04 040128 3687.5 3720.5 3680.0 3714.5 +11.5 62,891 22,737 +21,535
Mar04 040128 3693.5 3725.0 3686.5 3720.5 +11.5 1,615 120,629 +432
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 040128 4121.0 4171.5 4116.5 4167.0 +19.0 99,390 284,034 +1,103
Jun04 040128 4142.5 4190.5 4142.5 4188.0 +18.5 342 8,763 -36
Sep04 040128 4165.0 4210.0 4165.0 4210.0 +19.0 142 2,120 -29
Total Volume and Open Interest 99,874 294,917 +1,038
FT-SE 100(LIFFE)
Mar04 040128 4418.00 4456.50 4408.50 4446.50 +21.00 103,162 425,543 +5,950
Jun04 040128 4440.00 4465.00 4440.00 4455.50 +21.00 2,720 13,123 +1,100
Sep04 040128 4466.50 4466.50 4465.50 4465.50 +21.00 2,001 9,141 +1,001
Total Volume and Open Interest 109,344 450,098 +9,317
SPI 200(SFE)
Mar04 040128 3294.0 3294.0 3269.0 3281.0 -21.0 14,119 163,262 +163,262
Jun04 040128 3312.0 3312.0 3284.0 3293.0 -22.0 478 3,650 +3,650
Sep04 040128 3304.0 3304.0 3304.0 3304.0 -21.0 1 1,957 +1,957
Total Volume and Open Interest 14,736 169,994 +169,994
GSCI(CME)
Feb04 040128 266.80 269.00 262.80 263.60 -2.70 136 14,410 +64
Mar04 040128 260.00 260.00 260.00 260.00 -2.25 0 23 +0
Apr04 040128 257.00 257.00 257.00 257.00 -2.00      
Total Volume and Open Interest 136 14,433 +64
Reuters CRB Index(NYBOT)
Feb04 040128 265.50 265.50 263.00 263.05 -3.70 16 124 +10
Apr04 040128 266.20 266.20 263.05 263.05 -3.70 33 727 +2
Jun04 040128 263.30 263.30 263.30 263.30 -3.70 0 26 +2
Total Volume and Open Interest 49 877 +14
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

Copyright © 1989-2004 Moore Research Center, Inc. All Rights Reserved.
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