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MRCI's End of Day Prices
Daily Futures Price Listing Tue April 27, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May04 040427 976.00 1009.00 974.00 1003.00 +38.50 13,561 46,261 -6,225
Jul04 040427 967.00 1000.00 966.00 994.50 +36.50 42,530 117,217 +3,938
Aug04 040427 911.00 943.50 910.00 936.25 +33.00 3,855 17,845 +369
Sep04 040427 797.50 819.00 797.50 813.50 +24.00 1,108 10,998 +381
Nov04 040427 739.00 757.50 739.00 751.50 +18.75 5,747 52,551 +88
Jan05 040427 744.00 756.00 744.00 751.50 +18.50 71 3,873 +14
Mar05 040427 735.00 746.00 735.00 743.75 +14.75 98 2,808 +23
Total Volume and Open Interest 67,090 253,627 -1,378
Soybean Meal(CBOT)
May04 040427 303.50 310.30 303.00 308.20 +7.00 8,984 22,545 -2,869
Jul04 040427 302.50 309.00 302.00 307.00 +7.30 13,470 60,966 +648
Aug04 040427 288.50 295.00 288.00 292.70 +6.80 3,519 22,859 +292
Sep04 040427 267.50 273.50 267.50 271.10 +5.80 1,414 15,383 +307
Oct04 040427 233.00 238.50 233.00 237.20 +4.90 610 11,040 +222
Dec04 040427 227.50 232.50 227.00 231.00 +5.30 2,838 23,786 -442
Jan05 040427 225.00 230.00 225.00 228.50 +4.50 237 3,109 +16
Mar05 040427 226.00 227.50 224.80 226.00 +3.70 171 2,697 +30
Total Volume and Open Interest 31,348 165,766 -1,852
Soybean Oil(CBOT)
May04 040427 33.05 34.47 33.03 34.26 +1.33 8,261 19,627 -990
Jul04 040427 32.90 34.15 32.90 33.95 +1.32 18,345 72,892 +3,328
Aug04 040427 31.75 32.90 31.75 32.72 +1.24 3,576 14,754 -273
Sep04 040427 30.35 31.45 30.30 31.15 +1.09 1,898 11,569 +29
Oct04 040427 28.30 29.20 28.29 28.84 +0.77 606 7,919 +188
Dec04 040427 27.45 28.45 27.45 28.15 +0.95 1,709 22,573 +49
Jan05 040427 27.35 28.10 27.35 27.90 +0.90 33 2,439 +15
Mar05 040427 27.00 27.75 27.00 27.67 +0.72 80 1,744 +61
Total Volume and Open Interest 34,522 155,268 +2,399
Canola(WCE)
May04 040427 410.5 415.0 410.5 414.8 +6.7 615 3,546 -1,101
Jul04 040427 415.0 421.0 415.0 419.2 +5.3 2,458 34,731 +272
Sep04 040427 393.0 393.0 393.0 393.0 +2.0 0 5 +0
Nov04 040427 394.0 400.0 394.0 398.9 +5.2 1,109 32,152 +269
Jan05 040427 400.5 403.0 400.5 403.0 +5.0 75 1,397 +67
Total Volume and Open Interest 4,260 72,292 -490
Corn(CBOT)
May04 040427 302.50 313.00 302.50 309.25 +8.00 20,252 50,210 -8,781
Jul04 040427 308.00 320.00 308.00 315.50 +8.25 28,626 246,336 +2,555
Sep04 040427 306.25 316.50 306.00 314.00 +9.00 1,982 36,990 +25
Dec04 040427 304.00 315.75 304.00 312.00 +9.00 36,575 291,585 +1,721
Mar05 040427 308.00 317.50 308.00 315.25 +9.00 1,444 20,386 -197
May05 040427 310.50 320.50 310.25 317.00 +9.00 967 5,001 +622
Total Volume and Open Interest 90,614 675,180 +4,727
Wheat(CBOT)
May04 040427 377.50 382.00 375.50 378.25 +4.25 5,161 13,647 -1,365
Jul04 040427 386.00 391.50 384.25 388.50 +5.50 21,032 100,048 +1,848
Sep04 040427 391.00 396.00 390.00 393.75 +5.75 945 10,515 +16
Dec04 040427 401.00 406.50 399.00 404.25 +6.00 1,337 14,460 -112
Mar05 040427 405.50 410.00 405.00 409.00 +5.00 278 1,820 -12
Total Volume and Open Interest 28,816 141,850 +1,031
Wheat(KCBT)
May04 040427 383.50 391.00 383.00 388.50 +5.50 4,734 6,528 -2,712
Jul04 040427 390.50 399.00 390.00 397.25 +7.25 7,534 40,621 +129
Sep04 040427 397.00 403.50 397.00 402.50 +7.00 890 5,628 +301
Dec04 040427 405.00 414.00 404.00 412.00 +7.00 1,187 6,445 -178
Mar05 040427 411.00 417.00 411.00 417.00 +9.00 165 242 +99
Total Volume and Open Interest 14,513 59,610 -2,358
Wheat(MGE)
May04 040427 413.50 418.00 413.50 415.50 +2.75 6,515 6,732 -2,795
Jul04 040427 417.00 422.00 416.50 420.75 +4.50 5,221 14,203 +2,055
Sep04 040427 421.00 425.00 420.75 423.50 +5.50 728 7,333 +82
Dec04 040427 423.00 428.00 423.00 427.00 +4.75 490 8,651 +200
Mar05 040427 429.00 429.00 429.00 429.00 +6.00 3 89 +0
Total Volume and Open Interest 12,957 37,057 -458
Oats(CBOT)
May04 040427 166.50 173.00 166.50 172.25 +6.00 1,315 2,224 -415
Jul04 040427 173.25 179.75 173.25 179.50 +6.25 1,734 6,023 +721
Sep04 040427 178.75 183.50 178.75 183.50 +5.50 10 1,008 +0
Dec04 040427 184.25 189.50 184.25 189.50 +5.50 225 3,516 +67
Total Volume and Open Interest 3,294 12,872 +383
Rough Rice(CBOT)
May04 040427 10.66 10.80 10.64 10.66 -0.01 1,213 1,749 -510
Jul04 040427 10.89 11.07 10.86 10.90 +0.01 1,271 4,023 +754
Sep04 040427 9.46 9.48 9.35 9.35 +0.03 94 298 +22
Nov04 040427 9.24 9.38 9.24 9.26 +0.02 33 984 -2
Total Volume and Open Interest 2,684 7,201 +323
Live Cattle(CME)
Apr04 040427 83.500 84.300 83.350 84.175 +0.750 1,298 2,910 -807
Jun04 040427 78.100 78.500 77.500 77.825 +0.025 6,498 69,721 +647
Aug04 040427 79.875 80.200 79.525 79.950 +0.075 1,941 24,705 +97
Oct04 040427 80.500 80.950 80.100 80.825 +0.500 1,203 17,920 +492
Dec04 040427 81.400 81.800 81.150 81.700 +0.400 374 7,014 +223
Feb05 040427 82.650 83.000 82.275 83.000 +0.350 146 3,777 +89
Total Volume and Open Interest 11,498 126,428 +772
Feeder Cattle(CME)
Apr04 040427 96.000 96.050 95.550 95.575 +0.275 323 762 -95
May04 040427 94.900 95.100 94.600 94.800 +0.350 1,395 3,989 -364
Aug04 040427 96.000 96.000 95.100 95.500 -0.225 2,218 9,088 +298
Sep04 040427 94.000 94.100 93.700 94.050 +0.250 41 761 +12
Oct04 040427 93.900 94.100 93.500 93.875 -0.025 109 824 +35
Nov04 040427 93.800 94.000 93.400 93.750 -0.150 15 227 +1
Jan05 040427 90.750 90.750 90.600 90.700 unch 5 28 +5
Total Volume and Open Interest 4,106 15,684 -108
Lean Hogs(CME)
May04 040427 72.000 72.075 70.250 71.400 -0.675 634 3,094 -62
Jun04 040427 72.450 72.925 70.675 71.275 -1.400 4,469 45,576 +744
Jul04 040427 72.950 73.250 71.200 72.450 -0.525 1,920 12,840 +226
Aug04 040427 70.250 70.700 68.900 70.200 -0.225 828 6,783 -38
Oct04 040427 59.000 59.350 57.750 59.100 -0.100 390 3,745 +156
Dec04 040427 55.700 56.200 55.150 55.850 +0.075 156 2,593 +69
Feb05 040427 57.850 57.900 57.400 57.775 -0.075 6 625 +3
Apr05 040427 58.400 58.500 58.325 58.325 -0.025 2 305 +0
Total Volume and Open Interest 8,405 75,572 +1,098
Pork Bellies(CME)
May04 040427 106.300 109.000 105.900 107.800 +1.225 389 2,082 -78
Jul04 040427 106.450 108.500 105.800 107.300 +0.475 379 1,953 +161
Aug04 040427 102.900 103.200 102.800 102.900 unch 30 239 +20
Feb05 040427 88.700 88.700 88.700 88.700 +0.200 0 4 +0
Mar05 040427 86.350 86.350 86.350 86.350 unch 0 2 +0
Total Volume and Open Interest 798 4,280 +103
BFP Milk Class III(CME)
Apr04 040427 19.56 19.61 19.56 19.59 +0.02 81 6,612 +5
May04 040427 19.20 19.85 19.20 19.64 +0.14 487 7,243 +198
Jun04 040427 16.42 17.09 16.40 16.90 -0.02 423 4,855 +94
Jul04 040427 15.45 16.00 15.40 15.99 +0.19 207 3,882 -6
Aug04 040427 15.56 15.90 15.45 15.75 +0.10 285 3,873 +25
Total Volume and Open Interest 2,433 38,144 +194
Cocoa(NYBOT)
May04 040427 1385 1386 1378 1378 -18 50 521 -60
Jul04 040427 1385 1393 1375 1378 -18 6,505 46,466 -1,511
Sep04 040427 1390 1395 1382 1384 -15 1,666 14,129 +743
Dec04 040427 1408 1408 1395 1395 -16 405 11,250 -4
Mar05 040427 1415 1415 1410 1410 -14 10 8,917 +0
May05 040427 1421 1421 1421 1421 -15 10 10,810 -10
Jul05 040427 1445 1445 1439 1439 -17 325 9,276 +0
Total Volume and Open Interest 8,971 105,303 -842
Coffee "C"(NYBOT)
May04 040427 67.95 69.50 67.30 69.20 +1.15 142 688 -280
Jul04 040427 70.30 71.70 69.30 71.60 +1.05 4,366 64,920 +168
Sep04 040427 72.60 73.90 71.70 73.75 +1.00 501 14,516 +7
Dec04 040427 75.40 76.60 74.50 76.50 +1.00 233 7,431 -7
Mar05 040427 77.95 79.15 77.25 79.15 +0.95 255 4,322 +38
May05 040427 79.00 80.65 79.00 80.65 +0.90 69 549 -1
Total Volume and Open Interest 5,606 93,420 -43
Orange Juice(NYBOT)
May04 040427 58.40 58.60 57.80 58.00 -0.60 2,179 10,538 -761
Jul04 040427 60.35 60.60 60.10 60.15 -0.50 2,143 17,542 +960
Sep04 040427 62.80 62.90 62.50 62.50 -0.50 509 2,554 +292
Nov04 040427 64.90 64.90 64.20 64.50 -0.60 123 2,051 +9
Jan05 040427 67.10 67.10 66.60 66.75 -0.35 14 879 +7
Total Volume and Open Interest 5,009 36,580 +544
Sugar #11(NYBOT)
May04 040427 6.55 6.65 6.54 6.64 +0.11 12,138 17,183 -6,172
Jul04 040427 6.92 7.11 6.92 7.11 +0.22 14,325 148,692 +2,693
Oct04 040427 7.10 7.28 7.09 7.26 +0.18 2,079 48,454 +23
Mar05 040427 7.29 7.44 7.29 7.43 +0.15 1,577 29,112 +228
May05 040427 7.11 7.20 7.11 7.20 +0.10 282 11,860 +139
Total Volume and Open Interest 30,697 271,753 -3,068
London Cocoa(LCE)
May04 040427 822 822 800 804 -11 946 34,072 -448
Jul04 040427 826 833 811 815 -10 1,342 34,916 -29
Sep04 040427 845 845 828 830 -10 457 22,003 -241
Dec04 040427 855 869 849 851 -9 366 41,841 +30
Mar05 040427 870 875 868 870 -9 651 23,859 +61
May05 040427 884 886 879 881 -9 42 8,738 +1
Jul05 040427 892 895 888 892 -9 1 8,592 +0
Total Volume and Open Interest 3,805 186,168 -626
London Coffee(LCE)
May04 040427 698.00 698.00 691.00 694.00 -4.00 2,406 18,711 -655
Jul04 040427 722.00 724.00 717.00 720.00 -5.00 1,665 84,171 +639
Sep04 040427 740.00 741.00 734.00 736.00 -5.00 929 30,844 +737
Nov04 040427 755.00 755.00 749.00 752.00 -4.00 18 18,536 -2
Jan05 040427 769.00 769.00 767.00 767.00 -4.00 12 13,190 +0
Mar05 040427 786.00 786.00 781.00 782.00 -4.00 3 6,722 +0
Total Volume and Open Interest 5,119 174,346 +798
London Sugar(LCE)
May04 040415 229.70 233.00 228.50 230.50 +0.80 2,920 4,852 -431
Aug04 040427 228.00 232.20 228.00 232.20 +3.90 1,181 32,308 -246
Oct04 040427 228.50 231.20 228.50 231.20 +2.70 355 9,730 +65
Dec04 040427 228.60 232.30 228.50 232.30 +3.90 390 4,537 +201
Mar05 040427 231.10 234.50 231.00 234.50 +3.90 185 6,970 +14
Total Volume and Open Interest 2,380 59,356 +156
Cotton(NYBOT)
May04 040427 63.20 64.90 63.20 64.85 +0.67 932 3,084 -1,153
Jul04 040427 61.90 62.88 61.25 62.63 +0.46 7,054 52,535 +84
Oct04 040427 63.00 63.80 62.80 63.65 +0.12 43 1,121 +2
Dec04 040427 63.90 64.80 63.45 64.46 +0.24 1,285 20,942 +308
Mar05 040427 66.05 66.75 66.05 66.55 +0.20 33 4,369 -12
May05 040427 67.15 67.15 67.15 67.15 +0.20 0 585 +0
Total Volume and Open Interest 9,395 83,723 -741
Lumber(CME)
May04 040427 404.6 414.5 404.6 414.5 +10.0 477 2,647 -173
Jul04 040427 397.9 405.3 395.7 405.3 +10.0 439 2,203 +39
Sep04 040427 373.4 380.7 373.4 380.7 +7.7 36 527 -1
Nov04 040427 354.8 354.8 351.5 353.9 +3.1 3 182 -1
Total Volume and Open Interest 955 5,577 -136
Crude Oil(NYM)
Jun04 040427 37.35 37.70 37.21 37.53 +0.56 72,079 222,102 +3,881
Jul04 040427 37.01 37.39 36.90 37.23 +0.63 24,538 77,891 +3,037
Aug04 040427 36.70 36.82 36.50 36.82 +0.62 8,762 41,175 +1,191
Sep04 040427 36.20 36.40 36.05 36.35 +0.59 3,659 32,103 -94
Oct04 040427 35.75 35.95 35.50 35.91 +0.56 2,051 28,861 +582
Nov04 040427 35.20 35.60 35.20 35.50 +0.54 1,313 19,881 +105
Dec04 040427 34.90 35.15 34.80 35.11 +0.53 9,320 62,936 +303
Jan05 040427 34.65 34.65 34.65 34.65 +0.51 565 17,067 +463
Feb05 040427 34.23 34.23 34.23 34.23 +0.49 241 9,549 +126
Mar05 040427 33.58 33.85 33.58 33.85 +0.47 804 11,492 +1,158
Apr05 040427 33.47 33.47 33.47 33.47 +0.44 100 6,083 +0
May05 040427 33.09 33.09 33.09 33.09 +0.41 250 3,263 +100
Jun05 040427 32.60 32.80 32.60 32.76 +0.40 1,192 21,174 -161
Jul05 040427 32.51 32.51 32.51 32.51 +0.39 50 4,761 +0
Aug05 040427 32.29 32.29 32.29 32.29 +0.38 60 2,660 +10
Sep05 040427 32.07 32.07 32.07 32.07 +0.37 0 4,883 +0
Total Volume and Open Interest 132,337 687,558 +12,097
Heating Oil(NYM)
May04 040427 94.50 95.25 93.50 94.21 +0.94 14,845 19,116 -3,099
Jun04 040427 94.80 94.80 93.30 94.21 +1.19 19,131 64,185 +2,161
Jul04 040427 94.40 94.60 93.40 94.01 +1.19 5,503 23,395 +1,795
Aug04 040427 93.40 94.20 93.15 93.86 +1.19 1,085 14,451 +466
Sep04 040427 94.50 94.50 93.60 94.21 +1.19 147 7,426 -38
Oct04 040427 94.20 95.25 94.00 94.76 +1.19 8 5,108 +3
Nov04 040427 95.36 95.36 95.36 95.36 +1.19 345 4,958 +221
Dec04 040427 95.85 96.20 95.50 95.96 +1.24 1,202 25,732 +7
Jan05 040427 95.70 96.11 95.70 96.11 +1.24 366 5,663 +167
Feb05 040427 95.56 95.56 95.56 95.56 +1.24 16 2,805 +2
Mar05 040427 92.05 92.50 92.05 92.46 +1.24 189 7,216 +104
Apr05 040427 88.75 89.16 88.75 89.16 +1.24 1 770 +1
Total Volume and Open Interest 42,838 182,011 +1,790
Unleaded Gas(NYM)
May04 040427 120.20 120.75 119.00 120.67 +2.45 22,567 21,953 -4,177
Jun04 040427 120.40 120.40 118.70 120.17 +2.28 20,685 67,450 +3,347
Jul04 040427 117.90 118.30 117.00 118.27 +2.08 6,279 19,519 +1,833
Aug04 040427 114.25 114.90 114.15 114.82 +1.93 829 9,361 -6
Sep04 040427 109.00 111.00 109.00 109.87 +1.78 1,020 15,852 +293
Oct04 040427 103.30 103.92 103.10 103.92 +1.63 271 6,472 +58
Nov04 040427 99.75 100.52 99.75 100.52 +1.53 218 2,399 +9
Dec04 040427 96.70 98.17 96.70 98.17 +1.48 116 4,245 +94
Jan05 040427 95.55 96.87 95.55 96.87 +1.43 1 2,235 +0
Feb05 040427 96.57 96.57 96.57 96.57 +1.38 0 1,732 +0
Mar05 040427 96.92 96.92 96.92 96.92 +1.38 0 845 +0
Apr05 040427 103.22 103.22 103.22 103.22 +1.33 0 942 +0
Total Volume and Open Interest 51,986 153,005 +1,451
Natural Gas(NYM)
May04 040427 5.810 5.895 5.810 5.874 +0.110 41,480 21,655 -2,104
Jun04 040427 5.920 5.990 5.920 5.970 +0.099 42,040 56,197 +5,673
Jul04 040427 5.980 6.060 5.980 6.037 +0.104 6,147 32,017 +302
Aug04 040427 6.010 6.100 6.010 6.074 +0.104 1,451 23,956 +44
Sep04 040427 6.000 6.080 6.000 6.054 +0.104 2,250 22,358 +631
Oct04 040427 6.020 6.065 6.010 6.065 +0.097 1,913 23,282 +399
Nov04 040427 6.180 6.228 6.180 6.228 +0.093 1,192 13,985 +429
Dec04 040427 6.360 6.394 6.340 6.394 +0.089 1,577 17,390 +279
Jan05 040427 6.460 6.508 6.450 6.508 +0.088 1,204 15,315 +149
Feb05 040427 6.420 6.453 6.385 6.453 +0.088 1,431 11,942 +136
Mar05 040427 6.205 6.238 6.200 6.238 +0.078 964 12,620 +79
Apr05 040427 5.495 5.498 5.490 5.498 +0.018 680 10,579 +103
May05 040427 5.350 5.350 5.330 5.348 +0.008 199 7,471 +104
Jun05 040427 5.360 5.360 5.330 5.358 +0.008 273 6,261 +90
Jul05 040427 5.350 5.378 5.350 5.378 +0.008 242 12,148 +146
Aug05 040427 5.383 5.383 5.370 5.381 +0.008 153 5,451 -38
Total Volume and Open Interest 103,717 349,003 +6,543
Brent Crude Oil(IPE)
Jun04 040427 33.75 34.45 33.71 34.28 +0.70 38,733 95,902 +4,468
Jul04 040427 33.55 34.23 33.55 34.08 +0.67 13,271 77,555 -673
Aug04 040427 33.30 33.87 33.27 33.79 +0.65 2,239 22,831 +733
Sep04 040427 32.95 33.49 32.93 33.44 +0.64 1,598 17,553 +146
Oct04 040427 32.57 33.10 32.52 33.05 +0.62 267 7,983 +19
Nov04 040427 32.34 32.79 32.34 32.65 +0.61 654 8,248 +59
Dec04 040427 31.78 32.34 31.78 32.25 +0.60 4,835 33,071 +352
Jan05 040427 31.55 32.00 31.55 31.84 +0.60 866 10,639 -7
Feb05 040427 31.13 31.47 31.10 31.47 +0.60 720 4,074 +200
Mar05 040427 30.70 31.12 30.70 31.12 +0.58 320 5,872 +0
Apr05 040427 30.81 30.81 30.81 30.81 +0.54 100 4,945 +100
May05 040427 30.51 30.51 30.51 30.51 +0.51 0 610 +0
Jun05 040427 29.90 30.21 29.87 30.21 +0.46 600 18,629 +350
Total Volume and Open Interest 65,740 350,498 +6,134
Gas Oil(IPE)
May04 040427 293.00 302.00 293.00 301.00 +7.50 10,196 51,520 +1,317
Jun04 040427 285.75 292.00 285.75 291.25 +5.50 5,984 37,102 -132
Jul04 040427 283.00 287.50 283.00 287.00 +4.50 1,358 17,729 +224
Aug04 040427 282.50 285.25 282.25 285.25 +4.00 64 7,966 +6
Sep04 040427 282.50 285.25 282.00 285.25 +4.00 10 9,548 +10
Oct04 040427 285.00 285.00 285.00 285.00 +4.00 0 7,669 +0
Nov04 040427 282.00 284.00 282.00 284.00 +3.50 0 4,321 +0
Dec04 040427 279.25 281.75 278.50 281.75 +3.50 201 20,131 +0
Jan05 040427 278.50 278.50 278.50 278.50 +3.25 0 3,330 +0
Feb05 040427 274.25 274.25 274.25 274.25 +3.00 0 303 +0
Total Volume and Open Interest 18,013 175,644 +1,225
US Dollar Index(NYBOT)
Jun04 040427 90.87 91.15 90.57 90.63 -0.22 1,220 10,414 +235
Sep04 040427 91.29 91.45 91.04 91.04 -0.22 18 2,072 +14
Dec04 040427 91.44 91.44 91.44 91.44 -0.22 0 28 +0
Total Volume and Open Interest 1,238 12,514 +249
Australian Dollar(CME)
Jun04 040427 72.84 73.05 72.35 73.04 +0.09 1,623 31,623 +1,037
Sep04 040427 72.28 72.28 72.28 72.28 +0.09 0 807 +15
Dec04 040427 71.52 71.52 71.52 71.52 +0.09 0 134 +0
Total Volume and Open Interest 1,623 32,653 +1,052
British Pound(CME)
Jun04 040427 178.33 178.70 177.70 178.31 +0.28 3,247 41,988 +53
Sep04 040427 176.82 176.82 176.82 176.82 +0.26 5 84 -1
Dec04 040427 175.33 175.33 175.33 175.33 +0.24 0 359 +0
Total Volume and Open Interest 3,252 42,433 +52
Canadian Dollar(CME)
Jun04 040427 73.86 74.09 73.68 73.88 -0.09 11,960 63,407 +2,901
Sep04 040427 73.60 73.75 73.60 73.75 -0.09 74 3,595 +45
Dec04 040427 73.55 73.68 73.54 73.64 -0.09 26 3,124 -30
Mar05 040427 73.54 73.54 73.54 73.54 -0.09 1 314 -1
Total Volume and Open Interest 12,061 70,595 +2,915
Japanese Yen(CME)
Jun04 040427 91.27 91.57 91.14 91.50 -0.63 9,858 103,492 -2,911
Sep04 040427 91.62 91.80 91.62 91.80 -0.63 9 641 +8
Dec04 040427 92.18 92.18 92.18 92.18 -0.63 0 69 +0
Total Volume and Open Interest 9,867 104,204 -2,903
Swiss Franc(CME)
Jun04 040427 76.77 77.29 76.67 77.19 +0.49 4,773 38,751 -360
Sep04 040427 77.08 77.35 77.08 77.35 +0.49 5 48 +2
Dec04 040427 77.53 77.53 77.53 77.53 +0.49 1 110 +3
Total Volume and Open Interest 4,779 38,966 -355
EuroFX(CME)
Jun04 040427 118.66 119.33 118.42 119.19 +0.57 9,223 116,471 +2,105
Sep04 040427 118.46 119.00 118.46 118.96 +0.57 94 943 +4
Dec04 040427 118.80 118.82 118.80 118.82 +0.57 1 436 +2
Total Volume and Open Interest 9,318 118,004 +2,116
Mexican Peso(CME)
Jun04 040427 8795.0 8850.0 8765.0 8810.0 unch 5,525 34,274 -2,061
Sep04 040427 8703.0 8703.0 8703.0 8703.0 +1.0 0 722 +0
Total Volume and Open Interest 5,545 36,835 -2,081
30-Year T-Bonds(CBOT)
Jun04 040427 107~24 108~10 107~19 108~04 +0~09 186,926 468,115 +10,483
Sep04 040427 106~17 106~30 106~09 106~24 +0~09 1,614 27,791 +443
Dec04 040427 105~12 105~17 105~10 105~15 +0~09 11 1,295 +1
Total Volume and Open Interest 188,551 497,383 +10,927
Municipal Bonds(CBOT)
Jun04 040427 101~09 101~16 101~04 101~14 +0~10 129 2,237 -24
Total Volume and Open Interest 129 2,237 -24
10-Year T-Notes(CBOT)
Jun04 040427 110~225 111~080 110~200 111~030 +0~095 477,886 1,250,766 +49,468
Sep04 040427 109~125 109~260 109~090 109~235 +0~110 12,885 137,687 +5,157
Total Volume and Open Interest 490,771 1,388,472 +54,625
5-Year T-Notes(CBOT)
Jun04 040427 110~090 110~130 110~025 110~115 +0~070 223,223 0 +0
Sep04 040427 109~010 109~040 108~270 109~040 +0~070 381 0 +0
Dec04 040427 107~290 107~290 107~290 107~290 +0~070 0 4 +4
Total Volume and Open Interest 223,604 4 +4
2 Year T-Notes(CBOT)
Jun04 040427 106~046 106~056 106~038 106~055 +0~017 2,929 184,405 -534
Sep04 040427 105~089 105~089 105~089 105~089 +0~017 1 1,011 +1
Total Volume and Open Interest 2,930 185,416 -533
Eurodollars(CME)
Jun04 040427 98.680 98.685 98.670 98.680 +0.005 51,868 838,436 +3,556
Sep04 040427 98.295 98.315 98.270 98.310 +0.030 75,696 889,079 -3,969
Dec04 040427 97.840 97.880 97.805 97.870 +0.050 95,560 762,307 +3,938
Mar05 040427 97.380 97.440 97.345 97.430 +0.070 97,744 585,695 +2,532
Jun05 040427 96.940 97.000 96.905 96.995 +0.075 54,153 559,531 +517
Sep05 040427 96.555 96.625 96.520 96.620 +0.085 36,167 393,841 +3,287
Dec05 040427 96.225 96.295 96.190 96.285 +0.080 27,806 310,396 -1,102
Mar06 040427 95.960 96.030 95.935 96.025 +0.080 19,789 254,219 -3,209
Jun06 040427 95.750 95.795 95.710 95.795 +0.075 23,580 172,457 -2,313
Sep06 040427 95.540 95.590 95.500 95.580 +0.060 12,160 170,806 +1,636
Dec06 040427 95.350 95.385 95.315 95.385 +0.060 11,792 126,945 +1,533
Mar07 040427 95.210 95.220 95.155 95.220 +0.055 12,963 114,740 +1,321
Total Volume and Open Interest 561,358 5,772,675 +10,008
3-Mth Euro-Yen(CME)
Jun04 040427 99.92 99.92 99.92 99.92 unch 0 10,552 -3
Sep04 040427 99.89 99.89 99.89 99.89 -0.01 0 7,000 -103
Dec04 040427 99.87 99.87 99.87 99.87 unch 0 9,258 +6
Mar05 040427 99.82 99.82 99.82 99.82 +0.01 0 5,058 -181
Jun05 040427 99.72 99.72 99.72 99.72 unch 100 5,825 +19
Sep05 040427 99.61 99.61 99.61 99.61 unch 0 2,121 +0
Dec05 040427 99.50 99.50 99.50 99.50 +0.01 0 922 +0
Mar06 040427 99.38 99.38 99.38 99.38 +0.01 0 329 +0
Jun06 040427 99.29 99.29 99.29 99.29 unch 0 47 +0
Sep06 040427 99.22 99.22 99.22 99.22 +0.02 0 39 +0
Total Volume and Open Interest 100 42,414 -262
3-Mth Euro-Yen(SIMEX)
Jun04 040427 99.92 99.92 99.92 99.92 unch 4 71,677 -27
Sep04 040427 99.90 99.90 99.89 99.90 unch 363 38,865 -98
Dec04 040427 99.87 99.88 99.87 99.88 +0.01 1,066 62,353 +265
Mar05 040427 99.81 99.82 99.81 99.82 +0.01 724 42,747 -229
Jun05 040427 99.72 99.73 99.72 99.73 +0.01 636 44,758 +172
Sep05 040427 99.61 99.61 99.61 99.61 +0.01 137 39,219 +32
Dec05 040427 99.51 99.51 99.50 99.50 +0.01 201 15,588 +0
Mar06 040427 99.39 99.39 99.39 99.39 +0.02 100 9,892 +0
Total Volume and Open Interest 3,231 338,214 +115
German Euro-Bund(EUREX)
Jun04 040427 113.87 114.06 113.76 113.88 +0.04 743,722 1,009,963 -29,150
Sep04 040427 113.50 113.64 113.40 113.47 +0.05 5,216 51,903 +2,235
Dec04 040427 112.48 112.48 112.48 112.48 +0.04 3,530 1 +0
Total Volume and Open Interest 752,468 1,061,867 -26,915
German Euro-Bobl(EUREX)
Jun04 040427 111.34 111.46 111.18 111.30 -0.01 566,791 683,875 -46,129
Sep04 040427 110.69 110.70 110.69 110.70 +0.01 19,352 40,667 +11,176
Dec04 040427 109.82 109.82 109.82 109.82 -0.01 750 1 +0
Total Volume and Open Interest 586,893 724,543 -34,953
Long Gilt(LIFFE)
Jun04 040427 107~00 107~03 106~25 106~28 +0~00 34,270 184,821 +3,670
Sep04 040427 106~15 106~15 106~15 106~15 +0~00 0 3 +0
Total Volume and Open Interest 34,270 184,824 +3,670
3-Mth Short Sterling(LIFFE)
Jun04 040427 95.48 95.49 95.45 95.46 -0.01 33,583 203,276 +5,917
Sep04 040427 95.23 95.25 95.18 95.20 -0.02 41,244 175,627 +1,222
Dec04 040427 95.04 95.06 95.00 95.01 -0.02 62,885 201,045 +7,480
Total Volume and Open Interest 233,058 1,068,497 +26,520
3-Mth Euribor(LIFFE)
Jun04 040427 97.940 97.950 97.930 97.940 unch 92,015 697,804 -13,670
Sep04 040427 97.865 97.880 97.845 97.860 -0.005 109,042 454,076 +3,711
Dec04 040427 97.690 97.715 97.660 97.680 -0.010 148,598 551,936 +7,233
Total Volume and Open Interest 619,904 2,900,408 +18,080
3-Mth Aus T-Bills(SFE)
Jun04 040427 94.44 94.45 94.42 94.45 -0.06 15,258 0 -129,089
Sep04 040427 94.37 94.37 94.32 94.36 -0.07 11,674 0 -94,819
Dec04 040427 94.31 94.32 94.27 94.31 -0.07 3,987 0 -63,117
Mar05 040427 94.26 94.28 94.23 94.26 -0.07 1,759 0 -32,035
Jun05 040427 94.19 94.22 94.17 94.21 -0.06 1,459 0 -16,739
Sep05 040427 94.12 94.17 94.12 94.17 -0.03 1,671 0 -13,283
Dec05 040427 94.09 94.12 94.09 94.11 -0.02 1,331 0 -9,959
Mar06 040427 94.04 94.08 94.04 94.06 -0.03 858 0 -4,330
Jun06 040427 93.98 94.03 93.98 94.03 unch 73 0 -1,858
Sep06 040427 93.93 93.97 93.93 93.97 -0.01 30 0 -1,427
Total Volume and Open Interest 38,317    
10-Year Aus T-Bonds(SFE)
Jun04 040427 94.15 94.18 94.14 94.18 -0.22 13,924 368,557 +368,557
Sep04 040427 94.15 94.15 94.15 94.15 -0.25      
Total Volume and Open Interest 13,924 368,557 -36,193
3-Year Aus T-Bonds(SFE)
Jun04 040427 94.39 94.41 94.34 94.41 -0.05 33,863 0 -390,432
Sep04 040427 94.41 94.41 94.41 94.41 -0.05      
Total Volume and Open Interest 33,863    
Gold(CMX)
Apr04 040427 397.7 399.0 395.8 398.6 +2.6 45 135 +13
Jun04 040427 397.5 399.8 396.3 399.1 +2.5 21,067 167,276 -731
Aug04 040427 399.0 401.0 397.5 400.1 +2.5 235 11,370 +2
Oct04 040427 400.0 401.1 400.0 401.1 +2.4 22 6,748 -2
Dec04 040427 400.5 403.0 399.5 402.2 +2.4 495 27,566 +114
Feb05 040427 403.6 403.6 403.6 403.6 +2.4 81 3,406 -4
Total Volume and Open Interest 22,123 250,023 -507
Silver(CMX)
May04 040427 625.5 630.0 617.5 623.5 +6.2 16,361 39,369 -8,714
Jul04 040427 628.0 632.0 619.0 625.4 +6.2 10,602 39,753 +7,150
Sep04 040427 631.0 634.0 624.0 626.8 +6.2 191 4,573 +20
Dec04 040427 633.0 636.0 622.0 628.0 +6.3 668 14,852 -74
Mar05 040427 630.0 632.0 629.2 629.2 +6.3 2 3,230 +13
Total Volume and Open Interest 27,948 108,008 -1,600
Platinum(NYM)
Apr04 040427 872.0 872.0 863.5 863.5 +24.6 25 56 -9
Jul04 040427 840.0 845.0 833.2 833.5 +19.6 1,201 6,286 -5
Oct04 040427 823.5 823.5 823.5 823.5 +19.6 10 232 +10
Jan05 040427 823.5 823.5 823.5 823.5 +19.6 0 8 +0
Total Volume and Open Interest 1,236 6,582 -4
Palladium(NYME)
Jun04 040427 278.00 280.00 273.25 277.95 +4.80 822 9,126 -170
Sep04 040427 276.00 279.45 276.00 279.45 +4.80 7 305 +2
Dec04 040427 275.00 280.95 275.00 280.95 +4.80 175 175 +21
Total Volume and Open Interest 1,004 9,606 -147
Copper(CMX)
May04 040427 124.05 124.05 122.60 123.50 -0.65 8,281 17,022 -4,745
Jul04 040427 124.20 124.30 122.70 123.80 -0.45 9,784 31,090 +4,940
Sep04 040427 121.40 121.40 120.40 121.20 -0.45 221 4,518 +43
Dec04 040427 116.80 117.60 116.50 117.40 -0.25 54 9,769 +10
Mar05 040427 112.30 112.30 112.30 112.30 -1.05 0 931 +0
Total Volume and Open Interest 18,925 69,136 +350
DJIA Index(CBOT)
Jun04 040427 10455 10522 10440 10467 +8 7,171 44,484 +358
Sep04 040427 10460 10490 10449 10449 +9 8 293 +0
Dec04 040427 10437 10437 10437 10437 +9 0 14 +0
Total Volume and Open Interest 7,179 44,791 +358
S & P 500(CME)
Jun04 040427 1137.30 1146.20 1134.70 1137.90 unch 34,535 572,090 -582
Sep04 040427 1143.00 1143.00 1136.90 1136.90 -0.10 110 21,161 +37
Dec04 040427 1136.70 1136.70 1136.70 1136.70 -0.10 180 2,500 +150
Mar05 040427 1137.80 1137.80 1137.80 1137.80 -0.20 7 133 +2
Total Volume and Open Interest 34,844 596,069 -387
S & P 500 E-Mini(Globex)
Jun04 040427 1137.75 1146.25 1134.75 1138.00 unch 554,092 560,063 -15,312
Sep04 040427 1136.25 1144.75 1134.25 1137.00 unch 54 1,315 +10
Total Volume and Open Interest 554,146 561,378 -15,302
NASDAQ 100(CME)
Jun04 040427 1487.50 1498.00 1477.50 1484.50 -5.00 10,629 83,279 +622
Sep04 040427 1487.00 1487.00 1487.00 1487.00 -5.00 0 12 +0
Dec04 040427 1489.50 1489.50 1489.50 1489.50 -5.00 0 4 +0
Total Volume and Open Interest 10,629 83,295 +622
NASDAQ 100 E-Mini(GLOBEX)
Jun04 040427 1489.0 1498.0 1477.5 1484.5 -5.0 252,066 279,258 +1,177
Sep04 040427 1491.0 1501.5 1487.0 1487.0 -5.0 98 578 +52
Total Volume and Open Interest 252,164 279,836 +1,229
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Jun04 040427 606.50 611.50 604.00 605.75 -0.50 312 16,574 -6
Sep04 040427 605.75 605.75 605.75 605.75 -0.50      
Dec04 040427 605.75 605.75 605.75 605.75 -0.50      
Total Volume and Open Interest 312 16,574 -6
Russell 2000(CME)
Jun04 040427 590.50 595.00 585.50 589.00 -2.20 1,440 28,650 +418
Sep04 040427 589.00 589.00 589.00 589.00 -2.20 0 1 +0
Dec04 040427 589.00 589.00 589.00 589.00 -2.20      
Total Volume and Open Interest 1,440 28,651 +418
Value Line(KCBT)
Jun04 040427 1621.00 1621.00 1621.00 1621.00 unch 0 38 +0
Total Volume and Open Interest 0 38 +0
Nikkei 225(CME)
Jun04 040427 12090 12130 12050 12065 -65 2,025 42,754 -397
Sep04 040427 12065 12065 12065 12065 -65 0 20 +0
Total Volume and Open Interest 2,025 42,777 -397
Nikkei 225(SIMEX)
Jun04 040427 12130 12135 12020 12070 -115 21,816 182,968 +3,382
Sep04 040427 12065 12065 12065 12065 -115 0 1 +0
Dec04 040427 12040 12040 12040 12040 -115      
Total Volume and Open Interest 21,816 182,969 +3,382
CAC 40(MATIF)
Apr04 040427 3787.0 3800.0 3775.5 3787.0 +3.0 61,490 428,299 +1,152
May04 040427 3735.0 3747.0 3726.0 3733.0 +1.5 719 10,154 +439
Jun04 040427 3721.0 3737.0 3713.5 3718.0 -2.0 1,172 160,915 +4
Total Volume and Open Interest 63,667 617,432 +1,956
DAX Index(EUREX)
Jun04 040427 4140.0 4165.5 4124.5 4163.5 +24.5 99,047 183,149 +1,313
Sep04 040427 4156.5 4186.0 4148.0 4185.0 +24.5 415 8,769 -14
Dec04 040427 4177.0 4208.5 4170.5 4207.5 +24.5 240 1,734 -53
Total Volume and Open Interest 99,702 193,652 +1,246
FT-SE 100(LIFFE)
Jun04 040427 4578.50 4587.00 4554.00 4583.50 +6.50 37,643 404,432 -3,632
Sep04 040427 4579.00 4597.00 4579.00 4594.50 +6.50 2,251 18,280 +499
Dec04 040427 4625.50 4625.50 4625.50 4625.50 +6.50 1,200 16,573 +0
Total Volume and Open Interest 41,094 439,785 -3,133
SPI 200(SFE)
Jun04 040427 3457.0 3460.0 3444.0 3457.0 -4.0 1,643 142,098 +142,098
Sep04 040427 3465.0 3465.0 3465.0 3465.0 -3.0 0 3,349 +3,349
Dec04 040427 3479.0 3479.0 3479.0 3479.0 -4.0 0 2,490 +2,490
Total Volume and Open Interest 1,643 148,217 +148,217
GSCI(CME)
May04 040427 288.00 289.70 286.40 289.50 +4.60 96 16,161 -13
Jun04 040427 288.00 288.00 288.00 288.00 +4.25 45 200 +40
Jul04 040427 284.00 284.00 284.00 284.00 +4.00 0 50 +0
Total Volume and Open Interest 141 16,411 +27
Reuters CRB Index(NYBOT)
Jun04 040427 270.00 273.00 270.00 273.00 +3.50 42 452 -6
Aug04 040427 270.00 271.50 270.00 271.00 +3.75 2 70 -1
Nov04 040427 271.25 271.25 271.00 271.00 +4.25 0 2 +0
Total Volume and Open Interest 44 525 -7
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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